A new hybrid stochastic‐robust optimization approach for self‐scheduling of generation companies
A new hybrid stochastic‐robust optimization approach for self‐scheduling of generation companies
复制标题
一种用于发电公司自我调度的新型混合随机鲁棒优化方法
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
H. Zareipour
中科院分区：
文献类型：
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作者：
S. Dehghan;N. Amjady;Behdad Vatani;H. Zareipour
摘要
针对电力市场价格和机组可用/不可用的不确定性，结合稳健优化(RO)和随机规划(SP)的基本思想，提出了一种新的发电公司日前自调度的混合整数线性规划模型。该混合方法用有界区间而不是概率分布对电力市场价格的不确定性进行建模，旨在得到一个更易于处理的优化模型。对不确定电价的稳健性是通过一个称为稳健预算的参数来调整的。此外，本文还引入了一种改进的马尔可夫链方法，该方法除了考虑机组在调度周期内每小时的强制停机率外，还考虑了故障机组的退货机会(即返回率)，以产生一组模拟机组可用/不可用的情景。因此，所提出的混合自调度方法既有RO的易处理性，又有SP的建模精度。在IEEE118节点测试系统上进行了不同情况下的仿真实验，与确定性的自调度模型以及只使用RO和SP的模型进行了比较，验证了该方法的有效性。版权所有©2015 John Wiley&Sons，Ltd.
Summary
This paper presents a new mixed-integer linear programming model for day-ahead self-scheduling of generating companies integrating the underlying ideas of robust optimization (RO) and stochastic programming (SP) to cope with the uncertainties of electricity market prices and availability/unavailability of units. The proposed hybrid approach models the uncertainty of electricity market prices by bounded intervals instead of probability distributions, aiming to derive a more tractable optimization model. Conservatism against uncertain electricity market prices is adjusted by a certain parameter named budget of robustness. Also, a renovated Markov chain approach considering the chance of return (i.e., return rate) for failed units, in addition to forced outage rate of units, in each hour of the scheduling period is introduced in this paper to produce a set of scenarios modeling the availability/unavailability of units. Therefore, the proposed hybrid self-scheduling approach benefits from both the tractability of RO and modeling accuracy of SP. The proposed approach is implemented on IEEE 118-bus test system under different circumstances to illustrate its effectiveness compared to deterministic self-scheduling model as well as the models only employing RO or SP. Copyright © 2015 John Wiley & Sons, Ltd.