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Dynamic Programming Applications: Water Allocation

The document discusses solving a water allocation optimization problem using dynamic programming. It presents the problem of allocating a maximum quantity of water (Q units) across three crops to maximize total net benefits. It formulates the problem as a sequential decision process and develops both backward and forward recursive equations to solve it. The backward approach develops equations starting from the last stage, while the forward approach starts from the first stage. Both approaches recursively calculate the maximum net benefits that can be obtained at each stage to ultimately determine the optimal allocation across all three crops.

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244 views

Dynamic Programming Applications: Water Allocation

The document discusses solving a water allocation optimization problem using dynamic programming. It presents the problem of allocating a maximum quantity of water (Q units) across three crops to maximize total net benefits. It formulates the problem as a sequential decision process and develops both backward and forward recursive equations to solve it. The backward approach develops equations starting from the last stage, while the forward approach starts from the first stage. Both approaches recursively calculate the maximum net benefits that can be obtained at each stage to ultimately determine the optimal allocation across all three crops.

Uploaded by

slv_prasaad
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Dynamic Programming Applications

Water Allocation

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Introduction and Objectives


Dynamic Programming : Sequential or multistage decision making process Water Allocation problem is solved as a sequential process using dynamic programming Objectives To discuss the Water Allocation Problem To explain and develop recursive equations for backward approach To explain and develop recursive equations for forward approach

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Water Allocation Problem


Consider a canal supplying water for three different crops Maximum capacity of the canal is Q units of water. Amount of water allocated to each field as xi
Field 3 x3

x1 Field 1 x2 Field 2

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Water Allocation Problem contd.


Net benefits from producing the crops can be expressed as a function of the water allotted.

NB1 ( x1 ) = 5 x1 0.5 x1 NB3 ( x3 ) = 7 x3 x3


2

2 2

NB2 ( x2 ) = 8 x2 1.5 x2

Optimization Problem: Determine the optimal allocations xi to each crop that maximizes the total net benefits from all the three crops

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Solution using Dynamic Programming


Structure the problem as a sequential allocation process or a multistage decision making procedure. Allocation to each crop is considered as a decision stage in a sequence of decisions. Amount of water allocated to crop i is xi Net benefit from this allocation is NBi(xi) Introduce one state variable Si :- Amount of water available to the remaining (3-i) crops State transformation equation can be written as

Si +1 = Si xi

defines the state in the next stage

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Sequential Allocation Process


The allocation problem is shown as a sequential process

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Backward Recursive Equations


Objective function: To maximize the net benefits

max NBi ( xi )
i =1

Subjected to the constraints

x1 + x2 + x3 Q 0 xi Q for i = 1,2,3

Let f1 (Q) be the maximum net benefits that can be obtained from allocating water to crops 1,2 and 3 3

f1 (Q ) =

max NB i ( xi ) x1 + x 2 + x 3 Q x1 , x 2 , x 3 0 i =1

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Backward Recursive Equations contd.


Transforming this into three problems each having only one decision variable

NB1 ( x1 ) + max NB2 ( x2 ) + max NB3 ( x3 ) f1 (Q) = max x1 x2 x3 0 x1 Q 0 x2 Q x1 = S 2 0 x3 S 2 x2 = S 3

Now starting from the last stage, let f 3 ( S3 ) be the maximum net benefits from crop 3. State variable S 3 for this stage can vary from 0 to Q Thus,

f 3 ( S 3 ) = max NB3 ( x3 )
x3 0 x3 S 3

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Backward Recursive Equations contd.


But S3 = S 2 x2 . Therefore Hence,

f 3 ( S 3 ) = f 3 ( S 2 x2 )

f1 (Q ) = max NB1 ( x1 ) + max {NB2 ( x2 ) + f 3 ( S 2 x2 )} x1 x2 0 x1 Q 0 x2 Q x1 = S 2


Now, let f 2 ( S 2 ) be the maximum benefits derived from crops 2 and 3 for a given quantity S 2 which can vary between 0 and Q Therefore,

f 2 (S2 ) =

x2 0 x2 Q x1 = S 2

max

{NB2 ( x2 ) + f 3 ( S 2 x2 )}
Optimization Methods: M6L3

D Nagesh Kumar, IISc

Backward Recursive Equations contd.


Now since S 2 = Q x1 , f1 (Q) can be rewritten as

f1 (Q) = max [NB1 ( x1 ) + f 2 (Q x1 )]


x1 0 x1 Q

Once the value of f 3 ( S3 ) is calculated, the value of f 2 ( S 2 ) can be determined, from which f1 (Q) can be determined.

10

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Forward Recursive Equations


Let the function f i ( S i ) be the total net benefit from crops 1 to i for a given input of Si which is allocated to those crops. Considering the first stage,

f1 ( S1 ) = max NB1 ( x1 )
x1 x1 S1

Solve this equation for a range of S1 values from 0 to Q Considering the first two crops, for an available quantity of S 2, f 2 ( S 2 ) can be written as

f 2 ( S 2 ) = max[NB2 ( x2 ) + f1 ( S 2 x2 )]
x2 x2 S 2

11

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Forward Recursive Equations contd.


S 2 ranges from 0 to Q
Considering the whole system, f 3 ( S3 ) can be expressed as,

f 3 ( S 3 ) = max [NB3 ( x3 ) + f 2 ( S 3 x3 )]
x3 x3 S 3 = Q

If the whole Q units of water should be allocated then the value of S 3 can be taken as equal to Q Otherwise, S 3 will take a range of values from 0 to Q

12

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Conclusion
The basic equations for the water allocation problem using both the approaches are discussed A numerical problem and its solution will be described in the next lecture

13

D Nagesh Kumar, IISc

Optimization Methods: M6L3

Thank You

14

D Nagesh Kumar, IISc

Optimization Methods: M6L3

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