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Dynamic Programming Heuristics for the Optimization of Hydropower Planning
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Optimization and Systems Theory.
2016 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAlternative title
Dynamiska programmeringsheuristiker för optimering av vattenkraftsystem (Swedish)
Abstract [en]

In short-term planning of a hydropower system one optimizes the choice of release of water and which generators to use. This problem is prone to Bellman's curse of dimensionality, since the amount of states increases exponentially with the amount of hydropower stations in the system. In this thesis, two different dynamic programming heuristics to this problem are derived, described and compared with a heuristic developed by Powel AS. A difficulty that extends the problem, is the addition of a power reserve on each time period. A third dynamic programming heuristic is developed to deal with a constraint on the power reserve and the parallel with knapsack problem is described. The new dynamic programming approaches perform similar to the heuristic by Powel AS. The third dynamic programming heuristic that deals with the reserve constraints, provides a better way of dealing with and fulfilling the constraint than currently in place by Powel AS.

Abstract [sv]

För kortsiktig planering av vattenkraftsystem optimerar man mängden vatten som släpps på och valet av generatorer att använda. Det här problemet drabbas av Bellman's dimensionalitetens förbannelse då antalet tillstånd ökar exponentiellt med antalet vattenkraftverk i systemet. I detta examensarbete härleds två dynamiska programmeringsheuristiker som jämförs med en heuristik utvecklad av Powel AS. En aspekt som försvårar uppgiften är tillägget av en effektreserv för varje tidsperiod. En tredje dynamisk programmeringsheuristik utvecklas för att hantera restriktioner på effektreserven och parallellen till knapsack problemet beskrivs. De nya dynamisk programmeringstillvägagångsätten presterar likvärdigt med Powel AS heuristik. Den tredje dynamiska programmeringsheuristiken som hanterar reservbegräsningar erbjuder en bättre lösning för att hantera och uppfylla bivillkoren jämförelse med de som i nuläget används av Powel AS.

Place, publisher, year, edition, pages
TRITA-MAT-E, 2016:30
National Category
Computational Mathematics
URN: urn:nbn:se:kth:diva-188686OAI: diva2:938902
Subject / course
Optimization and Systems Theory
Educational program
Master of Science - Applied and Computational Mathematics
Available from: 2016-06-17 Created: 2016-06-17 Last updated: 2016-06-17Bibliographically approved

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