基于两阶段–机会约束随机规划的含风电机组组合问题
A Two-Stage Chance-Constrained Stochastic Program for Unit Commitment with Wind Power Output
DOI: 10.12677/AAM.2018.72022, PDF,    科研立项经费支持
作者: 霍东升：广西大学电气工程学院，广西 南宁
关键词: 风电出力；机组组合；随机规划；采样平均近似算法；Wind Power； Unit Commitment； Stochastic Program； Sample Average Approximation
摘要: 本文提出了一种包含不确定性风电出力的随机机组组合模型。模型的目标函数考虑电力系统运行的机组启停费用和煤耗特性数学期望值的最小化。在约束中考虑在一定置信水平下满足系统备用约束，从而有利于保证系统运行的可靠性。结合本文模型的特点，基于随机规划的采样平均近似方法设计了新的组合SAA算法。最后给出10机组系统的仿真分析，验证了模型的合理性和算法的有效性。
Abstract: We present a stochastic unit commitment problem with uncertain wind power output. In this paper, the problem is formulated as a jointed two-stage and chance-constrained model in which the random vector is used to describe wind power output, based on the theory of stochastic program-ming. Our model minimizes the unit commitment costs and coal consumption of power system taking into account a certain level of confidence to meet the spinning reserve constraints. We de-signed a new combination sample average approximation algorithm based on the random sampling average approximation method. Finally, the 10 units system simulation experiments are given to verify the validity and reasonableness of the model.
文章引用：霍东升. 基于两阶段–机会约束随机规划的含风电机组组合问题[J]. 应用数学进展, 2018, 7(2): 179-188. https://doi.org/10.12677/AAM.2018.72022

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