Solving large nonconvex water resources management models using generalized benders decomposition

cg.authorship.typesCGIAR single centre
cg.identifier.doihttps://doi.org/10.1287/opre.49.2.235.13537
cg.identifier.projectIFPRI - Archive
cg.issn0030-364X
cg.issn1526-5463
cg.issue2
cg.journalOperations Research (INFORMS)
cg.reviewStatusPeer Review
cg.volume49
dc.contributor.authorCai, Ximing
dc.contributor.authorMcKinney, Daene C.
dc.contributor.authorLasdon, L. S.
dc.contributor.authorWatkins, D.
dc.date.accessioned2024-10-24T12:44:23Zen
dc.date.available2024-10-24T12:44:23Zen
dc.identifier.urihttps://hdl.handle.net/10568/156499
dc.titleSolving large nonconvex water resources management models using generalized benders decompositionen
dcterms.abstractNonconvex nonlinear programming (NLP) problems arise frequently in water resources management, e.g., reservoir operations, groundwater remediation, and integrated water quantity and quality management. Such problems are usually large and sparse. Existing software for global optimization cannot cope with problems of this size, while current local sparse NLP solvers, e.g., MINOS (Murtagh and Saunders 1987), or CONOPT (Drud 1994) cannot guarantee a global solution. In this paper, we apply the Generalized Benders Decomposition (GBD) algorithm to two large nonconvex water resources models involving reservoir operations and water allocation in a river basin, using an approximation to the GBD cuts proposed by Floudas et al. (1989) and Floudas (1995). To ensure feasibility of the GBD subproblem, we relax its constraints by introducing elastic slack variables, penalizing these slacks in the objective function. This approach leads to solutions with excellent objective values in run times much less than the GAMS NLP solvers MINOS5 and CONOPT2, if the complicating variables are carefully selected. Using these solutions as initial points for MINOS5 or CONOPT2 often leads to further improvements.en
dcterms.accessRightsLimited Access
dcterms.bibliographicCitationCai, Ximing; McKinney, Daene C.; Lasdon, L. S.; Watkins, D. 2001. Solving large nonconvex water resources management models using generalized benders decomposition. Operations Research (INFORMS) 49(2): 235-245. https://doi.org/10.1287/opre.49.2.235.13537en
dcterms.extentpp. 235-245
dcterms.issued2001-04
dcterms.languageen
dcterms.publisherInstitute for Operations Research and the Management Sciences (INFORMS)
dcterms.replaceshttps://ebrary.ifpri.org/digital/collection/p15738coll5/id/3115
dcterms.subjectwater managementen
dcterms.subjectwater resourcesen
dcterms.typeJournal Article

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