Title :
Application of a dual dynamic programming algorithm to staircase linear programs arising in scheduling of hydro power plants
Author :
Røtting, Tom A. ; Gjelsvik, Anders
Author_Institution :
Norwegian Electr. Power Res. Inst., Trondheim, Norway
Abstract :
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.<>
Keywords :
dynamic programming; hydroelectric power stations; linear programming; power engineering computing; scheduling; computational strategy; dual dynamic programming; hydroelectric power systems; multistage scheduling; relaxation; staircase linear programs; standard DDP approach; Convergence; Dynamic programming; Dynamic scheduling; Heuristic algorithms; Power generation; Power system dynamics; Power systems; Processor scheduling; Reservoirs; Scheduling algorithm;
Conference_Titel :
CompEuro '92 . 'Computer Systems and Software Engineering',Proceedings.
Conference_Location :
The Hague, Netherlands
Print_ISBN :
0-8186-2760-3
DOI :
10.1109/CMPEUR.1992.218487
