Multireservoir system consists of several reservoirs which are connected serially
or parallel in the same basin. To optimize such a complex multireservoir system, the
dynamic programming (DP), linear programming (LP) and non-linear programming
(NLP) have been widely applied to real problems. However, when DP is applied to
multireservoir system it has a major problem, so called ‘the curse of dimensionality’
and LP and NLP have essential approximation problems dealing with discontinuous,
nondifferentiable, non-convex, or multi-modal objective functions. Recently, there
has been an increasing interest in a biologically motivated adaptive system for
solving optimization problems. The genetic algorithms (GAs) are one of the most
promising techniques in natural adaptive system field and receiving many attentions
because of their flexibility and effectiveness for optimizing complex systems.

© All Rights Reserved

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Multireservoir system consists of several reservoirs which are connected serially
or parallel in the same basin. To optimize such a complex multireservoir system, the
dynamic programming (DP), linear programming (LP) and non-linear programming
(NLP) have been widely applied to real problems. However, when DP is applied to
multireservoir system it has a major problem, so called ‘the curse of dimensionality’
and LP and NLP have essential approximation problems dealing with discontinuous,
nondifferentiable, non-convex, or multi-modal objective functions. Recently, there
has been an increasing interest in a biologically motivated adaptive system for
solving optimization problems. The genetic algorithms (GAs) are one of the most
promising techniques in natural adaptive system field and receiving many attentions
because of their flexibility and effectiveness for optimizing complex systems.

© All Rights Reserved

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You are on page 1of 10

Taesoon Kim1 and Jun-Haeng Heo2

1

Seoul, 120-749, South Korea; email: chaucer@yonsei.ac.kr

2

Professor, School of Civil and Environmental Engineering, Yonsei University,

Seoul, 120-749, South Korea; email: jhheo@yonsei.ac.kr

Introduction

Multireservoir system consists of several reservoirs which are connected serially

or parallel in the same basin. To optimize such a complex multireservoir system, the

dynamic programming (DP), linear programming (LP) and non-linear programming

(NLP) have been widely applied to real problems. However, when DP is applied to

multireservoir system it has a major problem, so called the curse of dimensionality

and LP and NLP have essential approximation problems dealing with discontinuous,

nondifferentiable, non-convex, or multi-modal objective functions. Recently, there

has been an increasing interest in a biologically motivated adaptive system for

solving optimization problems. The genetic algorithms (GAs) are one of the most

promising techniques in natural adaptive system field and receiving many attentions

because of their flexibility and effectiveness for optimizing complex systems.

Optimization of multireservoir system is to solve multi-dimensional and multiobjective problems and GAs are appropriate optimization methods to multireservoir

system. GAs are not restricted by a number of dimensions because computer memory

increases by dimensions linearly, not exponentially. Thus, there is no curse of

dimensionality. Especially classical optimization methods such as DP, LP, and NLP

are not proper to multi-objective optimization because these methods use a point-bypoint approach, in which the outcome of classical optimization methods is a single

optimal solution. However, GAs use a population of solutions in each iteration

instead of a single solution, so they are called as population-based approaches. This

is one of the most striking differences between classical optimization methods and

GAs.

In this paper, multi-objective GAs are applied to optimize multireservoir system

of the Han River basin in South Korea. Multi-objective GAs, which have many

attractive features, have had only limited applications to the multireservoir system

optimization. The present work focuses on the application of multi-objective GAs to

the multireservoir system optimization. The solutions of multi-objective GAs yield a

trade-off curve or surface, identifying a population of points that define optimal

solutions to the problem. Non-dominated sorting approach is used to get the nondominated fronts and maintaining a diverse set of solutions in the non-dominated

fronts is achieved by sharing. Crossover and mutation operators are used and

tournament selection is applied. Chromosomes are coded by real values.

Multi-Objective Genetic Algorithms (MOGAs) are a part of GAs. It has

chromosome, population and basic three operators such as reproduction, crossover

and mutation. The different thing between GAs and MOGAs is a ranking. MOGAs

have two objectives at least and these multiple objectives should be conflicting

objectives like cost vs. effect. The ranking is which chromosome dominates the

others in terms of its performance on conflicting objectives and non-dominated

solutions with same rank make a trade-off curve.

The ranking approach used in this paper is a fast-non-dominated-sort in NSGA-II

(Deb et al., 2002). In the first iteration of ranking, chromosomes are given as a rank

of 1 if there are no chromosomes which perform better and said to be non-dominated

solutions in the first iteration. After assigning ranks to all members of chromosome

in population, the top ranking chromosomes (in this case rank of 1) are removed. In

the second iteration, all the remaining chromosomes are assigned to their own ranks

and the non-dominated solutions have rank of 2. The non-dominated solutions from

each iteration make fronts of non-dominated solutions and represent trade-off curves.

A number of researchers have developed different implementation of MOGAs.

Among these, Multiobjective Genetic Algorithm (Fonseca and Fleming, 1998a;

Fonseca and Fleming, 1998b), Nondominated Sorting Genetic Algorithm (Srinivas

and Deb, 1994) and Strength Pareto Evolutionary Algorithm (Zitzler and Thiele,

1999) are most imitated MOGAs (Van Veldhuizen and Lamont, 2000). Fonseca and

Fleming (1998a, 1998b) and Van Veldhuizen (2000) examine major MOGAs

techniques. Recently, MOGAs are applied to different real-world problems (Cheng

and Li, 1997; Cieniawski et al., 1995; Vink and Schot, 2002; Yeh and Labadie, 1997).

Model Formulation

Initial Population

Generally, initial population of GAs is randomly calculated between upper and

lower bounds of each variable. However, in reservoir operation optimizations,

randomly calculated initial population must have a large amount of infeasible

solutions. Because releases are serially and highly connected to the front and back,

although the release of preceding month is feasible, it does not guarantee that all the

remaining next releases are feasible.

To overcome this problem, initial population is calculated by considering current

storage and inflow of each reservoir. If the current storage and inflow are sufficient,

the probability that release has large value is increasing. In contrast, if the current

storage and inflow are insufficient, release should be calculated to small value. Using

this method, more feasible solutions can be calculated.

Crossover

Simulated Binary Crossover (SBX) is applied to crossover. The procedure of

calculating the children solutions ( c1 , c2 ) from the parent solutions ( p1 , p2 ) is as

A uniform random number ( u ) between 0 and 1 is generated and using Eq. (1)

is computed.

the spread factor

1

(2u ) n+1

=

1

2(1 u )

if u

0.5

(1)

1

n +1

otherwise

Then, the children solutions are calculated as follows.

c1 = 0.5 [(1 +

) p1 + (1

) p2 ]

c 2 = 0.5 [(1

) p1 + (1 + ) p 2 ]

(2)

These two children solutions are symmetric about the parent solutions. A larger

value of the distribution index ( n ) allows that the children solutions are closer to the

parent solutions. A smaller value of n makes a more uniform distribution in the

range 0

same range.

Fast-Non-Dominated-Sort (FNDS) approach is used to assign a rank to

chromosome (Deb et al., 2002). FNDS has a computational complexity of

O( MN 3 ) (in which M is the number of objectives and N is the population size)

and a sharing parameter to preserve diversity of solutions is calculated by crowding

distance of solutions. The best solution of population is passed to next generation by

elitism.

Objective Functions

In this study, two objective functions are considered, because three or more

objective functions are used, most non-dominated solutions have rank of 1 so fast

and then there is little improvement of objective function values. The first objective

is the sum of storage and the second one is the difference between release and water

supply. Eqs. (3) and (4) are the objective functions.

1st Objective Function : Min i

Current Storage(i, t)

Maximum Storage(i, t)

(3)

W [Release(i, t ), Supply(i, t )]

(4)

function. Eq. (3) is the proportion of current storage and maximum storage and Eq.

(4) has a larger value (maximum value is 1) as release is getting closer to water

supply.

Application

Han River Basin

The Han River consists of the North and South Han Rivers and has three large

reservoirs such as Hwacheon, Soyanggang, and Chungju. The total storage of

Hwacheon is 1,022MCM (million cubic meters), Soyanggang is 2,900MCM and

Chungju is 2,750MCM. These three reservoirs are located at upstream in parallel and

Paldang reservoir, located at the confluence of the North and South Han Rivers, is

used as a control point (Fig. 1). Hwacheon, Soyanggang, and Chungju reservoirs

play an important role on water supply and flood control to downstream, especially

Seoul Metropolitan area.

GAs Parameters

Chromosome consists of 36 real values which are the monthly releases of three

reservoirs. The probability of crossover is 0.9 and that of mutation is 1/36. Generally,

the performance of MOGAs is evaluated by the performance of crossover, which is

the SBX in this study. Thus, the probability of crossover is higher than usual case.

The number of chromosomes in a population is 500 and iteration number is 500. It

takes about 5~10 minutes with Pentium 4 3.2Ghz computer to finish simulation once.

Hwacheon

Chuncheon

Soyanggang

Uiam

Chungpyong

Chungju

Storage Reservoir

Paldang

Flow-Through Reservoir

In the Han River Basin

Distribution Index

SBX uses the distribution index ( n ) to control how much closer the children

solutions are to the parent solutions. A large value of n makes the children solutions

very close to the parent and a small value of n allow distant points to be selected as

children solutions. Deb and Kumar (1995) showed that a large distribution index

( n =150) is appropriate to multimodal problems and they used the value of n =30 in

multi-objective problems. First of all, we tried to use the value of n =30 in our

some releases are much small and the others are much large. In real-world, decision

maker prevent releases from changing rapidly, because the abrupt change of releases

is easy to cause flooding or water shortage.

In order to find a proper value of n, the distribution indexes from 2.0 to 5.0

increased by 0.1 are tested, because the single-point crossover is successful to find

good building blocks if it is used with proper coding schemes and the performance of

SBX with real-coded GAs is similar or better than that of the single-point crossover

in the range of 2~5 (Deb and Agrawal, 1995). As a result, SBX with distribution

index 3.0 and 3.8 show the best results. The results used other distribution index

values show a large amount of water shortage, especially at Choongju reservoir in the

last period.

Pareto-optimal solutions are a group of non-dominated solutions with rank of 1.

If multiple objectives used in simulation are conflicting objectives with each other

and selected well, Pareto-optimal solutions form trade-off curve. But the objectives

are selected poorly, Pareto-optimal solutions are gathered into one point or small

region. In this case, the objective functions should be selected again.

In this paper, we used two objective functions. The first objective function is the

total sum of proportional storage of each reservoir and the second one is the sum of

weighted difference between release and water supply and Pareto-optimal solutions

make a trade-off curve well (Figs. 2 and 3). The upper-left corner solutions (A) have

larger storage and smaller water supply. On the other hand, the lower-right corner

solutions (C) have larger water supply and smaller storage. The solutions near B are

neutral solutions between the first and the second objectives.

In order to examine the decision space, a point is selected from near A, B, and C,

respectively in each distribution index ( n =3.0 and 3.8). The water shortages and the

coefficient of variation of these selected points are presented in Table 1. The negative

water shortages means that releases are not enough to water supply. Coefficient of

variation (VAR) is calculated to discriminate which month has the power to improve

objective function values. At Hwacheon reservoir, only the last month has high VAR

about 81.82 (n=3.0) and 84.48 (n=3.8) and the other months have low values. A

decision maker, who knows these results, tries to find good reservoir operating

policies at Hwacheon with changing releases of last month, September. VARs of

Soyanggang reservoir are sensitive to the distribution index. In n = 3.0, the VAR has

high values in four months (December, May, June, and September) but in n = 3.8, it

has only one high value in September. Choongju reservoir has three or four high

VARs over 10.0 in both distribution indexes.

-22

-24

-26

-28

-30

-32

-35.52 -35.41 -35.29 -35.18 -35.06 -34.95 -34.83 -34.72 -34.60 -34.49 -34.37

-22

-24

-26

-28

-30

-32

-35.39 -35.27 -35.14 -35.02 -34.89 -34.76 -34.64 -34.51 -34.39 -34.26 -34.14

Water shortage (n = 3.0)

Dam /

Month

VAR

A

VAR

HC

10

11

12

1

2

3

4

5

6

7

8

9

-4.6

-5.9

-3.7

-3.9

0.5

-3.9

-5.5

288.0

360.2

150.7

-12.9

-110.0

-2.3

-4.8

-1.2

-4.1

0.8

-4.0

-2.7

264.0

366.0

161.3

-4.9

-4.1

-4.4

-4.3

-1.3

-3.5

0.5

-2.9

-2.0

292.9

366.6

137.9

-1.7

-0.8

2.94

1.30

2.82

2.05

0.73

0.38

4.94

4.48

0.68

3.21

1.80

81.82

-6.1

4.1

-4.8

-2.0

1.6

-2.9

2.2

348.4

254.6

176.8

-0.3

-118

-2.9

-3.4

-0.5

-1.0

-1.3

1.3

-0.4

315.3

317.7

147.0

-28.8

-8.7

-3.0

-2.3

0.6

-1.8

-0.9

-0.1

-0.3

310.2

321.4

161.1

0.9

2.4

2.43

7.28

4.22

0.89

3.35

5.69

2.52

4.38

8.15

4.23

8.45

84.48

SY

10

11

12

1

2

3

4

5

6

7

8

9

-10.5

-4.6

-27.7

-8.1

-5.1

-3.2

-9.9

239.9

7.9

414.7

-50.0

-119.5

-6.3

-5.9

-3.0

-6.3

-2.8

-2.6

0.8

-0.8

258.0

324.7

-2.5

3.1

-1.1

-2.6

-0.7

-8.0

-1.7

-2.7

-1.8

-0.7

265.0

328.4

-2.0

3.3

1.81

0.56

12.01

0.71

1.09

0.15

4.27

55.34

49.86

9.83

9.10

38.96

-7.8

-2.8

-14.1

-10.9

-2.7

-8.3

-7.1

-0.4

334.8

278.3

-17.6

-117.5

-6.1

-6.5

-8.4

-4.7

-1.3

-10.5

3.2

-2.0

375.7

215.1

-3.1

-15.4

1.0

-1.4

-5.6

-4.5

-0.4

-4.3

1.4

-0.3

372.4

276.1

1.8

-2.0

2.07

1.12

3.22

2.63

0.91

1.17

3.79

0.86

4.31

6.84

5.48

34.80

CJ

10

11

12

1

2

3

4

5

6

7

8

9

-15.4

-21.6

-41.9

-17.8

-184.3

-13.5

-8.3

-1.7

178.8

1209.1

387.7

-279.1

-4.6

-4.8

-4.7

-12.7

-175.8

-5.8

-5.7

1.2

-4.2

1353.5

337.6

0.4

-0.3

-3.0

-2.2

-8.9

0.4

-0.8

-3.7

-0.6

-5.1

1207.7

340.4

0.6

1.40

3.56

7.94

1.07

82.84

1.59

0.58

0.47

24.07

4.70

3.60

113.67

4.1

-8.3

-29

-6.9

-221.6

-56.8

-12.4

-2.0

119.7

1292.5

393.7

-208.1

-7.3

-10.2

-10.4

-11.0

-153.9

-5.7

-10.1

1.5

-1.5

1288.2

393.0

-278.2

-1.9

-3.8

-1.8

-7.3

0.5

-5.1

-7.8

1.4

-0.7

1281.4

281.8

1.3

1.99

0.88

5.04

1.78

98.51

10.21

0.59

0.44

16.09

1.02

8.35

110.59

Note: (1) HC (Hwacheon reservoir), SY (Soyanggang reservoir), CJ (Choongju reservoir); (2) VAR

means coefficient of variation of releases from total optimal solutions.

The research reported in this paper focused on the application of multi-objective

genetic algorithms (MOGAs) to reservoir operation optimization. The developed

MOGAs are applied to multi-reservoir system in Han River basin in South Korea.

The objective functions consist of two objectives which are the sum of storage and

the difference between release and water supply. Crossover rate is 0.9 and mutation

rate is 1/36. The number of chromosome and the iteration number are 500 and 36

real-coded variables are used to make chromosome. The ranking approach is fastnon-dominated-sort of NSGA-II and simulated binary crossover (SBX) is used. The

distribution indexes ( n ) of SBX are set to 3.0 and 3.8.

MOGAs have been demonstrated to be an effective solution technique for solving

multireservoir system optimization. The approach can efficiently identify Paretooptimal solutions (a trade-off curve) that exist for a multi-objective optimization

problem. The trade-off curve can be used by a decision maker to obtain an

appropriate solution considering the conflicting objectives which are to maximize the

storages and minimize the water shortages.

Some improvements over the algorithm used in this study are possible. Firstly,

the releases are correlated to the next stage serially, thus if crossover and mutation

operator with correlation are developed, the performance of MOGAs could be

improved. Another future work could explore the application of MOGAs involving

more than two objectives. To manage more than two objectives, a sub-ranking

mechanism, which can sort chromosomes within same rank and prevent

chromosomes from premature, is necessary.

References

Cheng, F. Y., and Li, D. (1997). "Multiobjective optimization design with pareto

genetic algorithm." Journal of Structural Engineering, 123(9), 1252-1261.

Cieniawski, S. E., Eheart, J. W., and Ranjithan, S. (1995). "Using genetic algorithms

to solve a multiobjective groundwater monitoring problem." Water Resources

Research, 31(2), 399-409.

Deb, K., and Agrawal, R. B. (1995). "Simulated binary crossover for continuous

search space." Complex Systems, 9, 115-148.

Deb, K., and Goyal, M. (1996). "A combined genetic adaptive search (GeneAS) for

Deb, K., and Kumar, A. (1995). "Real-coded genetic algorithms with simulated

binary crossover: Studies on multimodal and multiobjective problems." Complex

Systems, 9, 431-454.

Deb, K., Pratap, A., Agarwal, S., and Meyarivan, T. (2002). "A fast and elitist

multiobjective genetic algorithm: NSGA-II." IEEE Transactions on Evolutionary

Computation, 6(2), 182-197.

Fonseca, C. M., and Fleming, P. J. (1998a). "Multiobjective optimization and

multiple constraint handling with evolutionary algorithms - Part I: A unified

formulation." IEEE Transactions on Systems Man and Cybernetics Part aSystems and Humans, 28(1), 26-37.

Fonseca, C. M., and Fleming, P. J. (1998b). "Multiobjective optimization and

multiple constraint handling with evolutionary algorithms - Part II: Application

example." IEEE Transactions on Systems Man and Cybernetics Part a-Systems

and Humans, 28(1), 38-47.

Srinivas, N., and Deb, K. (1994). "Multiobjective optimization using nondominated

sorting in genetic algorithms." Evolutionary computation, 2(3), 221-248.

Van Veldhuizen, D. A., and Lamont, G. B. (2000). "Multiobjective evolutionary

algorithms: Analyzing the state-of-the-art." Evolutionary Computation, 8(2), 125147.

Vink, K., and Schot, P. (2002). "Multiple-objecttive optimization of drinking water

production strategies using a genetic algorithm." Water Resources Research,

38(9), 20-1-20-15.

Yeh, C.-H., and Labadie, J. W. (1997). "Multiobjective watershed-level planning of

storm water detention systems." Journal of Water Resources Planning and

Management, 123(6), 336-343.

Zitzler, E., and Thiele, L. (1999). "Multiobjective evolutionary algorithms: A

comparative case study and the strength Pareto approach." IEEE Transactions on

Evolutionary Computation, 3(4), 257-271.

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