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Efficient parallelization of the stochastic dual dynamic programming algorithm applied to hydropower scheduling

Abstract

Stochastic dual dynamic programming (SDDP) has become a popular algorithm used in practical long-term scheduling of hydropower systems. The SDDP algorithm is computationally demanding, but can be designed to take advantage of parallel processing. This paper presents a novel parallel scheme for the SDDP algorithm, where the stage-wise synchronization point traditionally used in the backward iteration of the SDDP algorithm is partially relaxed. The proposed scheme was tested on a realistic model of a Norwegian water course, proving that the synchronization point relaxation significantly improves parallel efficiency
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Category

Academic article

Client

  • Research Council of Norway (RCN) / 225873

Language

English

Author(s)

Affiliation

  • SINTEF Energy Research / Energisystemer
  • Norwegian University of Science and Technology

Year

2015

Published in

Energies

ISSN

1996-1073

Publisher

MDPI

Volume

8

Issue

12

Page(s)

14287 - 14297

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