| 引用本文: | 杨洪明,王 爽,易德鑫,易 俊,刘党峰.考虑多风电场出力相关性的电力系统随机优化调度[J].电力自动化设备,2013,33(1): |
| YANG Hongming,WANG Shuang,YI Dexin,YI Jun,LIU Dangfeng.Stochastic optimal dispatch of power system considering multi-wind power correlation[J].Electric Power Automation Equipment,2013,33(1): |
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| 摘要: |
| 考虑多风电场出力之间的尾部相关性，借助Gumbel-Copula函数构建多风电场出力的联合概率分布，提出含多风电场的电力系统随机优化调度模型。通过抽样平均近似（SAA）法处理机会约束条件，将随机优化问题转换为可计算的确定性非线性规划问题，并采用粒子群优化（PSO）算法进行求解。通过算例分析联合概率分布、机会约束置信水平和抽样次数对优化调度结果的影响，结果验证了基于Gumbel-Copula联合概率分布的随机优化调度的合理性。 |
| 关键词: 随机优化调度 多风电场 出力相关性 Gumbel-Copula 机会约束 抽样平均近似 风电 模型 |
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| 基金项目:国家自然科学基金资助项目（71071025）；湖南省杰出青年科学基金资助项目（10JJ1010）；教育部新世纪优秀人才支持计划（NCET-08-0676） |
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| Stochastic optimal dispatch of power system considering multi-wind power correlation |
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YANG Hongming1, WANG Shuang2, YI Dexin1, YI Jun1, LIU Dangfeng3
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1.Engineering Research Center of Electric Power & Traffic Safety Monitoring & Control and Energy Conservation Technology of Ministry of Education，Hunan Provincial Key Laboratory of Smart Grids Operation and Control，College of Electrical and Information Engineering，Changsha University of Science and Technology，Changsha 410004，China;2.Shishi Electric Power Limited Company，Quanzhou 362700，China;3.Electricity Management Division of Central Oil Field，Puyang 457001，China
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| Abstract: |
| With the consideration of the tail-dependent correlation of multiple wind farm power outputs，their joint probability distribution is characterized by Gumbel-Copula function and a stochastic optimal dispatch model of power system with multiple wind farms is proposed. The chance constraint is managed by SAA（Sample Average Approximation） and the stochastic optimization is thus transformed to the computable and deterministic non-linear programming，which is then solved by PSO （Particle Swarm Optimization） algorithm. The influence of joint probability distribution，chance constraint credit level and sample times on the results of optimal dispatch is analyzed by cases，which verifies the rationality of stochastic optimal dispatch based on Gumbel-Copula joint probability distribution. |
| Key words: stochastic optimal dispatch multiple wind farms power correlation Gumbel-Copula chance constraint sample average approximation wind power models |
