基于机会约束规划的可中断负荷管理  

Interruptible Load Management Based on Chance-constrained Programming

作　　者：王金凤[1] 李渝曾[1] 张少华[1] 

机构地区：[1]上海大学机电工程与自动化学院

出　　处：《电力系统及其自动化学报》2008年第2期42-45,共4页Proceedings of the CSU-EPSA

基　　金：国家自然科学基金项目(50377023)

摘　　要：由于市场价格的不确定性和负荷需求的随机性,供电公司在实施可中断管理时需要综合权衡风险和收益的问题。以供电公司采用可中断合同的预期收益最大化为目标,用实际收益不小于某一期望值成立的概率表示风险,构造了可中断负荷的机会约束规划模型,采用遗传算法和蒙特卡罗随机模拟相结合的方法求解。算例表明,随着回避风险程度的减少,供电公司从可中断负荷中得到的收益也就越大,体现高风险高回报的市场特性,为供电公司的风险管理提供了一条新的途径。Due to the uncertainties of the price and the randomness of the load,power supply companies need to consider the balance between profit and risk when carrying on interruptible load management. A model is established for ILM in the framework of chance-constrained programming aiming at maximizing the expected profit. In the model ,risk is expressed by the probability of the actual profit not smaller than the expected. GA algorithm along with Monte Carlo simulation is adopted to solve the model. Finally,a numerical example is performed for demonstrating the market property that high profit with high risk ,and proves the feasibility of the proposed model. Thus ,a new tool is provided to power supply companies to manage risk.

关 键 词：可中断负荷管理 机会约束规划 风险管理 遗传算法 蒙特卡洛模拟 

分 类 号：TM73[电气工程—电力系统及自动化] O221.5[理学—运筹学与控制论]