Interval-parameter Two-stage Stochastic Semi-infinite Programming: Application to Water Resources Management under Uncertainty

Abstract

In this study, an interval-parameter two-stage stochastic semi-infinite programming (ITSSP) method was developed for water resources management under uncertainty. As a new extension of mathematical programming methods, the developed ITSSP approach has advantages in uncertainty reflection and policy analysis. In order to better account for uncertainties, the ITSSP approach is expressed with discrete intervals, functional intervals and probability density functions. The ITSSP method integrates the two-stage stochastic programming (TSP), interval programming (IP) and semi-infinite programming (SIP) within a general optimization framework. The ITSSP has an infinite number of constraints because it uses functional intervals with time (t) being an independent variable. The different t values within the range [0, 90] lead to different constraints. At same time, ITSSP also includes probability distribution information. The ITSSP method can incorporate pre-defined water resource management policies directly into its optimization process to analyze various policy scenarios having different economic penalties when the promised amounts are not delivered. The model is applied to a water resource management system with three users and four periods (corresponding to winter, spring, summer and fall, respectively). Solutions of the ITSSP model provide desired water allocation patterns, which maximize both the system’s benefits and feasibility. The results indicate that reasonable interval solutions were generated for objective function values and decision variables, thus a number of decision alternatives can be generated under different levels of stream flow. The obtained solutions are useful for decision makers to obtain insight regarding the tradeoffs between environmental, economic and system reliability criteria.