基于两阶段–机会约束随机规划的跟风电机组组合问题新.pdfVIP

Advances in Applied Mathematics 应用数学进展, 2018, 7(2), 179-188 Published Online February 2018 in Hans. /journal/aam /10.12677/aam.2018.72022 A Two-Stage Chance-Constrained Stochastic Program for Unit Commitment with Wind Power Output Dongsheng Huo1,2 1 College of Electrical Engineering, Guangxi University, Nanning Guangxi 2 North China Institute of Aerospace Engineering, Langfang Hebei th th th Received: Jan . 19 , 2018; accepted: Feb. 4 , 2018; published: Feb. 24 , 2018 Abstract We present a stochastic unit commitment problem with uncertain wind power output. In this pa- per, the problem is formulated as a jointed two-stage and chance-constrained model in which the random vector is used to describe wind power output, based on the theory of stochastic program- ming. Our model minimizes the unit commitment costs and coal consumption of power system taking into account a certain level of confidence to meet the spinning reserve constraints. We de- signed a new combination sample average approximation algorithm based on the random sam- pling average approximation method. Finally, the 10 units system simulation experiments are given to verify the validity and reasonableness of the model. Keywords Wind Power, Unit Commitment, Stochastic Program, Sample Average Approximation 基于两阶段–机会约束随机规划的含风电机组 组合问题 霍东升1,2 1广西大学电气工程学院，广西 南宁 2北华航天工业学院，河北 廊坊 收稿日期：2018年1月19 日；录用日期：2018年2月4 日；发布日期：2018年2月24 日 文章引用: 霍东升. 基于两阶段–机会约束随机规划的含风电机组组合问题[J]. 应用数学进展, 2018, 7(2): 179-188. DOI: 10.12677/aam.2018.72022 霍东升 摘 要 本文提出了一种包含不确定性风电出力的随机机组组合模型。模型的目标函数考虑电力系统运行的机组 启停费用和煤耗特性数学期望值的最小化。在约束中考虑在一定置信水平下满