李志伟, 赵书强, 李东旭, 张婷婷. 基于改进ε-约束与采样确定性转化的电力系统日前调度机会约束模型快速求解技术[J]. 中国电机工程学报, 2018, 38(16): 4679-4691,4973. DOI: 10.13334/j.0258-8013.pcsee.171835
引用本文: 李志伟, 赵书强, 李东旭, 张婷婷. 基于改进ε-约束与采样确定性转化的电力系统日前调度机会约束模型快速求解技术[J]. 中国电机工程学报, 2018, 38(16): 4679-4691,4973. DOI: 10.13334/j.0258-8013.pcsee.171835
LI Zhiwei, ZHAO Shuqiang, LI Dongxu, ZHANG Tingting. Fast Solving of Day-ahead Power System Scheduling Chance-constrained Model Based on Improved ε-constrained and Deterministic Transform by Sampling[J]. Proceedings of the CSEE, 2018, 38(16): 4679-4691,4973. DOI: 10.13334/j.0258-8013.pcsee.171835
Citation: LI Zhiwei, ZHAO Shuqiang, LI Dongxu, ZHANG Tingting. Fast Solving of Day-ahead Power System Scheduling Chance-constrained Model Based on Improved ε-constrained and Deterministic Transform by Sampling[J]. Proceedings of the CSEE, 2018, 38(16): 4679-4691,4973. DOI: 10.13334/j.0258-8013.pcsee.171835

基于改进ε-约束与采样确定性转化的电力系统日前调度机会约束模型快速求解技术

Fast Solving of Day-ahead Power System Scheduling Chance-constrained Model Based on Improved ε-constrained and Deterministic Transform by Sampling

  • 摘要: 在可再生能源大规模接入电力系统的背景下,首先建立考虑风电和光伏发电出力不确定的多能源电力系统日前调度机会约束规划模型。为了借助商用求解器对所建大规模调度模型进行快速求解,重点针对多目标问题与机会约束条件的处理进行研究。在多目标优化问题的处理上,从改善Pareto解的分布特性角度对现有ε-约束法进行了改进,将多目标优化问题转化为含参数的一系列单目标优化问题,通过改变参数的取值,得到多目标优化的Pareto前沿集。针对机会约束条件,提出基于采样的机会约束条件确定性转化方法,将机会约束条件转化为多个混合整数约束条件。根据模型优化变量与随机变量可分离的特性,又对转化模型做进一步简化处理,大大降低机会约束模型的计算时间,实现模型的快速求解。最后基于实际系统的算例验证所提方法的有效性。

     

    Abstract: In the context of a high proportion of renewable energy access to electric power system, a multi-energy power scheduling model was established, after considering the uncertain output of wind power and photovoltaic power generation. In order to solve the large-scale scheduling model using commercial solver, the problem of dealing with the multi-objective and chance-constraint was studied. In the process of multi-objective optimization problem, the existing ε-constrained method was improved from the viewpoint of improving the uniformity of Pareto frontier set. The multi-objective optimization problem was transformed into a series of single-objective optimization problem with parameters, and the Pareto frontier set with multi-objective optimization was obtained by changing the value of the parameter. With regard to the chance-constrained constraints, a deterministic transformation method based on sampling was proposed, which transforms the opportunity constraint into multiple mixed integer constraints. According to the characteristics of the model which the random variables can be separated from the optimize variables, the transformation model was further simplified, which greatly reduces the calculation time of the chance-constrained programming and achieves the goal of solving the model within the required time. Finally, an example was given to demonstrate the effectiveness of the proposed method.

     

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