分布鲁棒优化方法在电力系统中的理论分析与应用综述

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。

Overview on Theory Analysis and Application of Distributionally Robust OptimizationMethod in Power System

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 received attention from researchers since it combines the advantages of stochastic optimization and robust optimization in dealing with uncertainties. This paper reviews the application of DRO method in power system. Firstly, the characteristics of DRO method are described, and it is compared and analyzed with other methods for 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 directions of DRO method in the field of power system are summarized and prospected.