A New Nested Benders Decomposition Strategy for Parallel Processing Applied to the Hydrothermal Scheduling Problem

Several optimization strategies are suitable for parallel processing, such as mathematical-programming based decomposition strategies, like Lagrangian relaxation and two-stage Benders decomposition, and evolutionary programming-like algorithms. In such cases, most subproblems can be solved independe...

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Bibliographic Details
Published in:IEEE transactions on smart grid Vol. 8; no. 3; pp. 1504 - 1512
Main Authors: Santos, Tiago Norbiato, Diniz, Andre Luiz, Tancredo Borges, Carmen Lucia
Format: Journal Article
Language:English
Published: Piscataway IEEE 01.05.2017
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Benders decomposition
Decomposition
Evolutionary algorithms
Initial conditions
Mathematical model
Mathematical programming
Microprocessors
multi stage Benders decomposition
Optimization
Parallel processing
Parallel programming
Planning
Power grids
Power transmission lines
Production scheduling
Reservoirs
Scheduling
short term hydrothermal scheduling
ISSN:1949-3053, 1949-3061
Online Access:Get full text
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Summary:Several optimization strategies are suitable for parallel processing, such as mathematical-programming based decomposition strategies, like Lagrangian relaxation and two-stage Benders decomposition, and evolutionary programming-like algorithms. In such cases, most subproblems can be solved independently by different processors. However, parallel processing is not suitable for some problems solved by nested Benders decomposition, due to the hierarchy between subproblems related to different time steps. In particular, for the deterministic case, parallel programming has been restricted to thread processing in lower-level machine computation and optimization solver codes. This paper proposes a new nested Benders decomposition strategy that is suitable for parallel processing, where time-coupled stages are solved simultaneously and an alternative procedure is employed to share initial conditions for the next stages as well as Benders cuts for the previous stages. The methodology is applied to the deterministic short term hydrothermal scheduling problem for the real large-scale Brazilian system, where the advantages of the proposed approach become more evident. In order to show the applicability of the method in low-budget and small parallel environments, the case study was processed with up to 24 process on multi-core computers.
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ISSN:1949-3053
1949-3061
DOI:10.1109/TSG.2016.2593402