引用本文:李运龙,李志刚,郑杰辉.考虑风电不确定性和相关性的多区域电网分布鲁棒经济调度[J].电力自动化设备,2021,41(8):
LI Yunlong,LI Zhigang,ZHENG Jiehui.Distributionally robust economic dispatch of multi-regional power grid considering uncertainty and correlation of wind power[J].Electric Power Automation Equipment,2021,41(8):
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考虑风电不确定性和相关性的多区域电网分布鲁棒经济调度
李运龙, 李志刚, 郑杰辉
华南理工大学 电力学院,广东 广州 510641
摘要:
目前基于矩的分布鲁棒优化方法没有很好地考虑风电不确定参数间的相关性导致方法比较保守。考虑风电的不确定性和相关性,使用主元分析方法构建基于矩的分布鲁棒多区域电网经济调度模型的降维模糊集。将原始模型转化为半定规划模型,并采用延迟约束生成算法进行求解。算例仿真结果表明所提方法可以提高计算效率以及降低电网成本。
关键词:  多区域经济调度  分布鲁棒优化  不确定性  相关性  主元分析
DOI:10.16081/j.epae.202106020
分类号:TM73;TM614
基金项目:国家自然科学基金青年科学基金资助项目(51807066);广州市科技计划科学研究专项一般项目(20190410215);广东省基础与应用基础研究基金面上项目(2019A1515011408);广东省“珠江人才计划”青年拔尖人才项目(2017GC010467)
Distributionally robust economic dispatch of multi-regional power grid considering uncertainty and correlation of wind power
LI Yunlong, LI Zhigang, ZHENG Jiehui
School of Electric Power Engineering, South China University of Technology, Guangzhou 510641, China
Abstract:
The current moment based distributionally robust optimization method does not properly consider the correlation among uncertain parameters of wind power, which causes conservativeness of the method. Considering the uncertainty and correlation of wind power, the principal component analysis method is used to build a dimensionality reduced ambiguity set of moment based distributionally robust economic dispatch model for multi-regional power grid. The original model is transformed into a semidefinite programming model, and solved by the delayed constraint generation algorithm. The simulative results of case show that the proposed method can improve calculation efficiency and reduce power grid cost.
Key words:  multi-regional economic dispatch  distributionally robust optimization  uncertainty  correlation  principal component analysis

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