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29 January 2018
Article (Scientific journals)
Comparison Between Robust and Stochastic Optimisation for Long-term Reservoir Management Under Uncertainty
Cuvelier, Thibaut  ; Archambeau, Pierre  ; Dewals, Benjamin  et al.
2018 • In Water Resources Management, 32 (5), p. 1599–1614
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This is a post-peer-review, pre-copyedit version of an article published in Water Resources Management. The final authenticated version is available online at: http://dx.doi.org/10.1007/s11269-017-1893-1


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Keywords :
Long-term reservoir management; Rule curve; Stochastic optimisation; Robust optimisation
Abstract :
[en] Long-term reservoir management often uses bounds on the reservoir level, between which the operator can work. However, these bounds are not always kept up-to-date with the latest knowledge about the reservoir drainage area, and thus become obsolete. The main difficulty with bounds computation is to correctly take into account the high uncertainty about the inflows to the reservoir. In this article, we propose a methodology to derive minimum bounds while providing formal guarantees about the quality of the obtained solutions. The uncertainty is embedded using either stochastic or robust programming in a model-predictive-control framework. We compare the two paradigms to the existing solution for a case study and find that the obtained solutions vary substantially. By combining the stochastic and the robust approaches, we also assign a confidence level to the solutions obtained by stochastic programming. The proposed methodology is found to be both efficient and easy to implement. It relies on sound mathematical principles, ensuring that a global optimum is reached in all cases.
Disciplines :
Civil engineering
Computer science
Mathematics
Author, co-author :
Cuvelier, Thibaut ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation : Optimisation discrète
Archambeau, Pierre  ;  Université de Liège - ULiège > Département ArGEnCo > HECE (Hydraulics in Environnemental and Civil Engineering)
Dewals, Benjamin  ;  Université de Liège - ULiège > Département ArGEnCo > Hydraulics in Environmental and Civil Engineering
Louveaux, Quentin ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation : Optimisation discrète
Language :
English
Title :
Comparison Between Robust and Stochastic Optimisation for Long-term Reservoir Management Under Uncertainty
Alternative titles :
[fr] Comparaison entre l'optimisation stochastique et robuste dans le cadre de la gestion de réservoirs à long terme sous incertitude
Publication date :
March 2018
Journal title :
Water Resources Management
ISSN :
0920-4741
eISSN :
1573-1650
Publisher :
Springer Science & Business Media B.V., Netherlands
Volume :
32
Issue :
5
Pages :
1599–1614
Peer reviewed :
Peer Reviewed verified by ORBi
Commentary :
Source code: https://github.com/dourouc05/ReservoirManagement.jl

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