arXiv:2601.16028cs.LG2026-01

用历史数据和上下文信息动态构建不确定性集,提升调度决策鲁棒性

Data-Driven Conditional Flexibility Index

  • 基于归一化流学习数据驱动的不确定性集,映射到高维空间
  • 结合时间等上下文信息,使不确定性集条件化,更贴近实际场景
  • 在电力调度中验证有效,尤其适合含时序依赖的复杂系统

随着流程柔性化程度提高,制定鲁棒调度方案成为关键目标。传统灵活性指数通过简单不确定集(如超立方体)近似可接受的不确定性区域。然而,现有方法未利用预报等上下文信息来定义不确定性集。本文提出条件灵活性指数(CFI),通过两个方式扩展传统方法:一是从历史数据中学习参数化的可接受不确定性集;二是利用上下文信息使不确定性集条件化。该方法采用归一化流学习从高斯基分布到数据分布的双射映射,将可接受的潜在不确定性集构造为潜在空间中的超球,并映射回数据空间。通过引入上下文信息,CFI 能在特定条件下更准确地估计灵活性,仅考虑实际可能发生的参数区域。通过示例表明,数据驱动集不必然优于简单集,条件集也不一定优于无条件集,但二者均确保只考虑真实可能发生的情境。将 CFI 应用于含安全约束的机组组合问题,结果表明其能通过融入时间信息显著提升调度质量。

原文摘要 · Abstract (English)

With the increasing flexibilization of processes, determining robust scheduling decisions has become an important goal. Traditionally, the flexibility index has been used to identify safe operating schedules by approximating the admissible uncertainty region using simple admissible uncertainty sets, such as hypercubes. Presently, available contextual information, such as forecasts, has not been considered to define the admissible uncertainty set when determining the flexibility index. We propose the conditional flexibility index (CFI), which extends the traditional flexibility index in two ways: by learning the parametrized admissible uncertainty set from historical data and by using contextual information to make the admissible uncertainty set conditional. This is achieved using a normalizing flow that learns a bijective mapping from a Gaussian base distribution to the data distribution. The admissible latent uncertainty set is constructed as a hypersphere in the latent space and mapped to the data space. By incorporating contextual information, the CFI provides a more informative estimate of flexibility by defining admissible uncertainty sets in regions that are more likely to be relevant under given conditions. Using an illustrative example, we show that no general statement can be made about data-driven admissible uncertainty sets outperforming simple sets, or conditional sets outperforming unconditional ones. However, both data-driven and conditional admissible uncertainty sets ensure that only regions of the uncertain parameter space containing realizations are considered. We apply the CFI to a security-constrained unit commitment example and demonstrate that the CFI can improve scheduling quality by incorporating temporal information.

鲁棒优化不确定性建模电力调度数据驱动

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