用逐步对冲方法求解不确定性下的水资源管理问题

Solving Water Resources Management Problem under Uncertainty by a Progressive Hedging Method

摘要: 水是人类生存和经济增长的一种稀缺和必不可少的资源，在不确定条件下合理分配有限的水资源 对制定经济策略有重要意义。 本文将一个农业灌溉系统的两阶段随机规划模型等价转化为两阶段 随机变分不等式，然后运用逐步对冲方法求解。 实验结果表明该算法能高效求解出合理稳定的最 忧解和最忧目标函数值。

Abstract: Water is a vital yet limited resource essential for human survival and economic de- velopment. The rational allocation of constrained water resources under conditions of uncertainty holds significant importance for the formulation of effective economic s- trategies. This paper reformulates a two-stage stochastic programming model designed for agricultural irrigation systems into a two-stage stochastic variational inequality, subsequently solving it through a progressive hedging method. The experimental re- sults show that the algorithm can find a reasonable and stable optimal solution and the optimal objective function value efficiently.