基于KKT条件智能电网实时定价的光滑牛顿算法

李媛媛,李军祥,党亚峥,高岩

系统科学与数学 ›› 2020, Vol. 40 ›› Issue (4) : 646-656.

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PDF(601 KB)
系统科学与数学 ›› 2020, Vol. 40 ›› Issue (4) : 646-656. DOI: 10.12341/jssms13843
论文

基于KKT条件智能电网实时定价的光滑牛顿算法

    李媛媛,李军祥,党亚峥,高岩
作者信息 +

Smoothing Newton Algorithm for Real-Time Pricing of Smart Grid Based on KKT Conditions

    LI Yuanyuan ,LI Junxiang, DANG Yazheng ,GAO Yan
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摘要

智能电网实时定价是需求侧管理的一种重要手段. 建立了求解智能电网中商业用户 的实时定价问题的社会福利最大化约束优化模型. 采用一种新的双曲余弦光滑化逼近函数 来代替这个约束优化问题的KKT系统中的互补条件, 并提出了一种光滑牛顿算法来求解非 线性方程组. 数值结果表明了供应商的这种定价是合理的, 用户对价格的响应很敏感, 从 而验证了给出的算法的可行性和有效性.

Abstract

Real-time pricing is a main way of demand-side management in smart grid. A constrained optimization model of the social welfare maximum is builded to solve the real-time pricing problem of commercial users in the smart grid. A new smoothing approximation cosh function is used to substitute the complementary condition of the KKT systems of the constrained optimization problem and a smoothing Newton algorithm is proposed to find the solution of a nonlinear equation system. The numerical result shows that the pricing of the supplier is reasonable and the users are highly sensitive to the response of the prices, which verifies the feasibility and effectiveness of the given algorithm.

关键词

智能电网 / 实时定价 / KKT条件 / 光滑牛顿算法 / 双曲余弦光滑化逼近函数.

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李媛媛 , 李军祥 , 党亚峥 , 高岩. 基于KKT条件智能电网实时定价的光滑牛顿算法. 系统科学与数学, 2020, 40(4): 646-656. https://doi.org/10.12341/jssms13843
LI Yuanyuan , LI Junxiang , DANG Yazheng , GAO Yan. Smoothing Newton Algorithm for Real-Time Pricing of Smart Grid Based on KKT Conditions. Journal of Systems Science and Mathematical Sciences, 2020, 40(4): 646-656 https://doi.org/10.12341/jssms13843
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