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

fYear

1992

fDate

4-8 May 1992

Firstpage

53

Lastpage

58

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;

fLanguage

English

Publisher

ieee

Conference_Titel

CompEuro '92 . 'Computer Systems and Software Engineering',Proceedings.

Conference_Location

The Hague, Netherlands

Print_ISBN

0-8186-2760-3

Type

conf

DOI

10.1109/CMPEUR.1992.218487

Filename

218487