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Uniform dynamic planning method for multi-dimensional multi-stage complex decision problem

A dynamic programming, multi-stage technology, applied in the direction of instruments, data processing applications, forecasting, etc., can solve problems such as the curse of dimensionality, achieve large-scale calculations, reduce the number of state combinations, and optimize results reasonably and effectively

Active Publication Date: 2015-03-11
DALIAN UNIV OF TECH
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Problems solved by technology

[0009] The technical problem to be solved by the present invention is to provide a uniform dynamic programming method to solve the curse of dimensionality problem in solving multi-dimensional and multi-stage complex decision-making problems in dynamic programming

Method used

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  • Uniform dynamic planning method for multi-dimensional multi-stage complex decision problem
  • Uniform dynamic planning method for multi-dimensional multi-stage complex decision problem
  • Uniform dynamic planning method for multi-dimensional multi-stage complex decision problem

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Embodiment

[0051] Now take the typical multi-dimensional and multi-stage hydropower optimal dispatching problem as the research background, select Shuihongjiadu and Dongfeng as the research objects, select the runoff process of the flat water year (50%), and use dynamic programming and the method of the present invention to develop cascade hydropower stations respectively Group joint optimization scheduling, the calculation results are shown in Table 3, it can be seen that the dynamic programming needs to discretize the number of state discretes by 200, and the global optimal solution can be obtained by one calculation; the present invention combines the advantages of uniform experimental design and dynamic programming, through multiple The iterative calculation gradually approaches the global optimal solution, but the amount of single calculation is greatly reduced, and it only takes 731ms to converge to the global optimal solution (at this time, the number of discrete states is 21), whic...

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Abstract

The invention belongs to the field of optimal scheduling operation of water and electricity, and discloses a uniform dynamic planning method for a multi-dimensional multi-stage complex decision problem. According to the method, dynamic planning is used as a basic framework, when discrete states in different periods and at different dimensions are combined, uniform experiment design is adopted, only a few highly-representative state combinations are selected to iteratively compute to achieve a globally optimal solution after successive approximation, so that the dynamic planning time complexity and space complexity are effectively reduced, the computation efficiency is greatly improved, and the novel effective method is provided for the solution of the multi-dimensional multi-stage complex decision problem.

Description

technical field [0001] The invention relates to the field of hydropower system decision-making optimization, in particular to a uniform dynamic programming method for multi-dimensional and multi-stage complex decision-making problems. technical background [0002] Multi-dimensional and multi-stage decision-making problems generally exist in the optimal control and production scheduling of complex giant systems such as water conservancy, transportation, and economy, and usually involve huge and complex objectives and constraints. It is difficult to decompose the objectives and constraints, so most of them cannot be selected. Analytical optimization methods usually use dynamic programming that does not have strict requirements on the objective function and constraints to solve. Dynamic programming transforms complex high-dimensional decision-making problems into a series of simple low-dimensional sub-problems with similar structures through segmental dimensionality reduction, ...

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q10/04G06Q50/06
CPCG06Q10/04G06Q50/06
Inventor 程春田冯仲恺牛文静廖胜利武新宇李刚申建建曾筠
Owner DALIAN UNIV OF TECH
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