Solving large nonconvex water resources management models using generalized benders decomposition
成果类型：
Article
署名作者：
Cai, XM; McKinney, DC; Lasdon, LS; Watkins, DW
署名单位：
CGIAR; International Food Policy Research Institute (IFPRI); University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin; Michigan Technological University
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.49.2.235.13537
发表日期：
2001
页码：
235-245
关键词：
摘要：
Nonconvex nonlinear programming (NLP) problems arise frequently in water resources management, e.g., reservoir operations, groundwater remediation, and integrated water quantity and quality! management. Such problems are usually large and sparse. Existing software for global optimization cannot cope with problems of this size, while current local sparse NLP solvers, e.g., MINOS (Murtagh and Saunders 1987), or CONOPT (Drud 1994) cannot guarantee a global solution. In this paper, we apply the Generalized Benders Decomposition (GBD) algorithm to two large nonconvex water resources models involving reservoir operations and water allocation in a river basin? using an approximation to the GBD cuts proposed by Floudas et al. (1989) and Floudas (1995). To ensure feasibility of the GBD subproblem, we relax its constraints by introducing elastic slack variables, penalizing these slacks in the objective function. This approach leads to solutions with excellent objective values in run times much less than the GAMS NLP solvers MINOS5 and CONOPT?, if the complicating variables are carefully selected. Using these solutions as initial points for MINOS5 or CONOPT2 often leads to further improvements.