Application of a dual dynamic programming algorithm to staircase linear programs arising in scheduling of hydro power plants

Application of a dual dynamic programming algorithm to staircase linear programs arising in scheduling of hydro power plants

A dual dynamic programming (DDP) technique for staircase linear programs was applied to problems arising in multistage scheduling of hydroelectric power systems. The approach has some similarity to nested Benders' decompositions (J.F. Benders, 1962). The contribution is a computational strategy...

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Bibliographische Detailangaben
Hauptverfasser: Rotting, T.A., Gjelsvik, A.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Convergence
Dynamic programming
Dynamic scheduling
Heuristic algorithms
Power generation
Power system dynamics
Power systems
Processor scheduling
Reservoirs
Scheduling algorithm
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Zusammenfassung:A dual dynamic programming (DDP) technique for staircase linear programs was applied to problems arising in multistage scheduling of hydroelectric power systems. The approach has some similarity to nested Benders' decompositions (J.F. Benders, 1962). The contribution is a computational strategy to arrange the iterations so as to improve convergence over the standard DDP approach. The application also favors use of relaxation in the subproblem, and this is discussed.< >
DOI:10.1109/CMPEUR.1992.218487