具有混合动态约束的生产系统优化调度新算法

研究具有混合动态约束的生产系统优化调度问题.在Lagrange松弛法框架下,求解包 含混合动态约束的子问题仍然十分复杂,许多算法只能求得子问题的近似解,降低了Lagrange 松弛法的有效性.文中提出了一种新的离散状态定义方法,解除了子问题中离散决策变量与连 续决策变量的耦合.在此基础上结合动态规划思想,提出了一种新算法,在保证整体最优性的前 提下,可以同时对离散和连续状态分别寻优,对算法复杂性进行了初步分析,新算法效率高且可 以得到子问题的精确解.电力系统调度问题的数值算例验证了新算法的有效性.

A New Method for Production Scheduling with Hybrid Dynamic Constraints

A class of scheduling problems with hybrid dynamic constraints is studied. Even under the Lagrangian relaxation framework, solving the subproblems with hybrid dynamic constraints is still difficult and almost all existing methods can only obtain sub-optimal dual solutions. This will reduce the effectiveness of the Lagrangian relaxation approach. This paper presents a new method for defining the discrete and continuous state spaces so that the discrete decision variables and the continuous decision variables can be decoupled. A scheme is presented to solve the subproblems with hybrid dynamic constraints where the discrete optimization and continuous optimization can be conduc-ted separately with overall optimality guaranteed. Complexity analysis and numerical testing for a power generation scheduling problem show the new method is efficient and effective.