论文标题

稳定的弯曲器分解,适用于具有短期和长期不确定性的多区域电力系统的投资计划

A stabilised Benders decomposition with adaptive oracles applied to investment planning of multi-region power systems with short-term and long-term uncertainty

论文作者

Zhang, Hongyu, Mazzi, Nicolò, McKinnon, Ken, Nava, Rodrigo Garcia, Tomasgard, Asgeir

论文摘要

提出了用自适应甲壳的弯曲器分解,以解决圆柱界的块对基结构的大规模优化问题,在右侧的子侧和成本系数上的子问题不同。自适应弯曲器通过迭代构建不精确的切割平面和有效的上和下限可大大减少计算工作。但是,在解决多区域投资计划问题时,自适应弯曲器和标准弯曲者可能会遭受严重的振荡。因此,我们提出使用水平设置方法稳定自适应弯曲器,并自适应选择子问题以解决每个迭代以获取更准确的信息。此外,我们提出了一种动态水平集方法,通过调整迭代的水平设置来改善稳定自适应弯曲器的鲁棒性。我们将稳定的自适应弯曲器与自适应弯曲器的不稳定版本进行比较,并在多区域长期和长期不确定性的多区域长期电力系统投资计划问题上使用一个子问题和标准弯曲者进行了比较。该问题被表述为多型摩尼亚随机编程。实施了四种算法来解决最多10亿个变量和45亿个约束的线性编程。计算结果表明:a)对于1.00%的收敛耐受性,所提出的稳定方法的速度比标准弯曲器快113.7倍,比未稳定的自适应弯曲器快2.14倍; b)对于0.10%的收敛耐受性,该提出的稳定方法的速度比标准弯曲器快45.5倍,并且不稳定的适应性弯曲器无法求解最大的实例来因严重的振荡而导致的收敛耐受性,并且C)动态水平设置方法使稳定性更强。

Benders decomposition with adaptive oracles was proposed to solve large-scale optimisation problems with a column bounded block-diagonal structure, where subproblems differ on the right-hand side and cost coefficients. Adaptive Benders reduces computational effort significantly by iteratively building inexact cutting planes and valid upper and lower bounds. However, Adaptive Benders and standard Benders may suffer severe oscillation when solving a multi-region investment planning problem. Therefore, we propose stabilising Adaptive Benders with the level set method and adaptively selecting the subproblems to solve per iteration for more accurate information. Furthermore, we propose a dynamic level set method to improve the robustness of stabilised Adaptive Benders by adjusting the level set per iteration. We compare stabilised Adaptive Benders with the unstabilised versions of Adaptive Benders with one subproblem solved per iteration and standard Benders on a multi-region long-term power system investment planning problem with short-term and long-term uncertainty. The problem is formulated as multi-horizon stochastic programming. Four algorithms were implemented to solve linear programming with up to 1 billion variables and 4.5 billion constraints. The computational results show that: a) for a 1.00% convergence tolerance, the proposed stabilised method is up to 113.7 times faster than standard Benders and 2.14 times faster than unstabilised Adaptive Benders; b) for a 0.10% convergence tolerance, the proposed stabilised method is up to 45.5 times faster than standard Benders and unstabilised Adaptive Benders cannot solve the largest instance to convergence tolerance due to severe oscillation and c) dynamic level set method makes stabilisation more robust.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源