计及风电功率矩不确定性的分布鲁棒实时调度方法

Distributionally Robust Real-time Dispatch Considering Moment Uncertainty of Wind Generation

一般性矩不确定模型,其不确定量的概率分布形式、一阶矩与二阶矩数值均不固定,具有很强的分布不确定性表达能力。然而,由于电力系统本身的复杂性,考虑这种矩不确定性的调度模型往往难以有效转化与求解。针对此问题,该文提出了一种计及风电功率一般性矩不确定问题的实时调度方法。首先,给出计及一般性矩不确定问题的分布鲁棒实时调度模型;其次,根据分布集合的一阶、二阶矩表达形式,提出一种新的模型等价转化方法,将原问题等价转换为确定性二次约束二次规划（quadratically constrained quadratic programming,QCQP）问题;进而,根据转化后模型特点进一步采用重构线性化技术（reformulationlinearization technique,RLT）将QCQP模型松弛转化为线性规划（linear programming, LP）问题求解;最后采用简单6节点及IEEE 118节点系统对文中方法进行了测试验证,证明了方法的有效性和高效性。

The generalized moment uncertainty model, which considers the uncertainties of the first- and second-order moments and the probability distribution type, captures the distributional uncertainties of uncertain variables more objectively. However, due to the complexity of the power system, it＇s usually difficult to address such generalized moment uncertainty model efficiently. In this paper, a solution method of generalized moment uncertainty real-time dispatch associated with wind power was proposed. First of all, a distributionally robust real-time dispatch model considering generalized moment uncertainty was presented. Secondly, based on the expression of the first- and second-order moments in uncertainty set, a new model equivalent transformation method, which converted the original problem into a deterministic quadratically constrained quadratic programming （QCQP） problem, was raised. Thirdly, the QCQP problem was converted into a linear programming （LP） problem by the reformulation linearization technique （RLT）. Finally, the effectiveness and high efficiency of the proposed method were verified by examples of a 6-bus and the IEEE 118-bus system.