This paper presents a new approach to solve mixed-variable unit commitment(UC) problems with non-smooth cost functions based on a generalized pattern search filter(GPS-filter) algorithm. A GPS-filter algorithm does no...This paper presents a new approach to solve mixed-variable unit commitment(UC) problems with non-smooth cost functions based on a generalized pattern search filter(GPS-filter) algorithm. A GPS-filter algorithm does not require any information about the gradient of the objective function while searching for an optimum solution. At the same time, it is available for solving mixed-variable optimization problems, which is very suitable for UC. A new suitable discrete neighborhood structure with UC characteristics is proposed to improve GPS-filter efficiently. A lot of multiple units' states are fixed before search; hence, the polling search of discrete variable is efficient for a few uncertain units. Numerical experiments are included to demonstrate the proposed approach's ability to handle the highly nonlinear, discontinuous, non-smooth cost functions and mixed variables of the UC problem.展开更多
基金Project Supported by National Natural Science Foundation of China(51277034,51377027)
文摘This paper presents a new approach to solve mixed-variable unit commitment(UC) problems with non-smooth cost functions based on a generalized pattern search filter(GPS-filter) algorithm. A GPS-filter algorithm does not require any information about the gradient of the objective function while searching for an optimum solution. At the same time, it is available for solving mixed-variable optimization problems, which is very suitable for UC. A new suitable discrete neighborhood structure with UC characteristics is proposed to improve GPS-filter efficiently. A lot of multiple units' states are fixed before search; hence, the polling search of discrete variable is efficient for a few uncertain units. Numerical experiments are included to demonstrate the proposed approach's ability to handle the highly nonlinear, discontinuous, non-smooth cost functions and mixed variables of the UC problem.
