论文标题
在不确定性下应用渐进式套期保值
Application of Progressive Hedging to Var Expansion Planning Under Uncertainty
论文作者
论文摘要
本文介绍了在不确定性下，渐进式套期保值（pH）算法的应用到成本最小的VAR计划。该方法pH是一种基于方案的分解技术，用于解决随机程序，即，它将大规模随机问题分解为确定性的子问题，并伴侣从S子问题构成对原始随机问题的解决方案。提出方法的有效性和计算性能将通过IEEE 24总线系统（5个操作场景），200级玻利维亚系统（1,152个操作场景）和1,600个哥伦比亚哥伦比亚系统（180个场景）的VAR计划研究来说明。
This paper describes the application of a Progressive Hedging (PH) algorithm to the least-cost var planning under uncertainty. The method PH is a scenario-based decomposition technique for solving stochastic programs, i.e., it decomposes a large scale stochastic problem into s deterministic subproblems and couples the decision from the s subproblems to form a solution for the original stochastic problem. The effectiveness and computational performance of the proposed methodology will be illustrated with var planning studies for the IEEE 24-bus system (5 operating scenarios), the 200-bus Bolivian system (1,152 operating scenarios) and the 1,600-bus Colombian system (180 scenarios).
