On the truncated-Newton approach for the hydropower generation management

Abstract

In the paper we present the motivation for using the Truncated-Newton methodology when obtaining the superbasic stepdirection in an algorithm that maximise the hydropower generation in a multireservoir, multiperiod power system. The decision variables are the water to be released from and stored in each reservoir in each time period over a given time horizon. The function that relates the hydropower generation with the decision variables has a special structure that allows to use second-order information without requiring too-much computer storage and time-consuming.