一种考虑风电随机性的机组组合模型及其算法

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摘要提出一种考虑风电随机性的机组组合模型,模型中引入风电可信度指标,同时对风电功率随机变量建立机会约束条件,提出了三种策略确保了系统运行的安全性。基于抽样平均逼近（SAA）理论,将上述模型转换成机组组合-抽样平均逼近（UCSAA）模型；尤其在风电随机变量服从联合概率密度分布的情况下,通过引入多个0/1辅助变量将机会约束条件转换成确定性约束,有效解决了常用智能算法求解时间较长的问题；将UCSAA模型线性化以后,采用线性化MIP算法进行求解,其中随机变量的样本由MonteCarlo仿真生成。最后,分别对IEEE3机和10机系统算例进行仿真,结果表明了本文模型及算法的正确性和有效性。

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	张宁宇
	高山
	赵欣

关键词 ：风电, 机组组合, 机会约束规划, 抽样平均逼近, 混合整数规划, MonteCarlo

Abstract：An unit commitment model with wind power#x02019;s stochastic is introduced in this paper. The proposed model is combined with the wind power#x02019;s credibility and guaranteed by chance constraints of wind power random variables and three presented policies. UCSAA(unit commitment-sample average approximation) model is formed from the above one based on SAA theory. Especially in the situation of wind power random variables subjecting to probability density distribution,chance constraints are translated into certainty ones by employing some 0/1 variables,avoid assuming lots of solving time by intelligent algorithms. Linear MIP and Monte Carlo methods are used to solving linear UCSAA model. In the end,IEEE 3-uints and 10-units systems are used to simulated and the results show that the correctness and validity of the proposed model and algorithm.

Key words： Wind power unit commitment chance constraint programming sample average approximation mixed integer programming Monte Carlo

收稿日期: 2012-05-07 出版日期: 2013-12-11

PACS:	TM732
	TM614

基金资助:国家高技术研究发展计划（863计划）资助项目（2011AA05A105）。

引用本文:

张宁宇，高山，赵欣. 一种考虑风电随机性的机组组合模型及其算法[J]. 电工技术学报, 2013, 28(5): 22-29. Zhang Ningyu,Gao Shan,Zhao Xin. An Unit Commitment Model and Algorithm with Randomness of Wind Power. Transactions of China Electrotechnical Society, 2013, 28(5): 22-29.

链接本文:

http://dgjsxb.ces-transaction.com/CN/Y2013/V28/I5/22

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