Stochastic network constrained hydro-thermal scheduling using a linearized progressive hedging algorithm
Stochastic network constrained hydro-thermal scheduling using a linearized progressive hedging algorithm
复制标题
使用线性化渐进对冲算法的随机网络约束水热调度
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
A. Helseth
中科院分区：
文献类型：
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作者：
A. Helseth
提出了一种基于渐进对冲算法（PHA）的随机网络约束水火电调度问题的求解方法。PHA中的二次惩罚项被动态线性化以保持线性问题结构。此外，提出并测试了一种在基于场景的分解方法中有效处理线性潮流约束的技术。该方法被应用到一个案例研究，强调计算性能。它演示了如何PHA的收敛性能可以比较与那些多阶段的Benders分解方法，通过使用边界。
A method for solving the stochastic network constrained hydro-thermal scheduling problem based on the progressive hedging algorithm (PHA) is presented. The quadratic penalty terms in the PHA are dynamically linearized to retain a linear problem structure. Furthermore, a technique for efficient treatment of linear power flow constraints in scenario-based decomposition methods is proposed and tested. The method is applied to a case study, emphasizing on computational performance. It is demonstrated how the PHA convergence properties can be compared with those of the multi-stage Benders decomposition method by using bounds.