IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v8y2015i12p12431-14297d60828.html
   My bibliography  Save this article

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

Author

Listed:
  • Arild Helseth

    (SINTEF Energy, Sem Sælands vei 11, Trondheim 7465, Norway)

  • Hallvard Braaten

    (Department of Mathematical Sciences, The Norwegian University of Science and Technology, Trondheim 7491, Norway)

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.

Suggested Citation

  • Arild Helseth & Hallvard Braaten, 2015. "Efficient Parallelization of the Stochastic Dual Dynamic Programming Algorithm Applied to Hydropower Scheduling," Energies, MDPI, vol. 8(12), pages 1-11, December.
    • Handle: RePEc:gam:jeners:v:8:y:2015:i:12:p:12431-14297:d:60828
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/8/12/12431/pdf
    Download Restriction: no
    File URL: https://www.mdpi.com/1996-1073/8/12/12431/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Wolfgang, Ove & Haugstad, Arne & Mo, Birger & Gjelsvik, Anders & Wangensteen, Ivar & Doorman, Gerard, 2009. "Hydro reservoir handling in Norway before and after deregulation," Energy, Elsevier, vol. 34(10), pages 1642-1651.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Oscar Dowson & Lea Kapelevich, 2021. "SDDP.jl : A Julia Package for Stochastic Dual Dynamic Programming," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 27-33, January.
    2. Martin N. Hjelmeland & Arild Helseth & Magnus Korpås, 2019. "Medium-Term Hydropower Scheduling with Variable Head under Inflow, Energy and Reserve Capacity Price Uncertainty," Energies, MDPI, vol. 12(1), pages 1-15, January.
    3. Jianjian Shen & Xiufei Zhang & Jian Wang & Rui Cao & Sen Wang & Jun Zhang, 2019. "Optimal Operation of Interprovincial Hydropower System Including Xiluodu and Local Plants in Multiple Recipient Regions," Energies, MDPI, vol. 12(1), pages 1-19, January.
    4. D. Ávila & A. Papavasiliou & N. Löhndorf, 2022. "Parallel and distributed computing for stochastic dual dynamic programming," Computational Management Science, Springer, vol. 19(2), pages 199-226, June.
    5. Zhong-kai Feng & Wen-jing Niu & Zhi-qiang Jiang & Hui Qin & Zhen-guo Song, 2020. "Monthly Operation Optimization of Cascade Hydropower Reservoirs with Dynamic Programming and Latin Hypercube Sampling for Dimensionality Reduction," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(6), pages 2029-2041, April.
    6. Xinyu Wu & Rui Guo & Xilong Cheng & Chuntian Cheng, 2021. "Combined Aggregated Sampling Stochastic Dynamic Programming and Simulation-Optimization to Derive Operation Rules for Large-Scale Hydropower System," Energies, MDPI, vol. 14(3), pages 1-15, January.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Graabak, Ingeborg & Wu, Qiuwei & Warland, Leif & Liu, Zhaoxi, 2016. "Optimal planning of the Nordic transmission system with 100% electric vehicle penetration of passenger cars by 2050," Energy, Elsevier, vol. 107(C), pages 648-660.
    2. Farahmand, H. & Doorman, G.L., 2012. "Balancing market integration in the Northern European continent," Applied Energy, Elsevier, vol. 96(C), pages 316-326.
    3. Heike Scheben & Nikolai Klempp & Kai Hufendiek, 2020. "Impact of Long-Term Water Inflow Uncertainty on Wholesale Electricity Prices in Markets with High Shares of Renewable Energies and Storages," Energies, MDPI, vol. 13(9), pages 1-21, May.
    4. Hans Ole Riddervold & Ellen Krohn Aasg{aa}rd & Lisa Haukaas & Magnus Korp{aa}s, 2021. "Internal hydro- and wind portfolio optimisation in real-time market operations," Papers 2102.10098, arXiv.org.
    5. Riddervold, Hans Ole & Aasgård, Ellen Krohn & Haukaas, Lisa & Korpås, Magnus, 2021. "Internal hydro- and wind portfolio optimisation in real-time market operations," Renewable Energy, Elsevier, vol. 173(C), pages 675-687.
    6. Vereide, Kaspar & Pitorac, Livia & Zeringue, Rachel & Kollandsrud, Arne, 2024. "The boosterpump concept for reconstruction of hydropower plants to pumped storage plants," Renewable Energy, Elsevier, vol. 229(C).
    7. Backe, Stian & Ahang, Mohammadreza & Tomasgard, Asgeir, 2021. "Stable stochastic capacity expansion with variable renewables: Comparing moment matching and stratified scenario generation sampling," Applied Energy, Elsevier, vol. 302(C).
    8. Löschenbrand, Markus & Wei, Wei & Liu, Feng, 2018. "Hydro-thermal power market equilibrium with price-making hydropower producers," Energy, Elsevier, vol. 164(C), pages 377-389.
    9. Graabak, I. & Korpås, M. & Jaehnert, S. & Belsnes, M., 2019. "Balancing future variable wind and solar power production in Central-West Europe with Norwegian hydropower," Energy, Elsevier, vol. 168(C), pages 870-882.
    10. Martin N. Hjelmeland & Arild Helseth & Magnus Korpås, 2019. "Medium-Term Hydropower Scheduling with Variable Head under Inflow, Energy and Reserve Capacity Price Uncertainty," Energies, MDPI, vol. 12(1), pages 1-15, January.
    11. Luca Riboldi & Steve Völler & Magnus Korpås & Lars O. Nord, 2019. "An Integrated Assessment of the Environmental and Economic Impact of Offshore Oil Platform Electrification," Energies, MDPI, vol. 12(11), pages 1-21, June.
    12. Fodstad, Marte & Crespo del Granado, Pedro & Hellemo, Lars & Knudsen, Brage Rugstad & Pisciella, Paolo & Silvast, Antti & Bordin, Chiara & Schmidt, Sarah & Straus, Julian, 2022. "Next frontiers in energy system modelling: A review on challenges and the state of the art," Renewable and Sustainable Energy Reviews, Elsevier, vol. 160(C).
    13. Catalão, J.P.S. & Pousinho, H.M.I. & Contreras, J., 2012. "Optimal hydro scheduling and offering strategies considering price uncertainty and risk management," Energy, Elsevier, vol. 37(1), pages 237-244.
    14. Silvio Pereira-Cardenal & Henrik Madsen & Karsten Arnbjerg-Nielsen & Niels Riegels & Roar Jensen & Birger Mo & Ivar Wangensteen & Peter Bauer-Gottwein, 2014. "Assessing climate change impacts on the Iberian power system using a coupled water-power model," Climatic Change, Springer, vol. 126(3), pages 351-364, October.
    15. Jahns, Christopher & Podewski, Caroline & Weber, Christoph, 2020. "Supply curves for hydro reservoirs – Estimation and usage in large-scale electricity market models," Energy Economics, Elsevier, vol. 87(C).
    16. Martínez-Gordón, R. & Morales-España, G. & Sijm, J. & Faaij, A.P.C., 2021. "A review of the role of spatial resolution in energy systems modelling: Lessons learned and applicability to the North Sea region," Renewable and Sustainable Energy Reviews, Elsevier, vol. 141(C).
    17. Blom, Evelin & Söder, Lennart, 2024. "Single-level reduction of the hydropower area Equivalent bilevel problem for fast computation," Renewable Energy, Elsevier, vol. 225(C).
    18. Joakim Dimoski & Stein-Erik Fleten & Nils Löhndorf & Sveinung Nersten, 2023. "Dynamic hedging for the real option management of hydropower production with exchange rate risks," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(2), pages 525-554, June.
    19. Christopher Jahns & Caroline Podewski & Christoph Weber, "undated". "Supply Curves for Hydro Reservoirs - Estimation and Usage in Large-Scale Electricity Market Models," EWL Working Papers 1901, University of Duisburg-Essen, Chair for Management Science and Energy Economics.
    20. Seljom, Pernille & Tomasgard, Asgeir, 2017. "The impact of policy actions and future energy prices on the cost-optimal development of the energy system in Norway and Sweden," Energy Policy, Elsevier, vol. 106(C), pages 85-102.

    More about this item

    Keywords

    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jeners:v:8:y:2015:i:12:p:12431-14297:d:60828. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.