抽水蓄能水电调度:一种基于事件的多面体凸包方法
Pumped-Storage Hydropower Scheduling: An Event-based Convex-hull Approach
AI总结:
针对抽水蓄能调度中离散模式与连续决策的耦合问题,提出基于事件的动态规划与凸包线性规划方法,在保证精度的同时大幅降低计算时间。
摘要:
抽水蓄能水电调度通过跨期水库约束和爬坡约束,将离散的运行模式转换与连续的调度决策耦合在一起。现有的凸化方法无法同时处理多种运行模式、持续的连续水库和爬坡状态,以及依赖于运行模式进入和离开状态的区间成本。我们开发了一种基于事件的动态规划公式,其中模式转换定义了可变长度的事件,而特定模式的线性规划优化了事件内的连续运行。我们证明了该公式与传统的时间索引混合整数线性规划等价。枚举有限的离散事件路径集合并缩放其边界耦合多面体,可以得到一个精确的有限维凸包线性规划,而无需进行状态离散化。为了可处理性,我们开发了一种有限网格公式,仅在事件边界处离散化水库和爬坡状态,同时保留事件内的连续轨迹。其可行集包含相应逐步离散化的可行集。此外,所得的线性规划提供了网格受限模型的精确凸包表示,并允许误差界随网格分辨率线性变化。一种基于事件的分支定界方法为连续状态重构提供了独立的计算验证。独立实验验证了理论结果,而在修改后的IEEE 24节点可靠性测试系统上的测试表明,有限网格线性规划大幅减少了计算时间,而系统成本增加可忽略不计。
英文摘要:
Pumped-storage hydropower scheduling couples discrete operating-mode transitions with continuous dispatch decisions through intertemporal reservoir and ramping constraints. Existing convexification methods do not simultaneously accommodate multiple operating modes, persistent continuous reservoir and ramping states, and interval costs that depend on both incoming and outgoing states of the operating modes. We develop an event-based dynamic programming formulation in which mode transitions define variable-length events and mode-specific linear programs optimize continuous within-event operation. We prove that this formulation is equivalent to the conventional time-indexed mixed-integer linear program. Enumerating the finite set of discrete event paths and scaling their boundary-coupled polyhedra then yields an exact finite-dimensional convex-hull LP without state discretization. For tractability, we develop a finite-grid formulation that discretizes reservoir and ramping states only at event boundaries while retaining continuous within-event trajectories. Its feasible set contains that of the corresponding stagewise discretization. Moreover, the resulting LP provides an exact convex-hull representation of the grid-restricted model and admits an error bound linear in the grid resolutions. An event-based branch-and-bound method provides an independent computational verification of the continuous-state reformulation. Standalone experiments verify the theoretical results, while tests on a modified IEEE 24-bus Reliability Test System show that the finite-grid LP substantially reduces computation time with a negligible increase in system cost.
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