Stochastic unit commitment is one of the most powerful methods to address uncertainty. However, the existingscenario clustering technique for stochastic unit commitment cannot accurately select representative scenario...Stochastic unit commitment is one of the most powerful methods to address uncertainty. However, the existingscenario clustering technique for stochastic unit commitment cannot accurately select representative scenarios,which threatens the robustness of stochastic unit commitment and hinders its application. This paper providesa stochastic unit commitment with dynamic scenario clustering based on multi-parametric programming andBenders decomposition. The stochastic unit commitment is solved via the Benders decomposition, which decouplesthe primal problem into the master problem and two types of subproblems. In the master problem, the committedgenerator is determined, while the feasibility and optimality of generator output are checked in these twosubproblems. Scenarios are dynamically clustered during the subproblem solution process through the multiparametric programming with respect to the solution of the master problem. In other words, multiple scenariosare clustered into several representative scenarios after the subproblem is solved, and the Benders cut obtainedby the representative scenario is generated for the master problem. Different from the conventional stochasticunit commitment, the proposed approach integrates scenario clustering into the Benders decomposition solutionprocess. Such a clustering approach could accurately cluster representative scenarios that have impacts on theunit commitment. The proposed method is tested on a 6-bus system and the modified IEEE 118-bus system.Numerical results illustrate the effectiveness of the proposed method in clustering scenarios. Compared withthe conventional clustering method, the proposed method can accurately select representative scenarios whilemitigating computational burden, thus guaranteeing the robustness of unit commitment.展开更多
Abstract-An analytic method is proposed to compute the price-reserve offer curve at the consumer level in hierarchical direct load control.The convexification of the consumer reserve provision is examined,and the anal...Abstract-An analytic method is proposed to compute the price-reserve offer curve at the consumer level in hierarchical direct load control.The convexification of the consumer reserve provision is examined,and the analytic expression of the optimal solution within each critical region is derived.Then,based on multi-parametric programming,a combinatorial enumeration method in conjunction with efficient reduction and pruning strategy is proposed to compute the optimal response of consumers in the whole price space.Numerical tests along with an application example in the bi-level aggregator pricing problem demonstrate the merit of this method.展开更多
An efficient algorithm is proposed for computing the solution to the constrained finite time optimal control （CFTOC） problem for discrete-time piecewise affine （PWA） systems with a quadratic performance index. The...An efficient algorithm is proposed for computing the solution to the constrained finite time optimal control （CFTOC） problem for discrete-time piecewise affine （PWA） systems with a quadratic performance index. The maximal positively invariant terminal set, which is feasible and invariant with respect to a feedback control law, is computed as terminal target set and an associated Lyapunov function is chosen as terminal cost. The combination of these two components guarantees constraint satisfaction and closed-loop stability for all time. The proposed algorithm combines a dynamic programming strategy with a multi-parametric quadratic programming solver and basic polyhedral manipulation. A numerical example shows that a larger stabilizable set of states can be obtained by the proposed algorithm than precious work.展开更多
基金the Science and Technology Project of State Grid Corporation of China,Grant Number 5108-202304065A-1-1-ZN.
文摘Stochastic unit commitment is one of the most powerful methods to address uncertainty. However, the existingscenario clustering technique for stochastic unit commitment cannot accurately select representative scenarios,which threatens the robustness of stochastic unit commitment and hinders its application. This paper providesa stochastic unit commitment with dynamic scenario clustering based on multi-parametric programming andBenders decomposition. The stochastic unit commitment is solved via the Benders decomposition, which decouplesthe primal problem into the master problem and two types of subproblems. In the master problem, the committedgenerator is determined, while the feasibility and optimality of generator output are checked in these twosubproblems. Scenarios are dynamically clustered during the subproblem solution process through the multiparametric programming with respect to the solution of the master problem. In other words, multiple scenariosare clustered into several representative scenarios after the subproblem is solved, and the Benders cut obtainedby the representative scenario is generated for the master problem. Different from the conventional stochasticunit commitment, the proposed approach integrates scenario clustering into the Benders decomposition solutionprocess. Such a clustering approach could accurately cluster representative scenarios that have impacts on theunit commitment. The proposed method is tested on a 6-bus system and the modified IEEE 118-bus system.Numerical results illustrate the effectiveness of the proposed method in clustering scenarios. Compared withthe conventional clustering method, the proposed method can accurately select representative scenarios whilemitigating computational burden, thus guaranteeing the robustness of unit commitment.
基金General Research Fund(No.17209419)the National Science Foundation of China(No.51725703)State Key Laboratory of Power System and Generation Equipment(No.SK1D20M06).
文摘Abstract-An analytic method is proposed to compute the price-reserve offer curve at the consumer level in hierarchical direct load control.The convexification of the consumer reserve provision is examined,and the analytic expression of the optimal solution within each critical region is derived.Then,based on multi-parametric programming,a combinatorial enumeration method in conjunction with efficient reduction and pruning strategy is proposed to compute the optimal response of consumers in the whole price space.Numerical tests along with an application example in the bi-level aggregator pricing problem demonstrate the merit of this method.
基金supported by the National Natural Science Foundation of China (60702033)Natural Science Foundation of Zhe-jiang Province (Y107440)
文摘An efficient algorithm is proposed for computing the solution to the constrained finite time optimal control （CFTOC） problem for discrete-time piecewise affine （PWA） systems with a quadratic performance index. The maximal positively invariant terminal set, which is feasible and invariant with respect to a feedback control law, is computed as terminal target set and an associated Lyapunov function is chosen as terminal cost. The combination of these two components guarantees constraint satisfaction and closed-loop stability for all time. The proposed algorithm combines a dynamic programming strategy with a multi-parametric quadratic programming solver and basic polyhedral manipulation. A numerical example shows that a larger stabilizable set of states can be obtained by the proposed algorithm than precious work.
