102
3. A Procedure for Solving the Optimal Expansion
Problem
4
Fig. 3.13 A minimum-cost circulation example: flow values and node numbers in
iterations, 2, 5, and 7. For each arc the ordered triple is (Uj,
, —&»,·); the flow is
{fij} in iteration 2,
in iteration 5, and Ui in iteration 7 (the optimal solution). The
corresponding node numbers are {T»}, IR*, and 2[».
the progress toward the optimal solution after iterations 2, 5, and 7,
respectively.
3·4. Application of the Out-of-Kilter Algorithm to the
Operational Policy Problem
As indicated previously, all the constraints for the OKA must be linear.
In the mathematical model of the OP problem [expressions (2.8)-(2.17)]
all the constraints except (2.10) are linear. Constraint (2.10) was linearized
as follows:
Σ Κ )
Σ Λ jmQimt > Pu
for all i and t
j
m
where Kj is the amount of energy produced by turbine j per acre-foot of
water.