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基于鲁棒均值-方差优化的发电自调度算法棒代价分析

DOI: 10.13334/j.0258-8013.pcsee.2015.02.008, PP. 319-326

Keywords: 发电自调度,二阶锥规划,半正定规划,多目标优化,鲁棒均值-方差优化,帕累托前沿,节点电价

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Abstract:

解除管制电力市场背景下,发电厂商作为价格的接受者,需向电力交易中心提供发电交易策略来最大化自身的收益,从而形成发电自调度的优化模型。然而,当考虑电价不确定性时,发电商一方面希望最大化收益,另一方面需要最小化不确定性带来的风险。为此,该文建立了一种鲁棒均值方差优化模型,以收益最大化和风险最小化为多目标,进而获得多目标优化的Pareto前沿。通过等价转化发现,鲁棒均值方差模型与非鲁棒均值方差模型具有相同的数学形式,均为一个二阶锥优化。进一步分析了鲁棒模型对收益、风险以及Pareto前沿的代价。最后采用30节点系统对鲁棒均值方差优化的发电厂自调度模型以及鲁棒代价进行详细的分析和对比,结果证明提出方法和分析的正确性。

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