摘要
提出一种计算多水库系统 (包括多级水库与水库群 )发电最优调度的新算法 .该算法以庞特里雅金 (ПoHTPЯгИH)极大值原理与投影牛顿法 (PNM)为基础 .投影牛顿法用于直接求解控制变量的下一个迭代值 .算法不需进行状态与控制变量的幅值离散化 ,避免复杂的高维矩阵运算 ,可有效地克服“维数灾” ,具有收敛速度快 ,对于初始估计值要求不高 .
A new algorithm based upon a combination of Pontryagin maximum principle and projected Newton method for multireservoir deterministic optimal control is proposed in this paper. Projected Newton method is applied to obtain a next iteration value of a control variable .The algorithm avoids operations with high dimensional matrices and does not require discretization of the amplitudes of the control and state variables. It alleviates the curse of dimensionality and provides good convergence. The algorithm is simple and of robustness. Computing time and memory requirements are less than those of other existing algorithms. Application to reservoir system demonstrates that the proposed algorithm is efficient and powerful.
出处
《沈阳工业学院学报》
2002年第4期36-41,共6页
Journal of Shenyang Institute of Technology
关键词
多水库系统
发电
最优调度
数学模型
reservoir system
generation of electricity
optimal dispatch
