Stochastic Programming in Water Resources System Planning: A Case Study and a Comparison of Solution Techniques

Dupacova, J., Gaivoronski, A.A., Kos, Z., & Szantai, T. (1986). Stochastic Programming in Water Resources System Planning: A Case Study and a Comparison of Solution Techniques. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-040

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Abstract

To analyze the influence of increasing needs upon a given water resources system in Eastern Slovakia and to get a decision on the system development and extension, several stochastic programming models can be used. The two selected models are based on individual probabilistic constraints for the minimum storage and for the freeboard volume supplemented by one joint probabilistic constraint on releases or by a nonseparable penalty term in the objective function. Suitable numerical techniques for their solution are applied to alternative design parameter values. As a result, the paper gives an answer to the case study which is based on multi modeling within the framework of stochastic programming and, at the same time, it gives a comparison of various solution techniques partly included in the SDS/ADO collection of stochastic programming codes.

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