Several successful applications of optimal control theory based on the Pont
ryagin's minimum principle have been recorded in literature for optimizing
the operating policy of multi-reservoir systems. However, the application o
f optimal control theory in sizing multi-reservoir systems resulted in sub-
optimal solution. In this study, an optimization model based on a new compo
site algorithm is introduced. This model applies optimal control theory and
penalty successive linear programming as two promising techniques to optim
ize large and complex water supply systems. The epsilon constraint approach
was implemented in the model in order to consider the two non-commensurate
objectives of minimizing cost and water deficit. The application of this m
odel to a multi-reservoir system was compared to an existing dynamic progra
mming model. The result of this study showed that the developed model is a
very promising optimization method to design multi-reservoir systems regard
less of their sizes. (C) 2000 Elsevier Science Ltd. All rights reserved.