对偶动态规划算法在水电厂调度中阶梯线性规划中的应用

T. A. Rotting, A. Gjelsvik
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引用次数: 5

摘要

将阶梯线性规划的对偶动态规划(DDP)技术应用于水电系统多阶段调度问题。该方法与嵌套Benders的分解有一些相似之处(J.F. Benders, 1962)。贡献是一种计算策略来安排迭代,以提高收敛性优于标准的DDP方法。该应用还有利于在子问题中使用松弛,并对此进行了讨论。
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Application of a dual dynamic programming algorithm to staircase linear programs arising in scheduling of hydro power plants
A dual dynamic programming (DDP) technique for staircase linear programs was applied to problems arising in multistage scheduling of hydroelectric power systems. The approach has some similarity to nested Benders' decompositions (J.F. Benders, 1962). The contribution is a computational strategy to arrange the iterations so as to improve convergence over the standard DDP approach. The application also favors use of relaxation in the subproblem, and this is discussed.<>
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