该程序复现文章《Feature-Driven Economic Improvement for Network-Constrained Unit Commitment: A Closed-Loop Predict-and-Optimize Framework》，程序主要做的是一个基于数据驱动的电力系统机组组合调度模型，采用IEEE24节点系统作为研究对象，该模型的创新点在于：提出了一个闭环预测与优化(C-PO)框架，即利用NCUC模型的结构以及相关特征数据来训练一个以成本为导向的RES预测模型，该模型通过诱导的NCUC成本而不是统计预测误差来评估预测质量，并且在优化过程中采用拉格朗日松弛来加速训练过程，该模型理论深度较大，代码学习难度也较大，本次免费分享供相关方向同学参考。

原文模型及部分结果：

2 部分代码

Number_day          = Validate_day_end - Validate_day_1st + 1;First_day_intuition = Validate_day_1st;Final_day_intuition = Validate_day_end;Scaler_load         = 0.22;Scaler_SPG          = 0.39;Scaler_WPG          = 0.39;R_for_load          = 0.10;R_for_RES           = 0.05;Method_flag         = 'CPO';Number_hour         = 24;Number_RES          = 5;%% -----------------------------SPO tunning----------------------------- %%lamda                 = 100000;Number_training_day   = 2;Number_day_H_validity = 7; % The frequency of updating Predictor H.Number_historic_day   = 7;Solver_flag           = 'g';Solver_gap            = 3;Solver_time           = 10;%% -----------------------Prepare box for recorder---------------------- %%% Rec for UCRec_Decision_UC_I    = cell(Number_day, 1);Rec_Decision_UC_P    = cell(Number_day, 1);Rec_Decision_UC_R_h  = cell(Number_day, 1);Rec_Decision_UC_R_c  = cell(Number_day, 1);Rec_cost_UC_expected = cell(Number_day, 1);Rec_cost_UC_SUSD     = cell(Number_day, 1);Rec_RES_prediction   = cell(Number_day, 1);Rec_infea_UC_flag    = cell(Number_day, 1);Rec_UC_time          = cell(Number_day, 1);% Rec for EDRec_cost_ACT      = cell(Number_day, 1);Rec_cost_UC       = cell(Number_day, 1);Rec_cost_SUSD_all = cell(Number_day, 1);Rec_cost_SUSD_UC  = cell(Number_day, 1);Rec_cost_SUSD_ED  = cell(Number_day, 1);Rec_cost_P        = cell(Number_day, 1);Rec_cost_LS       = cell(Number_day, 1);Rec_cost_loss_ACT = cell(Number_day, 1);Rec_cost_loss_UC  = cell(Number_day, 1);Rec_infea_ED_flag = cell(Number_day, 1);%% --------------------------Prepare box for CPO------------------------ %%% CostCPO_cost_ACT      = zeros(Number_day, 1);CPO_cost_UC       = zeros(Number_day, 1);CPO_cost_SUSD_all = zeros(Number_day, 1);CPO_cost_SUSD_UC  = zeros(Number_day, 1);CPO_cost_SUSD_ED  = zeros(Number_day, 1);CPO_cost_P        = zeros(Number_day, 1);CPO_cost_LS       = zeros(Number_day, 1);CPO_cost_loss_ACT = zeros(Number_day, 1);CPO_cost_loss_UC  = zeros(Number_day, 1);% FlagCPO_infeasible_UC = zeros(Number_day, 1);CPO_infeasible_ED = zeros(Number_day, 1);%% -------------------------Set updating frequency---------------------- %%Number_period = ceil(Number_day/Number_day_H_validity);if Number_period == floor(Number_day/Number_day_H_validity)    Number_day_in_period_full           = Number_day_H_validity;    Number_day_in_period_last           = Number_day_H_validity;    Period_size_list                    = ones(Number_period,1);    Period_1st_list                     = zeros(Number_period,1);    Period_end_list                     = zeros(Number_period,1);    Period_size_list(1:Number_period-1) = Number_day_in_period_full;    Period_size_list(Number_period)     = Number_day_in_period_last;endif Number_period > floor(Number_day/Number_day_H_validity)    Number_day_in_period_full           = Number_day_H_validity;    Number_day_in_period_last           = Number_day - (Number_period - 1)*Number_day_H_validity;    Period_size_list                    = ones(Number_period,1);    Period_1st_list                     = zeros(Number_period,1);    Period_end_list                     = zeros(Number_period,1);    Period_size_list(1:Number_period-1) = Number_day_in_period_full;    Period_size_list(Number_period)     = Number_day_in_period_last;endfor i_period = 1:Number_period    Period_1st_list(i_period) = (Validate_day_end+1) - sum(Period_size_list(i_period:end));    Period_end_list(i_period) = (Validate_day_1st-1) + sum(Period_size_list(1:i_period));end%% ------------------Prepare box for training details------------------- %%% Training detailCPO_TRA_Predictor_H     = cell(Number_period, 1);CPO_TRA_Predictor_H_ele = cell(Number_period, 1);CPO_TRA_obj             = zeros(Number_period, 1);CPO_TRA_cost_ERM        = zeros(Number_period, 1);CPO_TRA_regulation      = zeros(Number_period, 1);CPO_TRA_time            = zeros(Number_period, 1);%% --------------------------Prepare box for pick----------------------- %%Picked_TRA_intuition        = zeros(Number_training_day,Number_period);Picked_TRA_feature          = cell(Number_period,1);Picked_TRA_load_city        = cell(Number_period,1);Picked_TRA_reserve_load_req = cell(Number_period,1);Picked_TRA_reserve_RES_req  = cell(Number_period,1);Picked_TRA_cost_perfect     = cell(Number_period,1);%% ------------------------------Let's go------------------------------- %%for Current_period = 1:Number_period    Number_dispatch_day = Period_size_list(Current_period);    Dispatch_day_1st    = Period_1st_list(Current_period);    Dispatch_day_end    = Period_end_list(Current_period);    %% -----------------------Select training day----------------------- %%    [Picked_TRA_intuition(:,Current_period),...     Picked_TRA_feature{Current_period},...     Picked_TRA_load_city{Current_period},...     Picked_TRA_reserve_load_req{Current_period},...     Picked_TRA_reserve_RES_req{Current_period},...     Picked_TRA_cost_perfect{Current_period}]...         = Step_00_Select_train_day(Dispatch_day_1st,...                                    Dispatch_day_end,...                                    Number_training_day,...                                    Number_dispatch_day,...                                    Scaler_load,...                                    Scaler_SPG,...                                    Scaler_WPG,...                                    R_for_load,...                                    R_for_RES,...                                    Number_historic_day);    %% -----------------------------Setp 01----------------------------- %%    [CPO_TRA_Predictor_H{Current_period},...     CPO_TRA_Predictor_H_ele{Current_period},...     CPO_TRA_obj(Current_period),...     CPO_TRA_cost_ERM(Current_period),...     CPO_TRA_regulation(Current_period),...     CPO_TRA_time(Current_period)]...     = Step_01_CPO_train(lamda,...                         Scaler_load,...                         Scaler_SPG,...                         Scaler_WPG,...                         Solver_flag, Solver_gap, Solver_time,...                         Picked_TRA_feature{Current_period},...                         Picked_TRA_load_city{Current_period},...                         Picked_TRA_reserve_load_req{Current_period},...                         Picked_TRA_reserve_RES_req{Current_period},...                         Picked_TRA_cost_perfect{Current_period},...                         Number_training_day,...                         Method_flag);