GIS and Remote Sensing in Hydrology, Water Resources and Environment (Proceedings of

254 ICGRHWE held at the Three Gorges Dam. China. September 2003). IAHS Publ. 289. 2004

An optimization model for the integrated

operation of the multiple reservoirs in the Upper
Yellow River

1 2 3
JIAQI HU , YANGBO CHEN & SICHUN GAO
1 Department of Engineering Management, Three Gorges University, Yichang 443002, China
2 Department of Water Resources and Environment, Sun Yat-Sen University,
135Xingangxi Road, Guangzhou, 510275, China
eescvb@zsu.edu.cn
3 Department of Hydrology and Water Resources, Wuhan University, Wuhan 430071. China

Abstract The Yellow River is the second largest river in China. There are seven
reservoirs and hydropower stations in the mainstream of the Upper Yellow
River. This paper presents an optimal mathematical model for the integrated
operation ofthe seven reservoirs and hydropower stations. The objective of this
model is to maximize the sum of electricity generated by all the hydropower
stations with the constraint of firm power, and the Discrete Differential
Dynamic Programming (DDDP) is employed to find the optimal solution of this
model. The decision variables of DDDP are chosen as the resetvoir discharge,
while the state variables are reservoir storages, and the backward recursive
equation is derived to find the reservoir optimal operation policies stage by
stage. This model is used to find the integrated optimal operation policies of the
past 33 years with obseived hydrological data, the results show that there has
been a 5.89% increase in the average annual electricity generated by all the
seven hydropower stations. This implies that the model presented in this paper is
good and can be used to derive the integrated operating rules of the reservoirs in
the Yellow River.
K e y w o r d s D D D P ; optimization; reservoir operation; Yellow River

INTRODUCTION

The Yellow River is the second largest river in China, with a total length of 5464 km
2
and a basin area of 795 000 km . Seven reservoirs and hydropower stations have been
built in the mainstream of the Upper Yellow River, which include Longyangxia,
Lijiaxia, Liujiaxia, Yanguoxia, Bapanxia, Daxia and Qingtongxia. While Longyangxia
and Liujiaxia have hydropower stations and huge reservoirs with long-term regulating
capacities, the other five projects are mainly runoff hydropower stations with small
regulating capacities. The total storage capacity of Longyangxia Reservoir and
3
Liujiaxia Reservoir is 22.68 billion m , the total installed capacity of the seven
hydropower stations is 5417.5 MW.
This paper presents an optimal mathematical model for the integrated operation of
the seven reservoirs and hydropower stations. The objective of this model is to maximize
the sum of electricity generated by all the hydropower stations with a constraint of firm
power. The model is a non-linear mathematical model, and the Discrete Differential
Dynamic Programming (DDDP) is employed to find the optimal solution of this model.
This model is used to find the integrated optimal operation policies of the past 33 years
 An optimization model for the multiple reservoirs in the Upper Yellow River 255

with observed hydrological data, the results show that there has been a 5.89% increase in
the average annual electricity generated by all the seven hydropower stations. This
shows that the model presented in this paper is good and can be used to derive the
integrated operating rules of the reservoirs in the Upper Yellow River.

THE MATHEMATICAL MODEL

The model presented in this paper is an optimal mathematical model for the integrated
operation of the seven reservoirs and hydropower stations of the Upper Yellow River.

The objective function

The objective of this model is to maximize the sum of electricity generated by all the
hydropower stations with a constraint of firm power, which can be written as:

T M

r=l ;=1

NF > NFO (2)

where i is reservoir and hydropower station numbers, and i = 1,2,3,4,5,6,7 represent
Longyangxia, Lijiaxia, Liujiaxia, Yanguoxia, Bapanxia, Daxia and Qingtongxia,
respectively; Mis the total number of reservoir and hydropower station, and M = 7; t is
stage, and t= 1,2, ,77, 77 is the total stages; E is the average generated electricity of
UT

z'-th hydropower station during stage t; NFO is the given firm power, and NF is the firm
power, which can be determined as:
f M
NF = MN 2 X „ f = l,2, ,77 (3)

where 7Y., is the average generated power of z'-th hydropower station at stage t;
(

There are two objective functions, according to Chen et. al (1996), the two objec­
tive functions can be integrated to form a single objective by combining Equations (1)
and (2), the single objective function can be written as:

A
MAX\Z [E, - a, A{EF - E, ) ] (4)

where E, is the total generated electricity of all the seven hydropower stations at stage t,
which can be determined as
M

(5)

where EF is the firm electricity, and EF = NFO • At, where At is the stage length in
hours, A is a fine coefficient, a is model parameter that can take the value of 2 to 5,
and cj, is a 0-1 variable, which takes value as the following equation:
256 Yangbo Chen et al.

E, > EFO
c =i. _ __. (6)
''"Il
t
E, < EFO

The constraints

There are several constraints that can be written as follows:

(1) Water balance constraint
= V + (5,, + u - Qu )At, i = 1,2, ,7; t = 1,2, ,T (7)

Where V- is the storage of z'-th reservoir at the beginning of stage t; Q is the

Ut u

average discharge of i-th reservoir at stage t; S/j is the average inflows of z'-th
reservoir at stage t; and x is the time of the discharge of the (z-l)-th reservoir
flowing to the z'-th reservoir.
(2) Reservoir storage constraint
V <VM ,
U U z' = l,2, ,7;? = 1,2, J (8)

where VM is the permitted maximum storage of z'-th reservoir at stage t.

i<t

(3) Multiple utilization constraint

V >VN ,
U U i = 1,2, ,7;? = 1,2, ,T (9)

Where FA/,,, is the minimum storage of z'-th reservoir at stage t due to the multiple
utilization.
(4) Navigation constraint
Q >QN„
U i = 1,2, ,7;z = l,2, ,T (10)
where QNj is the minimum discharge of z'-th reservoir to guarantee downstream
navigation.
(5) Turbine discharge constraint
Q <QM ,
Ll i / = 1,2, ,7;/= 1,2, ,T (11)

where QM, is the permitted maximum discharge of the turbine of z'-th hydropower
station.
(6) Power constraint
N <NT ,
U : i = 1,2, ,l;t = 1,2, ,T (12)

where NT is the maximum power that can be generated by z'-th hydropower

t

station, which is determined by water head applied to the turbine.

The mathematical model

According to the above objective function and constraints, the mathematical model can
be written as follows:
 An optimization model for the multiple reservoirs in the Upper Yellow River 257

MAXY\E,-a,A(EF-EX\
V
V^= u+{S Q,_ _ -Q )At u+ u T Ll

VN U < V < VMu U (13)

s.t. \QN <Q <QM i u l

0<N u < NT,

1 = l,2, ,7;t = l,2, ,T

This model is a nonlinear optimization model with 7 • M • T constraints.

MODEL SOLUTION

The Discrete Differential Dynamic Programming (DDDP; Heidari, 1971) is employed

to find the optimal solution to this model. The DDDP model is set up as follows.

Stage variables

The stage variables are chosen as t.

State variables

Vijii = 1,3; t = 1,2, , 7) are chosen as the state variables of DDDP. As reservoir
2,4,5,6,7 have very small regulating capacities, so in this study, the value of V (i = i<t

2,4,5,6,7; t = 1,2, , 7) are assumed to be constant.

The decision variables

The decision variables of DDDP are chosen as the reservoir discharge Q,j(i = 1,3; t =
1,2, , 7). As the value of V , (i = 2,4,5,6,7; / = 1,2, , 7) are assumed to be
U

constant, so Q;,i(i = 2,4,5,6,7; / = 1,2, , I ) are not variables, their values can be
decided according to the following equation:
Qu=S +Q, u
/ = 2,4,5,6,7; f = 1,2,. (14)

Recursive equation

The backward recursive equation is derived to find the model optimal operation
policies stage by stage. The recursive equation is as follows:
F; (V , V ) = MAX[R, + F;
u u +x (V ,
LL+L V 3L+L )},t = T,T-1, ,1 (15)
258 Yangbo Chen et al.

Boundary conditions

The boundary conditions include the followings:

^ + 1 (^ r + 1 .*3. r + i) = 0 (16)

V =V =VM
u lJ+i x (17)
Vyx=V^=VM, (18)
where VM\ and VMi are the dead storage of reservoir 1 and 3, respectively.

The initial result

The initial result is very important in the calculation of DDDP. In this study, the initial
result is selected from the past operation results, so it is a feasible solution.

RESULTS
The model and method for solving this model presented in this paper was used to study
the integrated optimal operation of the seven reservoirs and hydropower stations in the
Upper Yellow River and 33 years of hydrologie data was chosen to do this study. The
stage length is 10 days so there are 1188 stages in total. The reservoir storage of reser­
voir 1 (Longyangxia) and 3 (Liuyangxia) in the whole 33 years are shown in Figs 1
and 2. The results show that there is a 5.89% increase in the average annual electricity
generated by all the seven hydropower stations compared with the results derived by
using the general method (Northwest Institute of Surveying and Design, 1998).
From the optimal results, it has been found that a constraint corridor exists for the
reservoir storage that limits the up and down limitation of the reservoir water storage at
different stages. The corridors of Longyangxia and Liujiaxia are derived and shown in
Figs 3 and 4.

330

59

0I
Fig. 1 Longyangxia Reservoir storage of the 33 years from 1957 to 1990. Most of the
time the reservoir level was above 2580 m, and only in four very dry years was the
reservoir level lower than 2560 m. Longyangxia Reservoir has multi-year regulating
capacity, so the reservoir level was only low to the dead level in several dry years.
An optimization model for the multiple reservoirs in the Upper Yellow River 259

33

10

1 1
Q
Fig. 2 Liujiaxia Reservoir storage of the 33 years from 1957 to 1990. The reservoir
storage is above 1720 m most of the time. This is due to the regulation of
Longyangxia, so that the Liujiaxia Reservoir can maintain a higher water head for the
power generation. Without the Longyangxia Reservoir multi-year regulation, this can
not be achieved. The benefit of integrated operation is acquired.
260 Yangbo Chen et al.

CONCLUSIONS

This paper presents an optimal optimization model for the integrated operation of the
seven reservoirs and hydropower stations in the Upper Yellow River, and the Discrete
Differential Dynamic Programming (DDDP) is employed to find the optimal solution of
this model. The integrated optimal operation policies of the past 33 years were derived
by using this model, and the results show that there has a 5.89% increase in the average
annual electricity generated by all the seven hydropower stations compared with the
result derived by using the general method.

Acknowledgments This study was supported by the Northwest Power Dispatching

Center. The authors thank Professor Hui-Yuan Chen, Senior Engineer Jiaoxin Zhou,
Mr Jinhuai Xue for their beneficial discussions.

REFERENCES
Chen, Y. & Chen, A. ( 1 9 9 6 ) Resen-oir optimal control: theory, method and applications. Science and Technology
Publishing H o u s e of Hubei Province, Hubei, China (in Chinese).
Hcidari, M. (1971) Discrete Differential Dynamic P r o g r a m m i n g approach to water resources system optimization. Water
Resour. Res. 7(2), 2 7 3 - 2 8 2 .
N o r t h w e s t Institute of Surveying and Design ( 1 9 9 8 ) Technical report for the integrated dispatching of Longyangxia and
Liujiaxia by using the general method. N o r t h w e s t Institute of Surveying and design. Xi'an, China (in Chinese).