robust optimization-based generation self-scheduling under uncertain price健壮的文中针对代self-scheduling下不确定价格.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2011, Article ID 497014, 17 pages doi:10.1155/2011/497014 Research Article Robust Optimization-Based Generation Self-Scheduling under Uncertain Price Xiao Luo,1 Chi-yung Chung,1 Hongming Yang,2 and Xiaojiao Tong3 1 Department of Electrical Engineering, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong 2 College of Electrical and Information Engineering, Changsha University of Science and Technology, Changsha 410004, China 3 Department of Mathematics, Hengyang Normal University, Hengyang 421002, China Correspondence should be addressed to Xiaojiao Tong, xjtong-csust@ Received 19 September 2010; Revised 20 November 2010; Accepted 24 January 2011 Academic Editor: J. Rodellar Copyright q 2011 Xiao Luo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This paper considers generation self-scheduling in electricity markets under uncertain price. Based on the robust optimization denoted as RO methodology, a new self-scheduling model, which has a complicated max-min optimization structure, is set up. By using optimal dual theory, the proposed model is reformulated to an ordinary quadratic and quadratic cone programming problems in the cases of box and ellipsoidal uncertainty, respectively. IEEE 30-bus system is used to test the new model. Some comparisons with other methods are done, and the sensitivity with respect to the uncertain set is analyzed. Comparing with the existed uncertain self-scheduling approaches, the new method has twofold charac