Real-time multipurpose reservoir operation: a case study

Abstract

A real-time operational methodology has been developed for multipurpose reservoir operation for irrigation and hydropower generation with application to the Bhadra reservoir system in the state of Karnataka, India. The methodology consists of three phases of computer modelling. In the first phase, the optimal release policy for a given initial storage and inflow is determined using a stochastic dynamic programming (SDP) model. Streamflow forecasting using an adaptive AutoRegressive Integrated Moving Average (ARIMA) model constitutes the second phase. A real-time simulation model is developed in the third phase using the forecast inflows of phase 2 and the operating policy of phase 1. A comparison of the optimal monthly real-time operation with the historical operation demonstrates the relevance, applicability and the relative advantage of the proposed methodology.     

Reservoir operation using grey fuzzy stochastic dynamic programming

This paper presents an optimal regulation programme, grey fuzzy stochastic dynamic programming (GFSDP), for reservoir operation. It is composed of a grey system, fuzzy theory and dynamic programming. The grey system represents data by covering the whole range without loss of generality, and the fuzzy arithmetic takes charge of the rules of reservoir operation. The GFSDP deals with the multipurpose decision‐making problem by fuzzy optimization theorem. The practicability and effectiveness of the proposed approach is tested on the operation of the Shiman reservoir in Taiwan. The current M5 operating rule curves of this reservoir also are evaluated. The simulation results demonstrate that this new approach, in comparison with the M5 rule curves, has superior performance with regard to the total water deficit and number of monthly deficits. Copyright © 2002 John Wiley & Sons, Ltd.     

Damper placement optimization in a shear building model with discrete design variables: a mixed‐integer second‐order cone programming approach

Supplemental damping is known as an efficient and practical means to improve seismic response of building structures. Presented in this paper is a mixed‐integer programming approach to find the optimal placement of supplemental dampers in a given shear building model. The damping coefficients of dampers are treated as discrete design variables. It is shown that a minimization problem of the sum of the transfer function amplitudes of the interstory drifts can be formulated as a mixed‐integer second‐order cone programming problem. The global optimal solution of the optimization problem is then found by using a solver based on a branch‐and‐cut algorithm. Two numerical examples in literature are solved with discrete design variables. In one of these examples, the proposed method finds a better solution than an existing method in literature developed for the continuous optimal damper placement problem. Copyright © 2013 John Wiley & Sons, Ltd.     

A new formulation for the stochastic control of systems with bounded state variables: An application to a single reservoir system

A new formulation is presented for the analysis of reservoir systems synthesizing concepts from the traditional stochastic theory of reservoir storage, moments analysis and reliability programming. The analysis is based on the development of the first and second moments for the stochastic storage state variable. These expressions include terms for the failure probabilities (probabilities of spill or deficit) and consider the storage bounds explicitly. Using this analysis, expected values of the storage state, variances of storage, optimal release policies and failure probabilities — useful information in the context of reservoir operations and design, can be obtained from a nonlinear programming solution. The solutions developed from studies of single reservoir operations on both an annual and monthly basis, compare favorably with those obtained from simulation. The presentation herein is directed to both traditional reservoir storage theorists who are interested in the design of a reservoir and modern reservoir analysts who are interested in the long term operation of reservoirs.     

Reservoir performance under uncertainty in hydrologic impacts of climate change

Relatively few studies have addressed water management and adaptation measures in the face of changing water balances due to climate change. The current work studies climate change impact on a multipurpose reservoir performance and derives adaptive policies for possible future scenarios. The method developed in this work is illustrated with a case study of Hirakud reservoir on the Mahanadi river in Orissa, India, which is a multipurpose reservoir serving flood control, irrigation and power generation. Climate change effects on annual hydropower generation and four performance indices (reliability with respect to three reservoir functions, viz. hydropower, irrigation and flood control, resiliency, vulnerability and deficit ratio with respect to hydropower) are studied. Outputs from three general circulation models (GCMs) for three scenarios each are downscaled to monsoon streamflow in the Mahanadi river for two future time slices, 2045–65 and 2075–95. Increased irrigation demands, rule curves dictated by increased need for flood storage and downscaled projections of streamflow from the ensemble of GCMs and scenarios are used for projecting future hydrologic scenarios. It is seen that hydropower generation and reliability with respect to hydropower and irrigation are likely to show a decrease in future in most scenarios, whereas the deficit ratio and vulnerability are likely to increase as a result of climate change if the standard operating policy (SOP) using current rule curves for flood protection is employed. An optimal monthly operating policy is then derived using stochastic dynamic programming (SDP) as an adaptive policy for mitigating impacts of climate change on reservoir operation. The objective of this policy is to maximize reliabilities with respect to multiple reservoir functions of hydropower, irrigation and flood control. In variations to this adaptive policy, increasingly more weightage is given to the purpose of maximizing reliability with respect to hydropower for two extreme scenarios. It is seen that by marginally sacrificing reliability with respect to irrigation and flood control, hydropower reliability and generation can be increased for future scenarios. This suggests that reservoir rules for flood control may have to be revised in basins where climate change projects an increasing probability of droughts. However, it is also seen that power generation is unable to be restored to current levels, due in part to the large projected increases in irrigation demand. This suggests that future water balance deficits may limit the success of adaptive policy options.     

Optimal sequencing for a multipurpose water supply system

The optimal sequencing of a multipurpose water supply system in the Hajduhátság region of Hungary is determined by dynamic programming. The goal function minimizes the present value of capital costs, operation costs, and economic losses due to water shortages. Future water requirements are considered to be random variables because of natural and forecasting uncertainties. The nonlinear optimization problem at each stage is equivalent to a readily solved game theoretical problem, the solution of which is straightforward. Sensitivity analysis performed with respect to economic losses, water requirements and discount rate, showed that optimal development and sequencing depend largely on the economic losses and the discount rate.     

Optimal operation of reservoirs for downstream water quality control using linked simulation optimization

A methodology is developed for optimal operation of reservoirs to control water quality requirements at downstream locations. The physicochemical processes involved are incorporated using a numerical simulation model. This simulation model is then linked externally with an optimization algorithm. This linked simulation–optimization‐based methodology is used to obtain optimal reservoir operation policy. An elitist genetic algorithm is used as the optimization algorithm. This elitist‐genetic‐algorithm‐based linked simulation–optimization model is capable of evolving short‐term optimal operation strategies for controlling water quality downstream of a reservoir. The performance of the methodology developed is evaluated for an illustrative example problem. Different plausible scenarios of management are considered. The operation policies obtained are tested by simulating the resulting pollutant concentrations downstream of the reservoir. These performance evaluations consider various scenarios of inflow, permissible concentration limits, and a number of management periods. These evaluations establish the potential applicability of the developed methodology for optimal control of water quality downstream of a reservoir. Copyright © 2007 John Wiley & Sons, Ltd.     

Displacement–acceleration control via stiffness–damping collaboration

An approach is presented to stiffness–damping simultaneous optimization for displacement–acceleration simultaneous control. To make a shear building model stiffer, the sum of mean-square interstorey drifts to stationary random excitations is minimized or the mean-square top-floor absolute acceleration is maximized subject to the constraints on total storey stiffness capacity and total damper capacity. Optimality conditions are derived and a two-step optimization method using the optimality conditions is devised. In the first step, the optimal design is found for a specified set of total storey stiffness capacity and total damper capacity. In the second step, a series of optimal designs is found with respect to a varied set of total storey stiffness capacity and total damper capacity. While increase of total stiffness capacity and increase of total damper capacity are both effective in reduction of deformation, only increase of total damper capacity is effective in reduction of acceleration. Acceleration control is carried out in the second step via increase of total damper capacity. It is shown through numerical examples that the proposed method is efficient and reliable. Copyright © 1999 John Wiley & Sons, Ltd.     

Stochastic differential dynamic programming for multi-reservoir system control

: As with all dynamic programming formulations, differential dynamic programming (DDP) successfully exploits the sequential decision structure of multi-reservoir optimization problems, overcomes difficulties with the nonconvexity of energy production functions for hydropower systems, and provides optimal feedback release policies. DDP is particularly well suited to optimizing large-scale multi-reservoir systems due to its relative insensitivity to state-space dimensionality. This advantage of DDP encourages expansion of the state vector to include additional multi-lag hydrologic information and/or future inflow forecasts in developing optimal reservoir release policies. Unfortunately, attempts at extending DDP to the stochastic case have not been entirely successful. A modified stochastic DDP algorithm is presented which overcomes difficulties in previous formulations. Application of the algorithm to a four-reservoir hydropower system demonstrates its capabilities as an efficient approach to solving stochastic multi-reservoir optimization problems. The algorithm is also applied to a single reservoir problem with inclusion of multi-lag hydrologic information in the state vector. Results provide evidence of significant benefits in direct inclusion of expanded hydrologic state information in optimal feedback release policies.     

Stochastic differential dynamic programming for multi-reservoir system control

: As with all dynamic programming formulations, differential dynamic programming (DDP) successfully exploits the sequential decision structure of multi-reservoir optimization problems, overcomes difficulties with the nonconvexity of energy production functions for hydropower systems, and provides optimal feedback release policies. DDP is particularly well suited to optimizing large-scale multi-reservoir systems due to its relative insensitivity to state-space dimensionality. This advantage of DDP encourages expansion of the state vector to include additional multi-lag hydrologic information and/or future inflow forecasts in developing optimal reservoir release policies. Unfortunately, attempts at extending DDP to the stochastic case have not been entirely successful. A modified stochastic DDP algorithm is presented which overcomes difficulties in previous formulations. Application of the algorithm to a four-reservoir hydropower system demonstrates its capabilities as an efficient approach to solving stochastic multi-reservoir optimization problems. The algorithm is also applied to a single reservoir problem with inclusion of multi-lag hydrologic information in the state vector. Results provide evidence of significant benefits in direct inclusion of expanded hydrologic state information in optimal feedback release policies.     

MULTIOBJECTIVE PROGRAMMING MODEL FOR SEDIMENT SLUICING AND POWER GENERATION IN RESERVOIR OPERATION

I. INTRODUCTIONReservoir operation study in planning stage is an important task for the water resourcesdevelopment design. In the past. much attention has been paid to making the most ot' floodcontol. power generation, navigation. and water supply, but less to the unfavorable effectsdue to reservoir sedimentation. According to the survey of 425 reservoirs in Japan with a total storage capacity of 13.2 billion mJ a volume of 825 million m3 of sediment was depositedby the end of 1979. This…     

Development of stochastic dynamic Nash game model for reservoir operation. I. The symmetric stochastic model with perfect information

Increasing water demands, higher standards of living, depletion of resources of acceptable quality and excessive water pollution due to agricultural and industrial expansions have caused intense social and political predicaments, and conflicting issues among water consumers. The available techniques commonly used in reservoir optimization/operation do not consider interaction, behavior and preferences of water users, reservoir operator and their associated modeling procedures, within the stochastic modeling framework. In this paper, game theory is used to present the associated conflicts among different consumers due to limited water. Considering the game theory fundamentals, the Stochastic Dynamic Nash Game with perfect information (PSDNG) model is developed, which assumes that the decision maker has sufficient (perfect) information regarding the associated randomness of reservoir operation parameters. The simulated annealing approach (SA) is applied as a part of the proposed stochastic framework, which makes the PSDNG solution conceivable. As a case study, the proposed model is applied to the Zayandeh-Rud river basin in Iran with conflicting demands. The results are compared with alternative reservoir operation models, i.e., Bayesian stochastic dynamic programming (BSDP), sequential genetic algorithm (SGA) and classical dynamic programming regression (DPR). Results show that the proposed model has the ability to generate reservoir operating policies, considering interactions of water users, reservoir operator and their preferences.     

Using a hybrid genetic algorithm–simulated annealing algorithm for fuzzy programming of reservoir operation

We present a novel approach for optimizing reservoir operation through fuzzy programming and a hybrid evolution algorithm, i.e. genetic algorithm (GA) with simulated annealing (SA). In the analysis, objectives and constraints of reservoir operation are transformed by fuzzy programming for searching the optimal degree of satisfaction. In the hybrid search procedure, the GA provides a global search and the SA algorithm provides local search. This approach was investigated to search the optimizing operation scheme of Shihmen Reservoir in Taiwan. Monthly inflow data for three years reflecting different hydrological conditions and a consecutive 10‐year period were used. Comparisons were made with the existing M‐5 reservoir operation rules. The results demonstrate that: (1) fuzzy programming could effectively formulate the reservoir operation scheme into degree of satisfaction α among the users and constraints; (2) the hybrid GA‐SA performed much better than the current M‐5 operating rules. Analysis also found the hybrid GA‐SA conducts parallel analyses that increase the probability of finding an optimal solution while reducing computation time for reservoir operation. Copyright © 2007 John Wiley & Sons, Ltd.     

基于初至波走时层析成像的Tikhonov正则化与梯度优化算法

初至波走时层析成像是利用地震初至波走时和其传播的射线路径来反演地下介质速度的技术.该问题本质上是一个不适定问题,需要使用正则化方法并辅之以适当的最优化技巧.本文从数值优化的角度介绍了初至波走时层析成像的反演原理,建立了Tikhonov正则化层析成像反演模型并提出求解极小化问题的加权修正步长的梯度下降算法.该方法可以从速度模型的可行域中迭代找到一个最优解.数值试验表明,该方法是可行和有应用前景的.     

Fuzzy optimum design of aseismic structures

It was pointed out in our previous paper that there exists a vast amount of fuzzy information in both objective and constraint functions of optimum design of structures. Then the idea of fuzzy optimum design of structures was first proposed and the problem with fuzzy allowable intervals of the physical variables (structural responses and sizes) could be solved via the α-level cut approach. In this paper, the procedure of fuzzy optimum design of aseismic structures is further developed. For this purpose, the concepts and definitions of fuzzy predictive earthquake intensity, fuzzy response spectrum and fuzzy structural response are given. A solution of the programming problems with generalized fuzzy constraints (including both fuzzy constraint functions and their fuzzy allowable intervals) is put forward; one of its special cases is the χ-level cut solution in Reference 1. The satisfaction degree of a fuzzy constraint function to its fuzzy allowable interval is defined, by which the problem considered is transformed into a series of non-fuzzy programmings. Then, a series of optimum points can be obtained which make up the solution of the fuzzy programming. As the solution of fuzzy programming contains not one but a series of optimum points, a two-step approach is presented to the fuzzy optimum design of aseismic structures. The first step is to find out the set of minimum cost design points corresponding to different design levels. In the second step, both construction cost and earthquake-caused loss expectation in the service life of the structure are traded off to find the optimum design level as well as a corresponding optimum design scheme.     

Probabilistic reservoir operation using Bayesian stochastic model and support vector machine

Available water resources are often not sufficient or too polluted to satisfy the needs of all water users. Therefore, allocating water to meet water demands with better quality is a major challenge in reservoir operation. In this paper, a methodology to develop operating strategies for water release from a reservoir with acceptable quality and quantity is presented. The proposed model includes a genetic algorithm (GA)-based optimization model linked with a reservoir water quality simulation model. The objective function of the optimization model is based on the Nash bargaining theory to maximize the reliability of supplying the downstream demands with acceptable quality, maintaining a high reservoir storage level, and preventing quality degradation of the reservoir. In order to reduce the run time of the GA-based optimization model, the main optimization model is divided into a stochastic and a deterministic optimization model for reservoir operation considering water quality issues.The operating policies resulted from the reservoir operation model with the water quantity objective are used to determine the released water ranges (permissible lower and upper bounds of release policies) during the planning horizon. Then, certain values of release and the optimal releases from each reservoir outlet are determined utilizing the optimization model with water quality objectives. The support vector machine (SVM) model is used to generate the operating rules for the selective withdrawal from the reservoir for real-time operation. The results show that the SVM model can be effectively used in determining water release from the reservoir. Finally, the copula function was used to estimate the joint probability of supplying the water demand with desirable quality as an evaluation index of the system reliability. The proposed method was applied to the Satarkhan reservoir in the north-western part of Iran. The results of the proposed models are compared with the alternative models. The results show that the proposed models could be used as effective tools in reservoir operation.     

Direct use of design criteria in genetic algorithm‐based controller optimization

In this study, genetic algorithms are applied to design controllers for the wind‐excited vibration reduction of a 76‐story tall building in the second‐generation benchmark problem. Design criteria and constraints including the comfort requirement for building occupants and the control robustness are directly incorporated in the formulation and evaluation of the fitness and penalty function of the genetic algorithm‐based control design. The method is efficient in obtaining optimal design with multiple constraint conditions. Two controllers are designed with realistic constraints and different robustness criteria. The corresponding results are investigated and compared with LQG optimal control results. Copyright © 2001 John Wiley & Sons, Ltd.     

Accurate estimation of acoustic impedance based on spectral inversion

Acoustic impedance is one of the best attributes for seismic interpretation and reservoir characterisation. We present an approach for estimating acoustic impedance accurately from a band‐limited and noisy seismic data. The approach is composed of two stages: inverting for reflectivity from seismic data and then estimating impedance from the reflectivity inverted in the first stage. For the first stage, we achieve a two‐step spectral inversion that locates the positions of reflection coefficients in the first step and determines the amplitudes of the reflection coefficients in the second step under the constraints of the positions located in the first step. For the second stage, we construct an iterative impedance estimation algorithm based on reflectivity. In each iteration, the iterative impedance estimation algorithm estimates the absolute acoustic impedance based on an initial acoustic impedance model that is given by summing the high‐frequency component of acoustic impedance estimated at the last iteration and a low‐frequency component determined in advance using other data. The known low‐frequency component is used to restrict the acoustic impedance variation tendency in each iteration. Examples using one‐ and two‐dimensional synthetic and field seismic data show that the approach is flexible and superior to the conventional spectral inversion and recursive inversion methods for generating more accurate acoustic impedance models.     

Towards realistic minimum-cost optimization of viscous fluid dampers for seismic retrofitting

This paper presents an effective approach for achieving minimum cost designs for seismic retrofitting using viscous fluid dampers. A new and realistic retrofitting cost function is formulated and minimized subject to constraints on inter-story drifts at the peripheries of frame structures. The components of the new cost function are related to both the topology and to the sizes of the dampers. This constitutes an important step forward towards a realistic definition of the optimal retrofitting problem. The optimization problem is first posed and solved as a mixed-integer problem. To improve the efficiency of the solution scheme, the problem is then re-formulated and solved by nonlinear programming using only continuous variables. Material interpolation techniques, that have been successfully applied in topology optimization and in multi-material optimization, play a key role in achieving practical final design solutions with a reasonable computational effort. Promising results attained for 3-D irregular frames are presented and compared with those achieved using genetic algorithms.     

Optimal operation model of a single reservoir with drought duration explicitly concerned

In this paper, a new model for a single reservoir operation optimization is proposed. The proposed model can design the optimal operation policy of a reservoir with explicit consideration of drought duration. The authors model this problem by formulating a single-stage loss function as a function of both the reservoir release and drought duration. Thereby the expected loss per period which is calculated based on the above extended single-stage loss function is minimized in infinite time horizon on the basis of Markov decision process (MDP) theory. The reliability indices are estimated as expected loss per period for specified extended loss functions. Finally, the features of the proposed model are illustrated through numerical analysis.