Chapter Two

Literature Review

CHAPTER 2

LITERATURE REVIEW

One of the most important advances made in water resources/ hydrological sciences is the
evolvement and application of optimization techniques for planning, design and management
of complex water resource systems. Many successful applications of optimization are made
in reservoir studies. But there may still exist a gap between theory and application,
particularly in the area of short term reservoir operation. The problem of ineffective
operation of reservoirs using outdated technology and highly subjective management
practices has been indicated by the researchers (Loucks, 1997; Chen, 2003; John, 2004).This
chapter reviews the literature pertinent to reservoir operation and water resource system
analysis. The review is onward described in different sections.
2.1

Network Flow Programming

Network flow programming (NFP) and conventional simulation models are two widely used
alternative approaches for analysing reservoir/river systems. The NFP technique does not
suffer from the dimensionality problem common to Dynamic Programming (DP) (Bellman
and Dreyfuss 1962). It is also preferred over conventional linear programming because it is
computationally much faster (Sabet and Creel, 1991). In this regards, the work of following
authors is of great importance.
Yerramreddy and Wurbs (1994) presented a comparative evaluation of network flow
programming and conventional simulation models. They concluded that simulation models
typically provide greater flexibility in representing the complexities of real-world systems,
while network flow programming helps to search systematically and efficiently through
numerous possible combinations of decision variable values with a more prescriptive
modelling orientation. They applied "The Water Rights Analysis Program" (TAMUWRAP)
developed by Texas A&M University to study the Brazo River basin.
Sigvaldason (1976) used a mathematical model based on Out of Kilter algorithm (a
simulation model) and used for assessing alternative operation strategies for the Trent River
System in Ontario, Canada. The Trent basin, characterised by numerous reservoirs (48 were

Chapter Two

Literature Review

represented in the model) is used for flood control, water supply, hydropower generation and
flow enhancement in canal system during the summer period. In mathematical form the outof-kilter algorithm is stated simply as
min Z = cij qij

(2.1)

ij

subject to:
qij - qji = 0 for all j
i
j
Lij qij Uij

for all ij

Where z is the objective function, qij is the flow in the arc from node i to node j, cij is the cost
of each unit of flow qij and Lij and Uij are the lower and upper bounds respectively on qij. The
author claimed that the model was efficient, and permitted flexibility in readily using the
model for a wide range of reservoir configurations and operating policies.
Barnes and Chung (1986) developed a detailed river basin simulation model to simulate the
combined operation of two major water project systems in California, namely the Central
Valley Project (CVP), operated by the US Bureau of reclamation, and the State Water Project
(SWP), of the California Department of Water Resources. These projects comprise a system
of dams, reservoirs, canals, tunnels, pumping plants and power plants designed to serve
multi-objectives of flood control, recreation, power generation and water conservation.
Although each project operates its upstream reservoirs separately, the release from the
upstream reservoirs is intermixed in the Sacramento River and the Sacramento-San Joaquin
Delta where southern exports are made by each project. The HEC-3 "Reservoir System
Analysis for Conservation" model developed by the US Corps of Engineers has been adopted
as a basic tool for reservoir releases and channel routings.
Faux et al. (1986) investigated an interactive river basin network flow model called
MODSIM2 and applied to a large irrigation/hydropower system in Philippines. The upper
Pampanga River Integrated Irrigation system (UPRIIS) is in Central Luzon. MODSIM2 is
based on Out-of-Kilter algorithm. Mathematically it may be expressed as

Chapter Two

N N
Min Cij Qij
i=1 j=1

Literature Review

(2.2)

N
N
Subject to Qij - Qji = 0 for j = 1,..., N
i=1
j=1
Lij Qij Uij for all i=1,..., N
0

Lij j = 1,..., N

Where Qij = integer valued variable flow in the link connecting node i to j, Cij = unit cost
of the flow in link (ij), Uij = given upper bound on flow in link (ij), and N is total number of
network nodes. Nodes can represent storage reservoir or non-storage junctions such as river
confluence or diversion structure and links represent river reaches, canals or penstocks. The
hydropower generation rate (POWt) is calculated as
POWt = Qt Eh k [ Ht - HT ]

(2.3)

Where POWt = average power during period t, (MW), Qt = flow through the link
representing turbine flow during period t as computed by the network algorithm in million
cubic meter (mcm), Ht = average reservoir elevation during period t in meters (m), HT =
tailrace elevation in meters (m), Eh = hydropower conservation efficiency and k = unit
conversion constant. Energy generation during the period was calculated as
= 0.001 POWt * Hrst

(2.4)

Where = energy generation in period t in gigawatt-hour (GWH) and Hrst = number of

hours in period t. Reservoir operating rules, network setup and model calibration were
discussed in detail. The study demonstrates the versatility and usefulness of the Out-of-Kilter
algorithm.
Chung et al. (1989) optimized the combined operation of California State Water Project
(SWP) and the Federal Central Valley Project (CVP) in USA. They extended the water
resources planning model (DWRSIM) of California Department of Water Resources by
applying network flow algorithm. A least cost network flow programming procedure, the
Out-of-Kilter algorithm (OKA) has been incorporated into DWRSIM to perform the
operation of the CVP-SWP facilities south of the Sacramento-San Joaquin Delta. The main
reservoirs of the system are Clair Engle lake, Shasta lake, Whoskey town reservoir, lake

Chapter Two

Literature Review

Oroville, Flosom lake, New Melons reservoir, San Luis reservoir, Milterton lake, Silverwood
lake, lake Perris etc. The model (DWRSIM) uses a mass balance accounting procedure as a
basic tool for channel routing.
Sabet and Creel (1991) investigated NFP to simulate the operation of the Oroville reservoir
system of the California State Water Project (SWP). They simulated the hydraulic operation,
hydropower generation and contractual obligations of the California Department of Water
Resources (CDWR) to deliver energy to Southern California Edison (SCE). The computer
code SUPERK (Barr et al. 1974) was incorporated in the California On-Line Optimizing
System for Scheduling and updating Schedules (COLOSSUS). For the purpose, three
integrated NFP models have been developed based on the OKA approach.
The simulation was carried out on weekly and daily levels with up-to hourly detail. A real
word application of NFP to water resources was demonstrated. The results suggested that
although NFP/OKA is a linear model, it was easily adapted to modelling a complex reservoir
nonlinear system in conjunction with the linearization techniques and stepwise simulation.
Sabet and Creel (1991) presented model aggregation approach based on the network flow
programming (NFP) for the operation of California State Water Project (SWP). NFP was
used to model a portion of the California Aqueduct containing 30 aqueduct pools, two
reservoirs, four pumping plants and one pump generating plant in the system. The DeltaO'Neil simulation model (DELMOD) was used to modify the schedules at certain locations
to ensure the storage in the reservoirs was in allowable limits. For the daily model with
hourly detail, the network representation of the system has 4,212 arcs and 1,395 nodes. To
improve the efficiency of the computational time, a condensed network of 534 arcs and 123
nodes was used to find the initial solution. The final solution was then found by use of the
expanded network. The weekly operation of SWP facilities was determined by use of the
California on-line optimizing system for scheduling and updating schedules (COLOSSUS)
(Sabet and Coe 1991). The NFP technique does not suffer from the "curse of dimensionality"
common to dynamic programming. The out-of-kilter algorithm (OKA) is one method used to
solve NFP problems (Ford and Fulkerson 1962). One of the computer code was the Texas
Water Development Board incorporated in SYMLYDII. Shafer et al, (1981), Labadie and
Pineda (1986) Graham and Labadie (1986) have used SYMLYDII to model a variety of

Chapter Two

Literature Review

water resources system. Another OKA code called SUPERK has been used by Farley et al.
(1988), Coe and Rankin (1988) Chung et al. (1989). Sabet and Coe (1986) have been used to
model water resources system. The weekly operation of DELMOD with a simple example of
Dos Amigos was described. The results indicated the model aggregation approach is
computationally efficient in term of computer run time.
Sun et al. (1995) investigated generalized network algorithm for water-supply-system
optimization. They said that, to date, most algorithms are designed to solve transhipment
problem in a pure network setting with total demand being equal to total supply. The nonnetwork type constraints and variables are precluded from the network models. They
presented an algorithm, EMNET, for solving the regional water-supply-system optimization
that corresponds to a generalized network problem with additional non-network type
constraints and non-network type variables. Metropolitan water district of Southern
California is a case study. EMNET is 11-117 times faster than standard LP codes such as
MINOS (Murtagh and Sounders, 1987).
Khaliquzzaman and Chander (1997) presented a network flow programming model for
multireservoir sizing. It is a multiperiod model where all single period networks, representing
reservoirs, rivers, canals and demand points are interconnected in adjacent periods by
reservoir carryover arcs. Flows in carry over arcs represent reservoir storage and the
maximum flow in an arc for a reservoir indicates storage capacity requirement for that
reservoir. The carry over arcs are split into multiple arcs representing multiple zones in the
storage capacity. Reservoir capacities are obtained by optimizing the flow in carryover arcs.
The concept of Performance Matrix (PM) has been introduced to reflect the interreservoir
and interzonal competitiveness based on the objective function. Applicability of the model is
demonstrated by estimating the capacity of 7 reservoirs in a water transfer scheme in India
using the criterion of minimization of forest submergence.
Niedda and Sechi (1997) investigated a mixed optimization technique for a large scale water
resources system. It is based on Network Linear Programming and the Subgradient method.
Since inside domain, the global objective function is a convex piecewise linear function, a
subgradient method is used to obtain the direction of the improvement of design variables at
each iteration using the solutions of the network subproblem. The mixed technique permits

Chapter Two

Literature Review

an efficient evaluation of the design variables in order to reach a good approximation of the
global objective function optimum. The proposed method is applied to a hypothetical system
which is made up of two reservoirs, a hydroelectric plant, a diversion dam and two irrigation
areas.
2.2

Deterministic Dynamic Programming

Single reservoir problem

Young (1967) developed an algorithm based on dynamic programming which solves the
problem recursively forward in time from the start. He used a yearly time unit and therefore
his methodology finds optimal operating policies for annual usage of a single reservoir. The
results are generalized to specify a near-optimal policy as a function of several state variables
and a flow forecast. The forward looking deterministic algorithm is given by
n-1
Z* = min { min [ l ( -Sn+1 + Sn + Xn ) + min l (-Si+1 + Si + Xi ) ] }
Sn+1 Sn
S2, S3,...,Sn-1 i=1

(2.5)

Where Xi ,Xn Inflow in the ith or nth year.

Si ,Sn Storage at the start of ith or nth year
n

Total number of items in a sequence

A loss function which is usually equal to zero at a pre-selected target, T.

Z*

Minimum cumulative loss for a known inflow sequence

The computational technique uses both deterministic dynamic programming and hydrologic
simulation. It was suggested that this type of approach be called Monte Carlo Dynamic
Programming or MCDP. The MCDP methodology starts by selecting values for X1 and S1
and generates Xi and Xi+1, i = 1, 2,...,1000 using Thomas-Fiering recursive relation.
After generating Xi and rounding each value of Xi to the nearest integer, integral optimal
storage Si : i = 1, 2, ..., 1001 using algorithm (2.5) are found and then optimal drafts (Di) are
computed using Xi and Si by
Di = - Si+1 + Si + Xi

(2.6)

_
The arranged values (Di ,Si ,Xi ,Xi+1 ): i = 1,2,...900 are finally regressed using least squares
regression to estimate the parameters of

Chapter Two

10

_
Di = Reg (Si , Xi , Xi+1)
Where Xi+1

Literature Review

(2.7)

_
Forecast of Xi+1

The IBM 7094 computing time for his methodology (as coded by Young) was 0.33 Sm
minutes (where Sm is reservoir volume). He presented fifty-two regression functions. For
instance an estimated policy for quadratic loss Sm = 10 and no forecasting is
Di = 6.848 + 0.0650 Si + 0.290 Xi

(2.8)

(Multiple Correlation Coeff., R2 = 0.64)

He agreed with the finding that for smooth convex loss functions Di = x (whenever possible)
is a near optimal policy. He also concluded that optimal policies are independent of the target
for smooth convex loss functions.
Hall et al. (1968) presented technique of analysis by which the dynamic operation policies
for planning complex multipurpose reservoir system can be optimized. Using the standard
recursive procedures of dynamic programming, the recursive relationship is given by
Vj(S) =
Where

max [ Pwi Rj + Pej Epj + Pnj Enj + Vj+1 (S + fi - qi - Ri ]

j

(2.9)

Number of the time period, j=N being the final period.

Vi(S) Total income from sale of water and power from period to the end of the
planning period, starting with storage S.
Pej

Peak energy price

Pnj

Non-peak energy price

Pwj

Water price

R,Ep,En Release, peak energy and non-peak energy respectively.

fj

Inflow and accretion in period j.

qj

Evaporation in period j.

Equation (2.9) is subject to constraints on release, constraints on energy production and

constraints on the maximum and minimum allowable storage levels, the latter reflecting
flood control reservations and minimum power pool requirements as well as physical
limitations. He used monthly time period giving an optimal schedule of release for each

Chapter Two

11

Literature Review

month of a year. He claimed that the dynamic programming computational procedures

developed, were extremely fast.
Mobasheri and Harboe (1970) presented a two stage optimization model for the design of a
multipurpose reservoir. The technique takes into account the fact that economic returns from
a project are a function of both design and operational rules of the project. A dynamic
programming (DP) model computes the optimum operation policy of a feasible design. An
iterative grid sampling algorithm is then used to compare designs for which optimum
operation are already determined and to select the best design. The application is made to a
hypothetical single multipurpose reservoir water resource project. A flow chart for the
proposed procedure was presented. The limitations of the study were (i) Only the relevant
and most important properties of reality were represented, (ii) Only a few development
purposes were included and the model was for a single reservoir and (iii) Only deterministic
streamflow data and the concept of critical period were used.
A useful theorem in the dynamic programming solution of sequencing and scheduling
problems occurring in capital expenditure planning was presented by Morin and Esogbue
(1974). The theorem may be followed for reduction of dimensionality, one of the major
problems associated in dynamic programming. The theorem is given below
If in the one dimensional sequencing problem there exists m, 1 m N, distinct subsets
of projects 1, 2,...,m, all of whose respective members have either (i) the same capacity
Q(i) for j e {1,2,...,m} or (ii) the same capital cost, C(i), then in any optimal sequence these
projects will appear in nondecreasing order of the ratio of their respective costs to their
respective capacities.
Chow et al. (1975) analysed the complete time and memory requirements for Dynamic
Programming (DP) and Discrete Differential Dynamic Programming (DDDP). They
suggested that the computer time required for a water resource optimization problem by DP
or DDDP might be considered as the sum of the compiling time of programming language
translation, the initiating time for the program, and the execution time TE. They found a
relation for execution time
s
p
TE = T MN Qi Pj
t=1 j=1

(2.10)

Chapter Two

Where TM

12

Literature Review

Average time for one unit operation.

No. of iterations involved in optimizing a system

No. of stages in the problem

Qi, Pj No. of feasible values that state variable i (i = 1, 2, ...,S) and variable j (j
=1,2,...,D) respectively can take in each iteration or in the optimization
procedure
The computer memory required may be considered as the sum of the machine memory, code
memory and data memory. They verified the formulas by solving problems for operation of
single and multiple-purpose reservoir networks, etc. For example using IBM 360/75, for the
operation of a 2 reservoir system for irrigation and hydro-electric power using Multistate
incremental DP, with 2 states, 2 decisions, 64 iterations, 144 stages and 3 Nos. of Qi and Pi
the execution time TE was 80.26 sec. and Ta was 108 s.
Klemes (1977) investigated minimum number of discrete states to represent the range of
reservoir storage required to get optimal results. It was demonstrated that a too coarse
discrete storage representation could not only impede accuracy but may completely distort
reality in a most unexpected way. It was shown that the number of storage states was subject
to some absolute constraints and that it must increase linearly with the reservoir storage
capacity in order that comparability of results is assured. A linear rule for the estimation of
the number of storage states has been suggested and given below
S
no - 2
n = ( --------- S + 2 ) = --- + 2
So
o
Where

Number of storage states

no

Number of storage states in specific case

Reservoir storage capacity

So

Reservoir capacity in a specific case

Width of storage zone in a specific case

(2.11)

The symbol is used to indicate the rounding to the nearest integer. So, no and o are
obtained corresponding to a distribution {P}o (log normal and normal input distributions for

Chapter Two

13

Literature Review

test case), used in arriving at a result with which the result for a reservoir of capacity S is to
be compared.
The value of n obtained from (2.11) must satisfy the constraints given by:
n 3
S
n ( ------------ + 2 )
2 (D - xmin)
S
n ( ------------ + 2 )
2 (xmax - D)
Where
xmin, xmax

D
Reservoir draft (desired outflow)
Reservoir inflow (min, max respectively)

Charts are derived giving the numbers of storage states necessary to obtain stationary
probabilities of reservoir emptiness and/or fullness with an error 0.1%.
Karamouz and Houck (1982) derived general reservoir system operating rules by
deterministic dynamic programming, regression and simulation. These were tested for 48
cases. The following equations were used to define the loss function
A [exp (Rt /RUP) - exp (1)] ,
LOSS (Rt) = 0

B [exp (- Rt /RLOW) - exp (-1)],

Where A, B

if Rt RUP
if RLOW Rt RUP

(2.12)

if Rt RLOW

Constants that depend upon the price of water and how extensive the property
damage is known

Rt

Release during time t, m

RUP

Upper limit of safe range (known) m3

RLOW Lower limit of the safe range (known) m3

Chapter Two

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Literature Review

And the objective function becomes

T
min Z = LOSS (Rt)
t=1
Several physical restrictions were included as constraints in the DP. Annual and monthly
rules were generated.
Bhasker and Whitlatch Jr. (1980) developed a backward looking dynamic programming
algorithm to obtain optimal releases from a single multiple-purpose reservoir. One sided and
two sided loss functions were solved and monthly policies were derived for Hoover
Reservoir located on Big Walnut Creek in Central Ohio.
Multiple Reservoir Problem
Schweig and Cole (1968) evaluated optimal control of linked reservoirs meeting a common
demand for a two storage case. They included a numerical example of the dynamic
programming calculation for a system of a finite surface reservoir and a full aquifer having
limited pumpage. The computer algorithm converges to optimal control rules for the most
part within 5 years of iteration. Given the optimal control rules for an assumed reservoir
system, it becomes possible to form transition matrices of contents by an adaptation of
Gould's method. The steady state solutions of the matrices show probabilities of each
reservoir's contents in the long term. The total direct operation cost, TCR is given by
TCR
Where

(RA x URA) + (RB x URB) + (RAB x URAB)

RA, RB

(2.13)

Release from reservoir A and B respectively in million gallons

per month

RAB

Transfers from reservoir A to B in million gallons per month.

URA, URB

Unit cost, in $, of releasing one million gallons per month

from reservoir A and B respectively

URAB

Ditto for transfers from reservoir A to B.

They demonstrated that dynamic programming is far simpler in practice than its algebra
might seem to suggest. The hurdles barring wider use of such procedures are more technical

Chapter Two

15

Literature Review

than conceptual. One of the biggest problems is that of computer running time to obtain
optimal policies with large number of state variables. They concluded that research into
speeding the convergence of solutions is urgently required.
Heidari et al. (1971) presented an iterative method based on Discrete Differential Dynamic
Programming approach (DDDP). It was claimed that the algorithm could ease the two major
difficulties: memory

requirements and computer time requirements. Their equation for

invertible systems is given below

F* [S(n), n] = max { R [ S(n-1), [ S(n-1), S(n), y(n-1) ] , n-1 ] + F* [ S (n-1), n-1 ] }
S(n-1) D(n-1)

(2.14)

Where D(n-1) The state subdomain located in the neighbourhood of the trial trajectory at
stage n-1
F

Optimal sum of the returns for N time periods

Beginning of a time period called a stage

Return from the system in one time increment

S(n)

m-dimensional state (storage) vector at stage n

y(n-1) Inflow at stage n-1

Decision as a function of state only

The method starts with a trial trajectory satisfying a specific set of initial and final conditions
and applies Bellman's recursive equation (2.14) in the neighbourhood of this trajectory. At
the end of each iteration step a locally improved trajectory is obtained and used as the trial
trajectory in the next step. They proved that the method is effective in the case of invertible
systems. The proposed approach is applied to a four-unit two-purpose water resources
system. The example was restricted to determine inflows.
Trott and Yeh (1973) developed a method to determine the optimal design of system of
reservoirs with series and parallel connections. A modified gradient technique is used to
determine the set of reservoir sizes which maximizes the net benefits, subject to the imposed
constraints. The technique was based on incremental Dynamic Programming algorithm using
the reservoir equation
ft [S1(t+1)] = max { min [ {R'(t)+r1(t)}/j , ft[S1(t) ] }

(2.15)

Chapter Two

16

Where f

M-dimensional vector of functions

monthly period index = 1,2,3,...12

R'(t)

Total release from (M-1) constrained reservoirs for month t

ri(t)

Release during month t for reservoir i

Literature Review

S(t+1) Storage level at end of month t

Si(t)
j

Sequence of states for reservoir t

Fraction of yearly demand to be delivered in month j

They applied their successive approximation algorithm with state incremental dynamic
programming on a network of six reservoirs named Dos Rias, Pine Mountain, Indian Valley,
English ridge, Clear lake and Kennedy Flats. The returns from the system were considered to
be derived from the firm water contract at a demand point. The advantage of the method of
successive approximation was that the solution of a six-dimensional dynamic programming
problem was obtained by solving a series of one-hundred dynamic programming problems.
In their example problem, number of iterations for the convergence of successive
approximation algorithm (monthly time step) to get optimal policies varies between 1 and 67.
Becker and Yeh (1974) developed a method based on dynamic programming through which
optimal timing, sequencing and sizing of multiple reservoirs surface water supply facilities
could be found. The recursion formula for a forward DP routine is
fi(qi) = min [ ck (yki) (1+r)-(q(i)-z(i)) + fi-1(qi - xki) ]

(2.16)

Subject to
qi-1

<

qi

xki

qi - qi-1

f0( )

yk

<

Yk

Where i

<

D(T)

Stage

fi( )

Minimum cost function at stage i

qi

Total annual firm water available at i

xki

Annual firm water increment resulting from construction at k site at i

Chapter Two

17

ck

Cost function for project at the k site

yki

Actual physical capacity of project at k site i stage

D(t)

Annual firm water demand relationship

( )

Inverse of demand function, years

Time horizon, years

Annual discount rate (assumed 5% for case study)

Yk

Maximum possible reservoir capacity at kth site

Literature Review

The methodology was applied to a proposed system of reservoirs associated with the Eel
River Ultimate Project in Northern California. The reservoirs, named Dos Rios (1), Pine Mt.
(2), Indian Valley (3), English Ridge (4), Clear Lake (5), Kennedy Flats (6) were included in
the system.
They concluded that although it is firm water that is demanded or sold, it is reservoir capacity
at a particular site that is costed and the two are not simply related, nor is the relationship
independent of previously constructed reservoirs and the stream-reservoir configuration.
Their technique assumed streamflows to be subnormal correspond to a critical period
analysis method and no advantage was taken if any supposed knowledge about future flows.
They recommended that the work should be extended to multipurpose multireservoir system.
A new technique, called multilevel incremental dynamic programming (MIDP), is presented
by Nopmongcol and Askew (1976). The algorithm can greatly increase the efficiency of
solution and permit high-dimensional deterministic problems to be handled with far greater
ease comparatively. Hypothetical four reservoir system was investigated.
Kuo et al. (1990) developed a modelling package for the real time operation of Feitsui and
Shihmen Reservoirs in the Tanshui River Basin, Taiwan, the Republic of China. The package
consisted of a 10-daily streamflow forecast model, a rule curve based simulation model, and
an optimization model. With the help of forecasted streamflow for a year, the simulation
model is first used to find whether there is severe shortage of water. The DP model is then
used to find an improved operating policy. Normal and abnormal periods were considered in
the DP. At the end of each 10-day period the forecast is updated using a Kalman filter
technique and the observed streamflow during the period. The simulation model and

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Literature Review

optimization model was rerun for the remaining period of the year. The cycle was repeated
until the last period was reached. The execution time for 1 year (36 10-day periods) operation
was about 45 min. on the PC. It was suggested that the 10-day operating rules could be used
as boundary conditions (beginning and ending storage and 10-day releases) for a daily or
even an hourly operation.
A modification of differential dynamic programming (DDP) which made that technique
applicable to certain constrained sequential decision problems such as multireservoir control
problem was presented by Murray and Yakowitz (1979). The authors contended that the
technique is superior to available alternative. They supported their belief by experimentation
and analysis. They concluded that constrained DDP did not suffer the 'curse of
dimensionality' and required no discretization. DDP efficiently solved their 4-reservoir as
well as 10-reservoir problems.
2.3

Stochastic Dynamic Programming

Stochastic dynamic programming (SDP) is an optimization technique based on Bellman's

principle of optimality (Bellman and Dreyfus 1962, Dreyfus and Law 1977, Nemhauser
1966). Deterministic optimization methods for reservoir system optimization have several
computational advantages over stochastic optimization. However, ignoring the stochasticity
of the system to be considered not only simplifies the model but also introduces bias, as
described by Loucks et al. (1981), Huang et al. (1991). Loucks wrote that deterministic
models based on average or mean values of inputs, such as streamflows, are usually
optimistic. System benefits are overestimated, and costs and losses are underestimated, if
they are based only on the expected values of each input variable. In contrast to the models
yielding only "optimal releases" within a fixed deterministic framework, stochastic dynamic
programming is of practical interest (Yakowitz 1982, Yeh 1985). Application of SDP to
water resource systems has been investigated by many authors. Their work is described in
brief in the following paragraphs.

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Literature Review

Single reservoir problem

Torabi and Mobesheri (1973) presented a stochastic Dynamic Programming model useful in
determining the optimal operating policy of a single multipurpose reservoir. Stochastic nature
of the inflows was taken into account by considering the correlation between the streamflow
of the pair of consecutive time intervals.
The model equation moving backward, starting from state K is given by
L Q
Fk(t-1) = Max {[Urk,l + Fl(t)] Prq (St =l/St-1 = K) }
l=1 q=1
Where Fl(t)

Expected return, if an optimal stationary

(2.17)

policy is followed starting from

state l with t intervals

Rt-1

Release of water during month (t-1)

Index for storage level

Index for storage level

Urk,l

Amount of energy production during the transition from k to l under the

policy r

Prq

Probability of being in state k in month t

St

Index for storage in month t (at the beginning of month t)

Index for release levels subject to various constraints

The model was applied to the Folsom Reservoir and Power plant on the American River in
Southern California. Reservoir is meant for hydroelectricity water quality and flood control.
Firm water supply was treated as parameter. Flood and water quality control downstream
from the reservoir were kept in constraints. Discretization in the model written in FORTRAN
IV, was taken for 10 storage levels and 12 months. A transition probability matrix approach
was used.
The model calculates the optimum monthly release policy for a given level of water supply to
the expected annual level of on-peak energy production. By changing the level of water
supply, the trade off between energy and water supply was determined. They recommended

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Literature Review

that the model should be extended in order to find optimum operation policy for multireservoir systems.
Pegram (1974) investigated the effect of input model, size of reservoir and various input
parameters on the probability of zero draft from a discrete reservoir fed by a serially
correlated input. In his work a probability theory of reservoirs with serially correlated inputs
was presented. Four simple transition probability matrix (tpm) models were presented. These
tpm models may find use in reservoir studies since they are specified by very few parameters.
Out of four tpm models one model (T1 ) is given below to conserve space

T1

(1-a)

(1-a)(1-b)

(1-b)2

2a(1-a)

a + b - 2ab

2b(1-b)

a
Where a

r+a

Mean

r
c

/2(1-r)

ab

(2.18)

First serial correlation coefficient

2

Variance
Reservoir capacity

The computation was done by using a difference equation method (Pegram 1972) to examine
the factors affecting the probability distribution of the draft (o).
The results showed that if , and c were fixed ( = 0.8, = 0.48, c = 9 and r was variable (r
= 0 ~ 0.8, there was very small amount of variation of o (0.0001 to 0.0054) between the
models T1, T2, T3 and T4. If only reservoir capacity c is fixed (c = 9) and , and r are
varied, the variation of o is typical for each model. Similarly the variation of o with , r
and c for a fixed variance was identical for each model. He concluded that a change of model
(T1, T2 ...T3) had relatively little effect upon the values of o. His studies reveal that as long
as , and r are preserved the form of the stochastic model of the input process may be
relatively unimportant from the point of view of the draft.

Chapter Two

21

Literature Review

Su and Deininger (1974) studied the regulation of Lake Superior under uncertainty of future
water supplies. The levels of Lake Superior have been regulated since 1922. These regulation
plans have been modified several times since their first design. The objective of the study
was to find operating policies that minimized the expected undiscounted yearly losses over
an infinite time horizon. The inflows to the lake were treated as stochastic random variables.
The system was modelled as a periodic Markovian decision problem. A new algorithm based
on the White's method of successive approximations for solving single chained and
completely ergodic Markovian decision problems was developed and was proven to be fairly
efficient in terms of computer time and storage. The newly developed policies were tested
against the current operating policies by using the historical inflow record as data. The results
show that if some of the developed operating policies were adopted, the average yearly losses
could be reduced by at least 15%. At the same time the monthly lake level variances could be
reduced by 25%.
To derive long-term operating policies for water resource systems, an algorithm is developed
by Mawer and Thorn (1974) that uses value iteration dynamic programming and simulation
in conjunction with Penalty costs. Two types of problems were solved on monthly time step
as given below
i)

Determine transition costs lead to a very simple and efficient type of value iteration
recurrence relationship

Vn(i) = min [ Wkn(i) + en (i - rk)

i = 1,2,3,...N

(2.19)

k
Where en(i-rk) = fn (i-rk, j) Vn-1(j)
fn(i-rk,j)

Probability of making a transition from

intermediate state (i-rk) to

final state j during month n.

r

Wkn

Release to be made if decision k is selected.

Immediate cost incurred in month n, i being starting point if decision k is
used.

Vn(i) Total expected cost incurred in the next n months starting from state i if the
reservoir is operated under the optimal (i.e. cheapest policy).

Chapter Two

ii)

22

Literature Review

Final state for month n, equal to the initial state for month n-1.

Initial state for month n.

Index denoting the decision used in month n.

Another problem was solved for probabilistic transition costs. The value iteration
recurrence relationship was given by
qmaxk

Vn(i) = min { Pkn(q)* [ rkn(j/i, q) + Vn-1(j) ] }

k = qmin
Where Pkn(q)

(2.20)

Probability of a net addition to storage of q units during month n if

decision k is used.

rkn(j/i),q)

Expected cost of making a transition from state i to state j during

month n using the pumping policy k to give a net addition to storage q.

Each program took approximately 100S to compute and execute. The author claimed that
advantage of the optimization algorithm is the facility to include in the simulation items of
interest that would otherwise be omitted. The method described had been based on a single
reservoir. It was recommended that it may be extended for multireservoir systems and more
than one objective function, it is necessary to extend the method to flood control, the
maintenance of amenity levels etc.
Maidment and Chow (1981) investigated whether state space models, stochastic dynamic
programming and Markov chain analysis can be linked together for the analysis reservoir
systems and to assess what the advantages and limitations are of such methodology. The
mathematical description of the inflows to the reservoir system and response of the system to
inflow and release are formulated as a state space model. This model is incorporated within
an explicit stochastic dynamic programming procedure as the state transition equation. By
using the model, the transition probabilities of the state variables are found for each decision
and tested in the dynamic programming. Those for the optimal decisions are stored for later
use in a Markov chain analysis to determine the statistical characteristics of the state and

Chapter Two

23

Literature Review

decision variables if the reservoir is operated for a long period of time with the optimized
policy. The procedure is applied to proposed Watasheamu Dam in Nevada.
Esmaeil-Beik and Yu (1984) used the SDP to develop optimal policies for operating the
multipurpose pool of the Elk City Lake in the Arkansas River basin in Kansas with serially
correlated inflows. A weekly time step was adopted. Using Savarenskiy's scheme, the
number of storage states are 13 and number of inflow states are 15. The SDP recursive
equation was
FMT-t(i) =

min { pij(t) [ Rij(t) + FMT-t+1(j) ] }

j
j

(2.21)

In which the period T = 52 weeks and T counts the weeks in a year except for the initial stage
when t=0 was used. At t=0 FMT+1(j) for all j must be specified to start the backward
computation. pij(t) = probability of transition to stage j if the system is now in state i and a
feasible decision is chosen. Rij(t) = loss function. The operation of the multipurpose pool of
the Elk City Lake could be treated as a periodic Markov decision process with finite states
and discrete time. The SDP model was used to derive long-term operating policy to minimize
the expected average annual loss. Using the developed optimal policy the lake was operated
for the period 1966-67. The results showed a marked reduction in the expected annual losses
as compared with the historical operation.
Wang and Adams (1986) proposed a two-stage optimization framework which consists of a
real time model followed by a steady state model. The intention of the work was to develop
an efficient computational procedure based on SDP for real time optimization of single
reservoir. In recognition of hydrologic uncertainty and seasonality, reservoir inflows were
described as periodic Markov processes. The steady state model that described the
convergent nature of the prospective future operations was regarded as a periodic Markov
decision process and was optimized with the generalized policy iteration method (Howard
1960, White 1963). The results of steady state model were in fact used as an interim step for
deriving the optimal immediate decisions for the current period in the real-time model. The
procedure was applied to the Dan-River-Issue Reservoir on a tributary of the Yangtze River
in Canada. 30-year of historical inflow records was used in the study. The reservoir live
storage was discretized into n states (in this case n=22) with identical increments
according to Savarenskiy's scheme (Klemes 1977). If the minimum and maximum live

Chapter Two

24

Literature Review

storage volumes of the reservoir are donated as 0 and C respectively, the storage volume Si
corresponding to the discrete state indices i are specified as
= C/(n-2)

(2.22)

S1 = 0
Sn = C
Si = (i-1.5).

i = 2,3,...,(n-1)

The storage state transition probability was derived from the inflow probability distribution.
The number of inflow states varied from 6 to 36 in various months. An alternative procedure
for deriving the inflow transition matrices if the historic inflow record is limited, was
presented. The SDP (value iteration) recursive equation for the real time model is
VRi(t) = max [ bid(t) + Pijd(t). VRj(t+1) ]
dD

(2.23)

Where Pijd(t) = storage state transition probability from state i to state j during period t under
decision d, bid(t) = expected immediate reward per transition for state i under decision d in
month t, VRi(t) = real-time objective function value from state i in month t, D = decision
space equal to {d}. The results indicated that the proposed procedure is suited to real-time
reservoir operation optimization.
Hashimoto et al. (1982) studied three criteria for evaluating the possible performance of
water resources system. These criteria evaluate how likely a system is to fail (reliability),
how quickly it recovers from failure (resiliency) and how severe the consequences of failure
may be (vulnerability). These measures may be used in assessing alterative design and
operation policies of a water resource project. The reliability of a system may be described
by the frequency or probability that a system is in a satisfactory state:
= Prob [ Xt S ]

(2.24)

Where S is the set of all possible outputs and Xt is random variable in time t. Resiliency
describe how quickly a system is likely to recover or bounce from a failure once the failure
has occurred. If system recovery is slow, this may have serious implications for system
design. Resiliency may be described as

Chapter Two

25

p:
= ----1-

Literature Review

(2.25)

1
n
Where P = lim ---- Wt
n n t=1
:

= Prob { Xt S, Xt+1 F }

Wt = transition from a satisfactory to an unsatisfactory state, F = set of all unsatisfactory

(failure) outputs. The vulnerability may be defined as
v = sj ej
jF

(2.26)

Where sj = a numerical indicator of severity of that state, ej = Prob. [ xj, corresponds to sj, is
the most severe outcome in a sojourn in F ]. The reservoir operation example presented by
Loucks et al. (1981) in page 138-152 is used to illustrate the proposed criteria. The summer
season operating policies were derived by SDP (Loucks et al. 1981) with the objective of
minimizing the loss
Min E [ l(R) ]

(2.27)

Where T = target release of 4.5 x 107 m3

R = summer season release
l(R) = 0 when R T
l(R) = [(T-R)/T] when R < T
The exponent (0-7 in this case) defines the shape of the loss function. The results indicated
that quantitative risk criteria may be useful in determine efficient release policies.
Another criteria, 'robustness' is proposed as a measure of the likelihood that the actual cost of
a proposed project will not exceed some fraction of the minimum possible cost of a system
designed for the actual conditions that occur in the future. The value of robustness R at the
level is simply the probability that the system's opportunity cost will not exceed times the
minimum total cost. It is the probability that the design parameter q will have a value within
the domain

Chapter Two

26

Literature Review

f(q) dq

(2.28)

The robustness criteria was illustrated by its application to the planning of water supply
system in south-western Sweden. The criteria provides a basis for comparing alternatives.
Huang et al. (1991) presented and compared four types of SDP models for on-line reservoir
operation, relying on observed or forecasted inflows. The models are different because of the
assumption regarding the inflow in the next time period. The objective is to maximize
expected annual hydropower generation. A 10-daily period time step is adopted in the study.
21 discrete states on storage were considered. The models were applied to Feitsua reservoir,
in northern Taiwan. Optimal operation was derived using four variations of SDP with a
specific objective function. The comparison of the four SDP models was made using
simulation. The mathematical models used in the study are presented below:
fnt(St,Qt) = max [ Bt + PQ(t+1)/Q(t) . fn-1t+1 (St+1,Qt+1) ]

(2.29)

fnt(St,Qt) = max [ Bt + PQ(t+1) . fn-1t+1 (St+1,Qt+1) ]

(2.30)

fnt(St,Qt-1) = max { PQ(t+1)/Q(t) [ Bt + fn-1t+1 (St+1,Qt+1)] }

(2.31)

fnt(St) = max { PQ(t) [ Bt + fn-1t+1 (St+1) ] }

(2.32)

S(t+1)

Q(t+1)

S(t+1)

R(t)

R(t)

Q(t+1)

Q(t)

Q(t)

Where t

Within-year period

Total No. of running periods considered prior to actual stage

St

Initial storage volume in the beginning of period t

Qt

Inflow during that period

Rt

Water release including spillage during the same period

P(Q(t+1)/Q(t)

Inflow transition probability specifying the conditional probability

Results indicate that SDP model (2.29) is preferred, if perfect inflow forecasting model are
available. Otherwise (2.31) is more appropriate instead. For the Feitsui Reservoir system

Chapter Two

27

Literature Review

because of the inevitable errors existing in forecasting models, the type-three model is
preferred and selected as the most appropriate SDP model for long-term on-line operation.
Karamouz and Vasiliadis (1992) investigated reservoir systems using SDP and Bayesian
decision theory (BDT). The proposed model, called Bayesian stochastic dynamic
programming (BSDP) includes inflow, storage and forecast as state variables, describes
streamflows with a discrete lag 1 Markov process and uses BDT to incorporate new
information by updating the prior probabilities to posterior probabilities. The procedure is
used to determine optimal reservoir operating rules of Loch Raven Reservoir on Gunpowder
River in Maryland. The performance of BSDP is compared with an alternative SDP model
and a classical SDP model. The results indicated that BSDP model performed better than
alternative and classical SDP models. ARIMA(1,01,) and ARIMA(1,1,1) model was used to
forecast inflows into the Loch Raven reservoir. Methods of discrete representation of storage
were discussed. For a reservoir of upto 170% of the mean annual flow, 20 storage values
could be adequate which is within the range specified by Klemes (1977). The simplified
version of the BSDP model is given by
ft(S,I,H) = min [Bt(St,It,St+1) + { () . [().f*t+1()]}]

(2.33)

Where S = storage, I = inflow, H = streamflow forecast, = discount factor, = posterior

flow transition probability, = posterior forecast transition probability function.
Vasiliadis and Karamouz (1994) investigated demand-driven stochastic programming model
(DDSP). The objective of the study was to evaluated the usefulness and the hydrologic
reliability of the generated operating policies by DDSP model. The model allowed to use the
actual variable monthly demand in generating the monthly operating policies. BDT is applied
to forecast and capture the uncertainties of the steamflow process. BDT was useful in
continuously updating the probabilities for each month. In the procedure, the associated
penalty is a function of the release and the expected storage. Time series analysis for
forecasting and generated form of cost function was discussed. The application was made to
Gunpowder River, Loch Ravern Reservoir in Maryland. The results indicated that a model
with a fixed demand in optimization could not perform adequately in simulation of real-time
operation when the actual demand is variable.

Chapter Two

28

Literature Review

Raman and Chandramouli (1996) used a dynamic programming (DP) model, a stochastic
dynamic programming (SDP) model and a standard operating policy to derive a general
operating policy for reservoirs using Neural Network. The policies are derived to improve the
operation and efficient management of available water for the Aliyar Dam in Tamil Nadu,
India. The objective function was to minimize the squared deficit of the release from the
irrigation demand. From the DP algorithm, general operating policies are derived using a
neural network procedure (DPN model) and using a multiple linear regression procedure
(DPR model). The DP functional equation is solved for 20 years of historic data. The
performance of the DPR, DPN, SDP and SOP models are compared for three years of
historic data. The neural network procedure based on the dynamic programming algorithm
provided better results than the other models. Adamowski (2008) used artificial neural
networks in multiple reservoir problem for peak daily water demand forecast modeling.
Chaves and Kojiri (2007) and Ghiassi et al. (2008) also applied neural network technique in
water resource studies.
Askew (1974) derived optimum operating policies for three reservoir system by using
stochastic dynamic programming with the objective of maximizing the expected net dollar
benefits over a 50-year design period. The recursive equation for ith year was
n
P(qi) [ B(r)-C(x)
fi(Si) = max
0 x Si+qn i=1
Where fi(Si)

+ [ 1/(1+d) ] . fi-1 (Si-1) ]

(2.34)

Maximum expected net benefit over the remaining i years of the life of the
system

Initial storage

C(x)

Cost incurred for a target annual release of x

B(r)

Benefit from an actual annual release of r

P(qi)

Probability of obtaining a net annual inflow of qi

qn

Maximum possible inflow

Annual discount rate

x (for Si + qi - x 0)

Si-1

Smax (Smax = max storage capacity).

Chapter Two

29

Literature Review

The problem was solved on an annual time step. Inflows, storages and releases were
measured in 'units of volume' and only integer quantities were considered. An

additional

incentive was provided in the model by imposing an extra penalty W that is incurred if the
system fails, that is, if r is less than x. The function for the net benefit in the recursive
equation was unaltered if Si + qi x but was amended in equation (2.34) as follows
[ B(r)-C(x) + { 1/(1+d) } . fi-1 (Si-1) - W ]

(2.35)

if Si + qi < x.
The penalty, W, has the effect of reducing the expected net benefit associated with
releases that give rise to possible shortfalls and therefore, it tends to cause a more
conservative release to be chosen as an optimum. His technique provides a combine use of
dynamic programming and simulation. Probability of failure was estimated with the aid of
system simulation. He concluded that if the goal in operating a water resource system is to
maximize its expected net benefits over its design life, then stochastic dynamic programming
provides very efficient means of deriving the optimum operating policy.
Askew (1974) presented a model, an extension of his previous model as discussed above. He
suggested that an optimum operating policy must be derived subject to relevant chance
constraints in order to limit the probability that a water resource system will fail. If a
stochastic dynamic program is developed that has the ability to restrict the probability of
given variables taking on values outside a fixed range, then it can be said to be capable of
handling chance constraints. He suggested that such a stochastic dynamic program could be
called a 'chance constrained dynamic program (CCDP). 'The recursive equation used by the
CCDP to derive optimum operating policies is given by
fi(Si) = max
0 xi Si + qn

n
P(qi ) [ B(ri) - C(xi) - W1 + { 1/(1+d) } . fi-1 (Si-1 ) ]
i=1

(2.36)

Where
n
f1(S1) =
max
P(qi ) [ B(ri) - C(xi) - W1 ]
0 xi S1 + qn i=1
W1 = Hypothetical penalty for system failure. Rest of the symbols are same as defined in
equation 2.34.

Chapter Two

30

Literature Review

Also
i) ri = xi, Si-1 = Smax, W1 = 0 [ if Si + qi - xi > Smax
ii) ri = xi, Si-1 = Si+qi-xi, W1=0 [if 0 Si + qi - xi Smax
ii) ri = Si + qi, Si-1 = 0, W1=W [if 0 Si + qi - xi 0
Where W is constant in function for W1. Optimal value for which is evaluated by iterative
search.
Turgeon (1980) presented and compared two possible manipulation methods for solving
weekly operating policy of multiple reservoir hydroelectric power systems using SDP. The
first method, called the one-at-a-time method, consists in breaking up the original
multivariable problem into a series of one-state variable subproblems that are solved by DP.
The second method, called the aggregation/decomposition method consists in breaking up the
original n-state variable stochastic optimization subproblems of two-state variables that are
also solved by DP. The final result is a suboptimal global feedback operating policy for the
system of n-reservoirs. The procedure was applied to a hypothetical system of a network of
six reservoir-hydroplants. The results indicated that the aggregation decomposition method
gave better operating policy than the known successive-approximation-DP method and this
with the same processing time and computer memory.
In 1981, Turgeon presented a method for determining the weekly operating policy of a power
system of n-reservoirs in series. The stochasticity of the river flows were considered in the
method. The stochastic nonlinear optimization problem of n-state variables was transformed
to n-1 problems of two state variables which were solved by DP. The release policy obtained
with this method for reservoir i is a function of the water content of that reservoir and of the
total amount of potential energy stored in the downstream reservoir. The application was
made to a power system of four reservoirs. Turgeon (2007) applied optimal reservoir
trajectory approach for stochastic optimization of multireservoir operation.
Kelman et al. (1990) developed sampling stochastic dynamic programming (SSDP), a
technique that captures the complex temporal and spatial structure of the streamflow process
by using a large number of sample streamflow sequences. The best inflow forecast can be
included as a hydrologic state variable to improve the reservoir operating policy. To test the

Chapter Two

31

Literature Review

performance of the proposed methodology, a hydroelectric system with 9 reservoirs, 10

power houses located on the North Fork of the Feather River in California has been used.
In SSDP approach, one selects M possible streamflow scenarios for the system to describe
the joint distribution of reservoir inflows and local inflows. For a monthly time step (T=12),
each scenario is a year of observed monthly streamflow data representing one 12-month
realization of the corresponding stochastic process. These streamflow scenarios are used to
simulate the reservoir's operation and river basin energy production for all possible
combinations of storage and hydrologic state in each month. In SDP, recursive equation is
max E [Bt(Rt,i,k,St+1) + E { ft+1(St+1,Xt+1) }]
Rt* Qt/Xt
Xt+1/Qt,Xt

(2.37)

On the other hand, in SSDP the DP recursive equation is

M
L
max Pt(i/l) [Bt(Rt,i,k,St+1)+ Pxt(v/l,i).ft+1(St+1,v,i)]
Rt* i=1
v=1

(2.38)

Where
EQ(t)/X(t)

Conditional expectation of the inflow vector Qt given Xt

St(k)

Reservoir storage at stage t, discretized into K values (k=1,...,K) with

St(1)=Smin and St(K)=Smax

Xt(l)

Streamflow forecast stage t, discretized into L values (l=1,...L) with

Xt(1) corresponding to a dry forecast and Xt(L) a wet forecast

Qt(i)

Vector of inflows throughout the basin at stage t for the ith scenario
(i=1,...,M)

Rt*(k,l)

Target release in state (k,l) at stage t

Actual release at any stage/state

Bt

Return at stage t due to the release R, given the initial and final storage

ft(k,l,i)

Benefit of reservoir operation from t through T when the state is (k,l)

and the ith scenario occurs

Pt(i/l)

Probability of the ith scenario at stage t given streamflow forecast Xt(l)

PXt(v/l,i)

Transition probability from forecast Xt(l) and Qt(i) to forecast Xt+1(v)

Monthly discount factor

Chapter Two

32

Literature Review

SSDP (equation (2.38)) uses M streamflow scenarios to describe the distribution of flows
over time and space. SDP (equation (2.37)), on the other hand, generally employs a discrete
approximation of a continuous distribution of Qt given Xt, presumably based on the observed
historical record. Both models employ a Markov chain for hydrologic state variable. In
SSDP, it is conditioned on the scenario i. The probability assigned to scenario i can be
calculated by Bayes theorem based on the actual inflow that occurs with sequence i between
month t and July as given below. In northern California several sources of information,
including snow pack are used to forecast the snowmelt season's (January-July) runoff. For
this situation it seems natural to let the hydrologic state variable Yt be the forecast of the
remainder of the seasonal runoff
Yt(i)

Pt(i/Xt) =

July
QT(i)
T=t
p[ Xt/Yt(i) ] p(i)
----------------------M
p[ Xt/Yt(j) ] p(j)
J=1

(2.39)

(2.40)

The SSDP approach has been useful in hydropower planning of Feather River in California
to generate efficient operating policies faster than the traditional trial-and-error reservoir
operation.
Braga Jr. et al. (1991) developed an SDP model for the optimization of hydropower
production of a multiple storage reservoir system with correlated inflows. The model
contains two parts, (i) an off line program which is based on DDP and (ii) an on line program
which is based on SDP. The off line program calculates the value of stored water (one time
only) in all of the reservoirs as a function of the several reservoirs storages and the month of
the year. The calculated value represents potential energy generation and is based on
historical flow data. The on line program performs real time operation. Each month a multidimension search is made for the optimal set of reservoir releases that maximize system
benefits. The search uses the transition probability matrices and the tables of stored-water
benefit for the particular month determined by the off line program. The optimization
requires knowledge of the previous month's inflows and the starting storages for the current

Chapter Two

33

Literature Review

month; but these, of course, are observable and are readily determined. The following month,
the on-line search procedure is repeated to find the optimal releases for that month.
Application was made to a subsystem of the Brazilian hydroelectric system. For a single
reservoir, their recursive equation of DP is
1
Itmax
ft(St,It+1) = max { P(It/It+1)[Bt(Rt,St)+ --- ft+1 (St-1,It)]}
Rt Itmin
1+r

(2.41)

Subject to
St-1 = St + It - Rt - Et + Rut
and the various reservoir and system constraints.
Where ft = expected total return from optimal operation with t time periods to go to the end
of the planning horizon, Rt = release during time period t; Rut = deterministic release from
upstream reservoir (if any) during time t, It = stochastic inflow during time t, St = storage at
the beginning of time t, Bt = net benefit for time t, S-t = average storage during time t, r =
period-to-period discount rate and P(It/It+1) = conditional probability of It given It+1. Because
ft is a function of ft-1, the recursive equation has to be solved backward in time.
In on line operation, release policy for any month m is determined by conducting an on-line
multidimensional search at the beginning of each month with the previous month inflow and
the ending storage being known.
Itmax
fm = max { Pi(Iim/Iim-1) [ Bm(Rim,Sim) + Vim(Sm,m) ] }
Rt i Itmin

(2.42)

Where Rm = a vector of releases, Sm = the ending storage vector, Im-1 = the previous month's
inflow, Im = the local river inflow, i = specific reservoir being considered, Vm = future value
of the storage vector as determined by the off-line program. Note that Vim is a function of
S1m, S2m, ... as well as m for each value of i. Best releases from the upstream reservoir are
determined while the storages of the other reservoirs are maintained. The next reservoir
release is the considered, using above equation, and the previously determined releases of the
other reservoirs are maintained. The one-at-a-time optimization is cycled until there is no

Chapter Two

34

Literature Review

further change in release policy. The combination of off-line and on-line procedures
drastically reduces the computational requirements inherent in multidimensional SDP,
because results from the one-time-only calculations can be stored beforehand and the real
time, on-line SDP only operates one month at a time. SDP convergence was reached in three
to four iterations. Model performances were superior to that of the historical operational
records. The methodology provides a viable way of applying SDP to multiple reservoir
system.
Karamouz et al. (1992) investigated an implicit stochastic optimization scheme to consider
multiple reservoir systems. The scheme comprised a three-step cyclic procedure that attempt
to improve the initial operating rules for the system. The three-step cycle begins with an
optimization of reservoir operations for a given set of streamflows. The optimal operations
from the solution are then analyzed in a regression procedure to obtain a set of operating
rules. These rules are evaluated in simulation model using a different set of the data. Based
on the simulation results, bounds are placed on operations and cycle returns to the
optimization model. The cycle continues until one of the stopping rules is satisfied. The
methodology was applied to a two reservoir system. The Lock Reservoir is located on the
Gunpowder River, while the Liberty Reservoir is located on Patapsco River. These two
reservoirs are two of the three principal sources of water supply to the city Baltimore. A
discrete dynamic program has been used to determine reservoir operating rules for the
multiple reservoir system. The objective function can be expressed as
Minimize Z =

T
x
loss [ Rst
t=1
s=1

(2.43)

Where T = the time horizon, x = the total number of sites and loss ( Rst ) is a hypothetical
loss function which is logical and has been used in the literature. The results indicates major
improvement in the monthly operating rules over standard operating rules when the operating
rules are refined using the proposed algorithm.
Valdes et al. (1992) presented a group of optimization models for the real time operation of a
hydropower system of reservoirs. The procedure combines stochastic DP and linear
programming. The dimensionality problem usually found in DP was solved by a space-time
aggregation/desegregation method. Scheme for discretization of inflows (state variable) was

Chapter Two

35

Literature Review

given. When the stochastic nature of the inflows has to be taken into account, SDP seems to
be the preferred technique to solve the optimization problem. The reservoirs in a hydropower
system were aggregated in power units rather than in water units. An optimal operating
policy for the equivalent aggregated reservoir was found first. The objective function was to
minimize the total cost or energy production for a hydrothermal system. The method of
successive approximations (Su and Deininger 1974) was used to solve SDP. The aggregated
policy is then used in the real time operation of the system to determine the daily releases and
power production from each reservoir of the system. Lower Caroni system in Venezula
which is composed of four reservoirs in series and a total installed capacity of 17,000 MW
was used as a test case. The results are found to be effective in computational sense.
Georgakakos and Yao (1993) stated that in case where data records are insufficient (e.g.
extreme events), stochastic methods were inadequate. They presented a control approach
where input variables are only expected to belong in certain sets. The solution is based on DP
and derived for the case where all sets are convex polyhedra. The objective is to determine
control action that the system will remain within desirable bounds. In the set control
approach the inputs are unknown but bounded. The method was applied to a three reservoir
system in the southern United States. The value of streamflow forcasting in reservoir
operation is given by Georgakakos (1989).
Huang and Wu (1993) investigated a procedure to check whether the SDP models for
reservoir operation will converge or not. The steady state SDP model has been guaranteed
after the SDP convergence has been reached. The study indicates that the stability of a SDP
model as it relates to the existence and uniqueness of solutions of transition probabilities for
the inflows depends on the rank of the coefficient matrix A. If the rank of A is the same as
the number of inflow states, there is precisely one solution for steady state distributions of the
inflows and SDP convergence will be reached. Otherwise the SDP model is divergent. In
practice, SDP divergence often occurs due to the fact that the available historical records are
not of sufficient duration to define flows in all intervals of the flow matrix. This condition
may be avoided either by careful discretization of reservoir inflows or by synthetic inflow
generation. The method can be illustrated by the following example taken from Huang and
Wu (1993). Given transition inflow matrix of two periods (say Rabi and Kharif)

Chapter Two

36

0.7 0.3

0.6 0.4

Literature Review

0.2 0.8

0.0 1.0

The steady state inflow distributions for these two periods are given by
PQ1 = PQ1 P1P2

PQ2 = PQ2 P2P1

and

(2.44)

where
P1P2 =

0.42 0.58

P2P1 =

0.12 0.88

0.5 0.5
0.2 0.8

The condition for convergence is

1
1
A =
1

a11-1 a12 ... a1m

a21
a22-1 ... a2m
...
am1
am2 ... amm-1

(2.45)

The form of matrix A becomes

1 2

1, 0.42-1 0.58

AP P =
1, 0.21

AP2P1 =

0.88-1

1, 0.5-1 0.5
1, 0.2

0.8-1

The rank of matrix A in both the above matrix is 2 because a two rowed squared submatrix
with nonzero determinant exists. Therefore SDP convergence will be attained, resulting in
PQ1 = [0.171, 0.829 ]
PQ2 = [0.286, 0.714 ]

Chapter Two

37

Literature Review

Cardwell and Ellis (1993) presented SDP models for water quality management in Schuylkill
River in Pennsylvania. River reaches correspond to stages, water quality parameters are the
state variables and control action in the DP represent treatment levels. The SDP objective
function was
v(s/n) =

min [ rk + P(s*/s,k) . v(s*/n-1) ]

kK
s*

(2.46)

Where P(s*/s,k) is the probability that the system will transition to state s* at stage n-1 if
control k is applied to state s in stage n. In addition, constraint relaxation, simulation with
uncertainty and regret-based models were presented. The principle importance in the study
was to incorporate both model and parameter uncertainty.
Increased withdrawals from the drainage basin of the Dead Sea over the past 50 years
resulted elevation differences between the Mediterranean Sea and the Dead Sea. It is
proposed that withdrawals from the Dead Sea would be replaced by a controlled inflow of
water from the Mediterranean Sea which would generate hydro-electric power. A stochastic
dynamic programming model (Weiner and Ben-Zvi 1982) is applied to optimize the annual
Mediterranean water inflows, taking into account the high variability of the remaining
natural inflows to the Dead Sea and to maximize the discounted expected value of the plant
benefit.
2.4

Linear Programming

For the solution of the reservoir optimization problem, LP was used by Mannos (1955),
Loucks (1968), Roefs and Bodin (1970). Chance-constrained LP has been used by Revelle et
al. (1969), Eisel (1972), Houck (1979), and Houck et al. (1980).
Mohammadi and Marino (1984) presented a model for the real time operation of Folsom
reservoir of the California Central Valley Project. The model was a combination of linear
programming (used for month by month operation) and dynamic programming (used for
annual optimization). Choice of objective function for reservoir operation was discussed. It
gave flexibility to select the objective that would best satisfy the needs of the area. The
following three objective functions were studied.
i)

Maximization of water and energy over the year.

Chapter Two

38

Literature Review

ii)

Maximization of water and energy with flood control consideration.

iii)

Maximization of water and energy for months with relatively high water and
energy demands.

Curry et al. (1973)'s work is an extension of the work of Re Velle for reservoir modelling
(1969). Re Velle's linear decision rule (LDR) as applied to a reservoir is given by
x
Where

s-b

(2.47)

Release during a period of reservoir operation

Storage at the end of the previous period

A decision parameter chosen to optimize some criterion functions

LDR was applied in two contexts

i)

The stochastic context where inflow (input) are treated as random variable.

ii)

The deterministic context where inflows are specified in advance.

The objective of Curry's model was to minimize the operating cost of the system over a
specified planning horizon. They used SIMPLEX method to solve the problem. The decision
variables, to be determined were
i)

The amount of water released from reservoir-1, 2 and 3.

ii)

The amount of water pumped into reservoir-1 from reservoir-2 and 3.

The authors claimed that the primary advantage of their model would be in the real time
operation of a linked system of multipurpose reservoirs. The model would provide
operational guidelines which could either minimize or maximize the selected objective
function if both inflow and water demands could be anticipated through forecasting
procedures. The authors concluded that the change-constraint formulation places no
restrictions on the inflow distribution types and objective function forms. The inflows can be
independent, correlated for different lags for each reservoir or even correlated for all
reservoirs.

Chapter Two

39

Literature Review

Nayak and Arora's (1974) work is an extension of Revelle's linear decision rule (LDR), 1969,
for release management of reservoirs. According to this rule, a release of xi made during the
period i is a function of initial storage Si-1 and a decision parameter b for this period: i.e. xi =
Si-1 - bi. They analyzed that if the minimum required pool volume was assumed to be equal to
Am.C where Am was a fraction between zero and one and C was the optimal capacity of the
reservoir, then the quantity C - Am.C had been defined as control volume. They proved that
control volume C is independent of Am for given flow data. Their derivation (starting from
Revelle's model, min C) leads to the following theorem.
For a given inflow data, free board capacity and the minimum and maximum flow
requirements, there exists a constant K such that
K = (1 - Am ). C

(2.48)

Where C is the optimal capacity of reservoir and 0 Am 1.

Loucks and Dorfman (1975) compared and evaluated several Linear Decision Rules (LDR)
used in chance-constrained models for estimating efficient reservoir capacities and operating
policies. They used the following objective function for estimating the trade-off between
the release target YR and the maximum storage capacity k required for a given release
target including a weight w
min k - wYR

(2.50)

They compared the linear decision rules (LDR)

Rt = St - bt
St = It-1 + bt-1

(2.51)

Rt = St + It - bt
St = bb-1

Their results showed that the choice of the LDR substantially influenced to active storage
capacity requirement for any given release target, etc. A simulation model was written and
used to evaluate the solutions of various chance-constrained models (2.51). It also confirmed
the conservative nature of chance-constrained models. One of the principal reasons for the

Chapter Two

40

Literature Review

conservative nature of these chance-constrained models utilizing LDR is that they assume
that each flow in each period will be critical.
Reservoir management models were investigated for optimal policies by Sobel (1975). A
deterministic model for investigating smallest storage capacity was presented. Inflows and
demand were treated as being known in advance. The objective function whose solution was
obtained through linear programming is
St = min [[c, St-1 + rt - xt ]

(2.52)

Subject to:
0 St c

0 xt St-1 + rt

Where xt Drawdown during period t

rt Inflow during period t
St Storage at end of period t
c Reservoir capacity
He suggested that it was a Chebyshev optimization problem, namely, a search for the
minimum possible value of a constrained maximum. Equation (2.52) was derived for xt as
xt = min [ft , St-1 + rt - Lt ]

(2.53)

Where ft Maximum draft

Lt Sum of mt
mt Minimum storage
A stochastic minmax capacity model was discussed. Another formulation based on DP was
derived and given below:
ft(u) = min [ Gt(u,v) + Eft+1 { p(v,Rt) } ]
u vc

(2.54)

Where
ft(u) Expected cost of an optimal policy during t if c-u is in storage at start of t.
Gt(u,v) Expected net cost in t of a vector n-u of drawdown if storage levels at the
beginning of the period are c-u.
E
Expectation (of a random variable).
p(v,Rt) Storage at end of period if inflow is r and storage was c-n just before inflow
occurred.
He also discussed some other models with simple numerical examples. These models are
valuable for reservoir management.

Chapter Two

41

Literature Review

A sequential explicitly stochastic linear programming model (SESLP) which consists of a

nonlinear program and an algorithm for obtaining an approximate solution is presented by
Houck and Cohon (1978). The model can be used either to determine for a multipurpose
multiple-reservoir system, both a design and a management policy or to determine only a
management policy. A discrete lag-one Markov process is explicitly included in the model as
the streamflow description.
Benefit transformation curves were derived from a multiple linear programming model
(Thampapillai and Sinden 1979). These curves were used to assess the relationship between
objectives. The model was illustrated through application to a policy problem in northern
New South Wales, Australia.
Houck (1982) presented five different types of objective functions. These were used to solve
a real-time daily reservoir operation by mathematical programming. The five objective
functions were
N+T-1
(A) min PENA = [ (St+1-55000)2/2025000 + (Rt-500)2/12250) ]
t=N
N+T-1
(B) min PENB = [ (1/C) St+1 - a b + (1/f) Rt - d e ]
t=N
(C) min PENC = max [ SA(St+1), SB(St+1), RA(Rt), RB(Rt) ]
for t = N,...,N + T - 1
(D) min PEND = max [ (St+1-55000)2/2025000 + (Rt-500)2/12250) ]

(2.55)

for t = N,...,N + T - 1
N+T-1
(E) min PENE = [ SA(St+1)+ SB(St+1)+ RA(Rt)+ RB(Rt) ]
t=N
Where
St+1
Reservoir storage volume m
Rt
Reservoir draft based on forecasted inflows for previous days m
a thru f
Parameters to be adjusted. Best parameter set found is a = 53600, b = 2084,
c= 1400000, d = 500, e = 2.8, f = 12250. It produced a loss equal to 11.924.
SA, SB
Cumulative Distribution Functions value may be 0 to 1.

Chapter Two

42

Literature Review

It was found that model C was easy to use and produced very good results.

Wang et al. (2004) performed optimization of short-term hydropower generation and showed
that with the development of a direct search procedure, a reformulated problem with only
linear constraints of outflow release and storage content can be solved.
2.5

Multiobjective Optimization

All major water resources systems have the capability of providing a number of water-related
benefits. These benefits may include water supply for irrigation, domestic, and industrial use,
recreation, hydroelectric power generation, water quality improvement, flood control, fish
and wildlife maintenance and navigation. A basic problem is that the various objectives may
be conflicting and are not commensurable or affect different groups of people or interests.
Sometimes it is important assign priority to that objective which has the greatest monetary
benefit. These difficulties are well defined in Starr and Zeleny (1977)
"Decision making is a dynamic process, complex, redundant with feedback and sideways,
full of search, detours, information gathering and information ignoring, fuelled by fluctuating
uncertainty, fuzziness and conflict; it is an organic unity of both pre-decision and postdecision stages of the overlapping regions of partial decisions."
Multiobjective optimization in reservoir operation studies was carried out by Cohon and
Marks (1975), Goicoechea et al. (1979), Haith and Loucks (1976), Yazicigil et al. (1983) and
others. Duckstein and Opricovic (1980) suggested that multiobjective may be performed at
two levels: first, an engineering level (cost effectiveness approach) and second, a managerial
level (compromise solution). The proposed method was applied to the design of a water
resource system in the Central Tisza River Basin in Hungary. As proposed, several
approaches are possible for the selection of a final alternative. These methods may include, in
particular, voting, dominance analysis and group decision making.
The other methods in this group are ELECTRE (David and Duckstein (1976)) and multi
attribute utility theory (Keeney and Wood (1977).
Vemuri (1974) presented a technique through mathematical derivations to solve Multipleobjective optimization problems naturally arising in resource management projects. The

Chapter Two

43

Literature Review

algorithm optimizes two objectives at the same time. It is desired to minimize water loss due
to evaporation (J1) from the reservoir, to minimize the capital cost (J3) of the project and to
maximize the total volume capacity of the reservoir. Let h be the height of the dam, A be the
surface area of reservoir and V the volume capacity of the reservoir. The author wrote the
following functions heuristically without any rigorous theoretical base for their derivation
h = [ ex(i) (x1)2 ]1/

a > 0, const.

A = K1 (x2)2

k1 > 0, const.

V = hA = k1 (x2)2 [ ex(1) (x1)2 ]1/

(2.56)

Where x1,x2 = decision variables

The water loss due to evaporation:
J1 = K3 A = K3 K1 (x2)2

K3 > 0, const.

(2.57)

The capital cost is:

J2 = K2 h2 A

K2 > 0, const.

J2 = K1 K2 (x2)2 [ ex(1) (x1)2 ]2/

(2.58)

The inverse of the volume capacity is

J3 = 1/V = [1/k1] [ (x1)-2/ (x2) e-x(1)/ ]

(2.59)

The model equation for non-inferior index elements was derived by the author as given
below
J*i(1,2,3)
That is

n
= C [ wi/i ] (k)wk
k=1

(2.60)

J*1 (1,2,3) = C [ 1/4 ] { (1)-3/4 (2)1/4 (3)1/2 }

J*2 (1,2,3) = C [ 1/4 ] { (1)-1/4 (2)-3/4 (3)1/2 }
J*3 (1,2,3) = C [ 1/4 ] { (1)1/4 (2)1/4 (3)-1/2 }

(2.61)

The constant C (computed 2.38 for example problem) is evaluated by solving and using one
of equation 2.61 for one particular choice of the vector = (1, 2, 3).

Chapter Two

44

Literature Review

The author showed optimum evaporation J*1, optimum costs J*3 and optimum volume (in
inverse) 1/J against various values of 1, 2, 3 in a tabular form. The technique attempted to
emphasize the importance of multiple-objective optimization and presented a computation
procedure for calculating a set of the so-called non-inferior vectors to an unconstrained
optimization problem. The author recommended extending this method to problems in which
decision and state variable constraints are present.
A new method for solving non-commensurable multi-objective functions namely, the
surrogate worth trade off method, was developed by Haimes and Hall (1974). The Vemuri
(1974) multi-objective problem given in (2.56 - 2.61) had been chosen as an example and
was successfully solved via the surrogate trade off method. The multi-objectives general
vector optimization problem in water resources system analysis may be given as
_
fi(x) = min [ fi(x), f2(x),...,fn(x) ] = min fi(x)
x
x

(2.62)

Subject to
gk(x) 0

k = 1,2,...,m

Where x is an N-dimensional vector of decision variables; f (x), i = 1,2,...,n. are n objective

functions and g, k = 1, 2, ..., m are m constraints.
Reformulating the system (2.62) as follows
min fi(x)
x

(2.63)

Subject to:
fj(x)
gk(x) 0

j = 2,3,...,n
k = 1,2,...,m

Where
_ _
= fj(x) + j
_
>0

j = 2,3,...,n
j = 2,3,...,n

Chapter Two

45

Literature Review

_
_
Where fi(x) is defined in (2.62) and j , j i, j = 1, 2, ..., n are maximum tolerable levels and
can be varied parametrically to evaluate the impact on the single objective function fi(x) in
(2.50). They formed the Lagrangian L as

m
n
L = fi(x) + k gk(x) + 1j [ fj(x) - j ]
k=1
j=2

(2.64)

Where k, k = 1,2,...,m and 1j, j = 2,3,...,n are Langrange multipliers. Trade off function
1j [ A(j) ] was derived as
1j [ A (j) ] = - f1(x) / fj(x)

(2.65)

With the help of satisfying Kuhn-Tucker conditions. A surrogate worth function Wij, i j, j =
1,2,...,n, can be defined as a function of 1j for estimating the desirability of the trade off 1j.
Wij could range from -10 to +10 and where its value is 0, it signifies that the solution belongs
to the noninferior solutions which belong to indifference band. The Kuhn-Tucker conditions
for a minimum in (2.65) were solved for various values of 2 and 3 via Newton-Raphson
method.
A new algorithm for optimal long-term control of a multi-purpose reservoir with direct and
indirect users was described by Opricovic and Djordjevic (1976). (Indirect users are those
who reuse water after some direct user, e.g. the hydro.). In such cases the usual dynamic
programming cannot be used. They developed a three-level algorithm for solving such
problems: At the first level, optimize the distribution of available water among time
intervals; at the second level, allocate water to direct users in one time interval; at the
third level, allocate water already used by direct users to indirect users further downstream.
Forward dynamic programming was employed at all three levels, but the recurrence relations
were developed in accordance with the decomposition of the control problem. The model
was developed to solve certain practical design problems of multipurpose reservoirs in the
Vardar Basin (Yugoslavia). The recurrence relation for the second level was given by

Chapter Two

46

dk(ym) = max { Dk,m (Uk,m) + Rk (Uk,m) + dk-1 (Ym - Uk,m )]}

Uk,m

Literature Review

(2.66)

Where dk(Ym) is optimal profit, Dk,m is the benefit obtained from an allocation of water to the
kth user in the mth month, Uk,m the allocation of water to the kth user in the mth month. Rk a
function expresses the indirect benefit from the direct allocation Uk,m and Ym is total quantity
of water released in the mth month. The optimization results are optimal water storage, the
allocation of water to all users and consideration of energy production over a 20-year period.
Statistical analysis of the results yields a graph of the probability of optimal water levels in a
reservoir during a year.
A new method, namely multiobjective dynamic programming (MODP) was developed by
Tauxe et al. (1979). The method can be used to generate the entire non-inferior solution set of
the multi-objective problems. It can also be used to generate the trade-off ratios between
objectives. The Reid - Vemuri multi-objective problem was first chosen as an example and
solved using MODP.
In the next stage of the study, operation of Shasta Reservoir in California was examined
by considering three objectives (i) to maximize the cumulative dump energy, (ii) to
minimize the cumulative evaporation or loss of the reservoir, and (iii) to maximize the
firm energy. The decision variable was the monthly volume of reservoir release.

The

problem was formulated as follows

fj(Sj, Vj) = max { Ej(qj, Sj, Vj, FEj) + fj-1(Sj-1, Vj-1) }
Sj-1 =

Tsj (qj, Sj, Vj )

Vj-1 =

Tvj (qj, Sj, Vj )

qj

qmin,j and

Where

fj ( )

Smin

(2.67)

Sj Smax

Long range returns (dump energy accumulated through stage j), MWh.

Ej ( ) Short-range returns (stage j dump energy), MWh.

FEj

Firm energy required in time period j, MWh.

Sj

Volume of storage at stage j, 103 ac.ft.

Vj

Cumulative evaporation through stage j, 103 ac.ft.

qj

State variable transformation functions.

Chapter Two

47

Literature Review

Multiobjective analysis of multireservoir operations was carried out with the help of a
modified linear programming and dynamic programming (Yeh and Becker 1982). California
Central Valley Project (CVP) was the test case. The five purposes (benefits), treated as
objectives here in the multiobjective optimization, include (i) hydropower production (ii) fish
protection (iii) water quality maintenance (iv) water supply and (v) recreation. Two sets of
monthly historical streamflows, one set corresponding to a drought year and the other set to
an excess water year are used to develop the non-inferior sets. The recursive equation which
is characteristic of the DP is given by
fi+1(Ec(i+1)) = max { Wk [ Ski+1(Ec(i),Ei+1) ] + fi(Ec(i) ) }
Where

i = 1,2,...,N

(2.68)

Time period

Number of periods

Ec(i)

Cumulative value of benefit through period i.

Ei

Value of benefit in period t.

fi

Maximum storage (maximum weighted sum of its components) at end

of period i.

Ski+1 Change in storage of kth reservoir in period i+1

Wk

Weight assigned to kth reservoir.

Bras et al. (1983) presented steady state stochastic dynamic programming model with
adaptive closed loop control technique was presented to introduce real time streamflow
forecasts in reservoir operation. As a case study, streamflow forecasting and adaptive control
were used in the High Aswan Dam in Egypt, to derive optimal policies.
Barros et al. (2008) investigated an optimization model for the management and operation of
a large-scale, multireservoir water supply distribution system with preemptive priorities. The
model considered multiobjectives and hedging rules. During periods of drought, when water
supply is insufficient to meet the planned demand, appropriate rationing factors were applied
to reduce water supply. Water distribution system is formulated as a network and solved by
the GAMS modeling system for mathematical programming and optimization. Method was
applied to the So Paulo Metropolitan Area Water Supply Distribution System in Brazil. You
(2008) also applied hedging rules for reservoir optimization.

Chapter Two

48

Literature Review

Baltar and Fontane (2008) presented an implementation of multiobjective particle swarm

optimization (MOPSO) method for multi-objective problems. The MOPSO solver was used
on three applications: (i) test function for comparison with results of other MOPSO and other
evolutionary algorithms reported in the literature; (ii) multipurpose reservoir operation
problem with up to four objectives; and (iii) problem of selective withdrawal from a
thermally stratified reservoir with three objectives.
2.6

Other Techniques

DP and LP have been applied due to simple problem formulation, availability of efficient
codes, reaching global optimum and easy consideration of bounds on both the control and
state variables. It was recognized that strong simplifications imposed in the LP and
dimensionality problem in the DP do not permit application of these methods to many
practical situations. Nonlinear programming (NLP) was applied by Lee and Waziruddin
(1970) and Chu and Yeh (1978).
A simulation model was developed and used to derive operating policies for the Indus River
basin in Pakistan (Malik, 1976). The river system is

characterised by three main

reservoirs, namely Mangla, Tarbela and Chashma. Mangla and Tarbela are meant for
irrigation supplies and hydropower. Whereas Chashma is a buffer reservoir, located
downstream of Tarbela to regulate the water supplies of Tarbela reservoir according to
downstream irrigation requirements. Alternative operating policies were presented on the
basis of irrigation or otherwise power priorities. The model passed through several testings
and modifications later. The present form of the model is known as ROCKAT (Reservoir
Operation of Chashma, Kalabagh and Tarbela).
Hipel et al. (1979) carried out a survey for the hydrologic generating model selection. They
suggested that stochastic models of river flows could be used to generate synthetic traces for
use in reservoir design. To select a suitable model, a two tier decision-making procedure was
recommended. The first step consists of accepting only those models which pass diagnostic
checks. at the second stage, further model discrimination can be done by comparing the
economic results of the response surfaces for the various data sources. Available stochastic
models and Box-Jenkins models were discussed. South Saskatchewan hydroelectric-reservoir
facilities were used to define the procedure for reservoir model selection.

Chapter Two

49

Literature Review

A reliability programming technique (Simonovic and Marino, 1982) which includes the
concept of 'reliability or risk' in an optimization is applied to multiple multipurpose
reservoir systems. The reliability programming model is nonlinear and can be split into two
models; search model and special linear programming model. The technique is illustrated
using a portion of the Red River system in Oklahama and Texas, a system of three
multipurpose reservoirs. The

three

reservoirs

individually satisfy

purposes

(flood

protection, hydro-electric power generation, water supply and water quality enhancement)
and two of the reservoirs work together to satisfy additional water requirements (flood
control and water quality enhancement downstream). The reliability programming
formulation includes an objective function based on economic efficiency (maximization of
the differences between net benefits and the yearly risk losses).

T m
max Z = [ WQSBt + ( POWERjt + WSUPjt + IRRIjt
t=1 j=1
m
jt
j
+ WQB + PUMP t ) ] - [ RL (j) + RL (j) - RL () - RL ()
j=1
Subject to usual constraints.

(2.69)

Where
WQSBt

Total water quality benefits for period t

together dollars/acre.ft.

POWERjt

Total power production benefits for reservoir j in period t dollar/kwh.

PUMPjt

Total benefits from pumping P from reservoir j to reservoir k in period

t dollar/acre ft.

WSUPjt

Total water supply benefits for reservoir j in period t, dollar/acre ft.

IRRIjt

Total irrigation benefits for reservoir j in period t, dollar/acre ft.

WQBjt

Total water quality benefits for reservoir j in period t, dollar/acre ft.

RL

Risk losses

j, ,
j,

Deterministic constraints on reliability

levels, varies between 0 and 1

for reservoirs working

Chapter Two

50

Literature Review

Can and Houck (1984) used goal programming for the real time daily operation of Green
River Basin (GRB) system, Kentucky comprising four multipurpose reservoirs. The results
are compared with the optimization model (LP) specifically developed for the system. In
some cases the goal programming results were better.
Papageorgiou (1985) developed an algorithm based on the discrete maximum principle for
the optimal control of multireservoir system. Variable metric techniques were used for direct
solution of the resulting two point boundary value problem. The efficiency of the proposed
procedure was demonstrated by a 10-reservoir hypothetical network system. The objective
function was of the following type:

1 k-1
N
Min J = --- [ D(k) - vi qi(k) ]2
2 k=0
i=1

(2.70)

x(k+1) = f [ x(k), u(k), k ]

(2.71)

k = 0,...,K-1

Where D(k) represents the energy demand and vi qi(k) is the energy generated by reservoir i
at time k. x and u are state and control vectors respectively. The criterion (2.70) minimizes
the energy deficit and (2.71) distributes deficits. The algorithm avoids operating with high
dimensional matrices, doesn't call for discretization of state variables and requires moderate
computer time and storage for its execution.
Yang, et al. (1995) presented comparison of real time reservoir operation techniques using
two hydrologic and two optimization models. The first-order autoregressive (AR) model, the
GR3(Conceptual rainfall runoff model), the streched thread method (ST) and dynamic
programming (DP) method were used to design 3 reservoir operation technique by
combining
GR3 with ST
AR with ST
AR with DP (SDP)
The last possibility (GR3+DP) is not computable. From the efficiency viewpoint, the
techniques for a daily reservoir regulation are compared using 3 year recorded series and then
a general 100 year data series. The comparisons show surprisingly a favourable efficiency for

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Literature Review

technique based on the ST method in the Bar-Sur-Seine reservoir upstream from Paris. The
study confirms the value of simple optimization methods such as ST and the applicability of
scenarios methods in real time reservoir operation. They concluded that the basis of a good
reservoir operation system is to view forecast and decision making as a whole unit.
Russel and Campbell (1996) investigated reservoir operating rules with Fuzzy Programming.
Fuzzy logic seems to offer a way to improve an existing operating practice which is
relatively easy to explain and understand. The application was made to a single purpose
hydroelectric project where both the inflows and the selling price for energy can vary.
Operation of the system is simulated using both fuzzy and logic programming and fixed
rules. The results are compared with those obtained by deterministic dynamic programming
with hindsight. The use of fuzzy logic with flow forecast is also investigated. It is concluded
that the fuzzy logic approach is promising but it suffers from the curse of dimensionality. It
can be useful supplement to other conventional optimization techniques but probably not a
replacement. Dubrovin et al. (2002) applied a fuzzy rule-based control model for
multipurpose real-time reservoir operation. A comparison between Total Fuzzy Similarity
and a more traditional method (the Sugeno method) was done. They concluded that this
method can perform generally well and is easy for the operator to understand due to its
structure based on human thinking. Jairaj and Vedula (2001) used fuzzy mathematical
programming model for the optimization of a three reservoir system in the Upper Cauvery
River basin, South India. The model clearly demonstrates that, use of fuzzy linear
programming in multireservoir system optimization presents a potential alternative to get the
steady state solution with a lot less effort than classical stochastic dynamic programming.
Genetic Algorithm (GA) with a simulation model was developed by Chen (2003) and applied
to optimize 10-day operating rule curves of a major reservoir system in Taiwan. The results
showed that the proposed technique can be used to optimize the rule curves, not being limited
by the type of the objective function and simulation model used. Chang et al., (2005)
performed a comparison between binary-coded and real-coded GA in optimizing the
reservoir operating rule curves. The results revealed that the new operating rule curves are
better than the current operation rule curves, and the real-coded GA is better and more
efficient than the binary-coded GA. Akter and Simonovic (2004) combined fuzzy sets and
GA for dealing with the uncertainties in short-term reservoir operation. In their work,

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Literature Review

uncertainties involved in the expression of reservoir penalty functions and determining the
target release value were considered. Kadu et al. (2008) applied GA for optimal design of
water networks using a Modified Genetic Algorithm with reduction in search space. Shamir,
and Salomons (2008) used GA for the optimal real-time operation of urban water distribution
systems in Haifa, Israel. Yang et al. (2007) applied multiobjective GA for planning of surface
water resources with Constrained Differential Dynamic Programming in southern Taiwan.
Momtahen and Dariane (2007) used direct search approaches using genetic algorithms for
optimization of water reservoir operating policies.
Barbaro et al.(2008) investigated the minimum discharge from a dam for the evaluation of
the real impact of the reservoir on the catchments downstream. The assessment of this
parameter was based on two conflicting objectives: the maximum use of water and
environmental protection. The objective of this study was to optimize, apply, and discuss
different methods for evaluation of the minimum discharge found in the technical literature
to the reservoir on the Menta stream in the province of Reggio Calabria, Italy. Among the
methods tested, the one adopted by the Autorit di Bacino del Fiume Serchio (Serchio River
Basin Authority, Italy), provided a good indication of the minimum discharge to be adopted.
2.7 River Basin System Optimization
Different techniques have been employed for the optimization of various River Basin
Systems operation in the world. The optimization procedures in selected river basins have
been discussed as follows.
California Central Valley Project (CVP)
The CVP system in USA consists of nine reservoirs vz Shasta, Clair Engle, Lewiston,
Whiskeytown, Keswick, Folsom, Natoma, San Luis and O'Neill Forebay. The total capacity
of all the reservoirs is about 12,759 mcm. The system contains three canals Delta-Mendota
(Q = 123 m3/s ), Folsom South (Q = 98 m3/s) and San Luis (Q = 364 m3/s). There are four
pumping plants and nine power plants in the system. The total generating capacity of the
power plants is about 1,692 MW.
The real time optimization procedure of the CVP optimizes, in turn, a monthly model over a
period of one year, a daily model over a period of up to one month and an hourly model for

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Literature Review

24 hours. Output from one model are used as input into the next echelon model, iterating and
updating whenever new information on streamflow predictions becomes available (Yeh
1979). An LP-DP formulation was used in the monthly optimization
n
min ( Cik Rik + C'ik R'ik )
k=1

(2.72)

Where Rik = effective release for the on-peak energy generation during the ith month for
the kth reservoir, R'ik = all other releases during the ith month for the kth reservoir. Cik, C'ik
= cost coefficients that are functions of the energy rate function and average storage during
any given month i, and n = total number of reservoirs. The monthly model consists of 22
decision variables and 48 constraits for each month.
The CVP daily model was developed in 1976. Inputs to the model include ending storage
levels and daily streamflow prediction. Outputs include daily releases for each power plant
for a period of up to one month. LP was used for day-to-day optimization. The model
consists of 22 decision variables and 70 constraints (Yeh 1979).
The CVP hourly model allocates the total daily releases at each power plant so that the total
daily system power output is maximized with reference to the power demand curve supplied
24 hours in advance for each 24 hour period by the PG&E (Pecific Gas and Energy)
department. For optimization LP and IDPSA (Incremental Dynamic Programming with
successive approximation has been employed. The three models described above were
extensively tested and verified at the Bureau of Reclamation, Sacramento, California.
During 1976 and 1977 California suffered a severe drought, all reservoir levels dropped
considerably below normal operating levels. The optimization models are not suited to such
situation since some of the model constraints are difficult to adjust for a feasible solution.
During the drought, the Bureau developed a simulation model to cope with this abnormal
condition. However it is believed that the simulation model can be used in conjunction with
the optimization model to produce better results. A simulation model can be used to find out
inferior or infeasible solution for optimization model.
Sabet and Creel (1991) used the (NFP) for the optimization of California State Water project
(SWP) facilities south, north and west of O'Neill Forebay. (See section 2.2)

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Literature Review

Arkansas River Reservoirs System

The Arkansas River begins on the eastern face of the Rocky Mountains near Leadvilla,
Colorado in USA. The watershed area is about 160,000 square miles. Mean annual
precipitation ranges from 15 inches in the western portion of the basin to 52 inches at the
mouth. The basin consists of 20 reservoirs with over 8.5 MAF of flood control storage, 2.5
MAF of hydropower storage and storage for water supply, for water quality, and navigation.
The computer model used for simulation provided a daily sequential regulation of a
multipurpose reservoir system and resulting hydrologic and economic impacts. Model
response was based on the structural and physical characteristics of the reservoirs (Coomes
1979, Hula 1979).
Copley (1979) carried out the Arkansas River System regulation study and discussed the
flood protection, navigation, hydropower, water supply aspects of the system.
Tennessee Valley Authority Reservoir System
The drainage basin of Tennessee Valley is 40,900 square miles. In terms of flow, the
Tennessee is the fifth largest river in the United States. The mean annual precipitation of
Tennessee Valley is about 52 inches while the mean annual runoff is about 22 inches. The
Tennessee Valley Authority (TVA) water control system consists of 35 hydro power projects
including 21 multi-purpose projects and 14 single-purpose power projects. The main
objective of these dams and their reservoirs are flood control, recreation, water supply and
quality control, and irrigation. Since 1971 the Division of Water Resources has been
modeling the TVA reservoir system to assess the impacts of reservoir operation on flood
control, navigation, power generation, water quality and recreation. These models optimize
the TVA operation (Shelton 1979). Boston (1979) described the computer applications used
in operational planning and real-time economic control of hydro power of TVA system.
Brown and Shelton (1986) investigated the Tennessee Valley Authority (TVA) computer
models which are for managing and operating the large TVA reservoirs and power facilities.
Thirty six major dams make up the TVA water control system which regulates the Tennessee
River and its tributaries. Because of the large-scale scope and operational complexity of the

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Literature Review

TVA system, computerized decision support capability has become an important factor in
efficient and cost-effective operation of the system. The models for daily operation, reservoir
water quality, flood information system and models for planning and assessment of
environmental and power generation projects have been discussed. These models have
enhanced cost-effective and efficient operation of the TVA system to the extent that
important tasks can be performed today that was simply infeasible a few years ago.
Columbia Basin Reservoir System
The Columbia River, located in the Pacific Northwest, is an international river that flows
from Canada into United States. It is fourth largest river in North America. It includes most
of the areas of Idaho, Washington, Oregon and Montana and small areas of Wyoming,
Nevada and Utah. The watershed area is about 259,000 square miles. The Columbia system
contains more than 46 MAF of active storage but less than 43 MAF is used directly for
power production. Out of 200 reservoirs, most of the capacity (more than 40 MAF) is in 15
largest reservoirs. The remaining storage in the smaller reservoirs is less controllable on a
system basis. About 100 of all the dams/reservoirs in the basin are involved in power
production but most of the power is produced by 50 reservoirs. One-half of all US
hydropower is generated in this region (Green 1979).
The system is operated by Army Corps of Engineers and Bureau of reclamation for
multipurpose. The Columbia reservoir system is not only operated for hydropower but also
for irrigation, navigation, flood control, fish and wildlife, recreation, municipal and industry
water supply, and water quality. The Benneville Power Administration is the largest operator
of transmission lines in the region.
What is optimum regulation to one special interest may not be optimum to another. It is often
difficult to reduce the conflicts in multi-purpose regulation. In Columbia River regulation
there are two agreements, one is Columbia River Treaty between Canada and USA, and
Pacific Northwest coordination agreement among the 16 parties that control most of the
hydropower. The details of the agreements are given by Green 1979. There are several rule
curves to manage Columbia reservoir system. These curves include critical rule curve, refill
curves, energy content curve, flood control rule curve and operating rule curve etc. From the
annual operating studies a family of rule curves is developed for optimum power production

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Literature Review

from individual reservoir and from the combined system. During actual day-to-day operation
the reservoir operators determine which rule curve is most appropriate under the conditions
at that time. Actual operations deviate from the optimum hydroelectric plan for many reasons
and efforts are being made continually to bring the system back into balance or to keep it as
close to optimum conditions as possible. Computer models are used frequently in several
offices to make short-range and longer forecasts and simulations of the operating system.
Project and hydrometeorlogical data are collected automatically, then operating simulations
are made. Human decisions and judgment have been found to be the most efficient, effective
and satisfying means of regulating the Columbia reservoir system when real time information
is available (Green 1979).
Jones (1979) investigated the hydro system seasonal regulation program of Columbia system.
He described how the model works during the critical period and outside the critical period.
Schultz (1979) stated experience with optimizer techniques for regulation of the Columbia
River System. Although no operations research techniques are involved in this traditional
approach to reservoir management, the operating rules are derived from experience, and
analyst's skill. It should itself be viewed as an optimizing technique.
Lower Colorado River System
The Colorado River System is divided into upper and lower basins. The upper basin
comprised of those parts of the United States of Arizona, Colorado, New Maxico, Utah and
Wyoming within and from which waters naturally drain into the Colorado River System
above Lee Ferry and also all those parts of the States located without the drainage area of the
Colorado River System which are served by waters diverted from the system above Lee
Ferry. The Lower Colorado Basin comprised those parts of Arizona, California, Nevada,
New Maxico and Utah within and from which waters naturally drain into the Colorado River
System below Lee Ferry and those parts of the States located without the drainage area of the
Colorado River System which are served by waters diverted from the system below Lee
Ferry. The average annual flow of the river above Lake Powell is about 15 MAF over the
period 1906-84 (Steven 1986). Over 90% of flow volume originates in the upper basin. Most
of this inflow is due to snowmelt. 70% of annual runoff at Lake Powell occurs between the
period April and July.

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Glen Canyon Dam (Lake Powell, volume 25 MAF) is the farthest downstream dam in the
Upper Colorado River Basin. Downstream of Glen Canyon, Hoover dam which is in Lower
Colorado River Basin is located. The Lower Colorado System consists of four major dams vz
Hoover Dam (Lake Mead, volume 27.377 MAF), Davis Dam (Lake Mohave, volume 1.810
MAF), Parker Dam (Lake Havasu, volume 0.619 MAF), and Imperial Dam. The US Bureau
of Reclamation is responsible for the operation of Hoover, Davis and Parker Dams.
Additionally the Corps of Engineers is responsible for developing the flood control operation
plan for Hoover Dam.
The mathematical model (Freeny 1979) used to simulate the Colorado River System in
accordance with all of the laws of the River has been developed. One criterion is to maintain
equal storage in Lakes Powell and Mead and to provide a release of at least 8.23 MAF
annually from Glen Canyon Dam. The model helps to study reduction of flood potential,
water conservation impacts and increased power generation. The probabilistic analysis is
used to meet the objective functions of various interests.
Steven (1986) investigated models which are used for the operation of Lower Colorado River
operations. A computer model called the "24-month study" was used for planning monthly
and seasonal operation of the reservoir and powerplant system. Another model was used to
plan and schedule releases for downstream water delivery, energy generation and flood
control requirements on a daily and weekly basis. Finally, water schedulers in Boulder City,
Nevada, used the Supervisory Control and Data Acquisition (SCADA) system of the Western
Area Power Administration to automatically control hourly releases for the next 24-hour day
and for same-day changes at Davis and Parker powerplants.
Central Arizona Project
Gooch and Graves (1986) used a computer based programmable master supervisory control
(PMSC) system for the operation and optimization of the Central Arizona Project (CAP), one
of the largest conveyance system in USA to deliver water of Colorado River for municipal,
industrial and agricultural uses in central and southern Arizona. A dual-computer master
station was connected to remote terminal stations units (RTUs) located at each pumping
plant, checkgate and turnout. The models were based on a constant volume philosophy of
operation to keep the system responsive to changes in demands. The PMSC system consisted

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Literature Review

of Aqueduct Control Software (ACS), Initial Conditions Model (ICM), Simulation Model
(SNUSM), Baseload Model (BLM), Gate Setting Model (GSM), Reach 1 Simulation Model
(RSM) and Water and Power Optimization Model (WPOM). WPOM was based on LP with a
seven-day operation to generate schedules with minimizing the peak-hour pumping while
meeting downstream delivery requirements and staying within operating constraints.
Duke Power Hydro System Reservoir Operation
The Duke system dates back about 90 years to the time when Mr. J. B. Duke and his
associates began developing a novel like idea of building an electric utility supplied by a
series of hydoelectric plants located along an entire river basin with a transmission system
connecting the plants to provide electric service to all customers throughout the area.
Catawba River in Carolina has become the most electrified river in the world (Sledge 1979).
Later the Keowee River was also included in the system. In 1975, there were 13 reservoirs,
4.462 MAF of total storage, 1555 MW of hydroelectric capacity and about 627,041 MWH of
stored energy. In addition to power supplies, numerous cities, towns and industries draw their
water supplies from Duke Reservoirs. The primary objective of the system is the economic
generation of electric energy. The Duke Power Company Reservoir Systems operation has
been described by Ridenhour (1979).
Faux et al. (1986) has been used network flow programming (NFP) for the optimization of
large irrigation/hydropwer system in Philippines.
Missouri River System
The river is regulated by six major reservoirs in series, Fort Peck, Garrison, Oahe, Big Bend,
Fort Randall and Gavins Point. These 6 reservoirs witha total storage capacity of about 91
Km3 (74 MAF) represent about 2.5 times the mean annual flow of the river at Gavins Point.
Major purposes of the system include hydropower, flood control, recreation, water supply
and navigation. The trade off between different objectives have prompted a review of the
operation of the system including the development of reservoir simulation models for the
system that incorporate value functions for individual project purposes. The US Army Corps
of Engineer's Model (HEC-PRM) is a network-flow-based optimization model intended for
application to reservoir system analysis problem. Convex penalty functions for this model
may be incorporated as piecewise linear function. Lund and Ferreira (1997) derived the

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optimum operating rule for Missouri River Reservoir System. Deterministic optimization and
implicit stochastic optimization technique is used to infer optimal opertating policy and
tested using a simplified simulation model. Applicability and limitations of applying
deterministic optimization to development of strategic operating rules for large scale water
resources system are demonstrated. For the system, simple data display and simulation
modeling are found to be superior to classical regression techniques for inferring and refining
promising operating rules from deterministic optimization results.
Sabarmati System in India
Jain et al. (1999) performed reservoir operation studies of Sabarmati river system which is
located in a drought prone region, Rajasthan. The operation of the river system, consisting of
four reservoirs and three diversion structures was studied. The system provides water for
municipal, industrial, irrigation and water supply. It is also used for flood control. Rule
curves were derived for the reservoirs. Using the simulation analysis, the rule curves were
fine-tuned to achieve the targets to the maximum possible extent. Software was developed to
assist the dam operator in determining the safe release from the Dharoi reservoir during
floods.
Operation of South Indian Irrigation Systems
South Indian Irrigation Systems include Krishnagiri reservoir. The reservoir has a capacity of
68.26 million cubic meter (mcm). The runoff contributed to the reservoir is from a catchment
of 5397 km2. Two canal off take from the reservoir. There are about 13 tanks fed by these
canals. Total command area of the project is about 3600 ha. Ravikumar and Venugopal
(1998) developed a model for the optimal operation of the system. It includes three phases; a
simulation model to simulate the command area of the reservoir, a stochastic dynamic
programming (SDP) model to obtain an optimal release policy, a simulation using the
optimal release policy from SDP model. The SDP model considers both demand and inflow
as stochastic and both are assumed to follow first order Marcov chain model. The third
simulation model is used to study the degree of failure associated with adoption of the
optimal operating policy for different reservoir storages at the start of the crop season.

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Hoa Binh reservoir in the Red River basin, Vietnam

Ngo (2006) developed a framework in which a simulation model is coupled with a numerical
search method for optimising decision variables specifically defined for operation of Hoa
Binh reservoir in the Red River basin, Vietnam. The MIKE 11 modeling system for
simulating the flows and the AUTOCAL software is selected for optimisation. The
framework is tested on the selected reservoir, considering hydropower production and
downstream flood control. The results show that optimised rule curves significantly improve
the reservoir performance in terms of hydropower production without reducing the
downstream safety against flooding.
Bhadra reservoir system in Karnataka, India
Reddy and Kumar (2006) applied Multi-objective Genetic Algorithm (MOGA) to Bhadra
reservoir system for developing suitable operating policies. The Bhadra dam is located at
latitude 130 42 N and longitude 750 38 20 E in Chikmagalur district of Karnataka state,
India. It is a multipurpose project providing for irrigation and hydropower generation, in
addition to mandatory releases to the downstream to maintain water quality. The objectives
of the model were minimization of irrigation deficits and maximization of hydropower
generation. These two are mutually conflicting objectives, since the one that tries for
minimization of the irrigation deficits, requires more water to be released to satisfy irrigation
demands and the other tries to maximize hydropower production, requiring higher level of
storage in the reservoir to produce more power. This study successfully demonstrated the
efficacy and usefulness of Multi-objective Evolutionary Algorithm (Deb 2001) for evolving
multi-objective reservoir operation policies.
2.8 River Water Disputes
The disputes may occur among individuals, within society, in a country or among countries.
River water are no exception. But in the case of water, a precious natural resource, when
disputes are not resolved quickly in an amicable manner, there is long-term incalculable
damage not only to the provinces involved but to the nation as a whole (Shah 1994). The
water disputes are common especially in developing countries where the resource is limited.
In Pakistan, the history of disputes between provinces on sharing of river waters is long and
bitter. After Indus Water Treaty between Pakistan and India in 1960, the source of supply of

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many canal systems had been changed and burden was imposed to the three rivers vz Indus,
Jhelum and Chenab, left to Pakistan. In 1991 a WATER ACCORD was signed between the
four provinces of Pakistan to resolve the dispute in a spirit of accommodation, cooperation
and understanding and to allocate additional water out of flood river supplies, over and above
the existing canal uses. The aim was to provide additional irrigation supplies to each
province for rapid development. Many disputes and issues are raised perhaps due to lack of
information. For example, the following disputes/issues were raised (Ali, 1995) for any new
large storage on Indus (like Kalabagh dam project).
i.

No enough surplus water is available for new reservoirs.

ii.

Indus delta, the mangrove forests and river fish need massive water of flood to
servive.

iii.

Stoppage of floods would destroy the agriculture in riverain areas.

iv.

Additional upstream canals must ensure protection of rights riparian to guard

against their becoming deserts.

v.

The persons displaced by the reservoir lake would be rendered homeless and
jobless.

vi.

Nowshera and Peshawar valley upstream would be subjected to larger flood

heights.

vii.

Mardan and Swabi areas would be get water logged.

In many cases the problems have risen due to lack of information or hear say. Resolution of
inter-province water disputes is a highly complex and intricate problem. Due consideration
was given to these issues while formulating the problem in the present study.
Inter-state river water disputes are common in India where about 80% of water resources are
derived from inter-state rivers. For example, the entire waters of Narmada basin (28 MAF)
have been flowing wastefully into the sea for many years without any utilization on account
of an earlier dispute between Madhya Pradesh and Gujarat, both having large drought-prone
areas (Shah, 1994). Under the Indian Constitution, every State Government has the power to
legislate in respect of water and this can be exercised for the whole or any part of the state.
During British rule, in 1866, the irrigation works were under the control of Central
Government. In 1921, irrigation became a provincial but reserved subject. In 1935, irrigation
became a provincial subject wholly within the legislative competence of the province. In
1941 Indus commission was set up to investigate the dispute between Punjab and Sind.

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Shah (1994) discussed water disputes in India. The major disputes were on the
distribution/allocation of water of Narmada Basin, Krishna Basin, Godavari Basin, Ravi-Bias
Rivers and Cauvery Basin. He concluded that, a water dispute of inter-state, usually settled in
a period of 5 to 10 years through courts in India. Lack of proper understanding sometimes
lead to impracticable decisions as happened in the case of Cauvery Basin dispute in which it
was directed a specified quantum of water to be ensured by Karnataka in every month of the
year. While the flows ordered by the tribunal were historically not available for about 30% of
the period in different months. This award was later modified. He suggested that instead of
resolving the disputes through judicial tribunals, these needed to be resolved through mutual
agreement with a spirit of give and take and mutual accommodation.
Rao and Prasad (1994) investigated the water resources disputes of the Indo-Nepal region.
Large projects have been discussed between the two counties for several decades. However
none of these projects has reached even the design stage. This region is one of the poorest in
the world. They studied the hydrologic system of Indo-Nepal rivers, projects undertaken by
India and Nepal and reasons for delay in project execution. They concluded with a set of
recommendations.
Iyer (1994) studied the Indian federalism and water resources. He stated that in India there is
no real river basin authority and there has been no basin-wide planning. The conflictresolution mechanism needs some improvements. He discussed and criticised in detail the
Inter-state River water disputes. He also concluded with a set of recommendations.
Six water authorities share the Sefidrud watershed in the northwestern region of Iran and
resolving the conflict among them is one of the major challenges of the water division of the
government. Zarghami et al. (2008) investigated a group decision support system developed
for identifying the criteria and their weights, needed for ranking water resource projects in
this watershed. The model was based on extending the ordered weighted averaging (OWA)
as an aggregation operator. Using extended OWA, 13 water resources projects in the
Sefidrud watershed was ranked.

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Comparison of Methods

Some investigators compared the various system analysis techniques to see their relative
performance. Meier and Beightler (1967) presented a dynamic programming technique for
efficiently allocating water to a variety of storage reservoirs in a branching river system. In
their enthusiasm for dynamic programming the authors tried to conclude that other
techniques such as linear and nonlinear programming are not generally useful for water
resources system analysis. Louks (1968) in reply to Meier and Beightler compared dynamic
programming, non-linear programming and linear programming with alternate models. He
concluded, "Probably our own limitations rather than those of any particular programming
method restrict us from examining and including all we would wish to in our analysis". In
1970, Louks and Falkson (1970) again compared some dynamic, linear and policy iteration
methods for reservoir operation. They found that the information derived from each of the
three model types yielded identical policies, but the computational efficiencies of each model
differed and discussed as follows:
1.

Dynamic programming models yield transient and steady state policies directly and
once the computer program for solving the model has been written and debugged, its
solution takes the least amount of computer time.

2.

Policy iteration methods again require the writing and debugging of computer
programs and the models take somewhat longer to solve.

3.

Linear programming does not determine transient policies. No computer

programming or debugging is usually necessary since linear programming codes
exist, but linear programming takes a greater amount of computational time as
compared to dynamic programming.

A survey was carried out by Yakowitz (1982) to review various dynamic programming
models for reservoir operation/water resource problems and to examine computational
techniques which have been used to obtain solutions to these problems. Discrete dynamic
programming, differential dynamic programming, state incremental dynamic program and
policy iteration method were among the techniques reviewed.

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Different investigators used various system analysis techniques for reservoir optimization
problem. For example linear programming (LP) was used by Mamos (1955), Loucks (1966),
Roefs and Bodin (1970), Revelle et al. (1969), Eisel (1972), Houck (1979), Houck et al.
(1980), Simonovic and Marino (1982). Dynamic Programming (DP) was selected by Hall et
al. (1961, 1968), Young (1967), Meredith (1975), Collins (1977) and Bhaskar el at. (1980).
While Incremental DP or discrete differential DP (DDP) was used by Bornholtz et al.
(1960), Hall et al. (1969), Heidar et al. (1971). Differential DP with successive
approximations has been used by Yakowitz (1982), Trott and Yeh 1973, Yeh et al. (1979).
Stochastic DP was used by Butcher et al. (1968), Buras (1983), Su and Deninger (1974),
Weiner and Ben-Zvi (1982), Stedinger et al. (1984), Mclaughlin et al. (1990). Chance
constrained DP has been used by Askew (1974). Simulation techniques were used by
various researchers including Sigvaldason (1976), Malik (1976) and O'Mara 1984.
Turgeon (1982) showed, with two examples that incremental dynamic programming may
converge to a non-optimal solution if the same state increment is used for every stage. He
also showed how to adjust the increment sizes in each stage to obtain the optimal results. A
study was carried out by Karamouz and Houck (1987) to compare stochastic and
deterministic dynamic programming for reservoir operating rule generation. Their findings
are given below
1.

Reservoir operating rules generated by deterministic dynamic programming model

are more effective in the operation of medium to very large reservoirs (capacities
exceeding 50 percent of the mean annual flow).

2.

Whereas rules generated by stochastic dynamic programming model are more

effective for the operation of small reservoirs (capacity 20 percent of the mean annual
flow).

3.

While comparing dynamic programming models, they also compared linear

programming (LP) versus dynamic programming (DP). They

suggested

that

because DP might not require the approximation of the objective function as

needed by the LP (piecewise linearization of the loss function) and because a
relatively small number of discrete storage values in the optimization might produce
the best real time operations, it might be possible for DP to be computationally

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for

Literature Review

multiple reservoir systems and to produce better operating

rules.
Simulation techniques (Sigvaldassan 1976 and others) are very useful when someone is
interested to get near optimal results. Experience shows that it is somewhat difficult to get
exactly optimal results with this technique as compared to LP or DP. However, in some cases
exactly optimal results are sometimes not required and simulation techniques providing
several near optimal results give a wide range of choices for decision making. Allocation of
shortages were carried out in several simulation to obtain the most desirable result.
However, changing system - operating rules may be time consuming and costly.
It is apparent from the review that system analysis techniques are system specific to some
extent. The choice of better technique which depends on the kind of objective functions
and several system constraints may lead to an efficient algorithm solving the problem
more accurately with less computer time and memory. Keeping these limitations in view,
new multiobjective functions with several physical constraints are proposed in this study and
a new algorithm is searched to get optimal solution for these multiobjective problems. Based
on the critical review and comparison of system analysis techniques, a dynamic
programming approach coupled with a regression model and simulation model for the
problem imposed was found to be best suited to derive optimal operating policies for
multiobjective reservoir simulation as proved herein. Optimal operating policy for
multiobjective reservoir simulation can be done in a single run with the help of the DP
algorithm described herein and it saves a lot of computational efforts.
2.10 Previous Studies on the Indus Basin
A number of studies were carried out by different Organizations and researchers on Indus
Basin (Chaudhry et al. 1974, Malik 1976, O'Mara 1984, etc.). A location map of Indus Basin
and its tributaries is shown in Figure 4.1.
A numerical model of the Indus Basin irrigation system has been developed by Harza
Engineering Company International for WAPDA (1966). The model simulates the operation
of the reservoirs, canal and tubewell fields of the Indus Basin for the period 1969-85. It is
referred to as "Comprehensive Model of the Irrigation System" or the COMSYM Model.

Chapter Two

66

Literature Review

World Bank developed a model for Indus Basin. The model is known as IBM (Indus Basin
Model, 1989). The model is basically an agro-climatological model.
Chaudhry et al. (1974) described a

working mathematical model for optimizing

the

conjunctive use of surface and groundwater resources of the Indus basin including
Mangla reservoir sub-system. The technique to solve the mathematical formulation was
based on dynamic programming and efficient direct search method. Direct solution of the
outer problem by standard dynamic programming would require several hours of computer
time. To overcome this difficulty, a systematic search algorithm was developed. It deleted
obviously non-optimal solutions reducing computer time to approximately 1.0 percent of the
direct search time. The author suggested that for detailed planning and design, it was
necessary to carry out further research on the conjunctive use of surface and groundwater
resources of the whole system (Indus Basin).
Malik (1976) described a simulation model to find out an acceptable operation policy under
fixed system for Indus Basin Water Resources System. The material based results give
insight into the system over time and space. Considering the economical, social and political
factors with irrigation and power priorities an operation policy for the Indus Basin was
suggested.
O'Mara et al. (1984) described a simulation model to examine alternative policies for
achieving more efficient conjunctive use in the Indus Basin. They suggested that large gains
in agricultural production and employment are possible if given more efficient policies.
Zahid (1986) carried out a

probabilistic

analysis of Mangla Reservoir using Gould

probability matrix storage yield approach and suggested irrigation releases on the basis of
probability of failure (reservoir emptiness) but had completely ignored the power sector.
As a part of normal activities Water Resources Management

Directorate

(WRMD)

WAPDA is responsible for preparing an operation criteria for Mangla, Chashma and
Tarbela reservoirs. These traditional criteria in which minimum and maximum rule
curves

are

suggested

have

been prepared for the two seasons

Rabi

and

Kharif

individually every year. These traditional criteria are usually derived with the help of
economical, social and political factors and forecasted inflows.

Chapter Two

67

Literature Review

Ahmad (1990) investigated multiobjective dynamic programming and regression analysis for
the derivation of operating rules for Mangla reservoir. Ahmad (2006) developed computer
codes for reservoir operation studies.
Hydro Electric Projects Organization (HEPO) and Planning and Investigation Organization
(P & I) of WAPDA conducted feasibilities for various future dams on Indus River. It
includes feasibility studies of Kalabagh (1987, 1988), Mangla Raising (2003), Akhori (2005)
and Diamer Basha dam (2004, 2007). These reports include the source of basic data and
physical parameters of the various projects on Indus River.