燃料价格及电力需求不确定下电力生产决策的鲁棒优化

doi:10.12066/j.issn.1007-2861.1850

Abstract

Abstract:

A robust optimization model is established for decisions of electric power production quantity. This model examines impact on the production decisions from two important variables, i.e., fuel price and electric power demand. A new algorithm is developed with SeDuMi in MATLAB. Several suggestions are given based on data analysis. The total production cost of electric power may increase with an increasing uncertainty range of these two variables. If the disturbance directions of the uncertainties in these two variables change in the same direction, the total production cost increases linearly with the increasing uncertainty range. If the disturbance directions of the uncertainties in these two variables change inconsistently, the total production cost increases with increasing volatility. The results show that the changing range of these two variables can also affect the significant level of the relationship between these two variables and the production decisions. This study supports the electric power production quantity decisions under uncertain fuel price and electric power demand.

Key words: robust optimization, ellipsoidal disturbance, production quantity decision, fuel price, electric power demand

CLC Number:

F325.21

WANG Jian, WANG Ting, LIU Huixia. Robust optimization of production quantity decisions with uncertainty in fuel price and electric power demand[J]. Journal of Shanghai University（Natural Science Edition）, 2018, 24(5): 807-818.

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References 26

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Robust optimization of production quantity decisions with uncertainty in fuel price and electric power demand

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