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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

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【作者】 杨林峰简金宝韩道兰郑海艳

【Author】 Yang Linfeng1 Jian Jinbao2 Han Daolan1 Zheng Haiyan1(1.Guangxi University Nanning 530004 China 2.Yulin Normal University Yulin 537000 China)

【机构】 广西大学玉林师范学院

【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.

【基金】 国家自然科学基金(71061002,71201049);广西自然科学基金(2011GXNSFD018022,2013GXNSFBA019246)资助项目
  • 【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
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