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凸规划技术在水火联合调度问题中的应用
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摘要
当代电力行业的发展有着非常明显的时代特征,清洁能源和智能电网是其两大主题词。在水电资源或其它清洁能源丰富的地区,大力开发清洁能源与火电互补调度是非常必要的。我国水电资源丰富,在倡导开发水电的同时,如何充分利用已开发的部分水电能源也很重要。水火联合调度问题不论从建模的角度还是从求解算法的角度来讲都是非常困难的。建模的难点在于水力发电本身就是个复杂的物理过程,加之开发同一水域的梯级水电能源会令决策变量时空耦合。算法方面,即便对某些因素进行简化,多数现存的优化算法也很难对这个大规模、非凸的模型进行高效、精准地求解。因此,有必要探寻新的水火联合调度问题求解思路。
     本论文在研究凸规划特别是近年来线性锥规划的快速发展基础上,结合几种处理非凸等式约束方法,从模型和算法两个方面研究了大规模水火联合调度问题。首先,在详细分析了水轮机发电过程及不同调度时期各类水电站出力特点后,总结出水火联合调度问题的两个瓶颈问题为高次非凸等式约束和整数变量。基于现代内点理论的锥规划恰巧可以同时处理这两个问题。半定规划求解一个非凸标准水火联合调度算例表明,半定规划在解的全局最优性和快速性方面均优于其它算法。然而,半定规划求解非凸问题的本质为松弛方法。为了克服半定规划在直接求解含有高次非凸等式约束问题时会出现解的秩不为1的情况,本论文首次提出了先用高精度的凸化方法将水电非凸等式约束转化为0-1混合整数约束,再用改进的半定有效不等式方法对问题进行求解的思想。全文共6章,各章节主要内容可归纳如下:
     第1章—绪论:从模型和算法两个角度回顾国内外水火联合调度研究现状。
     第2章—线性锥规划基本原理:介绍本工作在求解水火联合调度问题中所要应用的数学手段—锥规划的相关性质。着眼于介绍半定规划、二阶锥规划模型及与其他模型之间的转化关系;这些模型的凸性、对偶性及相关的内点算法;它们在几类问题中的应用及适用的求解器。
     第3章—线性半定规划求解简单水火电力调度系统:以一个简单的水火电力调度算例为例阐述使用线性半定规划求解该类问题的基本原理和过程方法。通过将原问题从一般向量空间提升到半定锥空间,新的半定规划模型将二次非凸等式约束松弛为半定锥上的线性函数。用集成了线性锥规划内点算法的软件包求解转化后的模型。实验结果指出原模型中缺少弃水变量上限导致解不合理。而其他文献所用的算法因为无法保证解的全局性而忽略了这个问题。在给出了一个上界之后,半定规划的解依然优于其他算法的解,进一步证明了线性半定规划的有效性。
     第4章—水火电力网联合调度问题的凸性分析:在前几章的基础上提出了水电调度问题的分段二次凸化方法。为了达到利用最新凸优化技术的目的,该方法首先对水火联合调度问题的难点—水电子系统中的非凸等式约束进行详细分析,通过逐步精炼水火联合调度模型中难以处理的和只给问题增加计算量而不增加计算难度的约束和变量,并通过将各调度时期的水量、水头和水库特性结合起来分析,提出了可以直接应用凸规划技术的水火联合调度模型。借助成熟的线性分段技术思想,提出了逼近效果更好的分段二次凸化方法,针对水电子系统中两个具体的约束:水电出力函数和弃水函数等式约束,给出相应的具体的数学表达式。本章得出结论,水火联合问题可以通过逼近、引进变量等手段转化为一个可利用成熟锥规划技术求解的混合整数规划问题。
     第5章—分段二次凸化半定有效不等式方法求解水火联合调度系统的仿真与分析:在前几章基础上,用几组数值试验和算例仿真进一步验证本文提出的处理非凸等式约束的基于改进半定有效不等式方法的效果。一方面分析半定有效不等式方法对一个整数线性规划例子生成的松弛模型紧性方面存在的问题,再分析改进的半定有效不等式方法对该例子的更紧的松弛。另一方面用改进的半定有效不等式方法求解大规模的水火联合调度问题。数值试验KNAPSACK问题,和仿真算例32-HTC、153-HTC两个大规模的水火仿真系统可以说明本文所提出的凸化配合改进的半定有效不等式算法可以可靠、快速地求解非凸、混合整数水火联合调度问题。
     第6章—总结与展望:总结了本文的主要工作和创新点,并指出了可进一步开拓的研究方向。
Electric power industry is now advancing with distinguish modern marks. Clean energy and smart grid are two key words of it. It is necessary to utilize clean energy to the best and have it participated in the power generation coordination when there are huge storage of hy-dropower and alike around the area. China is rich in hydropower resources. How to utilize the exiting hydropower is as important as advocating hydropower development. Hydrothermal coordination problems are of difficulty not only because of the mathematical modeling pro-cess but also because of the corresponding optimization algorithms. The struggling of mathe-matical modeling is caused by the complex process of hydropower generation. The fact that developing cascaded hydropower plants within the same watershed can bring a coupling ef-fect on both spatial aspect and time aspect. Though the problems can be simplified by getting rid of certain factors, not all the algorithms can guarantee a fast and accurate optimal solution.
     This dissertation tried to solve the problems from angels of both mathematical modeling and optimization algorithm, with the help with several methods of handling nonconvex equal-ity constraints based on some recently developed convex optimization skills, especially the ones regarding to conic optimization. At first, the whole process of generating hydropower was examined, followed by the conclusion that the bottleneck problems are nonconvex equal-ity constraints and integer variables. Luckily, conic programming based on modern interior point method has the potential of dealing with both of these two issues at the same time. Through solving a standard test data set of hydrothermal coordination problem, semidefinite programming was proved to be better than other existing algorithms with respect to computa-tional time and the quality of the solution. However, semidefinite programming is born to be a relaxation method. To overcome the problem that the rank of the solution matrix might not equal to one when the problem contains nonconvex equality constraints, this dissertation pro-posed a solution that transfers nonconvex equality constraints into0-1mixed integer con-straints by convexification with high accuracy first, then solves the problem by improved semidefinite valid inequality method. This dissertation is divided into6chapters, which can be summarized as follows:
     Chapter1on introduction:Literature review of both domestic and abroad on hydrother-mal coordination problem from angels of mathematical modeling and mathematical optimiza-tion methods.
     Chapter2on basic knowledge of conic programming:Introducing principal concepts of conic programming, which are the key mathematically tools in solving hydrothermal coordi- nation problems, focusing on aspects of introduction of semidefinite programming and second order cone programming, the relationship between these optimization methods, the convexity of these methods, their duality and related interior point algorithms, the applications of these methods, and the solvers that can be passed along to solve these mathematical optimization problems.
     Chapter3on semidefinite programming on a simple hydrothermal coordination problem: This chapter elaborated how to solve a simple mathematical model of hydrothermal coordina-tion with basic semidefinite programming. By lifting the normal vector space produced by the original problem into a higher dimensional semidefinite cone, the new semidefinite program-ming problem was a linear one on semidefinite cone relaxed from the original model with nonconvex equality constraints. The resulting model can be solved by efficient solvers inte-grated with conic interior point methods. The results showed that the original data set had an issue of lacking upper bounds for spillage water variables. While the exiting literatures worked on the same data set failed to report this issue because the methods they used were not truly global ones. After fixing upper bounds for the data set, the results by semidefinite pro-gramming were still the best among all the methods, further validating the fact that semidefi-nite programming method is very effective.
     Chapter4on convexity of hydrothermal coordination problems:Based on the previous chapters, this chapter presented a piece-wise quadratic convexification method for hydro-thermal coordination problem. To take the advantages of newly developed convex program-ming techniques, the proposed method focused on analysis of the most difficult part of the problem, i.e., the nonconvex equality constraints of the hydrothermal coordination problem first, and then provided a convex programming-friendly model by analyzing storage, water net head, and reservoir characteristics all together over different spans of scheduling horizon. Based on well-developed piecewise linearization techniques, the dissertation presented a more accurate piecewise quadratic convexification method. And it also provided a detailed mathe-matical expression designed for hydropower generation equality constraints and spillage equality constraints. It concluded that the hydrothermal coordination problem can be trans-ferred into a mixed integer programming problem by means of approximation and introduc-tion of variables.
     Chapter5on simulation and analysis of hydrothermal coordination problem based on quadratic convexification semidefinite valid inequality method:Several testing problems and simulations were applied to validate the effectiveness of the proposed method. On one hand, this chapter presented the tightness problems caused by solving a mixed integer programming problem with semidefinite valid inequality relaxation method, followed by the analysis of im-proved semidefinite valid inequality method for a tighter relaxation. On the other hand, the improved semidefinite valid inequality method was used for large-scale hydrothermal coordi-nation problem. A testing KNAPSACK problem,32-HTC simulation problem, and153-HTC simulation problem were used to testify that the proposed improved semidefinite valid ine-quality method can solve the mixed integer hydrothermal coordination problem reliably and efficiently.
     Chapter6on conclusions and future works:The framework of the dissertation along with the creativities was summarized. Several further follow-up studies were pointed out as well.
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