求解大规模机组组合问题的策略迭代近似动态规划  

Policy Iteration-approximate Dynamic Programming for Large Scale Unit Commitment Problems

作　　者：韦化[1] 龙丹丽[1] 黎静华[1] 

机构地区：[1]广西电力系统最优化与节能技术重点实验室(广西大学),广西壮族自治区南宁市530004

出　　处：《中国电机工程学报》2014年第25期4420-4429,共10页Proceedings of the CSEE

基　　金：国家重点基础研究发展计划项目(973项目)(2013CB228205);国家自然科学基金项目(51167001;50907012)~~

摘　　要：针对动态规划存在的“维数灾”问题，提出了一种求解大规模电力系统机组组合（unit commitment，UC）问题的策略迭代近似动态规划（policy iteration-approximate dynamicprogramming，PI．ADP）方法。采用策略迭代对动态规划过程中的值函数进行近似，替代了从可行状态中精确计算值函数的过程，避免了“维数灾”的发生。在值函数的近似过程中，利用了实际系统的运行约束有效压缩状态空间，减少可选择的启停动作，进一步降低了计算量。10－1000机96时段系统的计算结果表明，所提方法能在较少时间内获得高质量的解，从而为求解大规模电力系统UC问题提供了参考。To solve the ＇curses of dimensionality＇ problem of dynamic programming, this paper proposed a policy iteration-approximate dynamic programming （PI-ADP） method for large scale power system unit commitment （UC） problems. Policy iteration was introduced to approximate the value functions in the dynamic programming procedure, replacing the process of calculating the value functions accurately from feasible states, and the ＇curses of dimensionality＇ was avoided： As approximating the value functions, the operation constraints of practical systems were used for compressing state space effectively and the alternative on/off actions were cut down, so that the calculation amount was reduced further. The results of the systems ranging in size of 10 to 1000 units 96 times show that a high quality solution can be achieved in less time by applying the proposed method. It provides reference for solving the large scale power system UC problems.

关 键 词：电力系统 机组组合 近似动态规划 策略迭代 近似值函数 

分 类 号：TM73[电气工程—电力系统及自动化]