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Literature Review

CHAPTER 2

LITERATURE REVIEW

One of the most important advances made in water resources/ hydrological sciences is the

evolvement and application of optimization techniques for planning, design and management

of complex water resource systems. Many successful applications of optimization are made

in reservoir studies. But there may still exist a gap between theory and application,

particularly in the area of short term reservoir operation. The problem of ineffective

operation of reservoirs using outdated technology and highly subjective management

practices has been indicated by the researchers (Loucks, 1997; Chen, 2003; John, 2004).This

chapter reviews the literature pertinent to reservoir operation and water resource system

analysis. The review is onward described in different sections.

2.1

Network flow programming (NFP) and conventional simulation models are two widely used

alternative approaches for analysing reservoir/river systems. The NFP technique does not

suffer from the dimensionality problem common to Dynamic Programming (DP) (Bellman

and Dreyfuss 1962). It is also preferred over conventional linear programming because it is

computationally much faster (Sabet and Creel, 1991). In this regards, the work of following

authors is of great importance.

Yerramreddy and Wurbs (1994) presented a comparative evaluation of network flow

programming and conventional simulation models. They concluded that simulation models

typically provide greater flexibility in representing the complexities of real-world systems,

while network flow programming helps to search systematically and efficiently through

numerous possible combinations of decision variable values with a more prescriptive

modelling orientation. They applied "The Water Rights Analysis Program" (TAMUWRAP)

developed by Texas A&M University to study the Brazo River basin.

Sigvaldason (1976) used a mathematical model based on Out of Kilter algorithm (a

simulation model) and used for assessing alternative operation strategies for the Trent River

System in Ontario, Canada. The Trent basin, characterised by numerous reservoirs (48 were

Chapter Two

Literature Review

represented in the model) is used for flood control, water supply, hydropower generation and

flow enhancement in canal system during the summer period. In mathematical form the outof-kilter algorithm is stated simply as

min Z = cij qij

(2.1)

ij

subject to:

qij - qji = 0 for all j

i

j

Lij qij Uij

for all ij

Where z is the objective function, qij is the flow in the arc from node i to node j, cij is the cost

of each unit of flow qij and Lij and Uij are the lower and upper bounds respectively on qij. The

author claimed that the model was efficient, and permitted flexibility in readily using the

model for a wide range of reservoir configurations and operating policies.

Barnes and Chung (1986) developed a detailed river basin simulation model to simulate the

combined operation of two major water project systems in California, namely the Central

Valley Project (CVP), operated by the US Bureau of reclamation, and the State Water Project

(SWP), of the California Department of Water Resources. These projects comprise a system

of dams, reservoirs, canals, tunnels, pumping plants and power plants designed to serve

multi-objectives of flood control, recreation, power generation and water conservation.

Although each project operates its upstream reservoirs separately, the release from the

upstream reservoirs is intermixed in the Sacramento River and the Sacramento-San Joaquin

Delta where southern exports are made by each project. The HEC-3 "Reservoir System

Analysis for Conservation" model developed by the US Corps of Engineers has been adopted

as a basic tool for reservoir releases and channel routings.

Faux et al. (1986) investigated an interactive river basin network flow model called

MODSIM2 and applied to a large irrigation/hydropower system in Philippines. The upper

Pampanga River Integrated Irrigation system (UPRIIS) is in Central Luzon. MODSIM2 is

based on Out-of-Kilter algorithm. Mathematically it may be expressed as

Chapter Two

N N

Min Cij Qij

i=1 j=1

Literature Review

(2.2)

N

N

Subject to Qij - Qji = 0 for j = 1,..., N

i=1

j=1

Lij Qij Uij for all i=1,..., N

0

Lij j = 1,..., N

Where Qij = integer valued variable flow in the link connecting node i to j, Cij = unit cost

of the flow in link (ij), Uij = given upper bound on flow in link (ij), and N is total number of

network nodes. Nodes can represent storage reservoir or non-storage junctions such as river

confluence or diversion structure and links represent river reaches, canals or penstocks. The

hydropower generation rate (POWt) is calculated as

POWt = Qt Eh k [ Ht - HT ]

(2.3)

Where POWt = average power during period t, (MW), Qt = flow through the link

representing turbine flow during period t as computed by the network algorithm in million

cubic meter (mcm), Ht = average reservoir elevation during period t in meters (m), HT =

tailrace elevation in meters (m), Eh = hydropower conservation efficiency and k = unit

conversion constant. Energy generation during the period was calculated as

= 0.001 POWt * Hrst

(2.4)

hours in period t. Reservoir operating rules, network setup and model calibration were

discussed in detail. The study demonstrates the versatility and usefulness of the Out-of-Kilter

algorithm.

Chung et al. (1989) optimized the combined operation of California State Water Project

(SWP) and the Federal Central Valley Project (CVP) in USA. They extended the water

resources planning model (DWRSIM) of California Department of Water Resources by

applying network flow algorithm. A least cost network flow programming procedure, the

Out-of-Kilter algorithm (OKA) has been incorporated into DWRSIM to perform the

operation of the CVP-SWP facilities south of the Sacramento-San Joaquin Delta. The main

reservoirs of the system are Clair Engle lake, Shasta lake, Whoskey town reservoir, lake

Chapter Two

Literature Review

Oroville, Flosom lake, New Melons reservoir, San Luis reservoir, Milterton lake, Silverwood

lake, lake Perris etc. The model (DWRSIM) uses a mass balance accounting procedure as a

basic tool for channel routing.

Sabet and Creel (1991) investigated NFP to simulate the operation of the Oroville reservoir

system of the California State Water Project (SWP). They simulated the hydraulic operation,

hydropower generation and contractual obligations of the California Department of Water

Resources (CDWR) to deliver energy to Southern California Edison (SCE). The computer

code SUPERK (Barr et al. 1974) was incorporated in the California On-Line Optimizing

System for Scheduling and updating Schedules (COLOSSUS). For the purpose, three

integrated NFP models have been developed based on the OKA approach.

The simulation was carried out on weekly and daily levels with up-to hourly detail. A real

word application of NFP to water resources was demonstrated. The results suggested that

although NFP/OKA is a linear model, it was easily adapted to modelling a complex reservoir

nonlinear system in conjunction with the linearization techniques and stepwise simulation.

Sabet and Creel (1991) presented model aggregation approach based on the network flow

programming (NFP) for the operation of California State Water Project (SWP). NFP was

used to model a portion of the California Aqueduct containing 30 aqueduct pools, two

reservoirs, four pumping plants and one pump generating plant in the system. The DeltaO'Neil simulation model (DELMOD) was used to modify the schedules at certain locations

to ensure the storage in the reservoirs was in allowable limits. For the daily model with

hourly detail, the network representation of the system has 4,212 arcs and 1,395 nodes. To

improve the efficiency of the computational time, a condensed network of 534 arcs and 123

nodes was used to find the initial solution. The final solution was then found by use of the

expanded network. The weekly operation of SWP facilities was determined by use of the

California on-line optimizing system for scheduling and updating schedules (COLOSSUS)

(Sabet and Coe 1991). The NFP technique does not suffer from the "curse of dimensionality"

common to dynamic programming. The out-of-kilter algorithm (OKA) is one method used to

solve NFP problems (Ford and Fulkerson 1962). One of the computer code was the Texas

Water Development Board incorporated in SYMLYDII. Shafer et al, (1981), Labadie and

Pineda (1986) Graham and Labadie (1986) have used SYMLYDII to model a variety of

Chapter Two

Literature Review

water resources system. Another OKA code called SUPERK has been used by Farley et al.

(1988), Coe and Rankin (1988) Chung et al. (1989). Sabet and Coe (1986) have been used to

model water resources system. The weekly operation of DELMOD with a simple example of

Dos Amigos was described. The results indicated the model aggregation approach is

computationally efficient in term of computer run time.

Sun et al. (1995) investigated generalized network algorithm for water-supply-system

optimization. They said that, to date, most algorithms are designed to solve transhipment

problem in a pure network setting with total demand being equal to total supply. The nonnetwork type constraints and variables are precluded from the network models. They

presented an algorithm, EMNET, for solving the regional water-supply-system optimization

that corresponds to a generalized network problem with additional non-network type

constraints and non-network type variables. Metropolitan water district of Southern

California is a case study. EMNET is 11-117 times faster than standard LP codes such as

MINOS (Murtagh and Sounders, 1987).

Khaliquzzaman and Chander (1997) presented a network flow programming model for

multireservoir sizing. It is a multiperiod model where all single period networks, representing

reservoirs, rivers, canals and demand points are interconnected in adjacent periods by

reservoir carryover arcs. Flows in carry over arcs represent reservoir storage and the

maximum flow in an arc for a reservoir indicates storage capacity requirement for that

reservoir. The carry over arcs are split into multiple arcs representing multiple zones in the

storage capacity. Reservoir capacities are obtained by optimizing the flow in carryover arcs.

The concept of Performance Matrix (PM) has been introduced to reflect the interreservoir

and interzonal competitiveness based on the objective function. Applicability of the model is

demonstrated by estimating the capacity of 7 reservoirs in a water transfer scheme in India

using the criterion of minimization of forest submergence.

Niedda and Sechi (1997) investigated a mixed optimization technique for a large scale water

resources system. It is based on Network Linear Programming and the Subgradient method.

Since inside domain, the global objective function is a convex piecewise linear function, a

subgradient method is used to obtain the direction of the improvement of design variables at

each iteration using the solutions of the network subproblem. The mixed technique permits

Chapter Two

Literature Review

an efficient evaluation of the design variables in order to reach a good approximation of the

global objective function optimum. The proposed method is applied to a hypothetical system

which is made up of two reservoirs, a hydroelectric plant, a diversion dam and two irrigation

areas.

2.2

Young (1967) developed an algorithm based on dynamic programming which solves the

problem recursively forward in time from the start. He used a yearly time unit and therefore

his methodology finds optimal operating policies for annual usage of a single reservoir. The

results are generalized to specify a near-optimal policy as a function of several state variables

and a flow forecast. The forward looking deterministic algorithm is given by

n-1

Z* = min { min [ l ( -Sn+1 + Sn + Xn ) + min l (-Si+1 + Si + Xi ) ] }

Sn+1 Sn

S2, S3,...,Sn-1 i=1

(2.5)

Si ,Sn Storage at the start of ith or nth year

n

Z*

The computational technique uses both deterministic dynamic programming and hydrologic

simulation. It was suggested that this type of approach be called Monte Carlo Dynamic

Programming or MCDP. The MCDP methodology starts by selecting values for X1 and S1

and generates Xi and Xi+1, i = 1, 2,...,1000 using Thomas-Fiering recursive relation.

After generating Xi and rounding each value of Xi to the nearest integer, integral optimal

storage Si : i = 1, 2, ..., 1001 using algorithm (2.5) are found and then optimal drafts (Di) are

computed using Xi and Si by

Di = - Si+1 + Si + Xi

(2.6)

_

The arranged values (Di ,Si ,Xi ,Xi+1 ): i = 1,2,...900 are finally regressed using least squares

regression to estimate the parameters of

Chapter Two

10

_

Di = Reg (Si , Xi , Xi+1)

Where Xi+1

Literature Review

(2.7)

_

Forecast of Xi+1

The IBM 7094 computing time for his methodology (as coded by Young) was 0.33 Sm

minutes (where Sm is reservoir volume). He presented fifty-two regression functions. For

instance an estimated policy for quadratic loss Sm = 10 and no forecasting is

Di = 6.848 + 0.0650 Si + 0.290 Xi

(2.8)

He agreed with the finding that for smooth convex loss functions Di = x (whenever possible)

is a near optimal policy. He also concluded that optimal policies are independent of the target

for smooth convex loss functions.

Hall et al. (1968) presented technique of analysis by which the dynamic operation policies

for planning complex multipurpose reservoir system can be optimized. Using the standard

recursive procedures of dynamic programming, the recursive relationship is given by

Vj(S) =

Where

j

(2.9)

Vi(S) Total income from sale of water and power from period to the end of the

planning period, starting with storage S.

Pej

Pnj

Pwj

Water price

fj

qj

Evaporation in period j.

constraints on the maximum and minimum allowable storage levels, the latter reflecting

flood control reservations and minimum power pool requirements as well as physical

limitations. He used monthly time period giving an optimal schedule of release for each

Chapter Two

11

Literature Review

developed, were extremely fast.

Mobasheri and Harboe (1970) presented a two stage optimization model for the design of a

multipurpose reservoir. The technique takes into account the fact that economic returns from

a project are a function of both design and operational rules of the project. A dynamic

programming (DP) model computes the optimum operation policy of a feasible design. An

iterative grid sampling algorithm is then used to compare designs for which optimum

operation are already determined and to select the best design. The application is made to a

hypothetical single multipurpose reservoir water resource project. A flow chart for the

proposed procedure was presented. The limitations of the study were (i) Only the relevant

and most important properties of reality were represented, (ii) Only a few development

purposes were included and the model was for a single reservoir and (iii) Only deterministic

streamflow data and the concept of critical period were used.

A useful theorem in the dynamic programming solution of sequencing and scheduling

problems occurring in capital expenditure planning was presented by Morin and Esogbue

(1974). The theorem may be followed for reduction of dimensionality, one of the major

problems associated in dynamic programming. The theorem is given below

If in the one dimensional sequencing problem there exists m, 1 m N, distinct subsets

of projects 1, 2,...,m, all of whose respective members have either (i) the same capacity

Q(i) for j e {1,2,...,m} or (ii) the same capital cost, C(i), then in any optimal sequence these

projects will appear in nondecreasing order of the ratio of their respective costs to their

respective capacities.

Chow et al. (1975) analysed the complete time and memory requirements for Dynamic

Programming (DP) and Discrete Differential Dynamic Programming (DDDP). They

suggested that the computer time required for a water resource optimization problem by DP

or DDDP might be considered as the sum of the compiling time of programming language

translation, the initiating time for the program, and the execution time TE. They found a

relation for execution time

s

p

TE = T MN Qi Pj

t=1 j=1

(2.10)

Chapter Two

Where TM

12

Literature Review

Qi, Pj No. of feasible values that state variable i (i = 1, 2, ...,S) and variable j (j

=1,2,...,D) respectively can take in each iteration or in the optimization

procedure

The computer memory required may be considered as the sum of the machine memory, code

memory and data memory. They verified the formulas by solving problems for operation of

single and multiple-purpose reservoir networks, etc. For example using IBM 360/75, for the

operation of a 2 reservoir system for irrigation and hydro-electric power using Multistate

incremental DP, with 2 states, 2 decisions, 64 iterations, 144 stages and 3 Nos. of Qi and Pi

the execution time TE was 80.26 sec. and Ta was 108 s.

Klemes (1977) investigated minimum number of discrete states to represent the range of

reservoir storage required to get optimal results. It was demonstrated that a too coarse

discrete storage representation could not only impede accuracy but may completely distort

reality in a most unexpected way. It was shown that the number of storage states was subject

to some absolute constraints and that it must increase linearly with the reservoir storage

capacity in order that comparability of results is assured. A linear rule for the estimation of

the number of storage states has been suggested and given below

S

no - 2

n = ( --------- S + 2 ) = --- + 2

So

o

Where

no

So

(2.11)

The symbol is used to indicate the rounding to the nearest integer. So, no and o are

obtained corresponding to a distribution {P}o (log normal and normal input distributions for

Chapter Two

13

Literature Review

test case), used in arriving at a result with which the result for a reservoir of capacity S is to

be compared.

The value of n obtained from (2.11) must satisfy the constraints given by:

n 3

S

n ( ------------ + 2 )

2 (D - xmin)

S

n ( ------------ + 2 )

2 (xmax - D)

Where

xmin, xmax

D

Reservoir draft (desired outflow)

Reservoir inflow (min, max respectively)

Charts are derived giving the numbers of storage states necessary to obtain stationary

probabilities of reservoir emptiness and/or fullness with an error 0.1%.

Karamouz and Houck (1982) derived general reservoir system operating rules by

deterministic dynamic programming, regression and simulation. These were tested for 48

cases. The following equations were used to define the loss function

A [exp (Rt /RUP) - exp (1)] ,

LOSS (Rt) = 0

Where A, B

if Rt RUP

if RLOW Rt RUP

(2.12)

if Rt RLOW

Constants that depend upon the price of water and how extensive the property

damage is known

Rt

RUP

Chapter Two

14

Literature Review

T

min Z = LOSS (Rt)

t=1

Several physical restrictions were included as constraints in the DP. Annual and monthly

rules were generated.

Bhasker and Whitlatch Jr. (1980) developed a backward looking dynamic programming

algorithm to obtain optimal releases from a single multiple-purpose reservoir. One sided and

two sided loss functions were solved and monthly policies were derived for Hoover

Reservoir located on Big Walnut Creek in Central Ohio.

Multiple Reservoir Problem

Schweig and Cole (1968) evaluated optimal control of linked reservoirs meeting a common

demand for a two storage case. They included a numerical example of the dynamic

programming calculation for a system of a finite surface reservoir and a full aquifer having

limited pumpage. The computer algorithm converges to optimal control rules for the most

part within 5 years of iteration. Given the optimal control rules for an assumed reservoir

system, it becomes possible to form transition matrices of contents by an adaptation of

Gould's method. The steady state solutions of the matrices show probabilities of each

reservoir's contents in the long term. The total direct operation cost, TCR is given by

TCR

Where

RA, RB

(2.13)

per month

RAB

URA, URB

from reservoir A and B respectively

URAB

They demonstrated that dynamic programming is far simpler in practice than its algebra

might seem to suggest. The hurdles barring wider use of such procedures are more technical

Chapter Two

15

Literature Review

than conceptual. One of the biggest problems is that of computer running time to obtain

optimal policies with large number of state variables. They concluded that research into

speeding the convergence of solutions is urgently required.

Heidari et al. (1971) presented an iterative method based on Discrete Differential Dynamic

Programming approach (DDDP). It was claimed that the algorithm could ease the two major

difficulties: memory

F* [S(n), n] = max { R [ S(n-1), [ S(n-1), S(n), y(n-1) ] , n-1 ] + F* [ S (n-1), n-1 ] }

S(n-1) D(n-1)

(2.14)

Where D(n-1) The state subdomain located in the neighbourhood of the trial trajectory at

stage n-1

F

S(n)

The method starts with a trial trajectory satisfying a specific set of initial and final conditions

and applies Bellman's recursive equation (2.14) in the neighbourhood of this trajectory. At

the end of each iteration step a locally improved trajectory is obtained and used as the trial

trajectory in the next step. They proved that the method is effective in the case of invertible

systems. The proposed approach is applied to a four-unit two-purpose water resources

system. The example was restricted to determine inflows.

Trott and Yeh (1973) developed a method to determine the optimal design of system of

reservoirs with series and parallel connections. A modified gradient technique is used to

determine the set of reservoir sizes which maximizes the net benefits, subject to the imposed

constraints. The technique was based on incremental Dynamic Programming algorithm using

the reservoir equation

ft [S1(t+1)] = max { min [ {R'(t)+r1(t)}/j , ft[S1(t) ] }

(2.15)

Chapter Two

16

Where f

R'(t)

ri(t)

Literature Review

Si(t)

j

Fraction of yearly demand to be delivered in month j

They applied their successive approximation algorithm with state incremental dynamic

programming on a network of six reservoirs named Dos Rias, Pine Mountain, Indian Valley,

English ridge, Clear lake and Kennedy Flats. The returns from the system were considered to

be derived from the firm water contract at a demand point. The advantage of the method of

successive approximation was that the solution of a six-dimensional dynamic programming

problem was obtained by solving a series of one-hundred dynamic programming problems.

In their example problem, number of iterations for the convergence of successive

approximation algorithm (monthly time step) to get optimal policies varies between 1 and 67.

Becker and Yeh (1974) developed a method based on dynamic programming through which

optimal timing, sequencing and sizing of multiple reservoirs surface water supply facilities

could be found. The recursion formula for a forward DP routine is

fi(qi) = min [ ck (yki) (1+r)-(q(i)-z(i)) + fi-1(qi - xki) ]

(2.16)

Subject to

qi-1

<

qi

xki

qi - qi-1

f0( )

yk

<

Yk

Where i

<

D(T)

Stage

fi( )

qi

xki

Chapter Two

17

ck

yki

D(t)

( )

Yk

Literature Review

The methodology was applied to a proposed system of reservoirs associated with the Eel

River Ultimate Project in Northern California. The reservoirs, named Dos Rios (1), Pine Mt.

(2), Indian Valley (3), English Ridge (4), Clear Lake (5), Kennedy Flats (6) were included in

the system.

They concluded that although it is firm water that is demanded or sold, it is reservoir capacity

at a particular site that is costed and the two are not simply related, nor is the relationship

independent of previously constructed reservoirs and the stream-reservoir configuration.

Their technique assumed streamflows to be subnormal correspond to a critical period

analysis method and no advantage was taken if any supposed knowledge about future flows.

They recommended that the work should be extended to multipurpose multireservoir system.

A new technique, called multilevel incremental dynamic programming (MIDP), is presented

by Nopmongcol and Askew (1976). The algorithm can greatly increase the efficiency of

solution and permit high-dimensional deterministic problems to be handled with far greater

ease comparatively. Hypothetical four reservoir system was investigated.

Kuo et al. (1990) developed a modelling package for the real time operation of Feitsui and

Shihmen Reservoirs in the Tanshui River Basin, Taiwan, the Republic of China. The package

consisted of a 10-daily streamflow forecast model, a rule curve based simulation model, and

an optimization model. With the help of forecasted streamflow for a year, the simulation

model is first used to find whether there is severe shortage of water. The DP model is then

used to find an improved operating policy. Normal and abnormal periods were considered in

the DP. At the end of each 10-day period the forecast is updated using a Kalman filter

technique and the observed streamflow during the period. The simulation model and

Chapter Two

18

Literature Review

optimization model was rerun for the remaining period of the year. The cycle was repeated

until the last period was reached. The execution time for 1 year (36 10-day periods) operation

was about 45 min. on the PC. It was suggested that the 10-day operating rules could be used

as boundary conditions (beginning and ending storage and 10-day releases) for a daily or

even an hourly operation.

A modification of differential dynamic programming (DDP) which made that technique

applicable to certain constrained sequential decision problems such as multireservoir control

problem was presented by Murray and Yakowitz (1979). The authors contended that the

technique is superior to available alternative. They supported their belief by experimentation

and analysis. They concluded that constrained DDP did not suffer the 'curse of

dimensionality' and required no discretization. DDP efficiently solved their 4-reservoir as

well as 10-reservoir problems.

2.3

principle of optimality (Bellman and Dreyfus 1962, Dreyfus and Law 1977, Nemhauser

1966). Deterministic optimization methods for reservoir system optimization have several

computational advantages over stochastic optimization. However, ignoring the stochasticity

of the system to be considered not only simplifies the model but also introduces bias, as

described by Loucks et al. (1981), Huang et al. (1991). Loucks wrote that deterministic

models based on average or mean values of inputs, such as streamflows, are usually

optimistic. System benefits are overestimated, and costs and losses are underestimated, if

they are based only on the expected values of each input variable. In contrast to the models

yielding only "optimal releases" within a fixed deterministic framework, stochastic dynamic

programming is of practical interest (Yakowitz 1982, Yeh 1985). Application of SDP to

water resource systems has been investigated by many authors. Their work is described in

brief in the following paragraphs.

Chapter Two

19

Literature Review

Torabi and Mobesheri (1973) presented a stochastic Dynamic Programming model useful in

determining the optimal operating policy of a single multipurpose reservoir. Stochastic nature

of the inflows was taken into account by considering the correlation between the streamflow

of the pair of consecutive time intervals.

The model equation moving backward, starting from state K is given by

L Q

Fk(t-1) = Max {[Urk,l + Fl(t)] Prq (St =l/St-1 = K) }

l=1 q=1

Where Fl(t)

(2.17)

Rt-1

Urk,l

policy r

Prq

St

The model was applied to the Folsom Reservoir and Power plant on the American River in

Southern California. Reservoir is meant for hydroelectricity water quality and flood control.

Firm water supply was treated as parameter. Flood and water quality control downstream

from the reservoir were kept in constraints. Discretization in the model written in FORTRAN

IV, was taken for 10 storage levels and 12 months. A transition probability matrix approach

was used.

The model calculates the optimum monthly release policy for a given level of water supply to

the expected annual level of on-peak energy production. By changing the level of water

supply, the trade off between energy and water supply was determined. They recommended

Chapter Two

20

Literature Review

that the model should be extended in order to find optimum operation policy for multireservoir systems.

Pegram (1974) investigated the effect of input model, size of reservoir and various input

parameters on the probability of zero draft from a discrete reservoir fed by a serially

correlated input. In his work a probability theory of reservoirs with serially correlated inputs

was presented. Four simple transition probability matrix (tpm) models were presented. These

tpm models may find use in reservoir studies since they are specified by very few parameters.

Out of four tpm models one model (T1 ) is given below to conserve space

T1

(1-a)

(1-a)(1-b)

(1-b)2

2a(1-a)

a + b - 2ab

2b(1-b)

a

Where a

r+a

Mean

r

c

/2(1-r)

ab

(2.18)

2

Variance

Reservoir capacity

The computation was done by using a difference equation method (Pegram 1972) to examine

the factors affecting the probability distribution of the draft (o).

The results showed that if , and c were fixed ( = 0.8, = 0.48, c = 9 and r was variable (r

= 0 ~ 0.8, there was very small amount of variation of o (0.0001 to 0.0054) between the

models T1, T2, T3 and T4. If only reservoir capacity c is fixed (c = 9) and , and r are

varied, the variation of o is typical for each model. Similarly the variation of o with , r

and c for a fixed variance was identical for each model. He concluded that a change of model

(T1, T2 ...T3) had relatively little effect upon the values of o. His studies reveal that as long

as , and r are preserved the form of the stochastic model of the input process may be

relatively unimportant from the point of view of the draft.

Chapter Two

21

Literature Review

Su and Deininger (1974) studied the regulation of Lake Superior under uncertainty of future

water supplies. The levels of Lake Superior have been regulated since 1922. These regulation

plans have been modified several times since their first design. The objective of the study

was to find operating policies that minimized the expected undiscounted yearly losses over

an infinite time horizon. The inflows to the lake were treated as stochastic random variables.

The system was modelled as a periodic Markovian decision problem. A new algorithm based

on the White's method of successive approximations for solving single chained and

completely ergodic Markovian decision problems was developed and was proven to be fairly

efficient in terms of computer time and storage. The newly developed policies were tested

against the current operating policies by using the historical inflow record as data. The results

show that if some of the developed operating policies were adopted, the average yearly losses

could be reduced by at least 15%. At the same time the monthly lake level variances could be

reduced by 25%.

To derive long-term operating policies for water resource systems, an algorithm is developed

by Mawer and Thorn (1974) that uses value iteration dynamic programming and simulation

in conjunction with Penalty costs. Two types of problems were solved on monthly time step

as given below

i)

Determine transition costs lead to a very simple and efficient type of value iteration

recurrence relationship

i = 1,2,3,...N

(2.19)

k

Where en(i-rk) = fn (i-rk, j) Vn-1(j)

fn(i-rk,j)

r

Wkn

Immediate cost incurred in month n, i being starting point if decision k is

used.

Vn(i) Total expected cost incurred in the next n months starting from state i if the

reservoir is operated under the optimal (i.e. cheapest policy).

Chapter Two

ii)

22

Literature Review

Final state for month n, equal to the initial state for month n-1.

Another problem was solved for probabilistic transition costs. The value iteration

recurrence relationship was given by

qmaxk

k = qmin

Where Pkn(q)

(2.20)

decision k is used.

rkn(j/i),q)

month n using the pumping policy k to give a net addition to storage q.

Each program took approximately 100S to compute and execute. The author claimed that

advantage of the optimization algorithm is the facility to include in the simulation items of

interest that would otherwise be omitted. The method described had been based on a single

reservoir. It was recommended that it may be extended for multireservoir systems and more

than one objective function, it is necessary to extend the method to flood control, the

maintenance of amenity levels etc.

Maidment and Chow (1981) investigated whether state space models, stochastic dynamic

programming and Markov chain analysis can be linked together for the analysis reservoir

systems and to assess what the advantages and limitations are of such methodology. The

mathematical description of the inflows to the reservoir system and response of the system to

inflow and release are formulated as a state space model. This model is incorporated within

an explicit stochastic dynamic programming procedure as the state transition equation. By

using the model, the transition probabilities of the state variables are found for each decision

and tested in the dynamic programming. Those for the optimal decisions are stored for later

use in a Markov chain analysis to determine the statistical characteristics of the state and

Chapter Two

23

Literature Review

decision variables if the reservoir is operated for a long period of time with the optimized

policy. The procedure is applied to proposed Watasheamu Dam in Nevada.

Esmaeil-Beik and Yu (1984) used the SDP to develop optimal policies for operating the

multipurpose pool of the Elk City Lake in the Arkansas River basin in Kansas with serially

correlated inflows. A weekly time step was adopted. Using Savarenskiy's scheme, the

number of storage states are 13 and number of inflow states are 15. The SDP recursive

equation was

FMT-t(i) =

j

j

(2.21)

In which the period T = 52 weeks and T counts the weeks in a year except for the initial stage

when t=0 was used. At t=0 FMT+1(j) for all j must be specified to start the backward

computation. pij(t) = probability of transition to stage j if the system is now in state i and a

feasible decision is chosen. Rij(t) = loss function. The operation of the multipurpose pool of

the Elk City Lake could be treated as a periodic Markov decision process with finite states

and discrete time. The SDP model was used to derive long-term operating policy to minimize

the expected average annual loss. Using the developed optimal policy the lake was operated

for the period 1966-67. The results showed a marked reduction in the expected annual losses

as compared with the historical operation.

Wang and Adams (1986) proposed a two-stage optimization framework which consists of a

real time model followed by a steady state model. The intention of the work was to develop

an efficient computational procedure based on SDP for real time optimization of single

reservoir. In recognition of hydrologic uncertainty and seasonality, reservoir inflows were

described as periodic Markov processes. The steady state model that described the

convergent nature of the prospective future operations was regarded as a periodic Markov

decision process and was optimized with the generalized policy iteration method (Howard

1960, White 1963). The results of steady state model were in fact used as an interim step for

deriving the optimal immediate decisions for the current period in the real-time model. The

procedure was applied to the Dan-River-Issue Reservoir on a tributary of the Yangtze River

in Canada. 30-year of historical inflow records was used in the study. The reservoir live

storage was discretized into n states (in this case n=22) with identical increments

according to Savarenskiy's scheme (Klemes 1977). If the minimum and maximum live

Chapter Two

24

Literature Review

storage volumes of the reservoir are donated as 0 and C respectively, the storage volume Si

corresponding to the discrete state indices i are specified as

= C/(n-2)

(2.22)

S1 = 0

Sn = C

Si = (i-1.5).

i = 2,3,...,(n-1)

The storage state transition probability was derived from the inflow probability distribution.

The number of inflow states varied from 6 to 36 in various months. An alternative procedure

for deriving the inflow transition matrices if the historic inflow record is limited, was

presented. The SDP (value iteration) recursive equation for the real time model is

VRi(t) = max [ bid(t) + Pijd(t). VRj(t+1) ]

dD

(2.23)

Where Pijd(t) = storage state transition probability from state i to state j during period t under

decision d, bid(t) = expected immediate reward per transition for state i under decision d in

month t, VRi(t) = real-time objective function value from state i in month t, D = decision

space equal to {d}. The results indicated that the proposed procedure is suited to real-time

reservoir operation optimization.

Hashimoto et al. (1982) studied three criteria for evaluating the possible performance of

water resources system. These criteria evaluate how likely a system is to fail (reliability),

how quickly it recovers from failure (resiliency) and how severe the consequences of failure

may be (vulnerability). These measures may be used in assessing alterative design and

operation policies of a water resource project. The reliability of a system may be described

by the frequency or probability that a system is in a satisfactory state:

= Prob [ Xt S ]

(2.24)

Where S is the set of all possible outputs and Xt is random variable in time t. Resiliency

describe how quickly a system is likely to recover or bounce from a failure once the failure

has occurred. If system recovery is slow, this may have serious implications for system

design. Resiliency may be described as

Chapter Two

25

p:

= ----1-

Literature Review

(2.25)

1

n

Where P = lim ---- Wt

n n t=1

:

= Prob { Xt S, Xt+1 F }

(failure) outputs. The vulnerability may be defined as

v = sj ej

jF

(2.26)

Where sj = a numerical indicator of severity of that state, ej = Prob. [ xj, corresponds to sj, is

the most severe outcome in a sojourn in F ]. The reservoir operation example presented by

Loucks et al. (1981) in page 138-152 is used to illustrate the proposed criteria. The summer

season operating policies were derived by SDP (Loucks et al. 1981) with the objective of

minimizing the loss

Min E [ l(R) ]

(2.27)

R = summer season release

l(R) = 0 when R T

l(R) = [(T-R)/T] when R < T

The exponent (0-7 in this case) defines the shape of the loss function. The results indicated

that quantitative risk criteria may be useful in determine efficient release policies.

Another criteria, 'robustness' is proposed as a measure of the likelihood that the actual cost of

a proposed project will not exceed some fraction of the minimum possible cost of a system

designed for the actual conditions that occur in the future. The value of robustness R at the

level is simply the probability that the system's opportunity cost will not exceed times the

minimum total cost. It is the probability that the design parameter q will have a value within

the domain

Chapter Two

26

Literature Review

f(q) dq

(2.28)

The robustness criteria was illustrated by its application to the planning of water supply

system in south-western Sweden. The criteria provides a basis for comparing alternatives.

Huang et al. (1991) presented and compared four types of SDP models for on-line reservoir

operation, relying on observed or forecasted inflows. The models are different because of the

assumption regarding the inflow in the next time period. The objective is to maximize

expected annual hydropower generation. A 10-daily period time step is adopted in the study.

21 discrete states on storage were considered. The models were applied to Feitsua reservoir,

in northern Taiwan. Optimal operation was derived using four variations of SDP with a

specific objective function. The comparison of the four SDP models was made using

simulation. The mathematical models used in the study are presented below:

fnt(St,Qt) = max [ Bt + PQ(t+1)/Q(t) . fn-1t+1 (St+1,Qt+1) ]

(2.29)

(2.30)

(2.31)

(2.32)

S(t+1)

Q(t+1)

S(t+1)

R(t)

R(t)

Q(t+1)

Q(t)

Q(t)

Where t

Within-year period

St

Qt

Rt

P(Q(t+1)/Q(t)

Results indicate that SDP model (2.29) is preferred, if perfect inflow forecasting model are

available. Otherwise (2.31) is more appropriate instead. For the Feitsui Reservoir system

Chapter Two

27

Literature Review

because of the inevitable errors existing in forecasting models, the type-three model is

preferred and selected as the most appropriate SDP model for long-term on-line operation.

Karamouz and Vasiliadis (1992) investigated reservoir systems using SDP and Bayesian

decision theory (BDT). The proposed model, called Bayesian stochastic dynamic

programming (BSDP) includes inflow, storage and forecast as state variables, describes

streamflows with a discrete lag 1 Markov process and uses BDT to incorporate new

information by updating the prior probabilities to posterior probabilities. The procedure is

used to determine optimal reservoir operating rules of Loch Raven Reservoir on Gunpowder

River in Maryland. The performance of BSDP is compared with an alternative SDP model

and a classical SDP model. The results indicated that BSDP model performed better than

alternative and classical SDP models. ARIMA(1,01,) and ARIMA(1,1,1) model was used to

forecast inflows into the Loch Raven reservoir. Methods of discrete representation of storage

were discussed. For a reservoir of upto 170% of the mean annual flow, 20 storage values

could be adequate which is within the range specified by Klemes (1977). The simplified

version of the BSDP model is given by

ft(S,I,H) = min [Bt(St,It,St+1) + { () . [().f*t+1()]}]

(2.33)

flow transition probability, = posterior forecast transition probability function.

Vasiliadis and Karamouz (1994) investigated demand-driven stochastic programming model

(DDSP). The objective of the study was to evaluated the usefulness and the hydrologic

reliability of the generated operating policies by DDSP model. The model allowed to use the

actual variable monthly demand in generating the monthly operating policies. BDT is applied

to forecast and capture the uncertainties of the steamflow process. BDT was useful in

continuously updating the probabilities for each month. In the procedure, the associated

penalty is a function of the release and the expected storage. Time series analysis for

forecasting and generated form of cost function was discussed. The application was made to

Gunpowder River, Loch Ravern Reservoir in Maryland. The results indicated that a model

with a fixed demand in optimization could not perform adequately in simulation of real-time

operation when the actual demand is variable.

Chapter Two

28

Literature Review

Raman and Chandramouli (1996) used a dynamic programming (DP) model, a stochastic

dynamic programming (SDP) model and a standard operating policy to derive a general

operating policy for reservoirs using Neural Network. The policies are derived to improve the

operation and efficient management of available water for the Aliyar Dam in Tamil Nadu,

India. The objective function was to minimize the squared deficit of the release from the

irrigation demand. From the DP algorithm, general operating policies are derived using a

neural network procedure (DPN model) and using a multiple linear regression procedure

(DPR model). The DP functional equation is solved for 20 years of historic data. The

performance of the DPR, DPN, SDP and SOP models are compared for three years of

historic data. The neural network procedure based on the dynamic programming algorithm

provided better results than the other models. Adamowski (2008) used artificial neural

networks in multiple reservoir problem for peak daily water demand forecast modeling.

Chaves and Kojiri (2007) and Ghiassi et al. (2008) also applied neural network technique in

water resource studies.

Askew (1974) derived optimum operating policies for three reservoir system by using

stochastic dynamic programming with the objective of maximizing the expected net dollar

benefits over a 50-year design period. The recursive equation for ith year was

n

P(qi) [ B(r)-C(x)

fi(Si) = max

0 x Si+qn i=1

Where fi(Si)

(2.34)

Maximum expected net benefit over the remaining i years of the life of the

system

Initial storage

C(x)

B(r)

P(qi)

qn

x (for Si + qi - x 0)

Si-1

Chapter Two

29

Literature Review

The problem was solved on an annual time step. Inflows, storages and releases were

measured in 'units of volume' and only integer quantities were considered. An

additional

incentive was provided in the model by imposing an extra penalty W that is incurred if the

system fails, that is, if r is less than x. The function for the net benefit in the recursive

equation was unaltered if Si + qi x but was amended in equation (2.34) as follows

[ B(r)-C(x) + { 1/(1+d) } . fi-1 (Si-1) - W ]

(2.35)

if Si + qi < x.

The penalty, W, has the effect of reducing the expected net benefit associated with

releases that give rise to possible shortfalls and therefore, it tends to cause a more

conservative release to be chosen as an optimum. His technique provides a combine use of

dynamic programming and simulation. Probability of failure was estimated with the aid of

system simulation. He concluded that if the goal in operating a water resource system is to

maximize its expected net benefits over its design life, then stochastic dynamic programming

provides very efficient means of deriving the optimum operating policy.

Askew (1974) presented a model, an extension of his previous model as discussed above. He

suggested that an optimum operating policy must be derived subject to relevant chance

constraints in order to limit the probability that a water resource system will fail. If a

stochastic dynamic program is developed that has the ability to restrict the probability of

given variables taking on values outside a fixed range, then it can be said to be capable of

handling chance constraints. He suggested that such a stochastic dynamic program could be

called a 'chance constrained dynamic program (CCDP). 'The recursive equation used by the

CCDP to derive optimum operating policies is given by

fi(Si) = max

0 xi Si + qn

n

P(qi ) [ B(ri) - C(xi) - W1 + { 1/(1+d) } . fi-1 (Si-1 ) ]

i=1

(2.36)

Where

n

f1(S1) =

max

P(qi ) [ B(ri) - C(xi) - W1 ]

0 xi S1 + qn i=1

W1 = Hypothetical penalty for system failure. Rest of the symbols are same as defined in

equation 2.34.

Chapter Two

30

Literature Review

Also

i) ri = xi, Si-1 = Smax, W1 = 0 [ if Si + qi - xi > Smax

ii) ri = xi, Si-1 = Si+qi-xi, W1=0 [if 0 Si + qi - xi Smax

ii) ri = Si + qi, Si-1 = 0, W1=W [if 0 Si + qi - xi 0

Where W is constant in function for W1. Optimal value for which is evaluated by iterative

search.

Turgeon (1980) presented and compared two possible manipulation methods for solving

weekly operating policy of multiple reservoir hydroelectric power systems using SDP. The

first method, called the one-at-a-time method, consists in breaking up the original

multivariable problem into a series of one-state variable subproblems that are solved by DP.

The second method, called the aggregation/decomposition method consists in breaking up the

original n-state variable stochastic optimization subproblems of two-state variables that are

also solved by DP. The final result is a suboptimal global feedback operating policy for the

system of n-reservoirs. The procedure was applied to a hypothetical system of a network of

six reservoir-hydroplants. The results indicated that the aggregation decomposition method

gave better operating policy than the known successive-approximation-DP method and this

with the same processing time and computer memory.

In 1981, Turgeon presented a method for determining the weekly operating policy of a power

system of n-reservoirs in series. The stochasticity of the river flows were considered in the

method. The stochastic nonlinear optimization problem of n-state variables was transformed

to n-1 problems of two state variables which were solved by DP. The release policy obtained

with this method for reservoir i is a function of the water content of that reservoir and of the

total amount of potential energy stored in the downstream reservoir. The application was

made to a power system of four reservoirs. Turgeon (2007) applied optimal reservoir

trajectory approach for stochastic optimization of multireservoir operation.

Kelman et al. (1990) developed sampling stochastic dynamic programming (SSDP), a

technique that captures the complex temporal and spatial structure of the streamflow process

by using a large number of sample streamflow sequences. The best inflow forecast can be

included as a hydrologic state variable to improve the reservoir operating policy. To test the

Chapter Two

31

Literature Review

power houses located on the North Fork of the Feather River in California has been used.

In SSDP approach, one selects M possible streamflow scenarios for the system to describe

the joint distribution of reservoir inflows and local inflows. For a monthly time step (T=12),

each scenario is a year of observed monthly streamflow data representing one 12-month

realization of the corresponding stochastic process. These streamflow scenarios are used to

simulate the reservoir's operation and river basin energy production for all possible

combinations of storage and hydrologic state in each month. In SDP, recursive equation is

max E [Bt(Rt,i,k,St+1) + E { ft+1(St+1,Xt+1) }]

Rt* Qt/Xt

Xt+1/Qt,Xt

(2.37)

M

L

max Pt(i/l) [Bt(Rt,i,k,St+1)+ Pxt(v/l,i).ft+1(St+1,v,i)]

Rt* i=1

v=1

(2.38)

Where

EQ(t)/X(t)

St(k)

St(1)=Smin and St(K)=Smax

Xt(l)

Xt(1) corresponding to a dry forecast and Xt(L) a wet forecast

Qt(i)

Vector of inflows throughout the basin at stage t for the ith scenario

(i=1,...,M)

Rt*(k,l)

Bt

Return at stage t due to the release R, given the initial and final storage

ft(k,l,i)

and the ith scenario occurs

Pt(i/l)

PXt(v/l,i)

Chapter Two

32

Literature Review

SSDP (equation (2.38)) uses M streamflow scenarios to describe the distribution of flows

over time and space. SDP (equation (2.37)), on the other hand, generally employs a discrete

approximation of a continuous distribution of Qt given Xt, presumably based on the observed

historical record. Both models employ a Markov chain for hydrologic state variable. In

SSDP, it is conditioned on the scenario i. The probability assigned to scenario i can be

calculated by Bayes theorem based on the actual inflow that occurs with sequence i between

month t and July as given below. In northern California several sources of information,

including snow pack are used to forecast the snowmelt season's (January-July) runoff. For

this situation it seems natural to let the hydrologic state variable Yt be the forecast of the

remainder of the seasonal runoff

Yt(i)

Pt(i/Xt) =

July

QT(i)

T=t

p[ Xt/Yt(i) ] p(i)

----------------------M

p[ Xt/Yt(j) ] p(j)

J=1

(2.39)

(2.40)

The SSDP approach has been useful in hydropower planning of Feather River in California

to generate efficient operating policies faster than the traditional trial-and-error reservoir

operation.

Braga Jr. et al. (1991) developed an SDP model for the optimization of hydropower

production of a multiple storage reservoir system with correlated inflows. The model

contains two parts, (i) an off line program which is based on DDP and (ii) an on line program

which is based on SDP. The off line program calculates the value of stored water (one time

only) in all of the reservoirs as a function of the several reservoirs storages and the month of

the year. The calculated value represents potential energy generation and is based on

historical flow data. The on line program performs real time operation. Each month a multidimension search is made for the optimal set of reservoir releases that maximize system

benefits. The search uses the transition probability matrices and the tables of stored-water

benefit for the particular month determined by the off line program. The optimization

requires knowledge of the previous month's inflows and the starting storages for the current

Chapter Two

33

Literature Review

month; but these, of course, are observable and are readily determined. The following month,

the on-line search procedure is repeated to find the optimal releases for that month.

Application was made to a subsystem of the Brazilian hydroelectric system. For a single

reservoir, their recursive equation of DP is

1

Itmax

ft(St,It+1) = max { P(It/It+1)[Bt(Rt,St)+ --- ft+1 (St-1,It)]}

Rt Itmin

1+r

(2.41)

Subject to

St-1 = St + It - Rt - Et + Rut

and the various reservoir and system constraints.

Where ft = expected total return from optimal operation with t time periods to go to the end

of the planning horizon, Rt = release during time period t; Rut = deterministic release from

upstream reservoir (if any) during time t, It = stochastic inflow during time t, St = storage at

the beginning of time t, Bt = net benefit for time t, S-t = average storage during time t, r =

period-to-period discount rate and P(It/It+1) = conditional probability of It given It+1. Because

ft is a function of ft-1, the recursive equation has to be solved backward in time.

In on line operation, release policy for any month m is determined by conducting an on-line

multidimensional search at the beginning of each month with the previous month inflow and

the ending storage being known.

Itmax

fm = max { Pi(Iim/Iim-1) [ Bm(Rim,Sim) + Vim(Sm,m) ] }

Rt i Itmin

(2.42)

Where Rm = a vector of releases, Sm = the ending storage vector, Im-1 = the previous month's

inflow, Im = the local river inflow, i = specific reservoir being considered, Vm = future value

of the storage vector as determined by the off-line program. Note that Vim is a function of

S1m, S2m, ... as well as m for each value of i. Best releases from the upstream reservoir are

determined while the storages of the other reservoirs are maintained. The next reservoir

release is the considered, using above equation, and the previously determined releases of the

other reservoirs are maintained. The one-at-a-time optimization is cycled until there is no

Chapter Two

34

Literature Review

further change in release policy. The combination of off-line and on-line procedures

drastically reduces the computational requirements inherent in multidimensional SDP,

because results from the one-time-only calculations can be stored beforehand and the real

time, on-line SDP only operates one month at a time. SDP convergence was reached in three

to four iterations. Model performances were superior to that of the historical operational

records. The methodology provides a viable way of applying SDP to multiple reservoir

system.

Karamouz et al. (1992) investigated an implicit stochastic optimization scheme to consider

multiple reservoir systems. The scheme comprised a three-step cyclic procedure that attempt

to improve the initial operating rules for the system. The three-step cycle begins with an

optimization of reservoir operations for a given set of streamflows. The optimal operations

from the solution are then analyzed in a regression procedure to obtain a set of operating

rules. These rules are evaluated in simulation model using a different set of the data. Based

on the simulation results, bounds are placed on operations and cycle returns to the

optimization model. The cycle continues until one of the stopping rules is satisfied. The

methodology was applied to a two reservoir system. The Lock Reservoir is located on the

Gunpowder River, while the Liberty Reservoir is located on Patapsco River. These two

reservoirs are two of the three principal sources of water supply to the city Baltimore. A

discrete dynamic program has been used to determine reservoir operating rules for the

multiple reservoir system. The objective function can be expressed as

Minimize Z =

T

x

loss [ Rst

t=1

s=1

(2.43)

Where T = the time horizon, x = the total number of sites and loss ( Rst ) is a hypothetical

loss function which is logical and has been used in the literature. The results indicates major

improvement in the monthly operating rules over standard operating rules when the operating

rules are refined using the proposed algorithm.

Valdes et al. (1992) presented a group of optimization models for the real time operation of a

hydropower system of reservoirs. The procedure combines stochastic DP and linear

programming. The dimensionality problem usually found in DP was solved by a space-time

aggregation/desegregation method. Scheme for discretization of inflows (state variable) was

Chapter Two

35

Literature Review

given. When the stochastic nature of the inflows has to be taken into account, SDP seems to

be the preferred technique to solve the optimization problem. The reservoirs in a hydropower

system were aggregated in power units rather than in water units. An optimal operating

policy for the equivalent aggregated reservoir was found first. The objective function was to

minimize the total cost or energy production for a hydrothermal system. The method of

successive approximations (Su and Deininger 1974) was used to solve SDP. The aggregated

policy is then used in the real time operation of the system to determine the daily releases and

power production from each reservoir of the system. Lower Caroni system in Venezula

which is composed of four reservoirs in series and a total installed capacity of 17,000 MW

was used as a test case. The results are found to be effective in computational sense.

Georgakakos and Yao (1993) stated that in case where data records are insufficient (e.g.

extreme events), stochastic methods were inadequate. They presented a control approach

where input variables are only expected to belong in certain sets. The solution is based on DP

and derived for the case where all sets are convex polyhedra. The objective is to determine

control action that the system will remain within desirable bounds. In the set control

approach the inputs are unknown but bounded. The method was applied to a three reservoir

system in the southern United States. The value of streamflow forcasting in reservoir

operation is given by Georgakakos (1989).

Huang and Wu (1993) investigated a procedure to check whether the SDP models for

reservoir operation will converge or not. The steady state SDP model has been guaranteed

after the SDP convergence has been reached. The study indicates that the stability of a SDP

model as it relates to the existence and uniqueness of solutions of transition probabilities for

the inflows depends on the rank of the coefficient matrix A. If the rank of A is the same as

the number of inflow states, there is precisely one solution for steady state distributions of the

inflows and SDP convergence will be reached. Otherwise the SDP model is divergent. In

practice, SDP divergence often occurs due to the fact that the available historical records are

not of sufficient duration to define flows in all intervals of the flow matrix. This condition

may be avoided either by careful discretization of reservoir inflows or by synthetic inflow

generation. The method can be illustrated by the following example taken from Huang and

Wu (1993). Given transition inflow matrix of two periods (say Rabi and Kharif)

Chapter Two

36

0.7 0.3

0.6 0.4

Literature Review

0.2 0.8

0.0 1.0

The steady state inflow distributions for these two periods are given by

PQ1 = PQ1 P1P2

and

(2.44)

where

P1P2 =

0.42 0.58

P2P1 =

0.12 0.88

0.5 0.5

0.2 0.8

1

1

A =

1

a21

a22-1 ... a2m

...

am1

am2 ... amm-1

(2.45)

1 2

1, 0.42-1 0.58

AP P =

1, 0.21

AP2P1 =

0.88-1

1, 0.5-1 0.5

1, 0.2

0.8-1

The rank of matrix A in both the above matrix is 2 because a two rowed squared submatrix

with nonzero determinant exists. Therefore SDP convergence will be attained, resulting in

PQ1 = [0.171, 0.829 ]

PQ2 = [0.286, 0.714 ]

Chapter Two

37

Literature Review

Cardwell and Ellis (1993) presented SDP models for water quality management in Schuylkill

River in Pennsylvania. River reaches correspond to stages, water quality parameters are the

state variables and control action in the DP represent treatment levels. The SDP objective

function was

v(s/n) =

kK

s*

(2.46)

Where P(s*/s,k) is the probability that the system will transition to state s* at stage n-1 if

control k is applied to state s in stage n. In addition, constraint relaxation, simulation with

uncertainty and regret-based models were presented. The principle importance in the study

was to incorporate both model and parameter uncertainty.

Increased withdrawals from the drainage basin of the Dead Sea over the past 50 years

resulted elevation differences between the Mediterranean Sea and the Dead Sea. It is

proposed that withdrawals from the Dead Sea would be replaced by a controlled inflow of

water from the Mediterranean Sea which would generate hydro-electric power. A stochastic

dynamic programming model (Weiner and Ben-Zvi 1982) is applied to optimize the annual

Mediterranean water inflows, taking into account the high variability of the remaining

natural inflows to the Dead Sea and to maximize the discounted expected value of the plant

benefit.

2.4

Linear Programming

For the solution of the reservoir optimization problem, LP was used by Mannos (1955),

Loucks (1968), Roefs and Bodin (1970). Chance-constrained LP has been used by Revelle et

al. (1969), Eisel (1972), Houck (1979), and Houck et al. (1980).

Mohammadi and Marino (1984) presented a model for the real time operation of Folsom

reservoir of the California Central Valley Project. The model was a combination of linear

programming (used for month by month operation) and dynamic programming (used for

annual optimization). Choice of objective function for reservoir operation was discussed. It

gave flexibility to select the objective that would best satisfy the needs of the area. The

following three objective functions were studied.

i)

Chapter Two

38

Literature Review

ii)

iii)

Maximization of water and energy for months with relatively high water and

energy demands.

Curry et al. (1973)'s work is an extension of the work of Re Velle for reservoir modelling

(1969). Re Velle's linear decision rule (LDR) as applied to a reservoir is given by

x

Where

s-b

(2.47)

i)

The stochastic context where inflow (input) are treated as random variable.

ii)

The objective of Curry's model was to minimize the operating cost of the system over a

specified planning horizon. They used SIMPLEX method to solve the problem. The decision

variables, to be determined were

i)

ii)

The authors claimed that the primary advantage of their model would be in the real time

operation of a linked system of multipurpose reservoirs. The model would provide

operational guidelines which could either minimize or maximize the selected objective

function if both inflow and water demands could be anticipated through forecasting

procedures. The authors concluded that the change-constraint formulation places no

restrictions on the inflow distribution types and objective function forms. The inflows can be

independent, correlated for different lags for each reservoir or even correlated for all

reservoirs.

Chapter Two

39

Literature Review

Nayak and Arora's (1974) work is an extension of Revelle's linear decision rule (LDR), 1969,

for release management of reservoirs. According to this rule, a release of xi made during the

period i is a function of initial storage Si-1 and a decision parameter b for this period: i.e. xi =

Si-1 - bi. They analyzed that if the minimum required pool volume was assumed to be equal to

Am.C where Am was a fraction between zero and one and C was the optimal capacity of the

reservoir, then the quantity C - Am.C had been defined as control volume. They proved that

control volume C is independent of Am for given flow data. Their derivation (starting from

Revelle's model, min C) leads to the following theorem.

For a given inflow data, free board capacity and the minimum and maximum flow

requirements, there exists a constant K such that

K = (1 - Am ). C

(2.48)

Loucks and Dorfman (1975) compared and evaluated several Linear Decision Rules (LDR)

used in chance-constrained models for estimating efficient reservoir capacities and operating

policies. They used the following objective function for estimating the trade-off between

the release target YR and the maximum storage capacity k required for a given release

target including a weight w

min k - wYR

(2.50)

Rt = St - bt

St = It-1 + bt-1

(2.51)

Rt = St + It - bt

St = bb-1

Their results showed that the choice of the LDR substantially influenced to active storage

capacity requirement for any given release target, etc. A simulation model was written and

used to evaluate the solutions of various chance-constrained models (2.51). It also confirmed

the conservative nature of chance-constrained models. One of the principal reasons for the

Chapter Two

40

Literature Review

conservative nature of these chance-constrained models utilizing LDR is that they assume

that each flow in each period will be critical.

Reservoir management models were investigated for optimal policies by Sobel (1975). A

deterministic model for investigating smallest storage capacity was presented. Inflows and

demand were treated as being known in advance. The objective function whose solution was

obtained through linear programming is

St = min [[c, St-1 + rt - xt ]

(2.52)

Subject to:

0 St c

0 xt St-1 + rt

rt Inflow during period t

St Storage at end of period t

c Reservoir capacity

He suggested that it was a Chebyshev optimization problem, namely, a search for the

minimum possible value of a constrained maximum. Equation (2.52) was derived for xt as

xt = min [ft , St-1 + rt - Lt ]

(2.53)

Lt Sum of mt

mt Minimum storage

A stochastic minmax capacity model was discussed. Another formulation based on DP was

derived and given below:

ft(u) = min [ Gt(u,v) + Eft+1 { p(v,Rt) } ]

u vc

(2.54)

Where

ft(u) Expected cost of an optimal policy during t if c-u is in storage at start of t.

Gt(u,v) Expected net cost in t of a vector n-u of drawdown if storage levels at the

beginning of the period are c-u.

E

Expectation (of a random variable).

p(v,Rt) Storage at end of period if inflow is r and storage was c-n just before inflow

occurred.

He also discussed some other models with simple numerical examples. These models are

valuable for reservoir management.

Chapter Two

41

Literature Review

nonlinear program and an algorithm for obtaining an approximate solution is presented by

Houck and Cohon (1978). The model can be used either to determine for a multipurpose

multiple-reservoir system, both a design and a management policy or to determine only a

management policy. A discrete lag-one Markov process is explicitly included in the model as

the streamflow description.

Benefit transformation curves were derived from a multiple linear programming model

(Thampapillai and Sinden 1979). These curves were used to assess the relationship between

objectives. The model was illustrated through application to a policy problem in northern

New South Wales, Australia.

Houck (1982) presented five different types of objective functions. These were used to solve

a real-time daily reservoir operation by mathematical programming. The five objective

functions were

N+T-1

(A) min PENA = [ (St+1-55000)2/2025000 + (Rt-500)2/12250) ]

t=N

N+T-1

(B) min PENB = [ (1/C) St+1 - a b + (1/f) Rt - d e ]

t=N

(C) min PENC = max [ SA(St+1), SB(St+1), RA(Rt), RB(Rt) ]

for t = N,...,N + T - 1

(D) min PEND = max [ (St+1-55000)2/2025000 + (Rt-500)2/12250) ]

(2.55)

for t = N,...,N + T - 1

N+T-1

(E) min PENE = [ SA(St+1)+ SB(St+1)+ RA(Rt)+ RB(Rt) ]

t=N

Where

St+1

Reservoir storage volume m

Rt

Reservoir draft based on forecasted inflows for previous days m

a thru f

Parameters to be adjusted. Best parameter set found is a = 53600, b = 2084,

c= 1400000, d = 500, e = 2.8, f = 12250. It produced a loss equal to 11.924.

SA, SB

Cumulative Distribution Functions value may be 0 to 1.

Chapter Two

42

Literature Review

It was found that model C was easy to use and produced very good results.

Wang et al. (2004) performed optimization of short-term hydropower generation and showed

that with the development of a direct search procedure, a reformulated problem with only

linear constraints of outflow release and storage content can be solved.

2.5

Multiobjective Optimization

All major water resources systems have the capability of providing a number of water-related

benefits. These benefits may include water supply for irrigation, domestic, and industrial use,

recreation, hydroelectric power generation, water quality improvement, flood control, fish

and wildlife maintenance and navigation. A basic problem is that the various objectives may

be conflicting and are not commensurable or affect different groups of people or interests.

Sometimes it is important assign priority to that objective which has the greatest monetary

benefit. These difficulties are well defined in Starr and Zeleny (1977)

"Decision making is a dynamic process, complex, redundant with feedback and sideways,

full of search, detours, information gathering and information ignoring, fuelled by fluctuating

uncertainty, fuzziness and conflict; it is an organic unity of both pre-decision and postdecision stages of the overlapping regions of partial decisions."

Multiobjective optimization in reservoir operation studies was carried out by Cohon and

Marks (1975), Goicoechea et al. (1979), Haith and Loucks (1976), Yazicigil et al. (1983) and

others. Duckstein and Opricovic (1980) suggested that multiobjective may be performed at

two levels: first, an engineering level (cost effectiveness approach) and second, a managerial

level (compromise solution). The proposed method was applied to the design of a water

resource system in the Central Tisza River Basin in Hungary. As proposed, several

approaches are possible for the selection of a final alternative. These methods may include, in

particular, voting, dominance analysis and group decision making.

The other methods in this group are ELECTRE (David and Duckstein (1976)) and multi

attribute utility theory (Keeney and Wood (1977).

Vemuri (1974) presented a technique through mathematical derivations to solve Multipleobjective optimization problems naturally arising in resource management projects. The

Chapter Two

43

Literature Review

algorithm optimizes two objectives at the same time. It is desired to minimize water loss due

to evaporation (J1) from the reservoir, to minimize the capital cost (J3) of the project and to

maximize the total volume capacity of the reservoir. Let h be the height of the dam, A be the

surface area of reservoir and V the volume capacity of the reservoir. The author wrote the

following functions heuristically without any rigorous theoretical base for their derivation

h = [ ex(i) (x1)2 ]1/

a > 0, const.

A = K1 (x2)2

k1 > 0, const.

(2.56)

The water loss due to evaporation:

J1 = K3 A = K3 K1 (x2)2

K3 > 0, const.

(2.57)

J2 = K2 h2 A

K2 > 0, const.

(2.58)

J3 = 1/V = [1/k1] [ (x1)-2/ (x2) e-x(1)/ ]

(2.59)

The model equation for non-inferior index elements was derived by the author as given

below

J*i(1,2,3)

That is

n

= C [ wi/i ] (k)wk

k=1

(2.60)

J*2 (1,2,3) = C [ 1/4 ] { (1)-1/4 (2)-3/4 (3)1/2 }

J*3 (1,2,3) = C [ 1/4 ] { (1)1/4 (2)1/4 (3)-1/2 }

(2.61)

The constant C (computed 2.38 for example problem) is evaluated by solving and using one

of equation 2.61 for one particular choice of the vector = (1, 2, 3).

Chapter Two

44

Literature Review

The author showed optimum evaporation J*1, optimum costs J*3 and optimum volume (in

inverse) 1/J against various values of 1, 2, 3 in a tabular form. The technique attempted to

emphasize the importance of multiple-objective optimization and presented a computation

procedure for calculating a set of the so-called non-inferior vectors to an unconstrained

optimization problem. The author recommended extending this method to problems in which

decision and state variable constraints are present.

A new method for solving non-commensurable multi-objective functions namely, the

surrogate worth trade off method, was developed by Haimes and Hall (1974). The Vemuri

(1974) multi-objective problem given in (2.56 - 2.61) had been chosen as an example and

was successfully solved via the surrogate trade off method. The multi-objectives general

vector optimization problem in water resources system analysis may be given as

_

fi(x) = min [ fi(x), f2(x),...,fn(x) ] = min fi(x)

x

x

(2.62)

Subject to

gk(x) 0

k = 1,2,...,m

functions and g, k = 1, 2, ..., m are m constraints.

Reformulating the system (2.62) as follows

min fi(x)

x

(2.63)

Subject to:

fj(x)

gk(x) 0

j = 2,3,...,n

k = 1,2,...,m

Where

_ _

= fj(x) + j

_

>0

j = 2,3,...,n

j = 2,3,...,n

Chapter Two

45

Literature Review

_

_

Where fi(x) is defined in (2.62) and j , j i, j = 1, 2, ..., n are maximum tolerable levels and

can be varied parametrically to evaluate the impact on the single objective function fi(x) in

(2.50). They formed the Lagrangian L as

m

n

L = fi(x) + k gk(x) + 1j [ fj(x) - j ]

k=1

j=2

(2.64)

Where k, k = 1,2,...,m and 1j, j = 2,3,...,n are Langrange multipliers. Trade off function

1j [ A(j) ] was derived as

1j [ A (j) ] = - f1(x) / fj(x)

(2.65)

With the help of satisfying Kuhn-Tucker conditions. A surrogate worth function Wij, i j, j =

1,2,...,n, can be defined as a function of 1j for estimating the desirability of the trade off 1j.

Wij could range from -10 to +10 and where its value is 0, it signifies that the solution belongs

to the noninferior solutions which belong to indifference band. The Kuhn-Tucker conditions

for a minimum in (2.65) were solved for various values of 2 and 3 via Newton-Raphson

method.

A new algorithm for optimal long-term control of a multi-purpose reservoir with direct and

indirect users was described by Opricovic and Djordjevic (1976). (Indirect users are those

who reuse water after some direct user, e.g. the hydro.). In such cases the usual dynamic

programming cannot be used. They developed a three-level algorithm for solving such

problems: At the first level, optimize the distribution of available water among time

intervals; at the second level, allocate water to direct users in one time interval; at the

third level, allocate water already used by direct users to indirect users further downstream.

Forward dynamic programming was employed at all three levels, but the recurrence relations

were developed in accordance with the decomposition of the control problem. The model

was developed to solve certain practical design problems of multipurpose reservoirs in the

Vardar Basin (Yugoslavia). The recurrence relation for the second level was given by

Chapter Two

46

Uk,m

Literature Review

(2.66)

Where dk(Ym) is optimal profit, Dk,m is the benefit obtained from an allocation of water to the

kth user in the mth month, Uk,m the allocation of water to the kth user in the mth month. Rk a

function expresses the indirect benefit from the direct allocation Uk,m and Ym is total quantity

of water released in the mth month. The optimization results are optimal water storage, the

allocation of water to all users and consideration of energy production over a 20-year period.

Statistical analysis of the results yields a graph of the probability of optimal water levels in a

reservoir during a year.

A new method, namely multiobjective dynamic programming (MODP) was developed by

Tauxe et al. (1979). The method can be used to generate the entire non-inferior solution set of

the multi-objective problems. It can also be used to generate the trade-off ratios between

objectives. The Reid - Vemuri multi-objective problem was first chosen as an example and

solved using MODP.

In the next stage of the study, operation of Shasta Reservoir in California was examined

by considering three objectives (i) to maximize the cumulative dump energy, (ii) to

minimize the cumulative evaporation or loss of the reservoir, and (iii) to maximize the

firm energy. The decision variable was the monthly volume of reservoir release.

The

fj(Sj, Vj) = max { Ej(qj, Sj, Vj, FEj) + fj-1(Sj-1, Vj-1) }

Sj-1 =

Vj-1 =

qj

qmin,j and

Where

fj ( )

Smin

(2.67)

Sj Smax

Long range returns (dump energy accumulated through stage j), MWh.

FEj

Sj

Vj

qj

Chapter Two

47

Literature Review

Multiobjective analysis of multireservoir operations was carried out with the help of a

modified linear programming and dynamic programming (Yeh and Becker 1982). California

Central Valley Project (CVP) was the test case. The five purposes (benefits), treated as

objectives here in the multiobjective optimization, include (i) hydropower production (ii) fish

protection (iii) water quality maintenance (iv) water supply and (v) recreation. Two sets of

monthly historical streamflows, one set corresponding to a drought year and the other set to

an excess water year are used to develop the non-inferior sets. The recursive equation which

is characteristic of the DP is given by

fi+1(Ec(i+1)) = max { Wk [ Ski+1(Ec(i),Ei+1) ] + fi(Ec(i) ) }

Where

i = 1,2,...,N

(2.68)

Time period

Number of periods

Ec(i)

Ei

fi

of period i.

Wk

Bras et al. (1983) presented steady state stochastic dynamic programming model with

adaptive closed loop control technique was presented to introduce real time streamflow

forecasts in reservoir operation. As a case study, streamflow forecasting and adaptive control

were used in the High Aswan Dam in Egypt, to derive optimal policies.

Barros et al. (2008) investigated an optimization model for the management and operation of

a large-scale, multireservoir water supply distribution system with preemptive priorities. The

model considered multiobjectives and hedging rules. During periods of drought, when water

supply is insufficient to meet the planned demand, appropriate rationing factors were applied

to reduce water supply. Water distribution system is formulated as a network and solved by

the GAMS modeling system for mathematical programming and optimization. Method was

applied to the So Paulo Metropolitan Area Water Supply Distribution System in Brazil. You

(2008) also applied hedging rules for reservoir optimization.

Chapter Two

48

Literature Review

optimization (MOPSO) method for multi-objective problems. The MOPSO solver was used

on three applications: (i) test function for comparison with results of other MOPSO and other

evolutionary algorithms reported in the literature; (ii) multipurpose reservoir operation

problem with up to four objectives; and (iii) problem of selective withdrawal from a

thermally stratified reservoir with three objectives.

2.6

Other Techniques

DP and LP have been applied due to simple problem formulation, availability of efficient

codes, reaching global optimum and easy consideration of bounds on both the control and

state variables. It was recognized that strong simplifications imposed in the LP and

dimensionality problem in the DP do not permit application of these methods to many

practical situations. Nonlinear programming (NLP) was applied by Lee and Waziruddin

(1970) and Chu and Yeh (1978).

A simulation model was developed and used to derive operating policies for the Indus River

basin in Pakistan (Malik, 1976). The river system is

reservoirs, namely Mangla, Tarbela and Chashma. Mangla and Tarbela are meant for

irrigation supplies and hydropower. Whereas Chashma is a buffer reservoir, located

downstream of Tarbela to regulate the water supplies of Tarbela reservoir according to

downstream irrigation requirements. Alternative operating policies were presented on the

basis of irrigation or otherwise power priorities. The model passed through several testings

and modifications later. The present form of the model is known as ROCKAT (Reservoir

Operation of Chashma, Kalabagh and Tarbela).

Hipel et al. (1979) carried out a survey for the hydrologic generating model selection. They

suggested that stochastic models of river flows could be used to generate synthetic traces for

use in reservoir design. To select a suitable model, a two tier decision-making procedure was

recommended. The first step consists of accepting only those models which pass diagnostic

checks. at the second stage, further model discrimination can be done by comparing the

economic results of the response surfaces for the various data sources. Available stochastic

models and Box-Jenkins models were discussed. South Saskatchewan hydroelectric-reservoir

facilities were used to define the procedure for reservoir model selection.

Chapter Two

49

Literature Review

A reliability programming technique (Simonovic and Marino, 1982) which includes the

concept of 'reliability or risk' in an optimization is applied to multiple multipurpose

reservoir systems. The reliability programming model is nonlinear and can be split into two

models; search model and special linear programming model. The technique is illustrated

using a portion of the Red River system in Oklahama and Texas, a system of three

multipurpose reservoirs. The

three

reservoirs

individually satisfy

purposes

(flood

protection, hydro-electric power generation, water supply and water quality enhancement)

and two of the reservoirs work together to satisfy additional water requirements (flood

control and water quality enhancement downstream). The reliability programming

formulation includes an objective function based on economic efficiency (maximization of

the differences between net benefits and the yearly risk losses).

T m

max Z = [ WQSBt + ( POWERjt + WSUPjt + IRRIjt

t=1 j=1

m

jt

j

+ WQB + PUMP t ) ] - [ RL (j) + RL (j) - RL () - RL ()

j=1

Subject to usual constraints.

(2.69)

Where

WQSBt

together dollars/acre.ft.

POWERjt

PUMPjt

t dollar/acre ft.

WSUPjt

IRRIjt

WQBjt

RL

Risk losses

j, ,

j,

levels, varies between 0 and 1

Chapter Two

50

Literature Review

Can and Houck (1984) used goal programming for the real time daily operation of Green

River Basin (GRB) system, Kentucky comprising four multipurpose reservoirs. The results

are compared with the optimization model (LP) specifically developed for the system. In

some cases the goal programming results were better.

Papageorgiou (1985) developed an algorithm based on the discrete maximum principle for

the optimal control of multireservoir system. Variable metric techniques were used for direct

solution of the resulting two point boundary value problem. The efficiency of the proposed

procedure was demonstrated by a 10-reservoir hypothetical network system. The objective

function was of the following type:

1 k-1

N

Min J = --- [ D(k) - vi qi(k) ]2

2 k=0

i=1

(2.70)

(2.71)

k = 0,...,K-1

Where D(k) represents the energy demand and vi qi(k) is the energy generated by reservoir i

at time k. x and u are state and control vectors respectively. The criterion (2.70) minimizes

the energy deficit and (2.71) distributes deficits. The algorithm avoids operating with high

dimensional matrices, doesn't call for discretization of state variables and requires moderate

computer time and storage for its execution.

Yang, et al. (1995) presented comparison of real time reservoir operation techniques using

two hydrologic and two optimization models. The first-order autoregressive (AR) model, the

GR3(Conceptual rainfall runoff model), the streched thread method (ST) and dynamic

programming (DP) method were used to design 3 reservoir operation technique by

combining

GR3 with ST

AR with ST

AR with DP (SDP)

The last possibility (GR3+DP) is not computable. From the efficiency viewpoint, the

techniques for a daily reservoir regulation are compared using 3 year recorded series and then

a general 100 year data series. The comparisons show surprisingly a favourable efficiency for

Chapter Two

51

Literature Review

technique based on the ST method in the Bar-Sur-Seine reservoir upstream from Paris. The

study confirms the value of simple optimization methods such as ST and the applicability of

scenarios methods in real time reservoir operation. They concluded that the basis of a good

reservoir operation system is to view forecast and decision making as a whole unit.

Russel and Campbell (1996) investigated reservoir operating rules with Fuzzy Programming.

Fuzzy logic seems to offer a way to improve an existing operating practice which is

relatively easy to explain and understand. The application was made to a single purpose

hydroelectric project where both the inflows and the selling price for energy can vary.

Operation of the system is simulated using both fuzzy and logic programming and fixed

rules. The results are compared with those obtained by deterministic dynamic programming

with hindsight. The use of fuzzy logic with flow forecast is also investigated. It is concluded

that the fuzzy logic approach is promising but it suffers from the curse of dimensionality. It

can be useful supplement to other conventional optimization techniques but probably not a

replacement. Dubrovin et al. (2002) applied a fuzzy rule-based control model for

multipurpose real-time reservoir operation. A comparison between Total Fuzzy Similarity

and a more traditional method (the Sugeno method) was done. They concluded that this

method can perform generally well and is easy for the operator to understand due to its

structure based on human thinking. Jairaj and Vedula (2001) used fuzzy mathematical

programming model for the optimization of a three reservoir system in the Upper Cauvery

River basin, South India. The model clearly demonstrates that, use of fuzzy linear

programming in multireservoir system optimization presents a potential alternative to get the

steady state solution with a lot less effort than classical stochastic dynamic programming.

Genetic Algorithm (GA) with a simulation model was developed by Chen (2003) and applied

to optimize 10-day operating rule curves of a major reservoir system in Taiwan. The results

showed that the proposed technique can be used to optimize the rule curves, not being limited

by the type of the objective function and simulation model used. Chang et al., (2005)

performed a comparison between binary-coded and real-coded GA in optimizing the

reservoir operating rule curves. The results revealed that the new operating rule curves are

better than the current operation rule curves, and the real-coded GA is better and more

efficient than the binary-coded GA. Akter and Simonovic (2004) combined fuzzy sets and

GA for dealing with the uncertainties in short-term reservoir operation. In their work,

Chapter Two

52

Literature Review

uncertainties involved in the expression of reservoir penalty functions and determining the

target release value were considered. Kadu et al. (2008) applied GA for optimal design of

water networks using a Modified Genetic Algorithm with reduction in search space. Shamir,

and Salomons (2008) used GA for the optimal real-time operation of urban water distribution

systems in Haifa, Israel. Yang et al. (2007) applied multiobjective GA for planning of surface

water resources with Constrained Differential Dynamic Programming in southern Taiwan.

Momtahen and Dariane (2007) used direct search approaches using genetic algorithms for

optimization of water reservoir operating policies.

Barbaro et al.(2008) investigated the minimum discharge from a dam for the evaluation of

the real impact of the reservoir on the catchments downstream. The assessment of this

parameter was based on two conflicting objectives: the maximum use of water and

environmental protection. The objective of this study was to optimize, apply, and discuss

different methods for evaluation of the minimum discharge found in the technical literature

to the reservoir on the Menta stream in the province of Reggio Calabria, Italy. Among the

methods tested, the one adopted by the Autorit di Bacino del Fiume Serchio (Serchio River

Basin Authority, Italy), provided a good indication of the minimum discharge to be adopted.

2.7 River Basin System Optimization

Different techniques have been employed for the optimization of various River Basin

Systems operation in the world. The optimization procedures in selected river basins have

been discussed as follows.

California Central Valley Project (CVP)

The CVP system in USA consists of nine reservoirs vz Shasta, Clair Engle, Lewiston,

Whiskeytown, Keswick, Folsom, Natoma, San Luis and O'Neill Forebay. The total capacity

of all the reservoirs is about 12,759 mcm. The system contains three canals Delta-Mendota

(Q = 123 m3/s ), Folsom South (Q = 98 m3/s) and San Luis (Q = 364 m3/s). There are four

pumping plants and nine power plants in the system. The total generating capacity of the

power plants is about 1,692 MW.

The real time optimization procedure of the CVP optimizes, in turn, a monthly model over a

period of one year, a daily model over a period of up to one month and an hourly model for

Chapter Two

53

Literature Review

24 hours. Output from one model are used as input into the next echelon model, iterating and

updating whenever new information on streamflow predictions becomes available (Yeh

1979). An LP-DP formulation was used in the monthly optimization

n

min ( Cik Rik + C'ik R'ik )

k=1

(2.72)

Where Rik = effective release for the on-peak energy generation during the ith month for

the kth reservoir, R'ik = all other releases during the ith month for the kth reservoir. Cik, C'ik

= cost coefficients that are functions of the energy rate function and average storage during

any given month i, and n = total number of reservoirs. The monthly model consists of 22

decision variables and 48 constraits for each month.

The CVP daily model was developed in 1976. Inputs to the model include ending storage

levels and daily streamflow prediction. Outputs include daily releases for each power plant

for a period of up to one month. LP was used for day-to-day optimization. The model

consists of 22 decision variables and 70 constraints (Yeh 1979).

The CVP hourly model allocates the total daily releases at each power plant so that the total

daily system power output is maximized with reference to the power demand curve supplied

24 hours in advance for each 24 hour period by the PG&E (Pecific Gas and Energy)

department. For optimization LP and IDPSA (Incremental Dynamic Programming with

successive approximation has been employed. The three models described above were

extensively tested and verified at the Bureau of Reclamation, Sacramento, California.

During 1976 and 1977 California suffered a severe drought, all reservoir levels dropped

considerably below normal operating levels. The optimization models are not suited to such

situation since some of the model constraints are difficult to adjust for a feasible solution.

During the drought, the Bureau developed a simulation model to cope with this abnormal

condition. However it is believed that the simulation model can be used in conjunction with

the optimization model to produce better results. A simulation model can be used to find out

inferior or infeasible solution for optimization model.

Sabet and Creel (1991) used the (NFP) for the optimization of California State Water project

(SWP) facilities south, north and west of O'Neill Forebay. (See section 2.2)

Chapter Two

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Literature Review

The Arkansas River begins on the eastern face of the Rocky Mountains near Leadvilla,

Colorado in USA. The watershed area is about 160,000 square miles. Mean annual

precipitation ranges from 15 inches in the western portion of the basin to 52 inches at the

mouth. The basin consists of 20 reservoirs with over 8.5 MAF of flood control storage, 2.5

MAF of hydropower storage and storage for water supply, for water quality, and navigation.

The computer model used for simulation provided a daily sequential regulation of a

multipurpose reservoir system and resulting hydrologic and economic impacts. Model

response was based on the structural and physical characteristics of the reservoirs (Coomes

1979, Hula 1979).

Copley (1979) carried out the Arkansas River System regulation study and discussed the

flood protection, navigation, hydropower, water supply aspects of the system.

Tennessee Valley Authority Reservoir System

The drainage basin of Tennessee Valley is 40,900 square miles. In terms of flow, the

Tennessee is the fifth largest river in the United States. The mean annual precipitation of

Tennessee Valley is about 52 inches while the mean annual runoff is about 22 inches. The

Tennessee Valley Authority (TVA) water control system consists of 35 hydro power projects

including 21 multi-purpose projects and 14 single-purpose power projects. The main

objective of these dams and their reservoirs are flood control, recreation, water supply and

quality control, and irrigation. Since 1971 the Division of Water Resources has been

modeling the TVA reservoir system to assess the impacts of reservoir operation on flood

control, navigation, power generation, water quality and recreation. These models optimize

the TVA operation (Shelton 1979). Boston (1979) described the computer applications used

in operational planning and real-time economic control of hydro power of TVA system.

Brown and Shelton (1986) investigated the Tennessee Valley Authority (TVA) computer

models which are for managing and operating the large TVA reservoirs and power facilities.

Thirty six major dams make up the TVA water control system which regulates the Tennessee

River and its tributaries. Because of the large-scale scope and operational complexity of the

Chapter Two

55

Literature Review

TVA system, computerized decision support capability has become an important factor in

efficient and cost-effective operation of the system. The models for daily operation, reservoir

water quality, flood information system and models for planning and assessment of

environmental and power generation projects have been discussed. These models have

enhanced cost-effective and efficient operation of the TVA system to the extent that

important tasks can be performed today that was simply infeasible a few years ago.

Columbia Basin Reservoir System

The Columbia River, located in the Pacific Northwest, is an international river that flows

from Canada into United States. It is fourth largest river in North America. It includes most

of the areas of Idaho, Washington, Oregon and Montana and small areas of Wyoming,

Nevada and Utah. The watershed area is about 259,000 square miles. The Columbia system

contains more than 46 MAF of active storage but less than 43 MAF is used directly for

power production. Out of 200 reservoirs, most of the capacity (more than 40 MAF) is in 15

largest reservoirs. The remaining storage in the smaller reservoirs is less controllable on a

system basis. About 100 of all the dams/reservoirs in the basin are involved in power

production but most of the power is produced by 50 reservoirs. One-half of all US

hydropower is generated in this region (Green 1979).

The system is operated by Army Corps of Engineers and Bureau of reclamation for

multipurpose. The Columbia reservoir system is not only operated for hydropower but also

for irrigation, navigation, flood control, fish and wildlife, recreation, municipal and industry

water supply, and water quality. The Benneville Power Administration is the largest operator

of transmission lines in the region.

What is optimum regulation to one special interest may not be optimum to another. It is often

difficult to reduce the conflicts in multi-purpose regulation. In Columbia River regulation

there are two agreements, one is Columbia River Treaty between Canada and USA, and

Pacific Northwest coordination agreement among the 16 parties that control most of the

hydropower. The details of the agreements are given by Green 1979. There are several rule

curves to manage Columbia reservoir system. These curves include critical rule curve, refill

curves, energy content curve, flood control rule curve and operating rule curve etc. From the

annual operating studies a family of rule curves is developed for optimum power production

Chapter Two

56

Literature Review

from individual reservoir and from the combined system. During actual day-to-day operation

the reservoir operators determine which rule curve is most appropriate under the conditions

at that time. Actual operations deviate from the optimum hydroelectric plan for many reasons

and efforts are being made continually to bring the system back into balance or to keep it as

close to optimum conditions as possible. Computer models are used frequently in several

offices to make short-range and longer forecasts and simulations of the operating system.

Project and hydrometeorlogical data are collected automatically, then operating simulations

are made. Human decisions and judgment have been found to be the most efficient, effective

and satisfying means of regulating the Columbia reservoir system when real time information

is available (Green 1979).

Jones (1979) investigated the hydro system seasonal regulation program of Columbia system.

He described how the model works during the critical period and outside the critical period.

Schultz (1979) stated experience with optimizer techniques for regulation of the Columbia

River System. Although no operations research techniques are involved in this traditional

approach to reservoir management, the operating rules are derived from experience, and

analyst's skill. It should itself be viewed as an optimizing technique.

Lower Colorado River System

The Colorado River System is divided into upper and lower basins. The upper basin

comprised of those parts of the United States of Arizona, Colorado, New Maxico, Utah and

Wyoming within and from which waters naturally drain into the Colorado River System

above Lee Ferry and also all those parts of the States located without the drainage area of the

Colorado River System which are served by waters diverted from the system above Lee

Ferry. The Lower Colorado Basin comprised those parts of Arizona, California, Nevada,

New Maxico and Utah within and from which waters naturally drain into the Colorado River

System below Lee Ferry and those parts of the States located without the drainage area of the

Colorado River System which are served by waters diverted from the system below Lee

Ferry. The average annual flow of the river above Lake Powell is about 15 MAF over the

period 1906-84 (Steven 1986). Over 90% of flow volume originates in the upper basin. Most

of this inflow is due to snowmelt. 70% of annual runoff at Lake Powell occurs between the

period April and July.

Chapter Two

57

Literature Review

Glen Canyon Dam (Lake Powell, volume 25 MAF) is the farthest downstream dam in the

Upper Colorado River Basin. Downstream of Glen Canyon, Hoover dam which is in Lower

Colorado River Basin is located. The Lower Colorado System consists of four major dams vz

Hoover Dam (Lake Mead, volume 27.377 MAF), Davis Dam (Lake Mohave, volume 1.810

MAF), Parker Dam (Lake Havasu, volume 0.619 MAF), and Imperial Dam. The US Bureau

of Reclamation is responsible for the operation of Hoover, Davis and Parker Dams.

Additionally the Corps of Engineers is responsible for developing the flood control operation

plan for Hoover Dam.

The mathematical model (Freeny 1979) used to simulate the Colorado River System in

accordance with all of the laws of the River has been developed. One criterion is to maintain

equal storage in Lakes Powell and Mead and to provide a release of at least 8.23 MAF

annually from Glen Canyon Dam. The model helps to study reduction of flood potential,

water conservation impacts and increased power generation. The probabilistic analysis is

used to meet the objective functions of various interests.

Steven (1986) investigated models which are used for the operation of Lower Colorado River

operations. A computer model called the "24-month study" was used for planning monthly

and seasonal operation of the reservoir and powerplant system. Another model was used to

plan and schedule releases for downstream water delivery, energy generation and flood

control requirements on a daily and weekly basis. Finally, water schedulers in Boulder City,

Nevada, used the Supervisory Control and Data Acquisition (SCADA) system of the Western

Area Power Administration to automatically control hourly releases for the next 24-hour day

and for same-day changes at Davis and Parker powerplants.

Central Arizona Project

Gooch and Graves (1986) used a computer based programmable master supervisory control

(PMSC) system for the operation and optimization of the Central Arizona Project (CAP), one

of the largest conveyance system in USA to deliver water of Colorado River for municipal,

industrial and agricultural uses in central and southern Arizona. A dual-computer master

station was connected to remote terminal stations units (RTUs) located at each pumping

plant, checkgate and turnout. The models were based on a constant volume philosophy of

operation to keep the system responsive to changes in demands. The PMSC system consisted

Chapter Two

58

Literature Review

of Aqueduct Control Software (ACS), Initial Conditions Model (ICM), Simulation Model

(SNUSM), Baseload Model (BLM), Gate Setting Model (GSM), Reach 1 Simulation Model

(RSM) and Water and Power Optimization Model (WPOM). WPOM was based on LP with a

seven-day operation to generate schedules with minimizing the peak-hour pumping while

meeting downstream delivery requirements and staying within operating constraints.

Duke Power Hydro System Reservoir Operation

The Duke system dates back about 90 years to the time when Mr. J. B. Duke and his

associates began developing a novel like idea of building an electric utility supplied by a

series of hydoelectric plants located along an entire river basin with a transmission system

connecting the plants to provide electric service to all customers throughout the area.

Catawba River in Carolina has become the most electrified river in the world (Sledge 1979).

Later the Keowee River was also included in the system. In 1975, there were 13 reservoirs,

4.462 MAF of total storage, 1555 MW of hydroelectric capacity and about 627,041 MWH of

stored energy. In addition to power supplies, numerous cities, towns and industries draw their

water supplies from Duke Reservoirs. The primary objective of the system is the economic

generation of electric energy. The Duke Power Company Reservoir Systems operation has

been described by Ridenhour (1979).

Faux et al. (1986) has been used network flow programming (NFP) for the optimization of

large irrigation/hydropwer system in Philippines.

Missouri River System

The river is regulated by six major reservoirs in series, Fort Peck, Garrison, Oahe, Big Bend,

Fort Randall and Gavins Point. These 6 reservoirs witha total storage capacity of about 91

Km3 (74 MAF) represent about 2.5 times the mean annual flow of the river at Gavins Point.

Major purposes of the system include hydropower, flood control, recreation, water supply

and navigation. The trade off between different objectives have prompted a review of the

operation of the system including the development of reservoir simulation models for the

system that incorporate value functions for individual project purposes. The US Army Corps

of Engineer's Model (HEC-PRM) is a network-flow-based optimization model intended for

application to reservoir system analysis problem. Convex penalty functions for this model

may be incorporated as piecewise linear function. Lund and Ferreira (1997) derived the

Chapter Two

59

Literature Review

optimum operating rule for Missouri River Reservoir System. Deterministic optimization and

implicit stochastic optimization technique is used to infer optimal opertating policy and

tested using a simplified simulation model. Applicability and limitations of applying

deterministic optimization to development of strategic operating rules for large scale water

resources system are demonstrated. For the system, simple data display and simulation

modeling are found to be superior to classical regression techniques for inferring and refining

promising operating rules from deterministic optimization results.

Sabarmati System in India

Jain et al. (1999) performed reservoir operation studies of Sabarmati river system which is

located in a drought prone region, Rajasthan. The operation of the river system, consisting of

four reservoirs and three diversion structures was studied. The system provides water for

municipal, industrial, irrigation and water supply. It is also used for flood control. Rule

curves were derived for the reservoirs. Using the simulation analysis, the rule curves were

fine-tuned to achieve the targets to the maximum possible extent. Software was developed to

assist the dam operator in determining the safe release from the Dharoi reservoir during

floods.

Operation of South Indian Irrigation Systems

South Indian Irrigation Systems include Krishnagiri reservoir. The reservoir has a capacity of

68.26 million cubic meter (mcm). The runoff contributed to the reservoir is from a catchment

of 5397 km2. Two canal off take from the reservoir. There are about 13 tanks fed by these

canals. Total command area of the project is about 3600 ha. Ravikumar and Venugopal

(1998) developed a model for the optimal operation of the system. It includes three phases; a

simulation model to simulate the command area of the reservoir, a stochastic dynamic

programming (SDP) model to obtain an optimal release policy, a simulation using the

optimal release policy from SDP model. The SDP model considers both demand and inflow

as stochastic and both are assumed to follow first order Marcov chain model. The third

simulation model is used to study the degree of failure associated with adoption of the

optimal operating policy for different reservoir storages at the start of the crop season.

Chapter Two

60

Literature Review

Ngo (2006) developed a framework in which a simulation model is coupled with a numerical

search method for optimising decision variables specifically defined for operation of Hoa

Binh reservoir in the Red River basin, Vietnam. The MIKE 11 modeling system for

simulating the flows and the AUTOCAL software is selected for optimisation. The

framework is tested on the selected reservoir, considering hydropower production and

downstream flood control. The results show that optimised rule curves significantly improve

the reservoir performance in terms of hydropower production without reducing the

downstream safety against flooding.

Bhadra reservoir system in Karnataka, India

Reddy and Kumar (2006) applied Multi-objective Genetic Algorithm (MOGA) to Bhadra

reservoir system for developing suitable operating policies. The Bhadra dam is located at

latitude 130 42 N and longitude 750 38 20 E in Chikmagalur district of Karnataka state,

India. It is a multipurpose project providing for irrigation and hydropower generation, in

addition to mandatory releases to the downstream to maintain water quality. The objectives

of the model were minimization of irrigation deficits and maximization of hydropower

generation. These two are mutually conflicting objectives, since the one that tries for

minimization of the irrigation deficits, requires more water to be released to satisfy irrigation

demands and the other tries to maximize hydropower production, requiring higher level of

storage in the reservoir to produce more power. This study successfully demonstrated the

efficacy and usefulness of Multi-objective Evolutionary Algorithm (Deb 2001) for evolving

multi-objective reservoir operation policies.

2.8 River Water Disputes

The disputes may occur among individuals, within society, in a country or among countries.

River water are no exception. But in the case of water, a precious natural resource, when

disputes are not resolved quickly in an amicable manner, there is long-term incalculable

damage not only to the provinces involved but to the nation as a whole (Shah 1994). The

water disputes are common especially in developing countries where the resource is limited.

In Pakistan, the history of disputes between provinces on sharing of river waters is long and

bitter. After Indus Water Treaty between Pakistan and India in 1960, the source of supply of

Chapter Two

61

Literature Review

many canal systems had been changed and burden was imposed to the three rivers vz Indus,

Jhelum and Chenab, left to Pakistan. In 1991 a WATER ACCORD was signed between the

four provinces of Pakistan to resolve the dispute in a spirit of accommodation, cooperation

and understanding and to allocate additional water out of flood river supplies, over and above

the existing canal uses. The aim was to provide additional irrigation supplies to each

province for rapid development. Many disputes and issues are raised perhaps due to lack of

information. For example, the following disputes/issues were raised (Ali, 1995) for any new

large storage on Indus (like Kalabagh dam project).

i.

ii.

Indus delta, the mangrove forests and river fish need massive water of flood to

servive.

iii.

iv.

against their becoming deserts.

v.

The persons displaced by the reservoir lake would be rendered homeless and

jobless.

vi.

heights.

vii.

In many cases the problems have risen due to lack of information or hear say. Resolution of

inter-province water disputes is a highly complex and intricate problem. Due consideration

was given to these issues while formulating the problem in the present study.

Inter-state river water disputes are common in India where about 80% of water resources are

derived from inter-state rivers. For example, the entire waters of Narmada basin (28 MAF)

have been flowing wastefully into the sea for many years without any utilization on account

of an earlier dispute between Madhya Pradesh and Gujarat, both having large drought-prone

areas (Shah, 1994). Under the Indian Constitution, every State Government has the power to

legislate in respect of water and this can be exercised for the whole or any part of the state.

During British rule, in 1866, the irrigation works were under the control of Central

Government. In 1921, irrigation became a provincial but reserved subject. In 1935, irrigation

became a provincial subject wholly within the legislative competence of the province. In

1941 Indus commission was set up to investigate the dispute between Punjab and Sind.

Chapter Two

62

Literature Review

Shah (1994) discussed water disputes in India. The major disputes were on the

distribution/allocation of water of Narmada Basin, Krishna Basin, Godavari Basin, Ravi-Bias

Rivers and Cauvery Basin. He concluded that, a water dispute of inter-state, usually settled in

a period of 5 to 10 years through courts in India. Lack of proper understanding sometimes

lead to impracticable decisions as happened in the case of Cauvery Basin dispute in which it

was directed a specified quantum of water to be ensured by Karnataka in every month of the

year. While the flows ordered by the tribunal were historically not available for about 30% of

the period in different months. This award was later modified. He suggested that instead of

resolving the disputes through judicial tribunals, these needed to be resolved through mutual

agreement with a spirit of give and take and mutual accommodation.

Rao and Prasad (1994) investigated the water resources disputes of the Indo-Nepal region.

Large projects have been discussed between the two counties for several decades. However

none of these projects has reached even the design stage. This region is one of the poorest in

the world. They studied the hydrologic system of Indo-Nepal rivers, projects undertaken by

India and Nepal and reasons for delay in project execution. They concluded with a set of

recommendations.

Iyer (1994) studied the Indian federalism and water resources. He stated that in India there is

no real river basin authority and there has been no basin-wide planning. The conflictresolution mechanism needs some improvements. He discussed and criticised in detail the

Inter-state River water disputes. He also concluded with a set of recommendations.

Six water authorities share the Sefidrud watershed in the northwestern region of Iran and

resolving the conflict among them is one of the major challenges of the water division of the

government. Zarghami et al. (2008) investigated a group decision support system developed

for identifying the criteria and their weights, needed for ranking water resource projects in

this watershed. The model was based on extending the ordered weighted averaging (OWA)

as an aggregation operator. Using extended OWA, 13 water resources projects in the

Sefidrud watershed was ranked.

Chapter Two

2.9

63

Literature Review

Comparison of Methods

Some investigators compared the various system analysis techniques to see their relative

performance. Meier and Beightler (1967) presented a dynamic programming technique for

efficiently allocating water to a variety of storage reservoirs in a branching river system. In

their enthusiasm for dynamic programming the authors tried to conclude that other

techniques such as linear and nonlinear programming are not generally useful for water

resources system analysis. Louks (1968) in reply to Meier and Beightler compared dynamic

programming, non-linear programming and linear programming with alternate models. He

concluded, "Probably our own limitations rather than those of any particular programming

method restrict us from examining and including all we would wish to in our analysis". In

1970, Louks and Falkson (1970) again compared some dynamic, linear and policy iteration

methods for reservoir operation. They found that the information derived from each of the

three model types yielded identical policies, but the computational efficiencies of each model

differed and discussed as follows:

1.

Dynamic programming models yield transient and steady state policies directly and

once the computer program for solving the model has been written and debugged, its

solution takes the least amount of computer time.

2.

Policy iteration methods again require the writing and debugging of computer

programs and the models take somewhat longer to solve.

3.

programming or debugging is usually necessary since linear programming codes

exist, but linear programming takes a greater amount of computational time as

compared to dynamic programming.

A survey was carried out by Yakowitz (1982) to review various dynamic programming

models for reservoir operation/water resource problems and to examine computational

techniques which have been used to obtain solutions to these problems. Discrete dynamic

programming, differential dynamic programming, state incremental dynamic program and

policy iteration method were among the techniques reviewed.

Chapter Two

64

Literature Review

Different investigators used various system analysis techniques for reservoir optimization

problem. For example linear programming (LP) was used by Mamos (1955), Loucks (1966),

Roefs and Bodin (1970), Revelle et al. (1969), Eisel (1972), Houck (1979), Houck et al.

(1980), Simonovic and Marino (1982). Dynamic Programming (DP) was selected by Hall et

al. (1961, 1968), Young (1967), Meredith (1975), Collins (1977) and Bhaskar el at. (1980).

While Incremental DP or discrete differential DP (DDP) was used by Bornholtz et al.

(1960), Hall et al. (1969), Heidar et al. (1971). Differential DP with successive

approximations has been used by Yakowitz (1982), Trott and Yeh 1973, Yeh et al. (1979).

Stochastic DP was used by Butcher et al. (1968), Buras (1983), Su and Deninger (1974),

Weiner and Ben-Zvi (1982), Stedinger et al. (1984), Mclaughlin et al. (1990). Chance

constrained DP has been used by Askew (1974). Simulation techniques were used by

various researchers including Sigvaldason (1976), Malik (1976) and O'Mara 1984.

Turgeon (1982) showed, with two examples that incremental dynamic programming may

converge to a non-optimal solution if the same state increment is used for every stage. He

also showed how to adjust the increment sizes in each stage to obtain the optimal results. A

study was carried out by Karamouz and Houck (1987) to compare stochastic and

deterministic dynamic programming for reservoir operating rule generation. Their findings

are given below

1.

are more effective in the operation of medium to very large reservoirs (capacities

exceeding 50 percent of the mean annual flow).

2.

effective for the operation of small reservoirs (capacity 20 percent of the mean annual

flow).

3.

programming (LP) versus dynamic programming (DP). They

suggested

that

needed by the LP (piecewise linearization of the loss function) and because a

relatively small number of discrete storage values in the optimization might produce

the best real time operations, it might be possible for DP to be computationally

Chapter Two

feasible

65

even

for

Literature Review

rules.

Simulation techniques (Sigvaldassan 1976 and others) are very useful when someone is

interested to get near optimal results. Experience shows that it is somewhat difficult to get

exactly optimal results with this technique as compared to LP or DP. However, in some cases

exactly optimal results are sometimes not required and simulation techniques providing

several near optimal results give a wide range of choices for decision making. Allocation of

shortages were carried out in several simulation to obtain the most desirable result.

However, changing system - operating rules may be time consuming and costly.

It is apparent from the review that system analysis techniques are system specific to some

extent. The choice of better technique which depends on the kind of objective functions

and several system constraints may lead to an efficient algorithm solving the problem

more accurately with less computer time and memory. Keeping these limitations in view,

new multiobjective functions with several physical constraints are proposed in this study and

a new algorithm is searched to get optimal solution for these multiobjective problems. Based

on the critical review and comparison of system analysis techniques, a dynamic

programming approach coupled with a regression model and simulation model for the

problem imposed was found to be best suited to derive optimal operating policies for

multiobjective reservoir simulation as proved herein. Optimal operating policy for

multiobjective reservoir simulation can be done in a single run with the help of the DP

algorithm described herein and it saves a lot of computational efforts.

2.10 Previous Studies on the Indus Basin

A number of studies were carried out by different Organizations and researchers on Indus

Basin (Chaudhry et al. 1974, Malik 1976, O'Mara 1984, etc.). A location map of Indus Basin

and its tributaries is shown in Figure 4.1.

A numerical model of the Indus Basin irrigation system has been developed by Harza

Engineering Company International for WAPDA (1966). The model simulates the operation

of the reservoirs, canal and tubewell fields of the Indus Basin for the period 1969-85. It is

referred to as "Comprehensive Model of the Irrigation System" or the COMSYM Model.

Chapter Two

66

Literature Review

World Bank developed a model for Indus Basin. The model is known as IBM (Indus Basin

Model, 1989). The model is basically an agro-climatological model.

Chaudhry et al. (1974) described a

the

conjunctive use of surface and groundwater resources of the Indus basin including

Mangla reservoir sub-system. The technique to solve the mathematical formulation was

based on dynamic programming and efficient direct search method. Direct solution of the

outer problem by standard dynamic programming would require several hours of computer

time. To overcome this difficulty, a systematic search algorithm was developed. It deleted

obviously non-optimal solutions reducing computer time to approximately 1.0 percent of the

direct search time. The author suggested that for detailed planning and design, it was

necessary to carry out further research on the conjunctive use of surface and groundwater

resources of the whole system (Indus Basin).

Malik (1976) described a simulation model to find out an acceptable operation policy under

fixed system for Indus Basin Water Resources System. The material based results give

insight into the system over time and space. Considering the economical, social and political

factors with irrigation and power priorities an operation policy for the Indus Basin was

suggested.

O'Mara et al. (1984) described a simulation model to examine alternative policies for

achieving more efficient conjunctive use in the Indus Basin. They suggested that large gains

in agricultural production and employment are possible if given more efficient policies.

Zahid (1986) carried out a

probabilistic

probability matrix storage yield approach and suggested irrigation releases on the basis of

probability of failure (reservoir emptiness) but had completely ignored the power sector.

As a part of normal activities Water Resources Management

Directorate

(WRMD)

WAPDA is responsible for preparing an operation criteria for Mangla, Chashma and

Tarbela reservoirs. These traditional criteria in which minimum and maximum rule

curves

are

suggested

have

Rabi

and

Kharif

individually every year. These traditional criteria are usually derived with the help of

economical, social and political factors and forecasted inflows.

Chapter Two

67

Literature Review

Ahmad (1990) investigated multiobjective dynamic programming and regression analysis for

the derivation of operating rules for Mangla reservoir. Ahmad (2006) developed computer

codes for reservoir operation studies.

Hydro Electric Projects Organization (HEPO) and Planning and Investigation Organization

(P & I) of WAPDA conducted feasibilities for various future dams on Indus River. It

includes feasibility studies of Kalabagh (1987, 1988), Mangla Raising (2003), Akhori (2005)

and Diamer Basha dam (2004, 2007). These reports include the source of basic data and

physical parameters of the various projects on Indus River.

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