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Dual dynamic programing: A note on implementation
Author(s) -
Velásquez Jesús,
Restrepo Pedro J.,
Campo Rafael
Publication year - 1999
Publication title -
water resources research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.863
H-Index - 217
eISSN - 1944-7973
pISSN - 0043-1397
DOI - 10.1029/1999wr900052
Subject(s) - dual (grammatical number) , benders' decomposition , dynamic programming , computer science , term (time) , decomposition , mathematical optimization , order (exchange) , algorithm , mathematics , calculus (dental) , medicine , art , ecology , physics , literature , dentistry , finance , quantum mechanics , economics , biology
This paper presents a correction to the dual dynamic programing algorithm, which was initially published by Pereira and Pinto [1985]. We show that as originally published, the algorithm is correct only for two%stage problems. For problems with three or more stages, there is a term that must be added to the original equations of Pereira and Pinto in order to meet the Benders decomposition requirements. In addition to the mathematical derivation we include an updated description of the algorithm.