Flooding Probability Constrained Optimal Design

of Trapezoidal Channels
Amlan Das1

Abstract: Trapezoidal open channels are designed for specified slope, specific lining materials, and for a specified design flow. These
input design parameters are prone to uncertainties. The freeboard is used to confine the flow within the limits of the channel cross section
and to accommodate the uncertainty effects. Because of the size of uncertainty, the flow can overtop the freeboard with a “flooding
probability.” To design an optimum channel cross section for safety against overtopping, the flooding probability constrained optimum
channel design concept is introduced. An optimization model was developed which has two objective functions of minimizing the total
cost of the channel and minimizing the flooding probabilities subject to uniform flow equation as constraint. The constraint method of
multiobjective optimization is used in which the objective of minimizing the flooding probability is converted to a constraint, and the
resulting single objective optimization problem is solved. The flooding probability constraint is developed by using the first order analysis.
The final single objective optimization model is highly nonlinear and requires the use of the projected augmented Lagrangian technique.
The optimization model is applied for two cases, namely, channels having composite roughness and channels having uniform roughness.
The solution results of the analysis established the potential of the model.
DOI: 10.1061/共ASCE兲0733-9437共2007兲133:1共53兲
CE Database subject headings: Open channels; Roughness; Floods; Optimization; Lining.

Introduction the freeboard with a “flooding probability.” This paper documents

Trapezoidal open channels are widely used as irrigation, drainage,
water transmission, and power canals. These channels are laid on
a specified slope, fabricated by using specific lining materials, and
designed to convey a specified design flow. These input design
parameters are prone to various uncertainties. The inaccurate con-
trol at the off take point of the channel, and lateral inflow caused
by variable surface and subsurface runoff, introduce uncertainty
in the estimation of design flow. The actual roughness values of
the lining materials after fabrication may differ from the mean
roughness values assumed in the design. The freeboards are used
to confine the flow within the limits of the channel cross section
and to accommodate the uncertainties. A channel design is a suc-
cess so long as the flow does not overtop the freeboard limits. A
good design seeks to maintain the economy and success of the
canal throughout its period of operation. The traditional optimal
design seeks to determine the optimum geometric dimensions of a
cross section that can carry the specified design flow for assumed
values of channel roughness along the channel of specified cross-
sectional shape and size, longitudinal bed slope, and other im-
posed limitations on some geometric dimensions. In this process a
freeboard is needed to accommodate the uncertainties. However,
because of the size of the uncertainties, the flow can still overtop
1
Assistant Professor, Dept. of Civil Engineering, National Institute of
Technology, Durgapur 713209, West Bengal, India.
Note. Discussion open until July 1, 2007. Separate discussions must
be submitted for individual papers. To extend the closing date by one
month, a written request must be filed with the ASCE Managing Editor.
The manuscript for this paper was submitted for review and possible
publication on August 2, 2005; approved on May 17, 2006. This paper is
part of the Journal of Irrigation and Drainage Engineering, Vol. 133,
No. 1, February 1, 2007. ©ASCE, ISSN 0733-9437/2007/1-53–60/
$25.00.
the development of the optimization model for channel design
that takes the flooding probability into account.
To reduce cost and improve the aesthetic appearance, the chan-
nel is usually fabricated by using locally available cheaper con-
struction materials along the side of the channel and more costly
cement concrete on the bed. Chow 共1959兲 defined these channels
as composite channels in which roughness varies along the wetted
perimeter. The open channel cross-sectional design is generally
based on a one-dimensional analysis of steady flow in which the
composite roughness is conventionally expressed as an equivalent
Manning “n.” Yen 共2002兲 listed 17 equivalent roughness formu-
lations out of which the equivalent roughness expression of
Horton 共1933兲 and Einstein 共1934兲 present a case in which the
channels having uniform roughness become a special case of
channels with composite roughness. Das 共2000a兲 used the Horton
共1933兲 and Einstein 共1934兲 equivalent roughness equation, and
Jain et al. 共2004兲 used Lotter’s 共1993兲 equation for optimal design
of a trapezoidal cross section with composite roughness. Guo and
Hughes 共1984兲 used freeboard as an input variable in the optimal
design of open channels. Monadjemi 共1994兲, Froehlich 共1994兲,
and Das 共2000a兲 used the Lagrange multiplier method of con-
strained optimization technique in optimal design of channels.
Das 共2000a兲 presented computational algorithms for solving the
system of simultaneous equations that result from the application
of the Lagrange multiplier method in optimal design of channels.
These studies considered deterministic optimal design.
The Manning equation is widely used to estimate the uniform
flow in an open channel 共Chow 1959兲. According to Manning’s
equation, there exists one unique discharge for a given set of
values of Manning’s n, longitudinal bed slope, side slope, bed
width, and flow depth. Given that other parameters and geometric
dimensions are specified, the flow depths increase when either or
both the design flow and the Manning’s n increase. The flow and

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Fig. 1. Definition sketch for trapezoidal cross section having
composite roughness
Manning’s n are random variables and the randomness arises
from uncertainties associated with their values. In the literature,
the probabilistic design of open channels are addressed by Easa
共1992兲. The risk analysis for hydraulic design is addressed by
Tung and Mays 共1980兲, Lee and Mays 共1986兲, and Chow et al.
共1988兲. The deterministic optimum channels are also prone to
variation in design parameters. A flooding probability analysis is
performed before formulating a flooding probability constrained
optimum design model, and a part of the present study is devoted
to this end.
The traditional risk analysis is used to determine the probabil-
ity of overtopping the freeboard limits when the input parameters
equal or exceed a specified upper limit of a given probability. The
chance constrained design seeks to obtain channel dimensions
that have extra allowances for the variation of specified probabili-
ties in design flow, channel roughness, and other parameters over
the mean design values. The flooding probability constrained op-
timal design seeks to obtain the optimum dimensions of the chan-
nel cross section along with the specified freeboard in a manner
that the flow cross section will just convey the design flow and
the freeboard will just accommodate with a specified flooding
probability. The present study introduces this concept of flooding
probability constrained optimal design of open channels.
The objective of the present study is to develop a model for
flooding probability constrained optimal design of channels hav-
ing composite roughness that addresses the random variation of
design input parameters. To ensure that the channel flow will not
overtop the freeboard with a certain probability, a flooding prob-
ability constraint is added to the optimization model. The flooding
probability constraint is developed by considering the random
variation of the composite Manning’s n values along the channel
perimeter for the design flow, flow depths, and longitudinal
slopes. The incorporation of a flooding probability constraint
within the traditional optimization models for channel cross-
sectional design is the main contribution of the present study.
Mathematical Formulation
Fig. 1 shows a definition sketch of the trapezoidal cross section
having composite roughness. In this definition sketch: b⫽bed
width; y⫽flow depth; Z1 and Z2⫽side slopes; n1, n2, and
n3⫽ Manning’s n values for perimeters P1f , P2f , and P3f , respec-
tively; and f⫽freeboard above the free water surface. The present
optimization model is based on the assumptions that: 共1兲 the cost
parameters are deterministic; 共2兲 the Horton 共1933兲 and Einstein
共1934兲 equivalent roughness formula is valid for computation of
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mean equivalent roughness; 共3兲 the Manning’s n values, longitu-
dinal slope values, design flow, and flow depths are probabilistic;
共4兲 the Manning’s n values, longitudinal slope values, and design
flow are mutually independent and flow depth is dependent on
these mutually independent variables; 共5兲 all randomly variable
parameters follow normal distribution; and 共6兲 the first order un-
certainty analysis method given in Chow et al. 共1988兲 depicts the
random variations. The objective function seeks to minimize the
total construction cost per unit running length of channel cross
section that is obtained by summing up the cost for the cross-
sectional area, cost for lining the two side faces using two differ-
ent lining materials, and cost for lining the bed. These costs apply
for the total cross section that includes the wetted part and free-
board part. The overall objective function is expressed as
F共x兲 = c1A f + c2 P1f + c3 P2f + c4 P3f 共1兲
in which A f ⫽total area of the cross section; c1⫽per unit area cost
for cross-sectional area; c2⫽per unit length cost for perimeter P1f ;
c3⫽per unit length cost for perimeter P2f ; c4⫽per unit length cost
for the perimeter P3f ; F共x兲⫽objective function expressed as a
function of x; and x⫽vector dependent on b, y, Z1, and Z2. The
first constraint of the model is the Manning’s uniform flow equa-
tion describing the mean channel capacity which may be ex-
pressed as 共Das 2000a兲
A5/3
Q = 冑S0 共2兲
共兺 n 3/2
i Pi 兲
2/3
where Q⫽design flow; S0⫽longitudinal bed slope;
A⫽cross-sectional area of flow; Pi⫽flow wetted perimeters
共i = 1 , 2 , 3兲; and ni⫽Manning’s n values 共i = 1 , 2 , 3兲. The next con-
straint is the chance constraint. In real life situation, the actual
flow may exceed the design flow because of probable fault in the
control of flow at the off take point, and the uncertain lateral
inflow. The actual Manning roughness values may exceed the
assumed design values because of imperfections in fabrication.
The physical bed slope achieved may differ from the design val-
ues because of fabrication faults. These variations can cause the
occasional flooding of man made open channels. To maintain pro-
visions for these possible variations within the designed cross-
sectional dimensions, a flooding probability constraint must be
incorporated in the optimal design model. In this study, the flood-
ing probability constraint is developed by using the first order
analysis that essentially uses the calculus based differentiation of
the Manning uniform flow Eq. 共2兲 with respect to the random
variables. To include the effect of change in design flow, the
following derivative of Eq. 共2兲 is required.
冋 册
dQ
=Q
5 1 dA 2
−
1 d
共兺 n 3/2
i Pi 兲 共3兲
dy 3 A dy 3 共兺 n3/2
i Pi 兲 dy
To account for the uncertain chance of variation of bed slopes, the
following derivative is needed:
dQ Q
= 共4兲
dS0 2S0
The following derivative is to account for the effects of variation
of Manning’s roughness:
冋 共兺 册
dQ
=−Q
2 1 d
共兺 n 3/2
i Pi 兲 共5兲
dni 3 n3/2
i Pi 兲 dni
The following results from application of basic calculus:
 dy
=
dQ dQ
1
共6兲 S2y = 冉 冊 冉 冊 冉 冊 冉 冊
dy
dQ
2
SQ2 +
dy
dn1
2
S2n1 +
dy
dn2
2
S2n2 +
dy
dn3
2
S2n3

dy
+冉 冊 dy

冉 冊
冋
dS0
冉 冊 冉 冊2
S2S0 =
1
dQ 2 SQ2 +
dQ
dn1
2
S2n1 +
dQ
dn2
2
S2n2

dy dy dQ 1 dQ dy

冉 冊 冉 冊 册
= = 共7兲
dni dQ dni dQ dni dQ 2
dQ 2

dy + S2n3 + S2S0 共9兲

dn3 dS0
which may be rearranged to give the following:

冋 冉 冊 冉 冊 冉 冊
dy dy dQ 1 dQ
= = 共8兲 dQ 1 2 dQ 2
dQ 2
dQ 2
dS0 dQ dS0 dQ dS0 = SQ + S2n1 + S2n2 + S2n3
dy Sy dn1 dn2 dn3

冉 冊 册
dy
2 1/2
dQ
According to the fourth assumption, the variance of y 共=Sy兲, is + S2S0 共10兲
dS0
dependent on the variance of mutually independent variables
Q 共=SQ兲, n1 共=Sn1兲, n2 共=Sn2兲, n3 共=Sn3兲, and S0 共=SS0兲 and is ex- After substituting dQ / dy from Eq. 共3兲 in Eq. 共10兲 the following is
pressed as 共Chow et al. 1988兲 written:

5 dA
−
A dy 共
兺
2 d
n P 兲 dy
3/2
共兺 n 3/2
i Pi 兲 = S3 再再 冋 共兺
SQ2 4
+
Q2 9
1 d
ni Pi dn1
3/2
兲
共兺 n 3/2
i Pi 兲 册 冊 冋 共兺
2
S2n1 +
4
9
1 d
ni Pi dn2
3/2
兲
共兺 n 3/2
i Pi 兲 册 2
S2n2

冎
i i y

+
4
9 冋 共兺 1
n3/2 兲
d
dn3
共兺 n 3/2
i Pi 兲 册 2
S2n3 +
1
4S20
S2S0
1/2

再再
i Pi

=
3
Sy
SQ2
Q2 9
+
共兺 n
4
3/2 2
兲
再冋 d 3/2
dn1
2
共n1 P1兲 S2n1 +
d 3/2
dn2
册 册册 冋
2
共n2 P2兲 S2n2 册
冎
i Pi

+ 冋 d 3/2
dn3
2
1
册
共n3 P3兲 S2n3 + 2 S2S0
4S0
1/2

=
3
Sy 再再 SQ2
Q2
+
共兺 n
1
3/2
i Pi 兲 册
2 关n1 P1Sn1兴 +关n2 P2Sn2 + n3 P3Sn3兴 +
2 2 2 2 2 2
4S0
1 2
2 S S0 冎 1/2
共11兲

Finally, the following compact form of the flooding probability Two specific cases of Eq. 共12兲 are of interest to practical en-
constraint is written: gineering. Case 1 where n1 ⫽ n2 ⫽ n3 represents the ideal case, in
which the chance constraint takes the form as given in Eq. 共12兲.
Case 2 where n1 = n2 = n3 represents channels with all faces having
5 dA
−
2 d
共兺 n 3/2
i Pi 兲
共兺 兲
identical roughness. For this case terms containing n2 and n3 get
A dy n3/2 dy

再 冎
i Pi dropped, P1 and P1f capture the complete perimeter information,
3 SQ2 1 1 1/2 c2 = c3 = c4, and Eq. 共2兲 is written as
= + 兺 ni P2i Sn2i + 2
2 S S0 共12兲
Sy Q2 共兺 n 3/2
i Pi
2
兲 4S0
冑S0 A5/3
The constraint 共12兲 represents the deterministic equivalent of the Q= 共14兲
n1 P2/3
1
actual probabilistic constraint that is represented as
and Eq. 共12兲 is written as
P共y ⬎ y + f兲 = K1 共13兲
which literally means that the probability of exceedence of flow
depth over the freeboard is a fixed value K1. Because of the con-
straint 共13兲 the overall optimization problem is a probabilistic
5 dA 2 d
−
A dy P1 dy
共P1兲 = +
2

+
2
3 SQ2 Sn1 SS0
Sy Q2 n21 4S20
再 冎 1/2

共15兲

optimization problem. To obtain a solution, the deterministic ver- For the general case of composite roughness, Eqs. 共2兲 and 共12兲
sion of the problem is solved, for which a procedure for obtaining represent the constraints of the optimization model. The complete
the values of variances must be explained and is given optimization problem is expressed as
separately. Minimize

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 F共x兲 = c1A f + c2 P1f + c3 P2f + c4 P3f 共16兲 C2共x兲 at the current iterate xi. ␳⫽scalar penalty parameter. The
subproblems are solved by using the reduced-gradient algorithm
Subject to in conjunction with a quasi-Newton algorithm. MINOS 共Murtagh
1. Uniform flow constraint and Saunders 1993兲, a standard implementation of the aforesaid
Q A5/3 computational algorithm that was used in Das 共2000b兲, was used
C1共x兲 = − =0 共17兲
冑S0 共兺 n 3/2
i Pi
2/3
兲
to solve the present optimization problem.

2. Deterministic version of flooding probability constraint

Procedure of Obtaining Values of Variances
C2共x兲 =
5 dA
−
2 d
共兺 n3/2
i Pi 兲
A dy 共兺 ni Pi dy
3/2
兲 Chow et al. 共1988兲 defined the standard normal variable Z as

−
3
Sy 再 SQ2
Q2
+
共兺
1
n3/2
i Pi
2
兲
兺 ni P2i Sn2i +
1
4S0
2
2 S S0 冎 1/2
=0 Z=
X−␮
␴
where X⫽value of the random variable; ␮⫽mean value of X;
共22兲

共18兲
Here, C1共x兲 and C2共x兲 represent the two constraints as functions
of x 共i.e., b , y , Z1, and Z2兲. The objective function 共16兲 together
with equality type constraints 共17兲 and 共18兲 constitute the deter-
ministic version of the actual probabilistic optimization problem.
The non-negativity restrictions are also applied. Note that, drop-
ping out of constraint 共18兲 will convert the optimization problem
to a deterministic version reported in Das 共2000a兲. Here, the ap-
plication of Lagrange multiplier 共LM兲 technique based methodol-
ogy of Monadjemi 共1994兲, Froehlich 共1994兲, and Das 共2000a兲 will
give the required governing equations for the desired optimal so-
lutions and was attempted. However, the LM technique was
found to be inadequate to solve this optimization problem be-
cause, by starting from any arbitrary starting point, the arrival to
a final optimal solution could not be ensured. A series of explor-
atory attempts were made to finally identify that the constraint
共18兲 makes the optimization problem highly nonlinear and the
LM technique based methodology performs unsatisfactorily for
the present problem. Therefore, the projected augmented La-
grangian 共PAL兲 technique 共Murtagh and Saunders 1993兲 was
adopted. Starting from an initial guess solution, the PAL tech-
nique performs a sequence of linearly constrained subproblem
solving major iterations. In each major iteration the following
optimization problem is solved:
Minimize
␴2⫽variance of X. In sample statistic, ␮ = X̄, and ␴ = SX. For a
given value of Z, the standard normal probability distribution
function value FZ共Z兲 is obtained from a table of cumulative prob-
ability of the standard normal distribution 共see Chow et al. 1988兲.
For Z ⬍ 0, one has to use FZ共Z兲 = 1 − FZ共兩Z 兩 兲 where
FZ共兩Z 兩 兲⫽tabulated value for 兩Z兩 and 兩Z兩⫽absolute value of Z. For
the present optimization problem, independent values of K1 for
Q , y , n1 , n2 , n3, and S0 are specified which represent the 关1
− FZ共Z兲兴 values for the respective random variables. The FZ共Z兲
and corresponding Z values are stored in array form. From speci-
fied values of K1, the Z values are determined by using linear
interpolation of array of 关FZ共Z兲 , Z兴. The next step is to obtain the
values of the variances. As an example, for variable y , 兵共y + f兲
− y其 represents 共X − ␮兲. Therefore, Sy is obtained by using Eq.
共22兲. The procedure is repeated for other random variables.
Flooding Probability Analysis of Deterministic
Optimum Channel Cross Section
The objective of this flooding probability analysis is twofold.
First, it will reflect the vulnerability of the deterministic optimum
channel cross section against the random variation of design input
parameters and establish the need for a chance constrained de-

冋冋 再 冎册
sign. Second, the present flooding probability constrained optimal

F共x兲 + ␭1i C1共x兲 − C1共xi兲 +

⳵ C1共x兲
⳵x
冏 共x − xi兲
design model can be verified for its correctness by using the re-
sults of flooding probability analysis. The flooding probability
analysis is performed for two specific cases of 共1兲 channels hav-

冋冋 再 冎册
x=xi

+ ␭2i C2共x兲 − C2共xi兲 +

⳵ C2共x兲
⳵x
冏 共x − xi兲
ing composite roughness, and 共2兲 channels having uniform rough-
ness. To perform this probability analysis, optimal channel cross

冋冋 再 冎册
x=xi sections are designed as a first step, thereafter, the actual flooding
1
+ ␳
2
C1共x兲 − C1共xi兲 +
⳵ C1共x兲
⳵x
冏 共x − xi兲
2 probability analysis is performed for the optimal cross section.

冋冋 再 冎册
x=xi

冏
Flooding Probability Analysis of Optimum Channel
1 ⳵ C2共x兲 2
Cross Section Having Composite Roughness
+ ␳ C2共x兲 − C2共xi兲 + 共x − xi兲 共19兲
2 ⳵x x=xi An optimal open channel is to be designed for conveying a design
Subject to flow of Q = 100 m3 / s. The values of various costs are c1 = 0.50,

冏 冏
c2 = 0.3, c3 = 0.35, c4 = 0.4; mean values of channel roughness
⳵ C1共x兲 along the wetted perimeter are n1 = 0.030, n2 = 0.025, n3 = 0.020,
C1共xi兲 + 共x − xi兲 = 0 共20兲
⳵x x=xi
the freeboard to be provided is f = 0.5 m, the longitudinal bed
slope is S0 = 0.0025. The optimal design is performed by solving

C2共xi兲 + 冏 ⳵ C2共x兲
⳵x
冏 x=xi
共x − xi兲 = 0 共21兲
the following optimization model 共Das 2000a兲:
Minimize

F = c1A f + c2 P1f + c3 P2f + c4 P3f 共23兲

Here, ␭1i and ␭2i⫽estimate of the Lagrangian multipliers ␭1 and
␭2, respectively, that are associated with constraints C1共x兲 and Subject to uniform flow constraint

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 Q A5/3
− =0
冑S0 共兺 n 3/2
i Pi 兲 2/3
The final optimal solution gives the total cost per unit running
length⫽22.935 currency units, and the channel dimensions as
y = 4.033 m, b = 6.404 m, Z1 = 0.253共H兲 : 1共V兲, and
= 0.292共H兲 : 1共V兲. The flooding probability analysis is performed
for random change in the parameter values to n1 = 0.033,
n2 = 0.028, n3 = 0.023, S0 = 0.0028, and Q = 120 m3 / s, with 30, 25,
20, 30, and 35% exceedence probabilities, respectively. The
FZ共Z兲, Z, and SX values for these specified values of exceedence
probabilities are
FZ共Z兲n1 = 1 − P共n1 ⬎ 0.033兲 = 1 − 0.3 = 0.7;
Zn1 = 0.5244; Sn1 = 0.00572
FZ共Z兲n2 = 1 − P共n2 ⬎ 0.028兲 = 1 − 0.25 = 0.75;
Zn2 = 0.6745; Sn2 = 0.00445
FZ共Z兲n3 = 1 − P共n3 ⬎ 0.023兲 = 1 − 0.2 = 0.8;
Zn3 = 0.8418; Sn3 = 0.00356
FZ共Z兲S0 = 1 − P共S0 ⬎ 0.0028兲 = 1 − 0.3 = 0.7;
ZS0 = 0.5244; SS0 = 0.00057
FZ共Z兲Q = 1 − P共Q ⬎ 120兲 = 1 − 0.35 = 0.65;
ZQ = 0.3854; SQ = 51.89414
By inserting these values in Eq. 共12兲 and after solving the follow-
case has a flooding probability of 38.27% which is also consid-
共24兲
ered to be very high. In field situations, the channels should be
designed with lesser flooding probabilities. In this context, the
methodology developed in the present study should be used.
Z2
Flooding Probability Constrained Optimal Design
of Channel Cross Section
The flooding probability analysis of deterministic optimum chan-
nels established the need for flooding probability constrained op-
timal design of channel cross section in order to reduce the flood-
ing probability. A channel cross section designer may think to
simultaneously minimize both the cost of the channel and the
flooding probability. Therefore, the present optimal design is vi-
sualized as a two objective optimization problem. The first objec-
tive is to design a minimum cost channel cross section. The sec-
ond objective is to minimize the flooding probability. The
constraint is the uniform flow equation. This two objective opti-
mization model is formally expressed as
Minimize
J1 = c1A f + c2 P1f + c3 P2f + c4 P3f 共25兲
Minimize
J2 = P共y ⬎ y + f兲 共26兲
Subject to uniform flow constraint
Q A5/3
C1 = − =0 共27兲
冑S0 共兺 n 3/2
i Pi 兲
2/3

ing are obtained:

Sy = 1.4984; Zy = 0.3337; FZ共Z兲y = 0.6307;
P共y ⬎ y + f兲 = 1 − FZ共Z兲y = 1 − 0.6307 = 0.3693
Thus, the deterministically designed optimal cross section for the
present case of composite roughness has a flooding probability of
36.93% which is considered to be very high. To obtain an optimal
cross section that has lesser flooding probabilities, the flooding
probability constrained optimal design model developed in the
present study could be used.
Flooding Probability Analysis of Optimum Channel
Cross Section Having Uniform Roughness
For this case of channels having uniform roughness 共n1 = n2 = n3兲
the deterministic optimization model is formulated by taking Eq.
共23兲 as an objective function and Eq. 共14兲 as a constraint along
with the non-negativity restraints. The specified data that are used
in this deterministic optimal design are Q = 100 m3 / s, c1 = 0.50,
c2 = c3 = c4 = 0.3, n1 = n2 = n3 = 0.030, f = 0.5 m, and S0 = 0.0025. The
final results of the optimal design are total cost per unit running
length⫽24.963 currency units, y = 4.883 m, b = 5.406 m, Z1
= 0.369共H兲 : 1共V兲, and Z2 = 0.369共H兲 : 1共V兲. The flooding probabil-
ity analysis is performed by using Eq. 共15兲 for random change in
the parameter values to n1 = n2 = n3 = 0.033, S0 = 0.0028,
Q = 120 m3 / s, with 30, 30, and 35% exceedence probabilities, re-
spectively. By performing the flooding probability analysis in a
manner identical to that of the composite roughness case,
P共y ⬎ y + f兲 = 0.3827 is obtained. Thus, the deterministically de-
signed optimal cross section for the present uniform roughness
Here, an element of probability is associated with the second
objective only, and hence it falls in the stochastic optimization
category. Also, this is a two objective vector optimization prob-
lem, and its solutions are expressed in the form of Pareto optimal
solutions, i.e., the noninferior set of solutions. The constrained
method of multiple objective programming technique is used to
obtain the Pareto optimal solutions for the two objective optimi-
zation problem of the present study. The constrained method
transforms the vector optimization problem to a scalar one. In the
present study, the transformation from vector to scalar optimiza-
tion is done by treating the first objective that seeks to minimize
the total cost of the channel as the single objective in the scalar
problem and the second objective that seeks to minimize the
flooding probability as an additional constraint in the form of
objective bound. The Pareto optimal solutions are obtained by
solving the scalar problem such that the new constraints 共i.e., the
transformed objectives兲 are satisfied to desired levels 共i.e.,
bounds兲 in a progressive manner. In other words, parametric
variations of the objective bounds trace out the noninferior set of
solutions 共Cohon and Marks 1975兲. The optimization problem
formulation given by the single objective function 共16兲, and two
constraints 共17兲 and 共18兲 represent the scalar-cum-deterministic
equivalent of the vector-cum-stochastic optimization problem of
the present study, and is solved in parametric order.
The two objectives J1 and J2 may conflict each other. To
explore the possible existence of any conflict between the objec-
tives J1 and J2, the developed optimization model is applied to
two examples, namely, 共1兲 the case of channels having composite
roughness, and 共2兲 the case of channels having uniform
roughness.

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Fig. 2. Flooding probability constrained optimal solutions for
composite roughness case
Flooding Probability Constrained Optimal Design of
Channel Cross Section Having Composite Roughness
An optimal open channel is to be designed for conveying a design
flow of Q = 100 m3 / s. The mean values of various input param-
eters are c1 = 0.50, c2 = 0.3, c3 = 0.35, c4 = 0.4, n1 = 0.030,
n2 = 0.025, n3 = 0.020, f = 0.5 m, and S0 = 0.0025. Some of the input
parameter values randomly change to n1 = 0.033, n2 = 0.028,
n3 = 0.023, S0 = 0.0028, and Q = 120 m3 / s, with 30, 25, 20, 30, and
35% exceedence probabilities, respectively. Explore the optimal
design of the channel cross sections that minimize both the total
costs and the flooding probabilities.
For the given input information, Sn1 = 0.00572; Sn2 = 0.00445;
Sn3 = 0.00356; SS0 = 0.00057; and SQ = 51.89414 are taken from
previous calculations and are used as additional input data for the
final optimization model. To obtain the set of noninferior solu-
tions, a value of P共y ⬎ y + f兲 is assumed and corresponding Sy
value is calculated which constitute the final input parameter of
the optimization model. P共y ⬎ y + f兲 is a continuous parameter,
but, the noninferior set of solutions are obtained for its discrete
values in the range of 0.025 to 0.475 in steps of 0.025. For each
value of P共y ⬎ y + f兲 the scalar deterministic version of the biob-
jective optimization problem which is given by Eqs. 共16兲 through
共18兲 is solved to obtain one particular point in the Pareto optimal
solutions.
Fig. 2 shows the Pareto optimal solutions for the present opti-
mization problem. In Fig. 2 the variations of total cost, y, b, Z1,
and Z2 are plotted against flooding probability in a single figure.
To minimize the total cost and the flooding probability, one has to
move toward the origin along the vertical and horizontal axes,
respectively, following the total cost variation curve. For flooding
probabilities greater than 0.3693, there is no conflict between the
two objectives. However, for flooding probabilities less than
0.3693, the two objectives conflict with each other. For example,
the total cost of the channel at flooding probability 0.3693 is
22.935. In order to minimize the flooding probability if it is re-
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duced to 0.35 the total cost increases to 23.066 and it opposes the
objective of minimizing the total cost. The present results show
that there is a trade off between these two objectives for flooding
probabilities less than 0.3693. The flooding probability of 0.3693
is resulted from deterministic optimum channel design in the
flooding probability analysis presented earlier. At this flooding
probability the total cost of the channel is minimized and repre-
sents an extreme point of the trade off relationship between the
two objectives. Intuitively, this verifies the correctness of the de-
veloped optimization model. In order to use the results of these
Pareto optimal solutions, the user’s utility function, i.e., a math-
ematical function formulated by incorporating the money valued
weightage of the individual objective function, must be made
available by the policy makers.
The general trend of the results in Fig. 2 are that the bed width
required for an optimum cross section increases as the flooding
probability reduces, and the required flow depth decreases as the
flooding probability also reduces. The specified freeboard value is
kept fixed at 0.5 m for the complete range of study. The above
particular trend of the result is attributed to the mathematical
expression of the flooding probability constraint. Also, intuitively,
the flooding probability of a channel will be less when its flow
depths are less and bed widths are large. Another trend is the
required side slopes for an optimum channel increase with re-
duced flooding probability to a certain limit and thereafter it re-
duces. This particular trend may be attributed to the mathematical
character of the constraints and the objective functions. However,
the exact value of flooding probability at which the required side
slope values become maximum is not investigated because the
particular issue may have academic importance only.
Flooding Probability Constrained Optimal Design of
Channel Cross Section Having Uniform Roughness
Here, an optimal open channel is to be designed for conveying a
design flow of Q = 100 m3 / s. The mean values of various input
parameters are c1 = 0.50, c2 = c3 = c4 = 0.3, n1 = n2 = n3 = 0.030,
f = 0.5m, and S0 = 0.0025. Some of the input parameter values
randomly change to n1 = n2 = n3 = 0.033, S0 = 0.0028, and
Q = 120 m3 / s, with 30, 30 and 35% exceedence probabilities, re-
spectively. The optimal design of the channel cross sections that
minimize both the total costs and the flooding probabilities re-
quires study.
This explorative study is performed by following identical
procedures to that of the previous case. Here, the appropriate
expressions for the uniform roughness case are used in the opti-
mization formulation. The outcome of the study is shown in Fig.
3 in terms of the plot of Pareto optimal solutions and variation of
required geometric dimensions for given flooding probabilities for
uniform roughness case in a single figure. The general trends are
again observed to remain identical to that of the composite rough-
ness case except the specific numerical values.
The results again show the absence of any conflict between
minimization of flooding probabilities and minimization of total
cost for flooding probabilities greater than 0.3827, and the pres-
ence of conflict between the two objectives for flooding probabili-
ties less than 0.3827. The flooding probability of 0.3827 that
resulted from deterministic optimum channel design in the flood-
ing probability analysis presented earlier represents one of the
extremities of the zone of conflict between the two objectives.
The observations and conclusions about the results remain iden-
tical to that of the composite roughness case except the numerical
values.

Fig. 3. Flooding probability constrained optimal solutions for
uniform roughness case
The two aforesaid applications of the developed optimization
models are demonstrated for specified sets of input values and
show the potential of the developed model for use in the design of
drainage channels. Extension of the study for other sets of input
data requires routine application of the developed model and can
be done easily. A fixed value of freeboard is used in the design as
per common practice. The freeboard can be specified as a func-
tion of either flow depth 共Chow 1959兲 or flow velocity 共ASCE
1993兲. The incorporation of these types of freeboard specification
requires the substitution of the freeboard term by appropriate ex-
pressions in the formulation of the optimization problem. Further,
one may think to specify a probability and then determine the
freeboard. In this regard, the Guo and Hughes 共1984兲 determinis-
tic optimization results show that the freeboard must be specified
as an input parameter in the optimization model. But the issue
remains open for future studies.
Simplified models for assessing the random variation of pa-
rameters are used in the present study. For field situations, the
experience from a large number of existing channels need to be
collected and analyzed to obtain a general estimate of the random
variability limits and the probability distributions. These
estimates give a general guideline for assuming the probability
distribution. For example, the present study is based on the as-
sumption of validity of standard normal distribution that is used
for many hydrological and hydraulic systems and is conservative
共Easa 1992兲. For practical application of the developed optimiza-
tion model, the user specifies the probability values for which the
design is to be made. The value of the normalized variate corre-
sponding to the probability value is then obtained by following
the standard probability distributions for the assumed probability.
The limiting values of variation of design parameters are specified
either from previous records or user’s choice. The variance values
are then obtained from Eq. 共22兲 which are used in the optimiza-
tion model. In this regard, scope exists to develop the methodol-
ogy by considering the use of other probability distributions such
as Poisson, Type I extremal, and lognormal distributions 共Tung
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and Mays 1980兲. Further, the identification of the best probability
distribution for flooding probability constrained optimal design of
open channels remains unexplored in this study. The use of other
relationships for equivalent Manning roughness expression can
also be a topic for future research. To solve the optimization
model a standard nonlinear optimization solver routine is used
because of the numerical difficulties with other existing methods,
and the presently used optimization routine is easily portable,
used to solve a large variety of nonlinear optimization problems,
robust and stable. The main objective of the present study is to
establish the need for the optimization model and the results of
the present study establish this. In this regard, scope exists to
develop simpler numerical methodologies for solving the devel-
oped optimization model.
Conclusions
Optimum design of open channels are effective in achieving the
overall economy open channel construction. All open channels
are subject to a flooding risk. The traditional deterministic opti-
mum channels are no exception. To design an optimum channel
cross section for safety against flooding, the flooding probability
constrained optimum channel design concept is introduced. The
optimal design model is developed as a two-objective nonlinear
optimization model that considers minimizing the total cost of the
channel and minimizing the flooding probabilities subject to
uniform flow equation as a constraint. The constraint method of
multiobjective optimization is used in which the objective of
minimizing the flooding probability is converted to a constraint,
and the resulting single objective optimization problem is solved.
The effect of parametric variation of this converted constraint on
the channel design is investigated in this study. For the converted
single objective optimization model, the flooding probability con-
straint is developed by using the first order analysis. The final
single objective optimization model is highly nonlinear and re-
quires the use of projected augmented Lagrangian technique. The
developed optimization model is applied for two cases, namely,
channels having composite roughness and channels having uni-
form roughness. The following major conclusions are drawn from
this study.
• The two objectives of minimizing the flooding probability and
minimizing the total costs conflict with each other;
• The deterministic optimum channel design is an extremity in
this conflict;
• For lesser flooding probabilities, the channels of smaller flow
depths and larger bed width and steeper bank slopes are re-
quired rather than the deterministic optimum channel;
• The total costs increase as the flooding probability is reduced;
• User’s utility function must be defined by the policy makers to
use the present study results; and
• The developed optimization model has a potential for future
use.
Notation
The following symbols are used in this paper:
A ⫽ area of flow cross section;
A f ⫽ total area of cross section;
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