Hydropower Optimization Via Sequential Quadratic Programming

Abstract

Optimal allocation of powerplant releases during peak demand periods carries an economic advantage in the operation of hydropower systems interconnected to large electrical networks. This paper presents an alternative formulation for determining release strategies when the objective is not maximizing total hydroelectric generation per se, but rather the economic benefit stemming from it. The proposed hydropower problem is formulated within the realm of concave programming without sacrificing realism in the formulation, thus yielding a nonlinear‐concave objective function. A nonlinear mathematical programming technique, sequential quadratic programming (SQP), is used to solve the problem by successive solution of quadratic programming problems. The concave characteristic of the nonlinear objective function is fully exploited by SQP, which exhibits a rapid convergence to the global optimum. An expeditious procedure to formulate the hydropower problem under the SQP framework is also presented. The methodology is tested on an existing multi‐reservoir hydropower system in Argentina. SQP proves very efficient to the extent that only a few minutes are necessary to solve the problem on a microcomputer. Furthermore, SQP is found to be superior to sequential linear programming in the rate of convergency toward the optimal solution.