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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Veröffentlicht in:Energies (Basel) Jg. 8; H. 12; S. 14287 - 14297
Hauptverfasser: Helseth, Arild, Braaten, Hallvard
Format: Journal Article
Sprache:Englisch
Veröffentlicht: MDPI AG 01.12.2015
Schlagworte:
dynamic programming
hydropower scheduling
parallel processing
stochastic programming
ISSN:1996-1073, 1996-1073
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Zusammenfassung: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.
ISSN:1996-1073
1996-1073
DOI:10.3390/en81212431