Author(s): Alcigeimes Batista Celeste; Koichi Suzuki; Akihiro Kadota
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Keywords: Monte carlo optimization; Implicit stochastic programming; Reservoir operating rules
Abstract: This paper illustrates an application of Monte Carlo Optimization to derive monthly reservoir operating rules. The procedure generates synthetic inflow scenarios which are used by a deterministic optimization model. The objective of the model is to determine the optimal releases of water that satisfy the demands to the greatest extent possible. The ensemble of release data collected from the results of all scenarios is related to storage and inflow in order to construct allocation policies in form of surface graphs for every month. Such graphs are used as operating rules for the reservoir. In contrast to the common use of least squares multiple regression to define equations associating releases with the other variables, two- dimensional numerical interpolation is utilized for estimating the release to be implemented at each month based on the current storage volume and the predicted inflow for the period. The methodology is applied to a multipurpose reservoir in Japan and the results significantly correlate with those using optimization under perfect forecast.
Year: 2005