发明名称 |
Simultaneous optimal auctions using augmented lagrangian and surrogate optimization |
摘要 |
A method for determining a market clearing price in an electricity market, subject to a plurality of constraints, comprising the steps of defining an objective function relating the MCP and constraints in terms of a nonlinear programming expression, applying Lagrangian relaxation to the nonlinear programming expression to form a Lagrangian dual function; adding penalty terms to the Lagrangian dual function to form an augmented Lagrangian dual function; resolving the augmented Lagrangian dual function using a surrogate optimization framework comprising repeating, until stopping criteria are satisfied, the steps of forming one or more supply sub-problems and an MCP sub-problem; optimizing the MCP sub-problem while keeping all other variables at their latest available values; optimizing at least one of the one or more supply sub-problems while keeping all other variables at their latest available values; updating multipliers used to relax constraints; determining the MCP in accordance with the resolved augmented Lagrangian dual function; and paying for electricity at the MCP. A system is also provided.
|
申请公布号 |
US2005137959(A1) |
申请公布日期 |
2005.06.23 |
申请号 |
US20030746970 |
申请日期 |
2003.12.23 |
申请人 |
YAN JOSEPH H.;LUH PETER B.;STERN GARY A.;BLANKSON WILLIAM E.;NI ERNAN;CHEN YING;ZHAO FENG;MA YAMING |
发明人 |
YAN JOSEPH H.;LUH PETER B.;STERN GARY A.;BLANKSON WILLIAM E.;NI ERNAN;CHEN YING;ZHAO FENG;MA YAMING |
分类号 |
G06Q30/00;(IPC1-7):G06F17/60 |
主分类号 |
G06Q30/00 |
代理机构 |
|
代理人 |
|
主权项 |
|
地址 |
|