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一类系数含阶梯函数的优化问题 被引量:1

Study on a kind of optimization containing step function in coefficient
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摘要 研究了一类系统含阶梯函数的优化问题。通过将原问题分解为三个线性规划的子问题 ,得到子问题的解后 ,对子问题的解进行集成得到原问题的解析解。 A kind of optimization containing step function in coefficient is studied in this paper. The solution is drawn out by means of parting the problem into three sub problems, dealing with each sub problem and integrating the solutions of three sub problems. The solution for optimization based on other cases of step function is also discussed.
出处 《空军工程大学学报(自然科学版)》 CSCD 2001年第1期77-79,共3页 Journal of Air Force Engineering University(Natural Science Edition)
基金 国家"8 6 3"计划资助项目!(86 3- 5 11- 9845 - 0 0 4) 国家自然科学基金资助项目! (5 993715 0 )
关键词 非线性规则 阶梯函数 优化 nonlinear programming ladder function optimization
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参考文献6

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同被引文献14

  • 1Guan X H, Luh P B. Integrated Resource Scheduling and Bidding in the Deregulated Electric Power Market: New Challenges. Journal of Discrete Event Dynamical Systems, 1999,9(4): 331-350
  • 2Li C A, Svoboda A J, Guan X H, et al. Revenue Adequate Bidding Strategies in Competitive Electricity Market. IEEE Trans on Power Systems, 1999, 14(2): 492-497
  • 3Hao S. A Study of Basic Bidding Strategy in Clearing Pricing Auctions. In: Proceedings of the 21th International Conference on Power Industry Computer Applications. San Clara: 1999. 55-60
  • 4Wen F, David A K. Coordination of Bidding Strategies in Energy and Spinning Reserve Market for Competitive Supplies Using a Genetic Algorithm. IEEE Trans on Power Systems, 2000,15(4): 3174-2179
  • 5Gross G, Finlay D J. Optimal Bidding Strategies in Competitive Electricity Markets. In: Proceedings of the 12th Power Systems Computation Conference. Dresden: 1996. 815-822
  • 6Song H, Liu C C, Lawarree J. Nash Equilibrium Bidding Strategies in a Bilateral Electricity Market. IEEE Trans on Power Systems, 2002, 17(1): 73-79
  • 7Arroyo J M, Conejo A J. Multiperiod Auction for a Pool-based Electricity Market. IEEE Trans on Power Systems, 2002,18(4): 1225-1231
  • 8Guan X H, Ho Y C, Pepyne D L. Gaming and Price Spikes in Electric Power Markets. IEEE Trans on Power Systems, 2001,16(3): 402-408
  • 9Liu Y A, Guan X H. Purchase Allocation and Bidding in Dual Electric Power Markets with Risk Management. In:Proceedings of the 15th World Congress of IFAC International Federation of Automatic Control. Barcelona: 2002. 21~26
  • 10Liu Y A, Guan X H. Purchase Allocation and Demand Bidding in Electric Power Markets. IEEE Trans on Power Systems,2003, 18(1): 106-112

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