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求解大规模机组组合问题的策略迭代近似动态规划

DOI: 10.13334/j.0258-8013.pcsee.2014.25.026, PP. 4420-4429

Keywords: 电力系统,机组组合,近似动态规划,策略迭代,近似值函数

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Abstract:

针对动态规划存在的“维数灾”问题,提出了一种求解大规模电力系统机组组合(unitcommitment,UC)问题的策略迭代近似动态规划(policyiteration-approximatedynamicprogramming,PI-ADP)方法。采用策略迭代对动态规划过程中的值函数进行近似,替代了从可行状态中精确计算值函数的过程,避免了“维数灾”的发生。在值函数的近似过程中,利用了实际系统的运行约束有效压缩状态空间,减少可选择的启停动作,进一步降低了计算量。10~1000机96时段系统的计算结果表明,所提方法能在较少时间内获得高质量的解,从而为求解大规模电力系统UC问题提供了参考。

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