Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling

Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the S...

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Published in:Energies (Basel) Vol. 8; no. 12; pp. 14287 - 14297
Main Authors: Helseth, Arild, Braaten, Hallvard
Format: Journal Article
Language:English
Published: MDPI AG 01.12.2015
Subjects:
dynamic programming
hydropower scheduling
parallel processing
stochastic programming
ISSN:1996-1073, 1996-1073
Online Access:Get full text
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Abstract Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the SDDP algorithm, where the stage-wise synchronization point traditionally used in the backward iteration of the SDDP algorithm is partially relaxed. The proposed scheme was tested on a realistic model of a Norwegian water course, proving that the synchronization point relaxation significantly improves parallel efficiency.
AbstractList Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the SDDP algorithm, where the stage-wise synchronization point traditionally used in the backward iteration of the SDDP algorithm is partially relaxed. The proposed scheme was tested on a realistic model of a Norwegian water course, proving that the synchronization point relaxation significantly improves parallel efficiency.
Author Helseth, Arild
Braaten, Hallvard
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Snippet Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is...
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SubjectTerms dynamic programming
hydropower scheduling
parallel processing
stochastic programming
Title Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling
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