考虑风电出力不确定性与半绝对离差风险的机组组合模型  

Unit Commitment Model Considering Uncertain Wind Power and Lower Semi-Absolute Deviation Risk

作　　者：李嘉[1] 何光宇[1] 刘锋[1] 胡剑琛[2] 顾志东[2] 魏国清[2] 

机构地区：[1]电力系统国家重点实验室(清华大学电机系),北京市100084 [2]海南电网公司调度通信中心,海口市570203

出　　处：《电力建设》2014年第12期46-53,共8页Electric Power Construction

基　　金：国家高技术研究发展计划项目(863计划)(2011AA05A118)

摘　　要：在风电-火电系统中,若机组组合策略不当,风电出力的不确定性会引起电力系统的实际运行成本严重偏离期望成本,称之为决策风险。为了降低潜在的决策风险,运用情景生成与情景削减的方法表征风电出力的不确定性,并采用半绝对离差(lower semi-absolute deviation,LSAD)来衡量决策风险,即仅考虑实际运行成本高于期望成本的情形,提出了考虑风电出力不确定性与决策风险的机组组合模型,模型以最小化各个情景的半绝对离差风险期望值为优化目标(decision risk minimization,DRM)。算例对比了不考虑决策风险的机组组合模型与考虑决策风险的机组组合模型,计算结果表明DRM模型能够降低潜在的决策风险。最小化运行成本期望将会增大决策风险,而最小化决策风险会导致运行成本期望的增加,计算结果表明DRM模型能够较好地处理风电出力的不确定性带来的运行成本期望与决策风险之间的矛盾关系,为决策者在不确定条件下进行决策提供新的思路。In a w ind-thermal system,if the unit commitment is not properly arranged,the uncertainty of w ind pow er output w ill lead to a serious deviation of practical operation cost from expected operation cost,w hich is named decision risk.To reduce the potential decision risk,scenario generation and scenario reduction w ere use to characterize the uncertainty of w ind pow er output,low er semi-absolute deviation（ LSAD） w as used to measure the decision risk and the decision risk w as considered only w hen the practical operation cost w as higher than expected cost. Unit commitment model called decision risk minimization（ DRM） w as proposed w ith considering the uncertainty of w ind pow er output and the decision risk,w hich taken the minimization of the LSAD risk expectation in each scenario as optimization objective. The comparison betw een the unit commitment model w ith considering decision risk and that w ithout considering decision risk w as carried out through examples. The results show that the DRM model can reduce the potential decision risk. M inimizing the expectation of operation cost w ill increase the decision risk,w hile minimizing the decision risk w ill lead to increased expectation of operation cost. Numerical results show that the DRM model can deal w ith the contradictory relation betw een the expectation of operation cost and the decision risk caused by the uncertainty of w ind pow er output,w hich can provide a new idea for decision-maker under uncertain condition.

关 键 词：机组组合 风电 情景生成 情景削减 半绝对离差(LASD) 

分 类 号：TM73[电气工程—电力系统及自动化]