Hydropower Scheduling with State-Dependent Discharge Constraints: An SDDP Approach
Arild Helseth, Birger Mo, Hans Olaf Hågenvik, Linn Emelie Schäffer
Abstract
Environmental constraints in hydropower systems serve to ensure sustainable use of water resources. Through accurate treatment in hydropower scheduling, one seeks to respect such constraints in the planning phase while optimizing the utilization of hydropower. However, many environmental constraints introduce state-dependencies and even nonconvexities to the scheduling problem, making them challenging to represent in stochastic hydropower scheduling models. This paper describes how the state-dependent maximum discharge constraint, which is widely enforced in the Norwegian hydropower system, can be embedded within the stochastic dual dynamic programming (SDDP) algorithm for hydropower scheduling without compromising computational time. In this work, a combination of constraint relaxation and time-dependent auxiliary lower reservoir volume bounds is applied, and the modeling is verified through computational experiments on two different systems. The results demonstrate that the addition of an auxiliary lower bound on reservoir volume has significant potential for improved system operation, and that a bound based on the minimum accumulated inflow in the constraint period is the most efficient.