A nonlinear programming approach to a very large hydroelectric system optimization

Abstract

A large scale hydroelectric system optimization is considered and solved by using a non-linear programming method. The largest numerical case involves approximately 6 000 variables, 4 000 linear equations, 11 000 linear and nonlinear inequality constraints and a nonlinear objective function. The solution method is based on (i) partial elimination of independent variables by solving linear equations, (ii) essentially unconstrained optimization of a compound function that consists of the objective function, nonlinear inequality constraints and part of the linear inequality constraints. The compound function is obtained via penalty formulation.