As we confront the challenges of managing river basin systems with a large number of reservoirs and increasingly uncertain tradeoffs impacting their operations (due to, e.g. climate change, changing energy markets, population pressures, ecosystem services, etc.), evolutionary many-objective direct policy search (EMODPS) solution strategies will need to address the computational demands associated with simulating more uncertainties and therefore optimizing over increasingly noisy objective evaluations. Diagnostic assessments of state-of-the-art many-objective evolutionary algorithms (MOEAs) to support EMODPS have highlighted that search time (or number of function evaluations) and auto-adaptive search are key features for successful optimization. Furthermore, auto-adaptive MOEA search operators are themselves sensitive to having a sufficient number of function evaluations to learn successful strategies for exploring complex spaces and for escaping from local optima when stagnation is detected. Fortunately, recent parallel developments allow coordinated runs that enhance auto-adaptive algorithmic learning and can handle scalable and reliable search with limited wall-clock time, but at the expense of the total number of function evaluations. In this study, we analyze this tradeoff between parallel coordination and depth of search using different parallelization schemes of the Multi-Master Borg on a many-objective stochastic control problem. We also consider the tradeoff between better representing uncertainty in the stochastic optimization, and simplifying this representation to shorten the function evaluation time and allow for greater search. Our analysis focuses on the Lower Susquehanna River Basin (LSRB) system where multiple competing objectives for hydropower production, urban water supply, recreation and environmental flows need to be balanced. Our results provide guidance for balancing exploration, uncertainty, and computational demands when using the EMODPS framework to discover key tradeoffs within the LSRB system.

Balancing Exploration, Uncertainty Representation and Computational Time in Many-Objective Reservoir Policy Optimization

GIULIANI, MATTEO;CASTELLETTI, ANDREA FRANCESCO
2016

Abstract

As we confront the challenges of managing river basin systems with a large number of reservoirs and increasingly uncertain tradeoffs impacting their operations (due to, e.g. climate change, changing energy markets, population pressures, ecosystem services, etc.), evolutionary many-objective direct policy search (EMODPS) solution strategies will need to address the computational demands associated with simulating more uncertainties and therefore optimizing over increasingly noisy objective evaluations. Diagnostic assessments of state-of-the-art many-objective evolutionary algorithms (MOEAs) to support EMODPS have highlighted that search time (or number of function evaluations) and auto-adaptive search are key features for successful optimization. Furthermore, auto-adaptive MOEA search operators are themselves sensitive to having a sufficient number of function evaluations to learn successful strategies for exploring complex spaces and for escaping from local optima when stagnation is detected. Fortunately, recent parallel developments allow coordinated runs that enhance auto-adaptive algorithmic learning and can handle scalable and reliable search with limited wall-clock time, but at the expense of the total number of function evaluations. In this study, we analyze this tradeoff between parallel coordination and depth of search using different parallelization schemes of the Multi-Master Borg on a many-objective stochastic control problem. We also consider the tradeoff between better representing uncertainty in the stochastic optimization, and simplifying this representation to shorten the function evaluation time and allow for greater search. Our analysis focuses on the Lower Susquehanna River Basin (LSRB) system where multiple competing objectives for hydropower production, urban water supply, recreation and environmental flows need to be balanced. Our results provide guidance for balancing exploration, uncertainty, and computational demands when using the EMODPS framework to discover key tradeoffs within the LSRB system.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11311/1029372
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