机组组合问题的罚函数法

机组组合问题是一个大规模的非线性、0、1变量混合整数规划问题 ,是一个难问题。以罚函数方法解决0、1变量整数规划问题是一个新的尝试。文中考虑包括发电机爬坡约束和时间约束等动态约束在内的多种约束条件 ,对机组组合问题的 0、1变量进行松弛 ,并在目标函数中增加一个惩罚函数项 ,将问题变换成一个非线性连续变量的规划问题 ,以SQP法求解。本算法经过一个简单的算例检验 ,说明是行之有效的。

Penalty function method for the thermal unit commitment

Unit commitment problem is one of large scale nonlinear and mixed integer programming for zero one variable,it is a difficult problem.There is a new attempt to solve integer programming for zero one variable by penalty function method.In this paper,the relaxation to zero one variable is done and a penalty function term is added to objective function so that transform the problem to a nonlinear continue variable optimization one by taking into account more constrains including unit ramp constrain and unit constrain in time.It has been tested on a simple testing system and gives good results.