随机ADMM算法及其在电力系统凸经济调度问题中的应用

针对电力系统中的一类凸经济调度问题,提出了随机ADMM算法,设计了周期循环更新规则和随机选择更新规则,证明了随机ADMM算法在周期循环更新规则下的收敛性,以及得出了在随机选择更新规则下按期望收敛的结论.数值实验结果表明该方法可以有效解决电力系统中的凸经济调度问题.

The Random ADMM and Its Application to Convex Economic Dispatch Problems of Power Systems

A new random alternating direction method of multipliers (ADMM) was designed to solve convex economic dispatch problems in power systems. The convergence of the random ADMM was analyzed. Under some mild assumptions, the random ADMM, according to the cycle update rule and the random selection update rule, was proved to converge to an optimal solution of the convex economic dispatch problem. The numerical experimental results show that, the proposed method is effective to solve convex economic dispatch problems.