A Primal-Dual Algorithm for Optimal Operation of Multi-reservoir Systems

A long-term planning model is presented in this study for optimizing Karoon-Dez reservoir system operation in Iran with hydropower generation, water supply, and environmental objectives. The matrix implementation of the large-scale resulting optimization model has been solved using dual-primal interior-point methods (DPIPMs) and multiobjective programming. These algorithms have shown to be promising especially when they take the advantage of sparsity structure of associated matrix formulation of the optimization problem with linear and quadratic functions. The computational time required for solving the Karoon-Dez reservoir system studied was less than 45 minutes. This is promising especially knowing that handling such an optimization model is very difficult using other techniques such as generalized reduced gradient (GRG) algorithm of nonlinear programming and discrete dynamic programming with adequate fine representation of state variables of the model.