Single multipurpose reservoir design: a modified optimal control problem by chance-constrained programming

This paper presents a chance-constrained programming model for optimal control of a multipurpose reservoir and its modification to a model for single reservoir design. An algorithm is developed for solving complex stochastic problems of multipurpose reservoir planning and design. The complexity of the problem is resolved by a two-step algorithm: (1) transformation of chance constraints on the state and control variables is performed at the first step; and (2) the choice of optimum control or optimal reservoir storage is carried out in the second step. The method of iterative convolution is chosen for the first step, while linear programming is selected for the second step. The algorithm allows the use of random inflows and random demands together with other deterministic demands. The reservoir design problem is presented as a modified optimal control problem. The procedure is illustrated with an example of a hypothetical reservoir design problem with three different types of downstream releases (hydropower production, municipal water supply, and irrigation).     

An iterative algorithm for interactive multiobjective programming

A new iterative algorithm for interactive multiobjective programming is proposed. The algorithm is based on the Lagrange multiplier technique of generating noninferior solutions, and it is shown to converge under certain conditions. It reduces a complex multiobjective problem into a sequence of two-objective problems which the decision maker can handle more easily. The number of two-objective problems with which the decision maker is confronted, as well as the total number of noninferior solutions that must be generated, increase more or less linearly with the number of objectives. Computational efficiency is further enhanced by avoiding the need for regression. The decision maker interacts with the model directly in the functional space, and he is not required to translate his judgment of relative worth into numbers. Due to the iterative nature of the algorithm, the decision maker can articulate his preferences in a progressive manner. Furthermore, he may modify his attitude at any stage of the computation, based on partial results, without adversely affecting the quality of the solution. An example problem previously solved by other methods, including the surrogate worth trade-off approach, is used to illustrate the new algorithm.     

Stochastic multiobjective optimization of reservoirs in parallel

A stochastic multiobjective optimization method for finding noninferior solutions of the operation problem of reservoirs in parallel is presented. This problem is characterized by a multiobjective optimization, a multireservoir system, and stochasticity of inflows, which represent three difficult aspects in reservoir system planning and operation. In this method, a constraint technique, decomposition iteration, and simulation analysis are employed conjunctively to deal with the three difficult aspects. The constraint technique is intended to transform the multiobjective optimization into a uniobjective one and the decomposition iteration in conjunction with the simulation analysis attempts to alleviate the dimensionality problem. The proposed methodology is applied to a reservoir system in the upper Tone River basin, which consists of three reservoirs in parallel and is operated primarily for three objectives: hydropower, water supply, and flood control. A total of 49 noninferior solutions for the reservoir system are obtained, from which the decision makers may be able to find the most satisfactory operating policy. Copyright © 2005 John Wiley & Sons, Ltd.     

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.     

A fuzzy-Markov-chain-based analysis method for reservoir operation

In this study, a fuzzy-Markov-chain-based stochastic dynamic programming (FM-SDP) method is developed for tackling uncertainties expressed as fuzzy sets and distributions with fuzzy probability (DFPs) in reservoir operation. The concept of DFPs used in Markov chain is presented as an extended form for expressing uncertainties including both stochastic and fuzzy characteristics. A fuzzy dominance index analysis approach is proposed for solving multiple fuzzy sets and DPFs in the proposed FM-SDP model. Solutions under a set of α-cut levels and fuzzy dominance indices can be generated by solving a series of deterministic submodels. The developed method is applied to a case study of a reservoir operation system. Solutions from FM-SDP provide a range of desired water-release policies under various system conditions for reservoir operation decision makers, reflecting dynamic and dual uncertain features of water availability simultaneously. The results indicate that the FM-SDP method could be applicable to practical problems for decision makers to obtain insight regarding the tradeoffs between economic and system reliability criteria. Willingness to obtain a lower benefit may guarantee meeting system-constraint demands; conversely, a desire to acquire a higher benefit could run into a higher risk of violating system constraints.     

Risk minimization in water quality control problems of a river system

Methodologies are presented for minimization of risk in a river water quality management problem. A risk minimization model is developed to minimize the risk of low water quality along a river in the face of conflict among various stake holders. The model consists of three parts: a water quality simulation model, a risk evaluation model with uncertainty analysis and an optimization model. Sensitivity analysis, First Order Reliability Analysis (FORA) and Monte–Carlo simulations are performed to evaluate the fuzzy risk of low water quality. Fuzzy multiobjective programming is used to formulate the multiobjective model. Probabilistic Global Search Laussane (PGSL), a global search algorithm developed recently, is used for solving the resulting non-linear optimization problem. The algorithm is based on the assumption that better sets of points are more likely to be found in the neighborhood of good sets of points, therefore intensifying the search in the regions that contain good solutions. Another model is developed for risk minimization, which deals with only the moments of the generated probability density functions of the water quality indicators. Suitable skewness values of water quality indicators, which lead to low fuzzy risk are identified. Results of the models are compared with the results of a deterministic fuzzy waste load allocation model (FWLAM), when methodologies are applied to the case study of Tunga–Bhadra river system in southern India, with a steady state BOD–DO model. The fractional removal levels resulting from the risk minimization model are slightly higher, but result in a significant reduction in risk of low water quality.     

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.     

Solving nonlinear water management models using a combined genetic algorithm and linear programming approach

Gradient-based nonlinear programming (NLP) methods can solve problems with smooth nonlinear objectives and constraints. However, in large and highly nonlinear models, these algorithms can fail to find feasible solutions, or converge to local solutions which are not global. Evolutionary search procedures in general, and genetic algorithms (GAs) specifically, are less susceptible to the presence of local solutions. However, they often exhibit slow convergence, especially when there are many variables, and have problems finding feasible solutions in constrained problems with “narrow” feasible regions. In this paper, we describe strategies for solving large nonlinear water resources models management, which combine GAs with linear programming. The key idea is to identify a set of complicating variables in the model which, when fixed, render the problem linear in the remaining variables. The complicating variables are then varied by a GA. This GA&LP approach is applied to two nonlinear models: a reservoir operation model with nonlinear hydropower generation equations and nonlinear reservoir topologic equations, and a long-term dynamic river basin planning model with a large number of nonlinear relationships. For smaller instances of the reservoir model, the CONOPT2 nonlinear solver is more accurate and faster, but for larger instances, the GA&LP approach finds solutions with significantly better objective values. The multiperiod river basin model is much too large to be solved in its entirety. The complicating variables are chosen here so that, when they are fixed, each period's model is linear, and these models can be solved sequentially. This approach allows sufficient model detail to be retained so that long-term sustainability issues can be explored.     

A diversified multiobjective GA for optimizing reservoir rule curves

The paper develops an efficient macro-evolutionary multiobjective genetic algorithm (MMGA) for optimizing the rule curves of a multi-purpose reservoir system in Taiwan. Macro-evolution is a new kind of high-level species evolution that can avoid premature convergence that may arise during the selection process of conventional GAs. MMGA enriches the capabilities of GA to handle multiobjective problems by diversifying the solution set. Simulation results using a benchmark test problem indicate that the proposed MMGA yields better-spread solutions and converges closer to the true Pareto frontier than the nondominated sorting genetic algorithm-II (NSGA-II). When applied to a real case study, MMGA is able to generate uniformly spread solutions for a two-objective problem involving water supply and hydropower generation. Results of this work indicate that the proposed MMGA is highly competitive and provides a viable alternative to solve multiobjective optimization problems for water resources planning and management.     

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.     

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.     

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.     

Optimization and uncertainty analysis of operational policies for multipurpose reservoir system

This paper presents optimization and uncertainty analysis of operation policies for Hirakud reservoir system in Orissa state, India. The Hirakud reservoir project serves multiple purposes such as flood control, irrigation and power generation in that order of priority. A 10-daily reservoir operation model is formulated to maximize annual hydropower production subjected to satisfying flood control restrictions, irrigation requirements, and various other physical and technical constraints. The reservoir operational model is solved by using elitist-mutated particle swarm optimization (EMPSO) method, and the uncertainty in release decisions and end-storages are analyzed. On comparing the annual hydropower production obtained by EMPSO method with historical annual hydropower, it is found that there is a greater chance of improving the system performance by optimally operating the reservoir system. The analysis also reveals that the inflow into reservoir is highly uncertain variable, which significantly influences the operational decisions for reservoir system. Hence, in order to account uncertainty in inflow, the reservoir operation model is solved for different exceedance probabilities of inflows. The uncertainty in inflows is represented through probability distributions such as normal, lognormal, exponential and generalized extreme value distributions; and the best fit model is selected to obtain inflows for different exceedance probabilities. Then the reservoir operation model is solved using EMPSO method to arrive at suitable operational policies corresponding to various inflow scenarios. The results show that the amount of annual hydropower generated decreases as the value of inflow exceedance probability increases. The obtained operational polices provides confidence in release decisions, therefore these could be useful for reservoir operation.     

Incorporating inflow uncertainty into risk assessment for reservoir operation

An attempt of using stochastic hydrologic technique to assess the intrinsic risk of reservoir operation is made in this study. A stochastic simulation model for reservoir operation is developed. The model consists of three components: synthetic generation model for streamflow and sediment sequences, one-dimensional delta deposit model for sediment transport processes in reservoirs, and simulation model for reservoir operation. This kind of integrated simulation model can be used to simulate not only the inflow uncertainty of streamflow and sedimentation, but also the variation in operation rules of reservoirs. It is herein used for the risk assessment of a reservoir, and the simulation is performed for different operation scenarios. Simulation for the 100-year period of sediment transport and deposition in the river-reservoir system indicates that the navigation risk is much higher than that of hydropower generation or sediment deposition in the reservoir. The risk of sediment deposition at the river-section near the backwater profile is also high thereby the navigation at the river-segment near this profile takes high risk because of inadequate navigation depth.     

基于阵列感应与自然电位联合反演地层水电阻率

原状地层水电阻率是重要的储层参数,也是进行精细储层评价的基础.基于泥浆侵入数值模拟与侵入过程中井周岩石物理特征分析,确定了薄膜电位的产生位置,针对储层高、低侵等不同侵入特征,提出了可适用于包括存在"低阻环"等不同侵入特征时储层电阻率分布的"五参数"地层模型,基于几何因子理论与有限元方法,建立了阵列感应与自然电位测井联合反演算法,实现了地层电阻率参数反演,重构了地层径向电阻率剖面,进而精确求取了地层水电阻率.通过对实际资料处理表明:反演算法稳定可靠,"五参数"模型能很好地表征储层电阻率分布形态,重构储层电阻率剖面,确定薄膜电位产生位置;基于阵列感应与自然电位的联合反演,能精确计算原状地层水电阻率,为储层评价与流体性质识别提供依据.     

Reservoir operation using El Niño forecasts—case study of Daule Peripa and Baba,Ecuador

Abstract

Reservoir operation is studied for the Daule Peripa and Baba system in Ecuador, where El Niño events cause anomalously heavy precipitation. Reservoir inflow is modelled by a Markov-switching model using El Niño–Southern Oscillation (ENSO) indices as input. Inflow is forecast using 9-month lead time ENSO forecasts. Monthly reservoir releases are optimized with a genetic algorithm, maximizing hydropower production during the forecast period and minimizing deviations from storage targets. The method is applied to the existing Daule Peripa Reservoir and to a planned system including the Baba Reservoir. Optimized operation is compared to historical management of Daule Peripa. Hypothetical management scenarios are used as the benchmark for the planned system, for which no operation policy is known. Upper bounds for operational performance are found via dynamic programming by assuming perfect knowledge of future inflow. The results highlight the advantages of combining inflow forecasts and storage targets in reservoir operation.

Editor D. Koutsoyiannis; Associate editor I. Nalbantis     

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.     

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.     

WMO PROJECT ON INTERCOMPARISON OF CONCEPTUAL MODELS USED IN HYDROLOGICAL FORECASTING

Abstract

The paper describes the development of a method which enables formulation of reservoir operation rules in a multi-reservoir water resources system. The method consists of three major steps: (1) development of a mathematical model of a multivariate (time and space) river flow process and generation of a synthetic input to the system, (2) development of a mathematical model of a water resources system and the simulation of its operation over the whole period of synthetic inflows (simulation coupled with one of the mathematical programming techniques), and (3) statistical analysis of the results of the simulation-optimization computations. Consecutive implementation of all steps leads to the formulation of the operation rules for all the reservoirs in the system.     

Application of the gravity search algorithm to multi-reservoir operation optimization

Complexities in river discharge, variable rainfall regime, and drought severity merit the use of advanced optimization tools in multi-reservoir operation. The gravity search algorithm (GSA) is an evolutionary optimization algorithm based on the law of gravity and mass interactions. This paper explores the GSA's efficacy for solving benchmark functions, single reservoir, and four-reservoir operation optimization problems. The GSA's solutions are compared with those of the well-known genetic algorithm (GA) in three optimization problems. The results show that the GSA's results are closer to the optimal solutions than the GA's results in minimizing the benchmark functions. The average values of the objective function equal 1.218 and 1.746 with the GSA and GA, respectively, in solving the single-reservoir hydropower operation problem. The global solution equals 1.213 for this same problem. The GSA converged to 99.97% of the global solution in its average-performing history, while the GA converged to 97% of the global solution of the four-reservoir problem. Requiring fewer parameters for algorithmic implementation and reaching the optimal solution in fewer number of functional evaluations are additional advantages of the GSA over the GA. The results of the three optimization problems demonstrate a superior performance of the GSA for optimizing general mathematical problems and the operation of reservoir systems.