考虑地区发展阶段不确定性的电网投资决策鲁棒优化  

Robust Optimization of Power Grid Investment Decision-Making Considering Regional Development Stage Uncertainties

作　　者：黄琬迪 张沈习[1] 程浩忠[1] 陈丹 翟晓萌 吴霜 HUANG Wandi;ZHANG Shenxi;CHENG Haozhong;CHEN Dan;ZHAI Xiaomeng;WU Shuang(Key Laboratory of Control of Power Transmission and Conversion of the Ministry of Education,Shanghai Jiao Tong University,Shanghai 200240,China;Economic and Technological Research Institute,State Grid Jiangsu Electric Power Co.,Ltd.,Nanjing 210008,China)

机构地区：[1]上海交通大学电力传输与功率变换控制教育部重点实验室,上海200240 [2]国网江苏省电力有限公司经济技术研究院,南京210008

出　　处：《上海交通大学学报》2023年第11期1455-1464,共10页Journal of Shanghai Jiaotong University

基　　金：国家自然科学基金青年基金(51907123);国网江苏省电力有限公司科技项目(J2021153)资助项目。

摘　　要：针对地区发展阶段具有不确定性和不同发展阶段下地区投资需求难以量化的问题,提出一种考虑地区发展阶段不确定性的电网投资决策鲁棒优化方法,以保证电网投资决策与实际发展需求的匹配程度,提高决策结果对投资组合风险与发展阶段不确定性的应对能力.首先,基于现代投资组合理论构建投资风险约束;其次,采用箱型不确定集对地区发展阶段不确定性进行表征,建立考虑发展阶段不确定性的电网投资决策鲁棒优化模型,模型中外层最小化问题求解最恶劣场景下的地区发展阶段不确定性变量,内层最大化问题求解最恶劣场景下能够使投资收益最大的决策方案;再次,根据强对偶理论将双层优化模型转化为可直接求解的单层模型,采用大M法对模型进行求解;最后,利用我国某东部沿海省份中13个地市的实际算例验证了该电网投资决策模型的适用性与有效性.Aimed at the problem of uncertainties in the regional development stage and the difficulties in quantifying regional investment demand in different development stages,a robust optimization method for power grid investment decision-making considering regional development stage uncertainties is proposed to promise the matching degree between power grid investment decisions and development needs,and to improve the ability of decision-making results to deal with portfolio risks and uncertainties in regional development stage.First,investment risk constraints are constructed based on the modern portfolio theory.Then,a box uncertainty set is used to characterize uncertainties in regional development stage,and a robust optimization model for power grid investment decision-making considering uncertainties in development stage is established.In the optimization model,the outer minimization problem is used to solve the uncertain variables in regional development stage in the worst scenario,while inner maximization problem is used to obtain the decision-making plan that can maximize investment return in the worst scenario.Furthermore,according to the strong duality theory,the double-layer optimization model is transformed into a single-layer model that can be solved directly,and the big-M method is used to solve the model proposed.Finally,an actual example of 13 cities in an eastern coastal province verifies the applicability and effectiveness of the power grid investment decision-making model.

关 键 词：发展阶段不确定性 电网投资决策 投资组合风险 鲁棒优化 强对偶理论 

分 类 号：TM715[电气工程—电力系统及自动化]