Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling

被引：13

作者：

Helseth, Arild ^{[1
]}

Braaten, Hallvard ^{[2
]}

机构：

[1] SINTEF Energy, N-7465 Trondheim, Norway

[2] Norwegian Univ Sci & Technol, Dept Math Sci, N-7491 Trondheim, Norway

来源：

ENERGIES | 2015年 / 8卷 / 12期

关键词：

hydropower scheduling; stochastic programming; dynamic programming; parallel processing; SYSTEMS; POWER; MODEL;

D O I：

10.3390/en81212431

中图分类号：

TE [石油、天然气工业]; TK [能源与动力工程];

学科分类号：

0807 ; 0820 ;

摘要：

Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the SDDP algorithm, where the stage-wise synchronization point traditionally used in the backward iteration of the SDDP algorithm is partially relaxed. The proposed scheme was tested on a realistic model of a Norwegian water course, proving that the synchronization point relaxation significantly improves parallel efficiency.

引用

页码：14287 / 14297

页数：11

共 50 条

[31] Accelerated dual dynamic integer programming applied to short-term power generation scheduling
dos Santos, Kenny Vinente
Colonetti, Bruno
Finardi, Erlon Cristian
Zavala, Victor M.
INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS, 2023, 145
[32] Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2011, 209 (01) : 63 - 72
[33] On conditional cuts for stochastic dual dynamic programming
van Ackooij, W.
Warin, X.
EURO JOURNAL ON COMPUTATIONAL OPTIMIZATION, 2020, 8 (02) : 173 - 199
[34] INEXACT CUTS IN STOCHASTIC DUAL DYNAMIC PROGRAMMING
Guigues, Vincent
SIAM JOURNAL ON OPTIMIZATION, 2020, 30 (01) : 407 - 438
[35] Improving the performance of Stochastic Dual Dynamic Programming
de Matos, Vitor L.
Philpott, Andy B.
Finardi, Erlon C.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2015, 290 : 196 - 208
[36] DISTRIBUTIONALLY ROBUST STOCHASTIC DUAL DYNAMIC PROGRAMMING
Duque, Daniel
Morton, David P.
SIAM JOURNAL ON OPTIMIZATION, 2020, 30 (04) : 2841 - 2865
[37] Correction to: Complexity of stochastic dual dynamic programming
Guanghui Lan
Mathematical Programming, 2022, 194 : 1187 - 1189
[38] APPLICATION OF STOCHASTIC DYNAMIC-PROGRAMMING IN OPTIMIZING THE REGULATION OF HYDROPOWER RESERVOIRS
TAN, WY
LIU, JM
HUANG, S
FANG, SX
HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES, 1982, 27 (02): : 202 - 203
[39] Peak hydropower plant operation based on stochastic dynamic programming analysis
Tică, Eliza–Isabela
Popa, Radu
UPB Scientific Bulletin, Series D: Mechanical Engineering, 2016, 78 (04): : 191 - 206
[40] Hydropower Unit Commitment Using a Genetic Algorithm with Dynamic Programming
Liu, Shuangquan
Wang, Pengcheng
Xu, Zifan
Feng, Zhipeng
Zhang, Congtong
Wang, Jinwen
Chen, Cheng
ENERGIES, 2023, 16 (15)

← 1 2 3 4 5 →