4th international conference on flood defence

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4th International Conference on Flood Defence C. Hübner , D. Muschalla and M. W. Ostrowski ihwb Mixed-Integer Optimization Of Flood Control Measures Using Evolutionary Algorithms 7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 1 / 20

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4th International Conference on Flood Defence. C. Hübner , D. Muschalla and M. W. Ostrowski. ihwb. Mixed-Integer Optimization Of Flood Control Measures Using Evolutionary Algorithms. Outline. Introduction Mixed-Integer Optimization Processes of ES-Optimization Pareto Optimal Results - PowerPoint PPT Presentation

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4th International Conferenceon Flood Defence

C. Hübner , D. Muschalla and M. W. Ostrowski

ihwb

Mixed-Integer Optimization Of Flood Control Measures Using Evolutionary Algorithms

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 1 / 20

Outline

Introduction

Mixed-Integer Optimization

Processes of ES-Optimization

Pareto Optimal

Results

Conclusions

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 2 / 20

Introduction

Flood control should be considered integrated

Resources should be used efficient and effective

European Commission proposes new flood protection directive

Costs Benefit is considered as key point

Considering integrated flood control rises the modeling complexity

Optimization of a huge bandwidth of flood control strategies is at present limited

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 3 / 20

Introduction

Urban areas

Restoration

Widening /

River bed modification

Widening

Polder

Flood ControlReservoir

Flood ControlReservoirRemove

sealed areas

ns = 5nc = 144

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 4 / 20

A

Introduction

(HUGHES 1971) Optimierung der Abgabestrategien durch Lagrange Multiplikatoren

(MEYER-ZURWELLE 1975) Optimierung der Abgabestrategien von Hochwasserspeichersystemen durch Dynamische Programmierung (DP)

(BOGÁRDI 1979) Optimierung der Ausbaureihenfolge von Hochwasserrückhaltebecken durch Branch-and-Bound Verfahren

(BAUMGARTNER 1980) Optimierung Hochwasser-Steuerungsprozesse durch reduzierte Gradienten Verfahren

(MAYS & BEDIENT 1982), (BENNETT & MAYS 1985) und (TAUR ET AL. 1987) setzen Dynamische Programmierung zur Optimierung von HWS-Maßnahmen ein

(ORMSBEE, HOUCK, & DELLEUR 1987) erweitern die Anwendung der Dynamischen Programmierung auf zwei verschiedene Zielsetzungen.

(OTERO ET AL. 1995) setzen genetische Algorithmen

(LOHR 2001) optimiert Betriebsregeln Wasserwirtschaftlicher Speichersysteme mit evolutionsstrategischen Algorithmen.

(BRASS 2006) optimiert den Betrieb von Talsperrensystemen allerdings mittels Stochastisch Dynamischer Programmierung (SDP)

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 5 / 20

Introduction

Development of an integrated Modeling System, which allows multicriteria optimization of flood control strategies

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 6 / 20

Optimization of flood control measures according the type of the measure, its location and its specific parameters

Enable „a posteriori“ decision making by the use of multicriteria evolutionary optimization and Pareto Optimal Solutions

The use of evolutionary algorithms allows optimization without reducing the complexity of the models

Hydrologic ModelBlueMR

BlueMEVO

for Real Variables

BlueMEVO

for CombinatorialProblems

+ +

Mixed-Integer Optimization

Continuous variablesThese are variables that can change gradually in arbitrarily small steps

Ordinal discrete variablesThese are variables that can be changed gradually but there are minimum step size(e.g. discretized levels, integer quantities)

Nominal discrete variablesThese are discrete parameters with no reasonable ordering(e.g. discrete choices from an unordered list/set of alternatives, binary decisions).

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 7 / 20

Mixed-Integer Optimization

1 1 1f ,..., , ,..., , ,..., minr z dn n nr r z z d d

min max, , 1,...,i i i rr r r i n R

min max, , 1,...,i i i zz z z i n Z

,1 ,,..., , 1,...,ii i i di Dd D d d i n

with:

Objective Function:

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 8 / 20

Continuous variables:

Ordinal discrete variables:

Nominal discrete variables:

A

Processes of ES-Optimization

Continuous variables Nominal discrete variables

Selektion (μ + λ)

Reproduktion Selektiv

Multi-Rekombination (x/x) Multi-Rekombination (x/y)

Reproduktion Order Crossover (OX) Cycle Crossover (CX)

Partially-Mapped Crossover (PMX)

Mutation Rechenberg Schwefel

Mutation RND Switch

Dyn RND Switch

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 9 / 20

Evaluation by the use of BlueMRA

1

2

0

2

0

3

1

Nominal discrete Problem &Mixed-Integer Optimization

M B

M A

KM

0

1

2

River

Downstream

Path Representation

AB

C

DE

FG

M B

M A

M C

0

1

2

M B

M A

KM

0

1

2

M B

M A

M C

0

1

2

KM

M A0

1 M B

M A

M C

0

1

2

M B

M A

KM

0

1

2

KM3 M D3

KM4

KM3

0 2 0 23 11

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 10 / 20

A

Mixed-Integer Optimization

Parent Path A: 0 2 0 23 11

Parent Path B: 2 3 1 40 02

Cut Points

Child: 0 2 0 40 02

Partially Mapped Crossover Reproduction

Sub Path Mutation

Child: 0 2 0 40 02

Mutated Child: 1 0 0 42 02

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 11 / 20

Pareto efficiency / Pareto optimality

In case of mono-criteria problems only one exact solution

Reduction of the multi-criteria problems to mono-criteria problems by the use of weighting vectors

Subjective and arbitrary decisions

In the case of flood control optimisation -> multicriteria problem

No single solution

Search for a set of solutions where each solution is optimal

Aim is to find solutions where an improvement of an objective value can only be achieved by degradation of another objective value

This set es called Pareto efficiency or Pareto optimal

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 12 / 20

Pareto Optimal

f1

ψ2 f2

ψ1Pareto Front

Objective SpaceDecision Space

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 13 / 20

Use Case River ErftCombinatorial Optimization

Loc I

River

Downstream

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 14 / 20

Qmax

[m³/s]A

Investment Costs [€]B

Loc II

Loc VII

Loc IXLoc VIII

Loc VI

Loc V

Loc IV

Loc III

maxz Qtat

1

Nz Cnk

n

Objective A:Minimization of the maximum discharge

Objective B:Reducing the Investment costs

Inve

stm

ent

Cos

ts

[€]

BlueMEVO

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 15 / 20

Qmax [m3/s]

Use Case Erft + TestsystemMixed-Integer Optimization

Dike high.Restauration

No Measure

BasinPolder

Basin

No MeasureBypass

Bypass

No Measure

0

1

2

0

1

2

3

0

1

2

MeasureLocation I

MeasureLocation II

MeasureLocation III

River

Downstream

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 16 / 20

Qmax

[m³/s]A

Qmax

[m³/s]B

Investment Costs [€]

0

1

2

0

3

10

1

V, CS, …kst, L, …

L, W, …

A

Use Case Erft + TestsystemMixed-Integer Optimization

maxz Qtat

1

Nz Cnk

n

Objective A:minimization of the maximum discharge

Objective C:Reducing the Investment costs

maxz Qtbt

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 17 / 20

Objective B:minimization of the maximum discharge

Inve

stm

ent C

osts

[€] C

Qmax, A [m3/s]

Qmax, B

[m3/s]

BlueMEVO

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 18 / 20

Inve

stm

ent C

osts

[€]

C

Qmax, A

Qmax, B

[m3/s]

Inve

stm

ent C

osts

[€]

C

Qmax, B

[m3/s]

Qmax, A [m3/s]

BlueMEVO

Hypervolume

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 19 / 20

Conclusions / Outlook

Used model and optimization system BlueMR + BlueMEVO allows Optimization of flood control measures fast and reliable

No restriction concerning the used model, because of the separation of modeling and optimization system

Hydraulic interconnection and influence of the measures is always considered

Defining the optimization variables is complex

Fast and efficient scan of the hole solution space

Algorithm is able to find the global optima

Deliberate use of results

Enhancement of the optimization algorithms for ordinal discrete variables

Parallel optimization

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 20 / 20

Optimierung der HW-Maßnahmen

22.03.2008 | Fachbereich Bauingenieurwesen und Geodäsie | Institut für Wasserbau und Wasserwirtschaft | Prof. Dr.-Ing. M. W. Ostrowski | 21 / xx

Thank you very much

for your attention

www.nofdp.net

www.riverscape.eu

www.ihwb.tu-darmstadt.de Christoph Hübner

Fin

Outline

BA

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 22 / 20

Schema des Optimierungssystems

Optimierung der HW-Maßnahmen

7 May 2008 | TU Darmstadt | Section of Engineering Hydrology and Water Management | Prof. Dr.-Ing. M. W. Ostrowski | Christoph Hübner | 23 / 20