电力系统自动化2016，Vol.40Issue(22)：34-42,9.DOI:10.7500/AEPS20151218003
应用近似动态规划算法求解安全约束随机动态经济调度问题
Solution of Security-constrained Stochastic Dynamic Economic Dispatch Problem Based on Approximate Dynamic Programming Algorithm
摘要
Abstract
In view of the problem that the computing time for solving a security-constrained stochastic dynamic economic dispatch(DED)model of large-scale power system is too long,a method using approximate dynamic programming algorithm is proposed to quickly solve security-constrained stochastic DED problem of power system without pumped storage plants.A virtual storage model(VSM)for the stochastic DED problem is established.In this model,system”s positive spinning reserve capacity of current time interval is taken as storage variable,then the system”s state transition equation of relations between adjacent time intervals is established,including the security constraints of transmission lines and sections.Based on wind farms”power output forecast curves,error scenarios are generated by the Latin hypercube sampling method.In order to train the value functions of each time interval by scanning the error scenarios one by one,the quadratic programming model of each period should be solved successively.After getting the convergence value functions,the final generation dispatch scheme will be obtained by solving the optimal dispatch model with the forecast scenario.This method has realized the decoupling of each scenario and each time interval of the stochastic DED model by decomposing a large-scale of optimization problems into a series of small-scale optimization problems,effectively increasing the computing speed of solving the stochastic DED model of large-scale power system.Test results on a provincial power system demonstrate the feasibility and effectiveness of the proposed method by comparison with the scenario method and robust optimal dispatch method.关键词
随机动态经济调度/近似动态规划/虚拟存储器模型/值函数近似/安全约束Key words
stochastic dynamic economic dispatch/approximate dynamic programming/virtual storage model/value function approximation/security constraints引用本文复制引用
刘翠平,林舜江,刘明波,简淦杨,陆文甜..应用近似动态规划算法求解安全约束随机动态经济调度问题[J].电力系统自动化,2016,40(22):34-42,9.基金项目
国家重点基础研究发展计划(973计划)资助项目(2013CB228205) （973计划）
国家自然科学基金资助项目(51207056) （51207056）
广东省自然科学基金资助项目(2015A030313233)。 （2015A030313233）
