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分布鲁棒优化方法在电力系统中的理论分析与应用综述
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四川大学电气工程学院,四川省成都市 610065

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基金项目:

国家自然科学基金资助项目(51807125);中央高校基本科研业务费专项基金资助(YJ201750)。


Overview On Theory Analysis and Application of Distributionally Robust OptimizationMethod in Power System
Author:
Affiliation:

School of Electrical Engineering and Information, Sichuan University, Chengdu 610065, China

Fund Project:

This work is supported by National Natural Science Foundation of China (No. 51807125) and Fundamental Research Funds for the Central Universities (No. YJ201750).

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    摘要:

    清洁能源、电价等不确定因素对电力系统的规划运行有着重要影响,而分布鲁棒优化(DRO)方法因结合了随机优化和鲁棒优化在处理不确定性方面的优点逐渐受到学者们的关注,文中对DRO方法在电力系统领域的应用情况进行综述。首先,阐述了DRO方法的特点,并与其他不确定性处理方法进行了对比分析。其次,介绍了不同类型的DRO方法在电力系统中的应用现状,并分析了各种DRO方法(包括概率密度、矩信息两大类及基于这两大类的分布鲁棒机会约束方法)的优缺点。最后,对DRO方法在电力系统领域待研究的方向进行了总结与展望。

    Abstract:

    The uncertainty factors such as clean energy and electricity price have important influence on the planning and operation of power system. Distributionally robust optimization (DRO) method has been paid more attention since it combines the advantages of stochastic optimization and robust optimization in dealing with uncertainties. Therefore, this paper reviews the application of DRO method in power system. Firstly, the characteristics of DRO method are described and compared with other methods in coping with uncertainties. Secondly, the application status of different types of DRO methods in power system is introduced. Besides, advantages and disadvantages of various DRO methods are analyzed including two classes of probability density, moment information and distributed robust chance constrained method based on these two classes. Finally, the research direction of DRO method in the field of power system is summarized and prospected.

    表 7 Table 7
    表 6 Table 6
    表 2 基于多离散场景的DRO与其他方法对比Table 2 Comparisons between DRO based on multiple discrete scenarios and other methods
    表 1 不确定性处理方法对比Table 1 Comparisons of different uncertainty treatment methods
    表 3 基于Wasserstein距离的DRO与其他方法对比Table 3 Comparisons between DRO based Wasserstein distance and other methods
    图1 DRO方法类别Fig.1 Categories of DRO methods
    表 5 基于确定性矩的DRO与其他方法对比Table 5 Comparisons between DRO based on deterministic moment and other methods
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引用本文

贺帅佳,阮贺彬,高红均,等.分布鲁棒优化方法在电力系统中的理论分析与应用综述[J/OL].电力系统自动化,http://doi.org/10.7500/AEPS20191022002.
HE Shuaijia,RUAN Hebin,GAO Hongjun,et al.Overview On Theory Analysis and Application of Distributionally Robust OptimizationMethod in Power System[J/OL].Automation of Electric Power Systems,http://doi.org/10.7500/AEPS20191022002.

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历史
  • 收稿日期:2019-10-22
  • 最后修改日期:2020-05-12
  • 录用日期:2020-02-11
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