A novel nested dynamic programming (NDP) algorithm for multipurpose reservoir optimization

Delipetrev, Blagoj and Jonoski, Andreja and Solomatine, Dimitri (2014) A novel nested dynamic programming (NDP) algorithm for multipurpose reservoir optimization. HIC 2014 – 11th International Conference on Hydroinformatics: Informatics and the Environment: Data and Model Integration in a Heterogeneous Hydro World. New York, USA. 17–21 Aug 2014.

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Abstract

In this paper, we present a novel nested dynamic programming (nDP) algorithm for multipurpose reservoir optimization. The nDP algorithm is built from two algorithms: 1) dynamic programming (DP) and 2) nested optimization algorithm implemented with Simplex and quadratic Knapsack. The novel idea is to include a nested optimization algorithm into the DP transition that lowers the starting problem dimension and alleviates the DP curse of dimensionality. The nDP can solve multi-objective optimization problems, without significantly increasing the algorithm complexity and the computational expenses. Computationally, the nDP is very efficient and it can handle dense and irregular variable discretization, it is coded in Java as a prototype application and has been successfully tested with eight objectives at the Knezevo reservoir, located in the Republic of Macedonia.

Item Type: Article
Subjects: Natural sciences > Computer and information sciences
Engineering and Technology > Environmental engineering
Divisions: Faculty of Computer Science
Depositing User: Blagoj Delipetrev
Date Deposited: 05 Sep 2014 10:53
Last Modified: 05 Sep 2014 10:53
URI: http://eprints.ugd.edu.mk/id/eprint/10882

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