随机ADMM算法及其在电力系统凸经济调度问题中的应用  

The Random ADMM and Its Application to Convex Economic Dispatch Problems of Power Systems

作　　者：陈伟俊 罗洪林 彭建文 CHEN Weijun;LUO Honglin;PENG Jianwen(School of Mathematical Sciences,Chongqing Normal University,Chongqing 401331,P.R.China)

机构地区：[1]重庆师范大学数学科学学院,重庆401331

出　　处：《应用数学和力学》2021年第9期979-988,共10页Applied Mathematics and Mechanics

基　　金：国家自然科学基金(11991024,11771064);重庆市高校创新研究群体项目(CXQT20014)。

摘　　要：针对电力系统中的一类凸经济调度问题,提出了随机ADMM算法,设计了周期循环更新规则和随机选择更新规则,证明了随机ADMM算法在周期循环更新规则下的收敛性,以及得出了在随机选择更新规则下按期望收敛的结论.数值实验结果表明该方法可以有效解决电力系统中的凸经济调度问题.A new random alternating direction method of multipliers(ADMM)was designed to solve convex economic dispatch problems in power systems.The convergence of the random ADMM was analyzed.Under some mild assumptions,the random ADMM,according to the cycle update rule and the random selection update rule,was proved to converge to an optimal solution of the convex economic dispatch problem.The numerical experimental results show that,the proposed method is effective to solve convex economic dispatch problems.

关 键 词：凸经济调度问题 随机ADMM算法 周期循环更新规则 随机选择更新规则 

分 类 号：O231.1[理学—运筹学与控制论]