电力市场出清电价的非惟一性及定价新方法  

Pricing when Market Optimization Has Multiple Dual Solutions

作　　者：冯冬涵[1] 甘德强[1] 钟金[2] 倪以信[3] 

机构地区：[1]浙江大学电气工程学院,浙江省杭州市310027 [2]香港大学电机电子工程学系 [3]电力系统国家重点实验室深圳研究室暨清华港大深圳电力系统研究所,广东省深圳市518055

出　　处：《电力系统自动化》2006年第12期27-32,共6页Automation of Electric Power Systems

基　　金：浙江省自然科学基金青年人才培养项目(R503198)。

摘　　要：经典定价理论认为,市场出清价格应确定为市场优化问题的对偶解。但是,市场优化问题可能存在多个对偶解,这时,如何确定惟一的市场出清价格就成为市场运行必须要解决的问题。文中首先从数学角度阐述这一问题,然后利用市场优化问题的性质缩小出清价格的范围,在上述分析的基础上,提出一种基于社会剩余分配的方法,并对方法的性质进行了理论分析。最后用算例检验该方法的有效性,并做了进一步的讨论。推理和算例表明,该方法理论基础扎实、计算速度较快。A clearing price is directly obtained from the dual solution of market optimization in standard pricing. However, multiple dual solutions may exist in such a market optimization. Multiple clearing prices may thus occur. In this case, choosing a unique clearing price becomes a problem. On the other hand, market operation requires a proper clearing price. This paper first elucidates this problem in mathematical expression, then narrows down the interval of reasonable clearing price. Based on a social welfare analysis, a new method is proposed to set a clearing price. An example is described for testing the suggested pricing method. Discussion and conclusion are also provided in this paper. Results demonstrate that this method has sound basis and fast computation traits.

关 键 词：电力市场 出清价格 负荷侧竞标 数学优化 

分 类 号：F407.61[经济管理—产业经济]