Planning water resources management systems using a fuzzy-boundary interval-stochastic programming method

In this study, a fuzzy-boundary interval-stochastic programming (FBISP) method is developed for planning water resources management systems under uncertainty. The developed FBISP method can deal with uncertainties expressed as probability distributions and fuzzy-boundary intervals. With the aid of an interactive algorithm woven with a vertex analysis, solutions for FBISP model under associated α-cut levels can be generated by solving a set of deterministic submodels. The related probability and possibility information can also be reflected in the solutions for the objective function value and decision variables. The developed FBISP is also applied to water resources management and planning within a multi-reservoir system. Various policy scenarios that are associated with different levels of economic consequences when the pre-regulated water-allocation targets are violated are analyzed. The results obtained are useful for generating a range of decision alternatives under various system conditions, and thus helping decision makers to identify desired water resources management policies under uncertainty.     

Development of operating rules for a complex multi-reservoir system by coupling genetic algorithms and network optimization

Abstract

An alternative procedure for assessment of reservoir Operation Rules (ORs) under drought situations is proposed. The definition of ORs for multi-reservoir water resources systems (WRSs) is a topic that has been widely studied by means of optimization and simulation techniques. A traditional approach is to link optimization methods with simulation models. Thus the objective here is to obtain drought ORs for a real and complex WRS: the Júcar River basin in Spain, in which one of the main issues is the resource allocation among agricultural demands in periods of drought. To deal with this problem, a method based on the combined use of genetic algorithms (GA) and network flow optimization (NFO) is presented. The GA used was PIKAIA, which has previously been used in other water resources related fields. This algorithm was linked to the SIMGES simulation model, a part of the AQUATOOL decision support system (DSS). Several tests were developed for defining the parameters of the GA. The optimization of various ORs was analysed with the objective of minimizing short-term and long-term water deficits. The results show that simple ORs produce similar results to more sophisticated ones. The usefulness of this approach in the assessment of ORs for complex multi-reservoir systems is demonstrated.

Citation Lerma, N., Paredes-Arquiola, J., Andreu, J., and Solera, A., 2013. Development of operating rules for a complex multi-reservoir system by coupling genetic algorithms and network optimization. Hydrological Sciences Journal, 58 (4), 797–812.     

Inexact stochastic dynamic programming method and application to water resources management in Shandong China under uncertainty

In this study, an interval parameter multistage joint-probability programming (IMJP) approach has been developed to deal with water resources allocation under uncertainty. The IMJP can be used not only to deal with uncertainties in terms of joint-probability and intervals, but also to examine the risk of violating joint probabilistic constraints in the context of multistage. The proposed model can handle the economic expenditure caused by regional water shortage and flood control. The model can also reflect the related dynamic changes in the multi-stage cases and the system safety under uncertainty. The developed method is applied to a case study of water resources allocation in Shandong, China, under multistage, multi-reservoir and multi-industry. The violating reservoir constraints are addressed in terms of joint-probability. Different risk levels of constraint lead to different planning. The obtained results can help water resources managers to identify desired system designs under various economic, environment and system reliability scenarios.     

Managing water resources system in a mixed inexact environment using superiority and inferiority measures

A superiority–inferiority-based fuzzy-stochastic integer programming (SI-FSIP) method is developed for water resources management under uncertainty. In the SI-FSIP method, techniques of fuzzy mathematical programming with the superiority and inferiority measures and joint chance-constrained programming are integrated into an inexact mixed integer linear programming framework. The SI-FSIP improves upon conventional inexact fuzzy programming by directly reflecting the relationships among fuzzy coefficients in both the objective function and constraints with a high computational efficiency, and by comprehensively examining the risk of violating joint probabilistic constraints. The developed method is applied to a case study of water resources planning and flood control within a multi-stream and multi-reservoir context, where several studied cases (including policy scenarios) associated with different joint and individual probabilities are investigated. Reasonable solutions including binary and continuous decision variables are generated for identifying optimal strategies for water allocation, flood diversion and capacity expansion; the tradeoffs between total benefit and system-disruption risk are also analyzed. As the first attempt for planning such a water-resources system through the SI-FSIP method, it has potential to be applied to many other environmental management problems.     

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.     

Multistage scenario-based interval-stochastic programming for planning water resources allocation

In this study, a multistage scenario-based interval-stochastic programming (MSISP) method is developed for water-resources allocation under uncertainty. MSISP improves upon the existing multistage optimization methods with advantages in uncertainty reflection, dynamics facilitation, and risk analysis. It can directly handle uncertainties presented as both interval numbers and probability distributions, and can support the assessment of the reliability of satisfying (or the risk of violating) system constraints within a multistage context. It can also reflect the dynamics of system uncertainties and decision processes under a representative set of scenarios. The developed MSISP method is then applied to a case of water resources management planning within a multi-reservoir system associated with joint probabilities. A range of violation levels for capacity and environment constraints are analyzed under uncertainty. Solutions associated different risk levels of constraint violation have been obtained. They can be used for generating decision alternatives and thus help water managers to identify desired policies under various economic, environmental and system-reliability conditions. Besides, sensitivity analyses demonstrate that the violation of the environmental constraint has a significant effect on the system benefit.     

A parallel dynamic programming algorithm for multi-reservoir system optimization

This paper develops a parallel dynamic programming algorithm to optimize the joint operation of a multi-reservoir system. First, a multi-dimensional dynamic programming (DP) model is formulated for a multi-reservoir system. Second, the DP algorithm is parallelized using a peer-to-peer parallel paradigm. The parallelization is based on the distributed memory architecture and the message passing interface (MPI) protocol. We consider both the distributed computing and distributed computer memory in the parallelization. The parallel paradigm aims at reducing the computation time as well as alleviating the computer memory requirement associated with running a multi-dimensional DP model. Next, we test the parallel DP algorithm on the classic, benchmark four-reservoir problem on a high-performance computing (HPC) system with up to 350 cores. Results indicate that the parallel DP algorithm exhibits good performance in parallel efficiency; the parallel DP algorithm is scalable and will not be restricted by the number of cores. Finally, the parallel DP algorithm is applied to a real-world, five-reservoir system in China. The results demonstrate the parallel efficiency and practical utility of the proposed methodology.     

An application of Karmarkar's interior-point linear programming algorithm for multi-reservoir operations optimization

Optimization of multi-reservoir systems operations is typically a very large scale optimization problem. The following are the three types of optimization problems solved using linear programming (LP): (i) deterministic optimization for multiple periods involving fine stage intervals, for example, from an hour to a week (ii) implicit stochastic optimization using multiple years of inflow data, and (iii) explicit stochastic optimization using probability distributions of inflow data. Until recently, the revised simplex method has been the most efficient solution method available for solving large scale LP problems. In this paper, we show that an implementation of the Karmarkar's interior-point LP algorithm with a newly developed stopping criterion solves optimization problems of large multi-reservoir operations more efficiently than the simplex method. For example, using a Micro VAX II minicomputer, a 40 year, monthly stage, two-reservoir system optimization problem is solved 7.8 times faster than the advanced simplex code in MINOS 5.0. The advantage of this method is expected to be greater as the size of the problem grows from two reservoirs to multiples of reservoirs. This paper presents the details of the implementation and testing and in addition, some other features of the Karmarkar's algorithm which makes it a valuable optimization tool are illuminated.     

An application of Karmarkar's interior-point linear programming algorithm for multi-reservoir operations optimization

Optimization of multi-reservoir systems operations is typically a very large scale optimization problem. The following are the three types of optimization problems solved using linear programming (LP): (i) deterministic optimization for multiple periods involving fine stage intervals, for example, from an hour to a week (ii) implicit stochastic optimization using multiple years of inflow data, and (iii) explicit stochastic optimization using probability distributions of inflow data. Until recently, the revised simplex method has been the most efficient solution method available for solving large scale LP problems. In this paper, we show that an implementation of the Karmarkar's interior-point LP algorithm with a newly developed stopping criterion solves optimization problems of large multi-reservoir operations more efficiently than the simplex method. For example, using a Micro VAX II minicomputer, a 40 year, monthly stage, two-reservoir system optimization problem is solved 7.8 times faster than the advanced simplex code in MINOS 5.0. The advantage of this method is expected to be greater as the size of the problem grows from two reservoirs to multiples of reservoirs. This paper presents the details of the implementation and testing and in addition, some other features of the Karmarkar's algorithm which makes it a valuable optimization tool are illuminated.     

Factorial two-stage stochastic programming for water resources management

This study presents a factorial two-stage stochastic programming (FTSP) approach for supporting water resource management under uncertainty. FTSP is developed through the integration of factorial analysis and two-stage stochastic programming (TSP) methods into a general modeling framework. It can handle uncertainties expressed as probability distributions and interval numbers. This approach has two advantages in comparison to conventional inexact TSP methods. Firstly, FTSP inherits merits of conventional inexact two-stage optimization approaches. Secondly, it can provide detailed effects of uncertain parameters and their interactions on the system performance. The developed FTSP method is applied to a hypothetical case study of water resources systems analysis. The results indicate that significant factors and their interactions can be identified. They can be further analyzed for generating water allocation decision alternatives in municipal, industrial and agricultural sectors. Reasonable water allocation schemes can thus be formulated based on the resulting information of detailed effects from various impact factors and their interactions. Consequently, maximized net system benefit can be achieved.     

A general Bayesian framework for calibrating and evaluating stochastic models of annual multi-site hydrological data

Multi-site simulation of hydrological data are required for drought risk assessment of large multi-reservoir water supply systems. In this paper, a general Bayesian framework is presented for the calibration and evaluation of multi-site hydrological data at annual timescales. Models included within this framework are the hidden Markov model (HMM) and the widely used lag-1 autoregressive (AR(1)) model. These models are extended by the inclusion of a Box–Cox transformation and a spatial correlation function in a multi-site setting. Parameter uncertainty is evaluated using Markov chain Monte Carlo techniques. Models are evaluated by their ability to reproduce a range of important extreme statistics and compared using Bayesian model selection techniques which evaluate model probabilities. The case study, using multi-site annual rainfall data situated within catchments which contribute to Sydney’s main water supply, provided the following results: Firstly, in terms of model probabilities and diagnostics, the inclusion of the Box–Cox transformation was preferred. Secondly the AR(1) and HMM performed similarly, while some other proposed AR(1)/HMM models with regionally pooled parameters had greater posterior probability than these two models. The practical significance of parameter and model uncertainty was illustrated using a case study involving drought security analysis for urban water supply. It was shown that ignoring parameter uncertainty resulted in a significant overestimate of reservoir yield and an underestimation of system vulnerability to severe drought.     

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.     

Bedload transport of small rivers in Malaysia

Numerous time-consuming equations, based on the relationship between the reliability and representativeness of the data utilized in defining variables and constants, require complex parameters to estimate bedload transport. In this study the easily accessible data including flow discharge, water depth, water surface slope, and surface grain diameter （ds0） from small rivers in Malaysia were used to estimate bedload transport. Genetic programming （GP） and artificial neural network （ANN） models are applied as complementary tools to estimate bed load transport based on a balance between simplicity and accuracy in small rivers. The developed models demonstrate higher performance with an overall accuracy of 97% and 93% for ANN and GP, respectively compared with other traditional methods and empirical equations.     

Identification of optimal strategies for agricultural nonpoint source management in Ulansuhai Nur watershed of Inner Mongolia,China

In this study, an environmental-friendly modeling system was developed and applied to an agriculture nonpoint source (AGNPS) management in Ulansuhai Nur watershed. In this system, water environmental capacity, credibility-based chance-constrained programming (CCCP), and AGNPS optimization models were integrated into a general modeling framework. It could be used to calculate water environmental capacity of total nitrogen and total phosphorus in Ulansuhai Nur watershed, which could consequentially provide input data for the developed AGNPS optimization model. Also, the inherent uncertainties in estimating water environmental capacities that can be expressed as possibilistic distributions were reflected and addressed based on computational results of three widely used methods. Such uncertainties were consequentially transferred to the proposed CCCP model based on the adoption of multiple credibility satisfactory levels, significantly facilitating objectivity reflection of decision alternatives. The developed modeling system was then applied to Ulansuhai Nur watershed of Inner Mongolia, a semi-arid river basin in northwestern China. Optimal strategies for AGNPS management in Ulansuhai Nur watershed were generated with consideration of the maximum total agricultural income under multiple policy scenarios. The results showed that the total agricultural income would increase with point source pollution being cut down, and would decrease with rising credibility levels, representing decreasing system violation risks. It was indicated that the higher of total nitrogen/phosphorus discharge being less than water environmental capacity of Ulansuhai Nur, the lower the total agriculture incomes. The proposed methods could help decision makers establish various production patterns with cost-effective agriculture nonpoint source management schemes in the basin of Ulansuhai Nur, and gain in-depth insights into the trade-offs between total agricultural incomes and system reliabilities.     

Multi-Constrained Catchment Scale Optimization of Groundwater Abstraction Using Linear Programming

Due to increasing water demands globally, freshwater ecosystems are under constant pressure. Groundwater resources, as the main source of accessible freshwater, are crucially important for irrigation worldwide. Over-abstraction of groundwater leads to declines in groundwater levels; consequently, the groundwater inflow to streams decreases. The reduction in baseflow and alteration of the streamflow regime can potentially have an adverse effect on groundwater-dependent ecosystems. A spatially distributed, coupled groundwater–surface water model can simulate the impacts of groundwater abstraction on aquatic ecosystems. A constrained optimization algorithm and a simulation model in combination can provide an objective tool for the water practitioner to evaluate the interplay between economic benefits of groundwater abstractions and requirements to environmental flow. In this study, a holistic catchment-scale groundwater abstraction optimization framework has been developed that allows for a spatially explicit optimization of groundwater abstraction, while fulfilling a predefined maximum allowed reduction of streamflow (baseflow [Q95] or median flow [Q50]) as constraint criteria for 1484 stream locations across the catchment. A balanced K-Means clustering method was implemented to reduce the computational burden of the optimization. The model parameters and observation uncertainties calculated based on Bayesian linear theory allow for a risk assessment on the optimized groundwater abstraction values. The results from different optimization scenarios indicated that using the linear programming optimization algorithm in conjunction with integrated models provides valuable information for guiding the water practitioners in designing an effective groundwater abstraction plan with the consideration of environmental flow criteria important for the ecological status of the entire system.     

An inexact programming method for agricultural irrigation systems under parameter uncertainty

Rapid population growth and economy development have led to increasing reliance on water resources. It is even aggravated for agricultural irrigation systems where more water is necessary to support the increasing population. In this study, an inexact programming method based on two-stage stochastic programming and interval-parameter programming is developed to obtain optimal water-allocation strategies for agricultural irrigation systems. It is capable of handling such problems where two-stage decisions need to be suggested under random- and interval-parameter inputs. An interactive solving procedure derived from conventional interval-parameter programming makes it possible for the impact of lower and upper bounds of interval inputs to be well reflected in the resulting solutions. An agricultural irrigation management problem is then provided to demonstrate the applicability, and reasonable solutions are obtained. Compared to the solutions from a representative interval-parameter programming model where only one decision-stage exists, the interval of optimized objective-function value is narrow, indicating more alternatives could be provided when water-allocation targets are rather high. However, chances of obtaining more benefits exist in association with a risk of paying more penalties; such a relationship becomes apparent when the variation of water availability is much intensive.     

Obtaining refined first‐order predictive models of linear structural systems

This study presents an effective method for identifying predictive models and the underlying modal parameters of linear structural systems using only measured output and excitation time histories obtained from dynamic testing. The system under examination is modelled as a first‐order multi‐input multi‐output time‐invariant system, and the structural model is realized using the Eigensystem Realization Algorithm together with the Observer/Kalman filter IDentification algorithm. The identified state‐space model is further refined using a non‐linear optimization technique based on sequential quadratic programming. The numerical examples show that the developed methodology performs very well even in the presence of inadequate instrumentation and measurement noise, and that the methodology is highly capable of creating realistic predictive models of structural systems, as well as estimating their underlying modal parameters. Copyright © 2002 John Wiley & Sons, Ltd.     

Design and Optimization of a Ground Water Monitoring System Using GIS and Multicriteria Decision Analysis

A GIS-based methodology has been developed to design a ground water monitoring system and implemented for a selected area in Mae-Klong River Basin, Thailand. A multicriteria decision-making analysis has been performed to optimize the network system based on major criteria which govern the monitoring network design such as minimization of cost of construction, reduction of kriging standard deviations, etc. The methodology developed in this study is a new approach to designing monitoring networks which can be used for any site considering site-specific aspects. It makes it possible to choose the best monitoring network from various alternatives based on the prioritization of decision factors.     

供水系统功能失效分析方法

本文提出了一个供水系统破坏状态下流分析新方法,通过连续性议程求解和连通性分析,可以确定供水失效区以及节点或系统的供水率,把该方法仿制成程序,嵌入到GIS软件平台中,形成了可视化的供水系统功能失效分析专用软件,并用实例说明了该方法可行,程序计算省时,结果合理可信。