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Development of a Framework for the Optimal Control

of Multi-Reservoir Systems Under Uncertainty


A. Leon, C. Gifford-Miears, L. Gomez, P. Hosseini and M. Alam
Department of Civil and Construction Engineering
Nathan Gibson, Veronika Vasylkivska
Department of Mathematics
Christopher Hoyle, Matthew McIntire
Department of Mechanical Engineering

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

1 / 45

Outline
1

Research Overview
Overall Goal and Research Components
Tasks
Stage Gates
Gantt Chart of All the Stage Gates and Tasks
Flow Charts of Ongoing Research

Simulation Model
OSU-Rivers
2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Hybrid Optimization
Comparing Evolutionary Optimization Methods
A Hydroelectric System Example

Uncertainty and Robust Control


Presentation of Dr. Nathan Gibson and Dr. Christopher Hoyle
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

2 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Overall Goal and Research Components

Overall Goal and Research Components


The overall goal of this research is to produce a robust and computationally efficient framework for the real-time operation of multi-objective
and multi-reservoir systems that accounts for uncertainty and flexibility
Research Components
Stable and Numerically Efficient Multi-Objective Optimization (Hybrid
Approach)
Uncertainty
Robust Optimization and Flexibility
Robust and Fast Reservoir-River Network Simulation
State-of-the-Art Visualization
Integration of Model Components
(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

3 / 45

Research Overview

Tasks

Tasks
Task1: (FY13) Optimization with combined evolutionary
algorithm-local search method (with no uncertainty yet)
Task2: (FY13) Formulation and implementation of constrained
robust optimization problem with flexibility and uncertainty, using
combined evolutionary algorithm-local search method
Task3: (FY14) Formulation and implementation of the forward
simulation (unsteady flow on a reservoir-river network) under
uncertainty for use in the robust optimization framework
Task4: (FY14) Development of a user-friendly Graphical User
Interface
Task5: (FY14) Integration of all components

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

4 / 45

Research Overview

Tasks

Tasks
Task1: (FY13) Optimization with combined evolutionary
algorithm-local search method (with no uncertainty yet)
Task2: (FY13) Formulation and implementation of constrained
robust optimization problem with flexibility and uncertainty, using
combined evolutionary algorithm-local search method
Task3: (FY14) Formulation and implementation of the forward
simulation (unsteady flow on a reservoir-river network) under
uncertainty for use in the robust optimization framework
Task4: (FY14) Development of a user-friendly Graphical User
Interface
Task5: (FY14) Integration of all components

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

4 / 45

Research Overview

Tasks

Tasks
Task1: (FY13) Optimization with combined evolutionary
algorithm-local search method (with no uncertainty yet)
Task2: (FY13) Formulation and implementation of constrained
robust optimization problem with flexibility and uncertainty, using
combined evolutionary algorithm-local search method
Task3: (FY14) Formulation and implementation of the forward
simulation (unsteady flow on a reservoir-river network) under
uncertainty for use in the robust optimization framework
Task4: (FY14) Development of a user-friendly Graphical User
Interface
Task5: (FY14) Integration of all components

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

4 / 45

Research Overview

Tasks

Tasks
Task1: (FY13) Optimization with combined evolutionary
algorithm-local search method (with no uncertainty yet)
Task2: (FY13) Formulation and implementation of constrained
robust optimization problem with flexibility and uncertainty, using
combined evolutionary algorithm-local search method
Task3: (FY14) Formulation and implementation of the forward
simulation (unsteady flow on a reservoir-river network) under
uncertainty for use in the robust optimization framework
Task4: (FY14) Development of a user-friendly Graphical User
Interface
Task5: (FY14) Integration of all components

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

4 / 45

Research Overview

Tasks

Tasks
Task1: (FY13) Optimization with combined evolutionary
algorithm-local search method (with no uncertainty yet)
Task2: (FY13) Formulation and implementation of constrained
robust optimization problem with flexibility and uncertainty, using
combined evolutionary algorithm-local search method
Task3: (FY14) Formulation and implementation of the forward
simulation (unsteady flow on a reservoir-river network) under
uncertainty for use in the robust optimization framework
Task4: (FY14) Development of a user-friendly Graphical User
Interface
Task5: (FY14) Integration of all components

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

4 / 45

Research Overview

Stage Gates

Stage Gates
Start Project
Task 0
Task 2A

Task 1A
Stage Gate 1

No

Stop Project

Yes
Task 1B

Task 2B
Stage Gate 2

No

Stop Project

Yes
Task 1C

Task 2C
Stage Gate 3

No

Stop Project

Yes
Task 2D

Task 3

Stage Gate 4

No

Stop Project

Yes
Task 4

Task 5

Task 6:
Final Report

End Project

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

5 / 45

Research Overview

Gantt Chart of All the Stage Gates and Tasks

Gantt Chart of All the Stage Gates and Tasks

TaskName

Duration

ReferenceDate
Task0:Preliminarypreparations
Task1A:Hybridoptimizationwithnouncertainty
Task2A:Localflexibilityviauncertainty
StageGate1
Task1B:Formulationofconstraints
Task2B:Globalflexibilityviauncertainty
StageGate2
Task1C:Hybridconstrainedoptimizationwithnouncertainty
Task2C:Formulationofconstrainedoptimizationunderuncertainty
StageGate3
Task2D:Implementationofconstrainedoptimizationunderuncertainty
Task3:Simulationunderuncertainty
StageGate4
Task4:Visualizationofresults/GraphicalUserInterface
Task5:Integrationofcomponents
Task6:FinalReport

N/A
30days
90days
90days
N/A
90days
90days
N/A
184days
184days
1day
185days
185days
1day
180days
180days
60days

Q4

(Oregon State University)

Optimization Under Uncertainty

2013
Q1

Q2

Q3

Q4

2014
Q1

Q2

Q3

Q4

9/30

4/3

BPA Presentation, 2012

6 / 45

Research Overview

Flow Charts of Ongoing Research

Flow Charts of Ongoing Research


Start
Read Data

Quantify input uncertainty


(i.e., identify the distributions that will be
sampled based upon input data)

Quantify Input
Uncertainty
t=t+t

Identified
distribution

Hybrid Optimization
Dr.Leon, Dr.Gibson,
& Dr.Hoyle
Evolutionary algorithms
[genetic algorithm, particle
swarm optimization,

simulated annealing,
Evolutionary
Algorithm
differential evolution, etc.]
Optimization

Evaluate constraints
and objective functions
Calculate the
objective function
f(xk) & probability

Update
design
constraints
g*(x )
variables

Robust Control
and
Uncertainty

OSU-Rivers Simulations
Research Group of Dr. Arturo Leon

Research Groups of:


Dr. Nathan Gibson
&
Dr. Christopher Hoyle

Evolutionary
Evolutionary
algorithm
used?
algorithm
used?
Yes

No

Yes
Close to
converge?

No

No

CloseYes
to
converge?
Yes

Local search algorithms

Convergence
[Newton-based methods,
conjugate gradient, hessian
satisfied?
methods, etc.]

Yes

Results
Robust water stage and
discharge values

No

Local Search
Optimization
Update
Update variables for next
simulation time-frame

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

7 / 45

Research Overview

Flow Charts of Ongoing Research

Flow Charts of Ongoing Research


Start
Read Data

Quantify input uncertainty


(i.e., identify the distributions that will be
sampled based upon input data)

Quantify Input
Uncertainty
t=t+t

Identified
distribution

Hybrid Optimization
Dr.Leon, Dr.Gibson,
& Dr.Hoyle
Evolutionary algorithms
[genetic algorithm, particle
swarm optimization,

simulated annealing,
Evolutionary
Algorithm
differential evolution, etc.]
Optimization

Evaluate constraints
and objective functions
Calculate the
objective function
f(xk) & probability

Update
design
constraints
g*(x )
variables

Robust Control
and
Uncertainty

OSU-Rivers Simulations
Research Group of Dr. Arturo Leon

Evolutionary
Evolutionary
algorithm
used?
algorithm
used?

(Oregon State University)

Research Groups of:


Dr. Nathan Gibson
&
Dr. Christopher Hoyle

Optimization Under Uncertainty

BPA Presentation, 2012

7 / 45

Update
design
constraints
g*(x )
Research Overview
variables
k

Flow Groups
Charts
Research
of:of
Dr. Nathan Gibson
&
Dr. Christopher Hoyle

Ongoing Research

Flow Charts of Ongoing Research


Evolutionary
Evolutionary
algorithm
used?
algorithm
used?
Yes

No

Yes
Close to
converge?

No

CloseYes
to
converge?

No

Yes

Local search algorithms

Convergence
[Newton-based methods,
conjugate gradient, hessian
satisfied?
methods, etc.]
No

Yes

Results
Robust water stage and
discharge values

Local Search
Optimization
Update
Update variables for next
simulation time-frame

(Oregon State University)

Optimization Under Uncertainty

BPA Presentation, 2012

7 / 45

Research Overview

Flow Charts of Ongoing Research

Flow Charts of Ongoing Research (Cont.)


Start

Read Data
Read data
(HPGs, VPGs, RPGs, input files, t, etc.)

Read stream inflow


ensembles

Quantify Input Uncertainty

Yes

Quantify input uncertainty


(i.e., identify the distributions that will be
sampled based upon input data)
New inflow ensembles
available?

No
Identified
distribution

t=t+t

Hybrid Optimization

Robust Control and Uncertainty


Decision
variable vector
x at x=xk

Hybrid optimization

Evolutionary Optimization
Uncertainty propagation
Determine sampling points
[MCS, Taylor series, Numerical
integration, Polynomial chaos
expansion, etc.]

Evolutionary algorithms
[genetic algorithm, particle
swarm optimization,
simulated annealing,
differential evolution, etc.]

...

OSU-Rivers

OSU-Rivers

OSU-Rivers

Relax constraints
Mean and variance of each
performance function
y , y , g , g , Pr(g<0)

Generate Initial
population

Parallelization of OSU-Rivers
No

Objective Function

Feasible region?
Parallelization of OSU-Rivers
(Divide system of nonlinear equations)

Calculate the
objective function
f(xk) & probability
constraints g*(xk)

Yes

Update design
variable vector xk+1

Objective function f(xk)/


Constraint g*(xk)
No

Convergence

Parallel
Comp.

Parallel
Comp.

Parallel
Comp.

Evolutionary
algorithm used?
Do flows and water
stages at interfaces between
sub-matrices match?

Yes
No
No

Close to
converge?

Yes

Results

Yes

Convergence
Satisfied?

Return robust water stage


and discharge values for
reservoir operation

Yes

No

Local Optimization
Local search algorithms
[Newton-based methods,
conjugate gradient, hessian
methods, etc.]

Visualization of results
in control room

Update
Update water stage
and other variables
with real-time
measurements

(Oregon State University)

Yes

Predicted values compare


well with reality?

No

Optimization Under Uncertainty

BPA Presentation, 2012

8 / 45

Research Overview

Flow Charts of Ongoing Research

Flow Charts of Ongoing Research (Cont.)


Start

Read Data
Read data
(HPGs, VPGs, RPGs, input files, t, etc.)

Read stream inflow


ensembles

Quantify Input Uncertainty

Yes

Quantify input uncertainty


(i.e., identify the distributions that will be
sampled based upon input data)
New inflow ensembles
available?

No
Identified
distribution

t=t+t

Hybrid Optimization

Robust Control and Uncertainty


Decision
variable vector
x at x=xk

Hybrid optimization

Evolutionary Optimization
Uncertainty propagation
Determine sampling points
[MCS, Taylor series, Numerical
integration, Polynomial chaos
expansion, etc.]

Evolutionary algorithms
[genetic algorithm, particle
swarm optimization,
simulated annealing,
differential evolution, etc.]

...

OSU-Rivers

OSU-Rivers

OSU-Rivers

Relax constraints
Mean and variance of each
performance function
y , y , g , g , Pr(g<0)

Generate Initial
population

Parallelization of OSU-Rivers
Objective Function
Calculate the
objective function
f(xk) & probability
constraints g*(xk)

Update design

(Oregon State University)


variable vector x

k+1

No

Feasible region?
Parallelization of OSU-Rivers
(Divide system of nonlinear equations)
Yes

Objective function f(xk)/

Optimization
Under
Uncertainty Parallel
Constraint
g*(x )
Comp.
k

Parallel
Comp.

BPAParallel
Presentation, 2012
Comp.

8 / 45

Research Overview
No
Objective Function

Parallelization
of OSU-Rivers
Flow Charts of Ongoing
Research
Feasible region?
Parallelization of OSU-Rivers
(Divide system of nonlinear equations)

Flow Charts of Ongoing Research (Cont.)


Calculate the
objective function
f(xk) & probability
constraints g*(xk)

Yes

Update design
variable vector xk+1

Objective function f(xk)/


Constraint g*(xk)
No

Convergence

Parallel
Comp.

Parallel
Comp.

Parallel
Comp.

Evolutionary
algorithm used?
Do flows and water
stages at interfaces between
sub-matrices match?

Yes
No
Close to
converge?

No

Yes

Results

Yes

Convergence
Satisfied?

Return robust water stage


and discharge values for
reservoir operation

Yes

No

Local Optimization
Local search algorithms
[Newton-based methods,
conjugate gradient, hessian
methods, etc.]

Visualization of results
in control room

Update
Update water stage
and other variables
with real-time
measurements

(Oregon State University)

Yes

Predicted values compare


well with reality?

Optimization Under Uncertainty

No

BPA Presentation, 2012

8 / 45

Research Overview

Flow Charts of Ongoing Research

Fast Simulation and Hybrid Optimization


Arturo Leon (Assistant Professor),
Christopher Gifford-Miears (Graduate student),
Luis Gomez (Ph.D. student),
Parnian Hosseini (Ph.D. student),
Mahabub Alam (Ph.D. student)
Department of Civil and Construction Engineering

BPA Presentation, December 3rd, 2012


Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

9 / 45

Simulation Model

OSU-Rivers

Fast Simulation: OSU-Rivers

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

10 / 45

Simulation Model

OSU-Rivers

Presentation Outline

Overview of Unsteady flows


Overview of OSU-Rivers
Applications

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

11 / 45

Simulation Model

OSU-Rivers

Presentation Outline

Overview of Unsteady flows


Overview of OSU-Rivers
Applications

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

11 / 45

Simulation Model

OSU-Rivers

Presentation Outline

Overview of Unsteady flows


Overview of OSU-Rivers
Applications

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

11 / 45

Simulation Model

OSU-Rivers

Issues with Unsteady Flow Routing

Robustness:
Unsteady models typically have convergence and stability problems.

Computational burden:
A framework that combines simulation and optimization may require
hundreds or even thousands of simulations for each operational
decision.

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

12 / 45

Simulation Model

OSU-Rivers

Issues with Unsteady Flow Routing

Robustness:
Unsteady models typically have convergence and stability problems.

Computational burden:
A framework that combines simulation and optimization may require
hundreds or even thousands of simulations for each operational
decision.

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

12 / 45

Simulation Model

OSU-Rivers

Flow Chart of OSU-Rivers


Start of OSU Routing Model
Module I

Definition of river network: nodes and river


reaches

Computation of HPGs and VPGs for all


Module II river reaches and RPGs for hydraulic
structures
Module III

Initial conditions

Module IV

Boundary conditions (BCs)

Module V

Evaluation of time step ( t)

River system routing: solve a system of


non-linear equations assembled based on
Module VI systems HPGs, VPGs and RPGs, flow
continuity at nodes, compatibility
conditions of water stages and system BCs.

Has
simulation been
completed?

t=t+ t
No

Yes
End

Reference: Leon et al. (2012), A fast approach for unsteady flow routing in complex river networks based on performance graphs,
Leons
research group
(OSU)
Journal
of Hydraulic
Engineering

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

13 / 45

Simulation Model

OSU-Rivers

Governing Equations
Navier Stokes equations:
ui
ui
1 p
2 ui
+ uj
=
+
+ gi
t
xj
xi
xj xj

(1)

ui
=0
xi

(2)

1D Saint-Venant equations:
U
U
h
+U
+g
= g(S0 Sf )
t
x
x
A Q
+
=0
t
x
Equation (4) is equivalent to pool routing
X
X
Inflows
Outflows = Storage/t
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

(3)
(4)

(5)
14 / 45

Simulation Model

OSU-Rivers

OSU-Rivers (Cont.)
River network is divided into reaches
Hydraulics are pre-computed and stored utilizing the Performance Graph
approach

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

15 / 45

Simulation Model

OSU-Rivers

Rating Performance Graph (RPG)

A different RPG for each vertical


position of gates.

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

16 / 45

Simulation Model

OSU-Rivers

River Network Routing


Schematic of a simple network system.

Conservation of mass 8 equations


Continuity equations 5 equations
External boundary conditions 3 equations
Compatibility conditions 6 equations
RPGs 2 equations
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

17 / 45

Simulation Model

OSU-Rivers

Comparison of OSU-Rivers with the Unsteady


HEC-RAS model
Looped river system adapted from an
example in the Applications Guide of
the HEC-RAS model (Hydrologic
Engineering Center, 2010).

Plan view of HEC-RAS looped river system.


Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

18 / 45

Simulation Model

OSU-Rivers

Comparison of OSU-Rivers with the Unsteady


HEC-RAS model (Cont.)
Fast flood wave

Slow flood wave

20

20

HEC-RAS

OSU

15

Flow discharge (m3/s)

Flow discharge (m3/s)

HEC-RAS

Reach 4
(downstream)

10

Reach 18
(downstream)
50
25
Time (hours)

Leons research group (OSU)

OSU

15

Reach 4
(downstream)

10

Reach 18
(downstream)
75

100

Fast Simulation and Hybrid Optimization

50

150
100
Time (minutes)
BPA Presentation, 2012

200

19 / 45

Simulation Model

OSU-Rivers

Comparison of OSU-Rivers with the Unsteady


HEC-RAS model (Cont.)
Slow flood wave

Fast flood wave

7.8

7.8

7.6

Reach 4
(downstream)

7.4

Reach 18
(downstream)

7.2

7.0

HEC-RAS

OSU
Water stage (m)

Water stage (m)

HEC-RAS

25

50
Time (hours)

Leons research group (OSU)

OSU

7.6

Reach 4
(downstream)

7.4

Reach 18
(downstream)

7.2

75

100

7.0

Fast Simulation and Hybrid Optimization

50

150
100
Time (minutes)
BPA Presentation, 2012

200

20 / 45

Simulation Model

OSU-Rivers

Numerical Accuracy of OSU-Rivers Model due to Time


Discretization

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

21 / 45

Simulation Model

OSU-Rivers

CPU Time and Robustness

The proposed framework was 3 to 7 times faster than HEC-RAS.


Numerical efficiency increases for 2D and 3D models.
Robustness: The proposed framework is more robust because
oscillations and instabilities are removed during the construction
of the performance graphs.
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Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

22 / 45

Simulation Model

OSU-Rivers

CPU Time and Robustness

The proposed framework was 3 to 7 times faster than HEC-RAS.


Numerical efficiency increases for 2D and 3D models.
Robustness: The proposed framework is more robust because
oscillations and instabilities are removed during the construction
of the performance graphs.
You created this PDF from an application that is not licensed to print to novaPDF printer (http://www.novapdf.com)

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

22 / 45

Simulation Model

OSU-Rivers

OSU-Rivers Water Surface Elevation Animation

Loading Video)

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

23 / 45

Simulation Model

2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Hydraulic Performance Graph Approach:


Fraser River, British Columbia Application

1-D models may have


limitations in complex
river systems
Complex geometric
features (e.g., islands)
result in complex head
losses that in some
cases are necessary to
account for
Nov 29 2012 15:13

3D View (3)

BlueKenue64 V3.2 CHC/NRC (c) 1998-2011

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

24 / 45

Simulation Model

2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Hydraulic Performance Graph Approach:


Fraser River, British Columbia Application
5.4525

This application utilizes


a two-dimensional
model

Fraser River Velocity Vector Profiles Flowrate = 7800 m3/s

5.4524
5.4523
UTM Northing Coordinates

Example of
multi-dimensional
velocity vector fields
present in river domain

x 10

5.4522
5.4521
5.452
5.4519
5.4518
5.4517
5.4516
5.4515
5.102

Leons research group (OSU)

5.104

5.106 5.108
5.11
5.112
UTM Easting Coordinates

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

5.114
x 10

25 / 45

Simulation Model

2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Hydraulic Performance Graph Approach:


Fraser River, British Columbia Application

Example of a HPG
produced using a 2D
hydrodynamic model
Better quantification of
head-losses leads to
more accurate
hydraulic simulation
results

Upstream Water Surface Elevation, m

Hydraulic Performance Graph Utilizing TELEMAC-2D


-4
-5
-6

Q= 345 m3/s
Q= 640 m3/s
Q= 935 m3/s

-7

Q= 1230 m3/s
Q= 1525 m3/s
Q= 1820 m3/s
Q= 2115 m3/s

-8

Q= 2410 m3/s
Q= 2705 m3/s
Q= 3000 m3/s
N-Line

-9
-9

Leons research group (OSU)

-8
-7
-6
-5
Downstream Water Surface Elevation, m

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

26 / 45

Simulation Model

2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Fast Simulation Model for


Optimization Under Uncertainty

hm

OSU-Rivers:

ts
ons

1
2
3

Robust Robust Control


Numerically efficient
and

Uncertainty
One-, two-,
or
three-dimensional models
Research Groups of:
can be used
to build the
Dr. Nathan Gibson
&
performance graphs

OSU-Rivers Simulations
Research Group of Dr. Arturo Leon

Dr. Christopher Hoyle

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

27 / 45

Simulation Model

2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Fast Simulation Model for


Optimization Under Uncertainty

hm

OSU-Rivers:

ts
ons

1
2
3

Robust Robust Control


Numerically efficient
and

Uncertainty
One-, two-,
or
three-dimensional models
Research Groups of:
can be used
to build the
Dr. Nathan Gibson
&
performance graphs

OSU-Rivers Simulations
Research Group of Dr. Arturo Leon

Dr. Christopher Hoyle

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

27 / 45

Simulation Model

2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Fast Simulation Model for


Optimization Under Uncertainty

hm

OSU-Rivers:

ts
ons

1
2
3

Robust Robust Control


Numerically efficient
and

Uncertainty
One-, two-,
or
three-dimensional models
Research Groups of:
can be used
to build the
Dr. Nathan Gibson
&
performance graphs

OSU-Rivers Simulations
Research Group of Dr. Arturo Leon

Dr. Christopher Hoyle

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

27 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Hybrid Optimization

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

28 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Hybrid Optimization

It combines typically evolutionary algorithms


with local search methods
Evolutionary algorithms are robust
multi-objective optimization methods but of
slow convergence
It allows exploiting the benefits of
evolutionary algorithms for obtaining good
initial solutions after a few iterations and then
the local search method is used for quickly
converging to the optimal solution.

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

29 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Hybrid Optimization

It combines typically evolutionary algorithms


with local search methods
Evolutionary algorithms are robust
multi-objective optimization methods but of
slow convergence
It allows exploiting the benefits of
evolutionary algorithms for obtaining good
initial solutions after a few iterations and then
the local search method is used for quickly
converging to the optimal solution.

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

29 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Hybrid Optimization

It combines typically evolutionary algorithms


with local search methods
Evolutionary algorithms are robust
multi-objective optimization methods but of
slow convergence
It allows exploiting the benefits of
evolutionary algorithms for obtaining good
initial solutions after a few iterations and then
the local search method is used for quickly
converging to the optimal solution.

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

29 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Optimization Methods
Evolutionary Algorithms
1) Genetic Algorithm (GA)
2) Simulated Annealing (SA)
3) Particle Swarm Optimization (PSO)
4) Differential Evolution (DE)
Classical Methods
1) Pattern Search
2) Unconstrained multivariable Method
3) Newton method
4) Quasi-Newton Method
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

30 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Ideal Optimization Model Characteristics

Robust: Obtain reliable solution in the presence of


noise
Accurate: Be able to converge to global optimum
Ease of use: Intuitive for both experienced and
inexperienced users
Efficient: Fast convergence rate

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

31 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Ideal Optimization Model Characteristics

Robust: Obtain reliable solution in the presence of


noise
Accurate: Be able to converge to global optimum
Ease of use: Intuitive for both experienced and
inexperienced users
Efficient: Fast convergence rate

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

31 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Ideal Optimization Model Characteristics

Robust: Obtain reliable solution in the presence of


noise
Accurate: Be able to converge to global optimum
Ease of use: Intuitive for both experienced and
inexperienced users
Efficient: Fast convergence rate

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

31 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Ideal Optimization Model Characteristics

Robust: Obtain reliable solution in the presence of


noise
Accurate: Be able to converge to global optimum
Ease of use: Intuitive for both experienced and
inexperienced users
Efficient: Fast convergence rate

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

31 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

PSO Convergence Animation

Loading Video2)

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

32 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Test Function for Comparing Optimization Methods


Objective Function=Rastrigin [Unconstrained optimization]

f (x) = 10 n +

10 h
X

i
xi 2 10 cos (2xi )

(6)

i=1
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

33 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Hybrid Optimization Test


Genetic Algorithm
Unconstrained Multivariable Method

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

34 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Comparing the Objective Value in Different


Optimization Methods for 50 Iterations
Comparison of GA, SA and PSO Methods
10
Genetic Algorithm
Simulated Annealing
Particle Swarm Optimization

GA population size=100
SA initial
temperature=100
PSO population size=100
For maximum 1000
generations
For 50 iterations of each
methods

Function Value (rastrigins fcns)

9
8
7
6
5
4
3
2
1
0

10

15

20

25

30

35

40

45

50

Number of Iterations
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

35 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Comparison of Convergence with Different Population


Sizes
For 50 iterations

Stoping Criteria:
Function tolerance=1e-6
or
Maximum 1000
generations

Objective Value (mean and confidence interval)

90

Genetic Algorithm
Particle Swarm Optimization

80
70
60
50
40
30
20
10
0
10
0

50

100

150

200

250

300

350

400

450

500

Population Size
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

36 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Comparison of Convergence in Different Generations

GA population size=100
SA initial
temperature=100

Objective Value (mean and confidence interval)

For 50 iterations
30

Genetic Algorithm
Simulated Annealing

25

20

15

10

20

40

60

80

100

120

140

160

180

200

Number of Generations
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

37 / 45

Hybrid Optimization

Comparing Evolutionary Optimization Methods

Comparison of Objective Values with CPU Time


For 50 iterations

GA population size=100
SA initial
temperature=100

Objective Value (mean and confidence interval)

30

Genetic Algorithm
Simulated Annealing

25

20

15

10

5
0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

0.2

0.22

Maximum CPU Time (sec)


Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

38 / 45

Hybrid Optimization

A Hydroelectric System Example

A Hydroelectric System Example


Spill Flow

Power House

Inflow

A Typical Hydropower System


Dworshak Dam (modified from: www.nww.usace.army.mil)

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

39 / 45

Hybrid Optimization

A Hydroelectric System Example

Sketch of a Reservoir System

Dam Structure
Water
Stage
Flow

Turbine Flow

Storage
Stage-Storage Curve
time
Inflow Hydrograph

Spill Flow
Reservoir

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

Inflow

BPA Presentation, 2012

40 / 45

Hybrid Optimization

A Hydroelectric System Example

Model Formulation
Objective: Maximize revenue
Revenue=f(price, turbine flow, storage)
Revenue=price*efficiency*constant*[turbine flow*storage]
Subject to:
1) 0 < Turbine flow < 25,000 CFS
2) 0 < Spill flow
3) Maximum change in turbine flow and spill flow = 500 CFS
4) Combined turbine and spill flow > 1,000 CFS
5) 50,000 < Reservoir Storage < 100,000 Acre-Feet
6) The final reservoir level must be equal to the initial level (10,000
Acre-Feet) (Assumption that could be modified based on medium-term
reservoir planning)
Modified from: (http://www.mathworks.com/company/newsletters/articles/optimization-of-hydroelectric-flow-with-matlab.html)

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

41 / 45

Hybrid Optimization

A Hydroelectric System Example

Drawdown-Refill Cycle of 20 Days


Electricity Price

Inflow Hydrograph

70

4500

Flow (CFS)

60
50
40
30

10
Time (days)
Optimal Flow

15

20

5
10

x 10

Flow (CFS)

10
Time (days)
Spill Flow

15

1.6
1.4
1.2
1

Leons research group (OSU)

2500

20

Spill Flow

1.8

3000

Total Storage (AcreFeet)

Flow (CFS)

Turbine Flow
Spill Flow

5000

3500

10
Time (days)

5
4

15000

10000

4000

15

20

Cum Revenue (millions of $)

Price ($/MWh)

Inflow

10

x 10

10
15
Time (days)
Total Storage in Reservoir

20

5
10
15
Time (days)
Total Value of Electricity Produced

20

9.5

8.5

1
Optimal Turbine Flow
Turbine Flow = Inflow

0.8
0.6
0.4
0.2
0

Fast Simulation and Hybrid Optimization

10
Time (days)

15

20

BPA Presentation, 2012

42 / 45

Hybrid Optimization

A Hydroelectric System Example

Drawdown-Refill Cycle of 5 Days


Electricity Price

Inflow Hydrograph

70

4500

Flow (CFS)

60
50
40
30

2
3
Time (days)
Optimal Flow

Total Storage (AcreFeet)

Flow (CFS)

Turbine Flow
Spill Flow

5000

1
10

1.4

x 10

2
3
Time (days)
Spill Flow

Flow (CFS)

Spill Flow
1.2

0.8

Leons research group (OSU)

2
3
Time (days)

3500
3000

1
4

15000

10000

4000

2500

Cum Revenue (millions of $)

Price ($/MWh)

Inflow

10.5

x 10

2
3
4
Time (days)
Total Storage in Reservoir

10

9.5

2
3
4
Time (days)
Total Value of Electricity Produced

0.25
Optimal Turbine Flow
Turbine Flow = Inflow

0.2
0.15
0.1
0.05
0

Fast Simulation and Hybrid Optimization

2
3
Time (days)

BPA Presentation, 2012

43 / 45

Hybrid Optimization

A Hydroelectric System Example

Many thanks for your attention!


Contact:
Arturo Leon, Ph.D., P.E.
School of Civil and Construction Engineering, Oregon State
University
arturo.leon@oregonstate.edu

Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

44 / 45

Uncertainty and Robust Control

Presentation of Dr. Nathan Gibson and Dr. Christopher Hoyle

Outline
1

Research Overview
Overall Goal and Research Components
Tasks
Stage Gates
Gantt Chart of All the Stage Gates and Tasks
Flow Charts of Ongoing Research

Simulation Model
OSU-Rivers
2D Hydraulic Performance Graphs, Fraser River, B.C. Application

Hybrid Optimization
Comparing Evolutionary Optimization Methods
A Hydroelectric System Example

Uncertainty and Robust Control


Presentation of Dr. Nathan Gibson and Dr. Christopher Hoyle
Leons research group (OSU)

Fast Simulation and Hybrid Optimization

BPA Presentation, 2012

45 / 45

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