Accession Number:

ADA278706

Title:

An Enhanced Decomposition Algorithm for Multistage Stochastic Hydroelectric Scheduling

Descriptive Note:

Technical rept.

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA DEPT OF OPERATIONS RESEARCH

Personal Author(s):

• Morton, David P.

Report Date:

1994-01-01

Pagination or Media Count:

28.0

Abstract:

Handling uncertainty in natural inflow is an important part of a hydroelectric scheduling model. In a stochastic programming formulation, natural inflow may be modeled as a random vector with known distribution, but the size of the resulting mathematical program can be formidable. Decomposition-based algorithms take advantage of special structure and provide an attractive approach to such problems. We develop an enhanced Benders decomposition algorithm for solving multistage stochastic linear programs. The enhancements include warm start basis selection, preliminary cut generation, the multicut procedure, and decision tree traversing strategies. Computational results are presented for a collection of stochastic hydroelectric scheduling problems. Stochastic programming, Hydroelectric scheduling, Large-scale Systems.

Descriptors:

• *LINEAR PROGRAMMING
• *SCHEDULING
• *DECOMPOSITION
• *HYDROELECTRICITY
• *ELECTRIC POWER PRODUCTION
• ALGORITHMS
• COMPUTERIZED SIMULATION
• UNCERTAINTY
• STRATEGY
• COLLECTION
• APPROACH
• SELECTION
• ELECTRIC GENERATORS
• HANDLING
• SCALE
• TREES
• DISTRIBUTION
• FORMULATIONS
• COMPUTER PROGRAMMING

Subject Categories:

• Electric Power Production and Distribution
• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE