A novel nested dynamic programming (nDP) algorithm for multipurpose reservoir optimization

摘要

In this paper, we present a novel nested dynamic programming (nDP) algorithm for multipurpose reservoir optimization. The nDP algorithm is built from two algorithms: 1) dynamic programming (DP) and 2) nested optimization algorithm implemented with Simplex and quadratic Knapsack. The novel idea is to include a nested optimization algorithm into the DP transition that lowers the starting problem dimension and alleviates the DP curse of dimensionality. The nDP can solve multi-objective optimization problems, without significantly increasing the algorithm complexity and the computational expenses. Computationally, the nDP is very efficient and it can handle dense and irregular variable discretization, it is coded in Java as a prototype application and has been successfully tested with eight objectives at the Knezevo reservoir, located in the Republic of Macedonia.