Two Dimension Reduction Methods for Multi-Dimensional Dynamic Programming and Its Application in Cascade Reservoirs Operation Optimization

An efficient reservoir operation technique plays a very important role in improving the water resources and energy efficiency of reservoirs. In order to effectively avoid or alleviate the “curse of dimensionality” of Multi-dimensional Dynamic Programming (MDP) in the application of cascade reservoirs operation optimization (CROO) and keep a global convergence at the same time, two dimension reduction methods are proposed in this paper. One is a hybrid algorithm of MDP and a Progressive Optimality Algorithm (POA), named MDP-POA, which combines the global convergence of MDP and the strong local search ability of POA. MDP-POA first takes the global optimal trajectory of MDP in a low discrete degree as the initial trajectory of the POA, and then implements further optimization to the obtained initial trajectory by the POA with a high discrete degree, so as to avoid the “curse of dimensionality” of MDP in high discrete degree and the dependency of the POA for the initial trajectory. The other is an improved MDP (IMDP), which first constructs a corridor by the optimal trajectory of MDP in a lower discrete degree, and then implements further optimization in the corridor by MDP with a relatively high discrete degree, so as to avoid a large number of unnecessary calculations, and shorten the run-time effectively. In a case study, the results of MDP-POA, IMDP, and MDP are compared and analyzed from the aspects of power generation and run-time. The analysis indicates that the proposed MDP-POA and IMDP both have a good application effect and are worthy of further promotion.