Solving large nonconvex water resources management models using generalized benders decomposition
Nonconvex nonlinear programming (NLP) problems arise frequently in water resources management, e.g., reservoir operations, groundwater remediation, and integrated water quantity and quality management. Such problems are usually large and sparse. Existing software for global optimization cannot cope...
| Autores principales: | , , , |
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| Formato: | Journal Article |
| Lenguaje: | Inglés |
| Publicado: |
Institute for Operations Research and the Management Sciences (INFORMS)
2001
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| Materias: | |
| Acceso en línea: | https://hdl.handle.net/10568/156499 |
| _version_ | 1855536163279863808 |
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| author | Cai, Ximing McKinney, Daene C. Lasdon, L. S. Watkins, D. |
| author_browse | Cai, Ximing Lasdon, L. S. McKinney, Daene C. Watkins, D. |
| author_facet | Cai, Ximing McKinney, Daene C. Lasdon, L. S. Watkins, D. |
| author_sort | Cai, Ximing |
| collection | Repository of Agricultural Research Outputs (CGSpace) |
| description | Nonconvex nonlinear programming (NLP) problems arise frequently in water resources management, e.g., reservoir operations, groundwater remediation, and integrated water quantity and quality management. Such problems are usually large and sparse. Existing software for global optimization cannot cope with problems of this size, while current local sparse NLP solvers, e.g., MINOS (Murtagh and Saunders 1987), or CONOPT (Drud 1994) cannot guarantee a global solution. In this paper, we apply the Generalized Benders Decomposition (GBD) algorithm to two large nonconvex water resources models involving reservoir operations and water allocation in a river basin, using an approximation to the GBD cuts proposed by Floudas et al. (1989) and Floudas (1995). To ensure feasibility of the GBD subproblem, we relax its constraints by introducing elastic slack variables, penalizing these slacks in the objective function. This approach leads to solutions with excellent objective values in run times much less than the GAMS NLP solvers MINOS5 and CONOPT2, if the complicating variables are carefully selected. Using these solutions as initial points for MINOS5 or CONOPT2 often leads to further improvements. |
| format | Journal Article |
| id | CGSpace156499 |
| institution | CGIAR Consortium |
| language | Inglés |
| publishDate | 2001 |
| publishDateRange | 2001 |
| publishDateSort | 2001 |
| publisher | Institute for Operations Research and the Management Sciences (INFORMS) |
| publisherStr | Institute for Operations Research and the Management Sciences (INFORMS) |
| record_format | dspace |
| spelling | CGSpace1564992024-10-25T01:14:31Z Solving large nonconvex water resources management models using generalized benders decomposition Cai, Ximing McKinney, Daene C. Lasdon, L. S. Watkins, D. water management water resources Nonconvex nonlinear programming (NLP) problems arise frequently in water resources management, e.g., reservoir operations, groundwater remediation, and integrated water quantity and quality management. Such problems are usually large and sparse. Existing software for global optimization cannot cope with problems of this size, while current local sparse NLP solvers, e.g., MINOS (Murtagh and Saunders 1987), or CONOPT (Drud 1994) cannot guarantee a global solution. In this paper, we apply the Generalized Benders Decomposition (GBD) algorithm to two large nonconvex water resources models involving reservoir operations and water allocation in a river basin, using an approximation to the GBD cuts proposed by Floudas et al. (1989) and Floudas (1995). To ensure feasibility of the GBD subproblem, we relax its constraints by introducing elastic slack variables, penalizing these slacks in the objective function. This approach leads to solutions with excellent objective values in run times much less than the GAMS NLP solvers MINOS5 and CONOPT2, if the complicating variables are carefully selected. Using these solutions as initial points for MINOS5 or CONOPT2 often leads to further improvements. 2001-04 2024-10-24T12:44:23Z 2024-10-24T12:44:23Z Journal Article https://hdl.handle.net/10568/156499 en Limited Access application/pdf Institute for Operations Research and the Management Sciences (INFORMS) Cai, Ximing; McKinney, Daene C.; Lasdon, L. S.; Watkins, D. 2001. Solving large nonconvex water resources management models using generalized benders decomposition. Operations Research (INFORMS) 49(2): 235-245. https://doi.org/10.1287/opre.49.2.235.13537 |
| spellingShingle | water management water resources Cai, Ximing McKinney, Daene C. Lasdon, L. S. Watkins, D. Solving large nonconvex water resources management models using generalized benders decomposition |
| title | Solving large nonconvex water resources management models using generalized benders decomposition |
| title_full | Solving large nonconvex water resources management models using generalized benders decomposition |
| title_fullStr | Solving large nonconvex water resources management models using generalized benders decomposition |
| title_full_unstemmed | Solving large nonconvex water resources management models using generalized benders decomposition |
| title_short | Solving large nonconvex water resources management models using generalized benders decomposition |
| title_sort | solving large nonconvex water resources management models using generalized benders decomposition |
| topic | water management water resources |
| url | https://hdl.handle.net/10568/156499 |
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