求解含风电场机组组合问题的透视割平面邻域搜索算法

提出一种求解含风电场机组组合(Unit Commitment, UC)问题的透视割平面邻域搜索(Perspective Cut Neighborhood Search, PC-NS)算法。基于PC建立了含风电场UC问题的混合整数线性规划模型。以不考虑误差场景UC问题的最优解为中心构造邻域，在此邻域内搜索以获得含风电场UC问题的可行解。以此可行解为中心构造邻域，在此邻域内搜索以获得含风电场UC问题高质量的次优解。最后进行数值仿真，结果表明，所提算法能有效求解含风电场UC问题。和其他方法相比，PC-NS算法获得了更好的次优解，而且用时大大减少。

A perspective cut neighborhood search method for unit commitment with volatile wind power

A perspective cut neighborhood search (PC-NS) method is proposed for unit commitment (UC) with volatile wind power. Firstly, a mixed integer linear programming formulation based on PC is presented for UC with wind power. Then, a neighborhood is built on the solution of UC without considering wind power to find the feasible solution of UC with wind power. After that, based on the feasible solution, another neighborhood is constructed to get high-quality sub-optimal solutions for UC with wind power. At last, the proposed method is tested and the numerical results indicate that the PC-NS is efficient for solving UC with wind power. When compared with other methods, the presented PC-NS can yield better sub-optimal solutions and the running time can be greatly reduced. This work is supported by National Natural Science Foundation of China (No. 71201049 and No. 51407037).