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一种新的基于分组动态规划法的交易模型 被引量:3

New Grouping-based Dynamic Programming Transaction Model
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摘要 对电力市场联营模式的日前竞价交易提出了一种新的基于分组动态规划法的并行交易算法。先建立日前竞价交易数学模型,再运用线性规划和分组动态规划混合算法来并行优化安排分组系统的电能交易计划,同时针对实际运行中可能存在的机组投机问题来改进动态规划法的处理过程。IEEE30节点算例表明该优化算法能在不丢失最优解的前提下尽量减少状态变量的优化数量,有效地解决了“维数灾”问题,计算速度高且优化性能好。 A new grouping based dynamic programming method is proposed in pool power market. First, a day-ahead transaction optimization model is established. Second, the linear and dynamic planning hybrid transaction algorithm is illustrated in optimization. At the same time, the dynamic programming algorithm is improved to solve unit gambling problem. At last, the IEEE-30 test system results show the effectiveness in increasing operation time and improving optimization capability.
出处 《高电压技术》 EI CAS CSCD 北大核心 2005年第10期70-73,共4页 High Voltage Engineering
关键词 线性规划法 动态规划法 交易模型 分组 维数灾 linear programming dynamic programming transaction model grouping dimension problems
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