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电力环保经济调度矩不确定分布鲁棒优化方法

DOI: 10.13334/j.0258-8013.pcsee.2015.13.007, PP. 3248-3255

Keywords: 环保经济调度,分布鲁棒优化,,期望,协方差,不确定,随机规划

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Abstract:

含风电等新能源系统的电力调度一般采用随机规划方法建模和求解,其概率分布的期望及协方差等矩是确定的参数。长期统计所得概率分布与短期的相似,但其矩一般是不同的,即矩具有不确定性。因此,提出采用矩不确定分布鲁棒优化方法,解决含风电出力矩不确定的电力环保经济调度问题。建立含条件期望约束的电力环保经济调度的随机规划模型,引用鲁棒思想将该模型转化为矩不确定分布鲁棒优化方法所用的优化调度模型,通过拉格朗日对偶原理进一步转换为一个确定性的半定规划。计算结果表明:随着不确定集范围的增大,系统总成本增加;取不同置信水平会得到经济性或安全性不同侧重的最优调度结果;多风场发电出力的多随机变量采用协方差矩阵,易于表达相关性,且相关系数越大,系统总成本越大;与确定性概率分布的条件风险方法计算结果相比,考虑矩不确定后成本偏高,但方案安全性更高。所提新方法可有效处理随机规划中矩不确定的优化问题。

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