1.731 Water Resource Systems Spring 2003 Syllabus

 Instructor: Prof. Dennis McLaughlin Rm. 48-209 253-7176 dennism@mit.edu
 This subject is concerned with quantitative methods for analyzing large-scale water resource problems.  Topics covered include the design and management of facilities such as irrigation areas, water treatment plants, and networks of reservoirs and associated canals.  Simulation models and optimization methods are often used to support analyses of water resource problems.   In this subject we will be constructing simulation models with the MATLAB programming language and solving numerical optimization problems  with the GAMS optimzation package.  It is desirable for students taking this subject to have some background in hydrology, linear algebra and programming, although these are not strict prerequisites.  Class periods will generally be divided into 40 minutes of lecture and 40 minutes of related hands-on computer work using laptops available in the classroom. There will be two in-class exams. Homework will vary in complexity from straightforward problem sets to mini-projects which resemble real-world applications. The grade will be based on exams (60%) and homework (40%).  A detailed schedule is provided below.

 Introduction, Modeling, and Simulation
 No. Date Topic and links for examples PS PS links 1 Feb. 4 Case Study: Irrigation and Salination irrigation.m PS1 out PS1&Solutions Word    PDF 2 Feb. 6 Modeling in MATLAB irrigation.m 3 Feb. 11 Probability Review I Random variables, probability distributions cstr.minconc.dat  ;  runoff.mprecip.dat 4 Feb. 13 Probability Review II Expectation; moments, derived distributions, Monte Carlo simulation derived_dist1.m  ;  derived_dist2.m PS1 in, PS2 out PS2&Solutions Word    PDF 5 Feb. 20 Time series, computing empirical event probabilities  runoff_monte.m

 Optimization Concepts
 No. Date Topic and links for examples PS PS links 6 Feb. 25 Formulation of Optimization Problems I Introduction to GAMS transprt.gms PS2 in, PS3 out PS3&Solutions Word    PDF 7 Feb. 27 Formulation of Optimization Problems II convexity.m 8 Mar. 4 Optimality conditions I Example applying optimality conditions optimality.gms 9 Mar. 6 Optimality conditions II Continuation of example yield.gms 10 Mar. 11 Quantifying optimization objectives; Present value and amortization, Multiobjective optimization, parametric analysis pareto.gms PS3 in PS4 out PS4&Solutions Word    PDF 11 Mar. 13 Introduction to stochastic optimization; Incorporating uncertainty pareto.gms 12 Mar. 18 Expected utility and risk aversion, Utility and multiobjective optimization Review for Quiz 1 PS4 in 13 Mar. 20 Quiz 1

 Optimization Algorithms and Applications
 No. Date Topic and links for examples PS PS links 14 April 1 Linear programming concepts and terminology GAMS examples PS5 out PS5&Solutions Word    PDF 15 April 3 Solving linear programming problems GAMS examples 16 April 8 Shadow prices and sensitivity analysis GAMS examples PS5 in PS6 out PS6&Solutions Word    PDF 17 April 10 Case Study: River Basin Planning 18 April 15 Nonlinear programming GAMS examples 19 April 17 Incorporating simulation models into optimization algorithms MATLAB implementation PS6 in PS7 out PS7&Solutions Word    PDF 20 April  24 Case Study: Optimal management of irrigated agriculture 21 TBA Dynamic programming I MATLAB implementation 22 May 1 Dynamic programming II MATLAB implementation PS7 in, PS8 out PS8&Solutions Word     PDF 23 May 6 Case Study: Capacity expansion 24 May 8 Stochastic dynamic programming 25 May 13 Case Study: Evaluating infrastructure options in Thailand PS8 in 26 May 15 Quiz 2