A Consensus-ADMM Approach for Strategic Generation Investment in Electricity Markets
A Consensus-ADMM Approach for Strategic Generation Investment in Electricity Markets
复制标题
电力市场战略发电投资的共识 ADMM 方法
DOI：
--
复制
发表时间：
2017
期刊：
影响因子：
--
通讯作者：
P. Pinson
中科院分区：
文献类型：
--
作者：
V. Dvorkin;J. Kazempour;L. Baringo;P. Pinson
研究了电力市场中策略性(制价者)发电商的多阶段发电投资问题。这一问题面临不同的不确定性来源，包括短期运营(例如，竞争对手的产品策略)和长期宏观(例如，需求增长)不确定性。该问题被描述为一个随机两层优化问题，最终转化为具有有限计算能力的大规模随机混合整数线性规划(MILP)问题。为了处理计算问题，我们提出了一种共识版本的乘子交替方向法(ADMM)，它将原始问题分解为短期和长期情景。虽然对于MILP问题，ADMM一般不能保证收敛到全局解，但我们在最优解上引入了两个界，允许在迭代过程中评估解的质量。我们的数值结果表明，在计算时间和解质量之间存在权衡。
This paper addresses a multi-stage generation investment problem for a strategic (price-maker) power producer in electricity markets. This problem is exposed to different sources of uncertainty, including short-term operational (e.g., rivals' offering strategies) and long-term macro (e.g., demand growth) uncertainties. This problem is formulated as a stochastic bilevel optimization problem, which eventually recasts as a large-scale stochastic mixed-integer linear programming (MILP) problem with limited computational tractability. To cope with computational issues, we propose a consensus version of alternating direction method of multipliers (ADMM), which decomposes the original problem by both short- and long-term scenarios. Although the convergence of ADMM to the global solution cannot be generally guaranteed for MILP problems, we introduce two bounds on the optimal solution, allowing for the evaluation of the solution quality over iterations. Our numerical findings show that there is a trade-off between computational time and solution quality.
利用逆优化实现日前市场电力供应商的策略均衡竞价
DOI：
10.1109/cdc.2017.8263669
发表时间：
2017
期刊：
2017 IEEE 56th Anual Conference on Decision and Control (CDC
影响因子：
--
作者：
Chen, Ruidi;Paschalidis, Ioannis Ch.;Caramanis, Michael C.
通讯作者：
Caramanis, Michael C.
多智能体 MILP 的去中心化方法：有限时间可行性和性能保证
影响因子：
6.4
作者：
Falsone A
通讯作者：
Falsone A