基于CVaR的价格不确定性下的Wasserstein分布鲁棒自调度  

CVAR-BASED WASSERSTEIN DISTRIBUTIONALLY ROBUST SELF-SCHEDULING UNDER PRICE UNCERTAINTY

作　　者：杨林峰[1,2] 郭洪武 杨赢 李捷 潘珊珊[4] Yang Linfeng;Guo Hongwu;Yang Ying;Li Jie;Pan Shanshan(School of Computer and Electronic Information,Guangxi University,Nanning 530004,Guangxi,China;Guangxi Key Laboratory of Multimedia Communications and Network Technology,Nanning 530004,Guangxi,China;School of Big Data,Guangxi Vocational Technical College,Nanning 530226,Guangxi,China;School of Science,Guangxi University of Science and Technology,Liuzhou 545616,Guangxi,China)

机构地区：[1]广西大学计算机与电子信息学院,广西南宁530004 [2]广西多媒体通信与网络技术重点实验室,广西南宁530004 [3]广西职业技术学院大数据学院,广西南宁530226 [4]广西科技大学理学院,广西柳州545616

出　　处：《计算机应用与软件》2025年第4期271-278,共8页Computer Applications and Software

基　　金：广西自然科学基金项目(2020GXNSFAA297173,2020GXNSFDA238017,2021GXNSFBA075012);国家自然科学基金项目(51767003,71861002);广西高等教育千名中青年骨干教师培育计划项目;广西中青年教师基本能力提升项目(2019KY1210,2020KY08005)。

摘　　要：在电力市场价格不确定情况下,发电商需要提供合适的发电调度策略,以实现自身利润最大化。提出一种基于CVaR的Wasserstein分布鲁棒优化模型,用于解决价格不确定性下的发电自调度问题。利用最优化对偶理论将该模型重构为二阶锥规划问题,并利用商业求解器(Mosek)求解。进一步提出一种基于区域划分的近似模型,利用交替方向乘子法进行分布式计算,提高模型计算性能。在三个测试系统上进行仿真实验,验证所提模型的有效性。仿真结果表明,该模型能够很好地控制风险和利润,适用于求解大规模自调度问题。Under electricity market price uncertainty,power generators need to provide appropriate generation scheduling strategies to maximize their profits.This study proposes a CVaR-based Wasserstein distributionally robust optimization model to address the self-scheduling problem under price uncertainty.Using optimization duality theory,the model is reformulated into a second-order cone programming problem and solved with a commercial solver(Mosek).Furthermore,a region-partitioning-based approximate model is proposed,which utilizes the alternating direction method of multipliers(ADMM)for distributed computation to improve computational performance.Simulation experiments on three test systems are conducted to validate the effectiveness of the proposed model.The simulation results demonstrate that the model effectively balances risk control and profit maximization and is suitable for solving large-scale self-scheduling problems.

关 键 词：自调度 不确定性 Wasserstein度量 分布鲁棒优化 CVAR 

分 类 号：TP3[自动化与计算机技术—计算机科学与技术]