Solving nonlinear water management models using a combined genetic algorithm and linear programming approach

Gradient-based nonlinear programming (NLP) methods can solve problems with smooth nonlinear objectives and constraints. However, in large and highly nonlinear models, these algorithms can fail to find feasible solutions, or converge to local solutions which are not global. Evolutionary search procedures in general, and genetic algorithms (GAs) specifically, are less susceptible to the presence of local solutions. However, they often exhibit slow convergence, especially when there are many variables, and have problems finding feasible solutions in constrained problems with "narrow" feasible regions. In this paper, we describe strategies for solving large nonlinear water resources models management, which combine GAs with linear programming. The key idea is to identify a set of complicating variables in the model which, when fixed, render the problem linear in the remaining variables. The complicating variables are then varied by a GA. This GA&LP approach is applied to two nonlinear models: a reservoir operation model with nonlinear hydropower generation equations and nonlinear reservoir topologic equations, and a long-term dynamic river basin planning model with a large number of nonlinear relationships. For smaller instances of the reservoir model, the CONOPT2 nonlinear solver is more accurate and faster, but for larger instances, the GA&LP approach finds solutions with significantly better objective values. The multiperiod river basin model is much too large to be solved in its entirety. The complicating variables are chosen here so that, when they are fixed, each period's model is linear, and these models can be solved sequentially. This approach allows sufficient model detail to be retained so that long-term sustainability issues can be explored. (C) 2001 Elsevier Science Ltd. All rights reserved.