比较随机优化方法解决中期运营计划问题

IF 2.5 3区 数学 Q1 MATHEMATICS, APPLIED
R. Gonçalves, E. Finardi, E. L. D. Silva, M. L. Santos
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引用次数: 11

摘要

热液系统的中期运行规划(MTOP)旨在确定每个电厂的发电量,使规划期内的预期运行成本最小化。在数学上,这项任务可以被描述为一个线性的、随机的、大规模的问题,需要应用合适的优化工具。为了解决这个问题,本文建议使用嵌套分解,经常用于解决类似的问题(如巴西的情况),以及渐进式套期保值,一种替代方法,它具有有趣的特征,使其有望解决这个问题。为了对这两种方法在求解质量和计算量方面进行比较分析,建立了一个基准,并通过求解单个线性规划问题(确定性等价问题)得到该基准。以热液系统为例进行了应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Comparing stochastic optimization methods to solve the medium-term operation planning problem
The Medium-Term Operation Planning (MTOP) of hydrothermal systems aims to define the generation for each power plant, minimizing the expected operating cost over the planning horizon. Mathematically, this task can be characterized as a linear, stochastic, large-scale problem which requires the application of suitable optimization tools. To solve this problem, this paper proposes to use the Nested Decomposition, frequently used to solve similar problems (as in Brazilian case), and Progressive Hedging, an alternative method, which has interesting features that make it promising to address this problem. To make a comparative analysis between these two methods with respect to the quality of the solution and the computational burden, a benchmark is established, which is obtained by solving a single Linear Programming problem (the Deterministic Equivalent Problem). An application considering a hydrothermal system is carried out.
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来源期刊
Computational & Applied Mathematics
Computational & Applied Mathematics Mathematics-Computational Mathematics
CiteScore
4.50
自引率
11.50%
发文量
352
审稿时长
>12 weeks
期刊介绍: Computational & Applied Mathematics began to be published in 1981. This journal was conceived as the main scientific publication of SBMAC (Brazilian Society of Computational and Applied Mathematics). The objective of the journal is the publication of original research in Applied and Computational Mathematics, with interfaces in Physics, Engineering, Chemistry, Biology, Operations Research, Statistics, Social Sciences and Economy. The journal has the usual quality standards of scientific international journals and we aim high level of contributions in terms of originality, depth and relevance.
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