不确定性优化方法在电力系统研究中的应用

A review on application of uncertainty optimization method in power systems

随着分布式电源接入并网与电力市场化改革不断深入,电力系统规划、运行及调度等方面带有了更多的不确定性,且该不确定性影响不可忽略,需要采用相关不确定性优化方法加以解决。从不确定性优化问题中不确定因素建模的角度,对随机规划包括机会约束规划、风险价值方法、条件风险价值方法、超分位数方法与鲁棒优化方法包括场景鲁棒优化方法、盒式鲁棒优化方法、椭球鲁棒优化方法的数学模型、及特点进行分析归纳、并阐述了在电力系统中的相关应用。

The uncertainty which could not be ignored is brought and increased in power system planning, operation and scheduling with distributed generations and electricity market. Some rel- evant uncertainty optimization methods are used to solve these uncertainty problems in this pa- per. They are comprised of the two types of stochastic programming and robust optimization mainly. The models and algorithms of the former include the chance-constrained programming, value at risk, conditional value at risk, super quantile. The models and algorithms of the latter include the scenes robust optimization, box robust optimization and ellipsoidal robust optimiza- tion. According to the mathematical model and calculate characteristics, these methods and relat- ed applications in the power system are summarized and elaborated.