分布鲁棒优化

部分代码

% 确定性优化结果
clc
close all
clear
% A Benchmark Case of Optimal Recourse Under Wind Power Uncertainty
D = 320; %MW         % demand
what = 60;           % mean wind output
V = 3000; % $/MW      % penalty cost for load loss
a = 3;   % $/MW
b = 30;  % $

x = binvar(1); % 机组启停机
p = sdpvar(1); % 机组出力
l = sdpvar(1);
% 不确定性变量
ResultP = [];
ResultQ = [];
i= 1;
for v = -50 :10 :100
    
Q =  b * x + a * p +V * l;
constrains = [ p >= 20 * x ;
               p <= 300 *x;
               p + l == D - what - v;
               l >= 0 ;];
opt = sdpsettings('verbose',1,'solver','cplex');
result = optimize(constrains,Q,opt); % 主问题求解         
ResultP(i) = value(p);
ResultQ(i) = value(Q);
i = i+1;
end