基于KKT条件智能电网实时定价的光滑牛顿算法  

Smoothing Newton Algorithm for Real-Time Pricing of Smart Grid Based on KKT Conditions

作　　者：李媛媛 李军祥[1] 党亚峥[1] 高岩[1] LI Yuanyuan;LI Junxiang;DANG Yazheng;GAO Yan(Business School,University of Shanghai for Science and Technology,Shanghai 200093)

机构地区：[1]上海理工大学管理学院,上海200093

出　　处：《系统科学与数学》2020年第4期646-656,共11页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金项目(71572113,71432007,71871144);国家自然科学基金匹配项目(IP16303003,2019KJFZ048,2018KJFZ035)资助课题。

摘　　要：智能电网实时定价是需求侧管理的一种重要手段.建立了求解智能电网中商业用户的实时定价问题的社会福利最大化约束优化模型.采用一种新的双曲余弦光滑化逼近函数来代替这个约束优化问题的KKT系统中的互补条件,并提出了一种光滑牛顿算法来求解非线性方程组.数值结果表明了供应商的这种定价是合理的,用户对价格的响应很敏感,从而验证了给出的算法的可行性和有效性.Real-time pricing is a main way of demand-side management in smart grid.A constrained optimization model of the social welfare maximum is builded to solve the real-time pricing problem of commercial users in the smart grid.A new smoothing approximation cosh function is used to substitute the complementary condition of the KKT systems of the constrained optimization problem and a smoothing Newton algorithm is proposed to find the solution of a nonlinear equation system.The numerical result shows that the pricing of the supplier is reasonable and the users are highly sensitive to the response of the prices,which verifies the feasibility and effectiveness of the given algorithm.

关 键 词：智能电网 实时定价 KKT条件 光滑牛顿算法 双曲余弦光滑化逼近函数 

分 类 号：TM76[电气工程—电力系统及自动化] F426.61[经济管理—产业经济]