The Research And Application Of Robust Optimization In Electricity Market

We usually use the uncertain data to deal with problems in real life. And thetraditional method will not make a great difference, because the little changes can havea huge impact on the final result.Robust optimization is an effective method to study these problems. This paperwill focus on the uncertainty of electricity prices in the electricity market. We proposea new power scheduling robust optimization model based on the uncertainty momentsand unknown distribution of electricity. This model using the uncertain parameters’historical data to calculate the mean and covariance matrix overcomes theshortcomings of traditional methods which lack the exact value and the realdistribution of the uncertain parameters. We prove the model can be solved inpolynomial time by converting it into a second-order cone programming problem. Andthe numerical experiments analysis based on the IEEE30bus system verify thevalidity of the models and methods. Further, we consider the low-carbon economicpower dispatch optimization problem and propose the low-carbon power dispatchrobust optimization model by combining with the background of the carbon emissionstrading, levying the carbon tax and limiting the CO2emission caps. The main contentsare as follows:The first chapter is an introduction, elaborates the study history and development of therobust optimization and the various fields of application, introduces the traditionalresearch methods to solve the power scheduling problems and the main researchmethods and ideas of this paper. In the second chapter, we propose a new powerscheduling robust optimization model based on the uncertainty moments, the result ofnumerical experiments analysis is better than that of the traditional method. The thirdchapter considers the low-carbon element, we propose the low-carbon power dispatchrobust optimization model by combining with the background of the carbon emissionstrading, levying the carbon tax and limiting the CO2emission caps. The fourth chapter is the conclusion, sums up the major work done in this article, raises some problems,and points out the research and development directions of the future.