Dynamic programming with the principle of progressive optimality for searching rule curves
Rule curves are monthly reservoir-operation guidelines for meeting the minimum of water shortage over the long run. This paper proposes a dynamic programming (DP) approach for finding the optimal rule curves of single- and multi-reservoir systems. The proposed DP approach uses a traditional DP technique conditionally and applies the principle of progressive optimality (PPO) to search its optimal solutions. The proposed DP–PPO approach is suitable because of the multi-stage, nonlinear, and continuous-type characteristics of the rule curve search. Its dimensionality is relatively small, as compared with that of the traditional one. Results of an illustrative application to a multi-reservoir system under two different initial feasible solutions (i.e., new or existing reservoirs) have demonstrated that the DP–PPO approach is generally fast and robust. Its convergence varies only slightly, according to the initial conditions.Key words: rule curves, principle of progressive optimality, dynamic programming (DP), monthly reservoir operation.