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机组组合问题的超立方锥松弛模型及其求解方法
A Hyper-Cube Cone Relaxation Model and Solution for Unit Commitment
【摘要】 基于凸包变换和提升-投影锥(cone)松弛技术,在超立方(hyper-cube)空间内构造了计及爬坡约束机组组合(UC)问题的紧连续松弛(TCR)模型(HC-Cone-TCR),提出一种通过求解紧松弛模型从而获得UC问题次优解的新方法。将UC问题的混合整数规划(MIP)模型等价投影至超立方空间,再通过两次凸包变换,使得模型的直接连续松弛逐步变紧,进而获得UC问题的超立方混合整数规划模型(HC-MIP)。采用锥松弛技术,继续压缩HC-MIP的连续松弛问题可行域,获得UC问题的紧松弛模型HC-Cone-TCR。采用内点法求解该模型,并通过适当的启发式调整可获得UC问题的次优解。10~100机组24时段6个算例的仿真结果表明,所构造的HC-Cone-TCR模型是UC问题的一个好的紧连续松弛,基于该模型的UC问题直接求解方法,计算速度快,能获得高质量次优解,适合求解大规模UC问题。
【Abstract】 A new tighter continuous relaxation(TCR) model of the ramp rate constrained unit commitment(UC) problem in hyper-cube(HC) space is presented by integrating the techniques of convex hull transformation and lift-project cone relaxation.Named as HC-Cone-TCR,the proposed model can be solved directly to obtain the sub-optimal solutions of the UC problem.A hyper-cube mixed integer programming model(HC-MIP) of the UC problem is proposed by projecting the traditional MIP model to hyper-cube space and tightening it with the convex hull transformation technique.Based on the HC-MIP model and cone relaxation technique,the tighter continuous relaxation model(HC-Cone-TCR) of the UC problem is established.This model can be solved by interior point method,and the solutions can be corrected to be the sub-optimal solutions of the UC problem by heuristic methods.The simulation results for systems that range in size from 10 to 100 units and 24 hours show that the HC-Cone-TCR is a excellent tighter continuous relaxation of the UC problem and the proposed method is very promising for large scale UC problems due to its excellent performance and results.
【Key words】 Unit commitment; ramp rate constraints; hyper-cube; cone programming; convex hull; tight relaxation;
- 【文献出处】 电工技术学报 ,Transactions of China Electrotechnical Society , 编辑部邮箱 ,2013年07期
- 【分类号】TM732
- 【被引频次】6
- 【下载频次】225