An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling
By: David P. Morton
Contributors: Naval Postgraduate School (U.S.). Dept. of Operations Research
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1994
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 24
Subjects: SCHEDULING; ELECTRIC POWER PRODUCTION; DECOMPOSITION; LINEAR PROGRAMMING; HYDROELECTRICITY
Other titles: NPS-OR-94-001.
Description: Handling uncertainty in natural inflow is an important part of a hydroelectric scheduling      model. In a stochastic programming formulation, natural inflow may be modeled as a      random vector with known distribution, but the size of the resulting mathematical program      can be formidable. Decomposition-based algorithms take advantage of special structure      and provide an attractive approach to such problems. We develop an enhanced Benders      decomposition algorithm for solving multistage stochastic linear programs. The      enhancements include warm start basis selection, preliminary cut generation, the multicut      procedure, and decision tree traversing strategies. Computational results are presented for      a collection of stochastic hydroelectric scheduling problems. Stochastic programming,      Hydroelectric scheduling, Large-scale Systems.
Notes: Title from cover.

"NPS-OR-94-001."

"January 1994."

AD A278 706.

Includes bibliographical references (p. 23)

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