电网企业多区域多时段多品种购电组合优化模型研究  

Study on Optimized Model for Multi-area Multi-period Power Purchasing Combination in Electricity Markets

作　　者：陈坤 谭忠富[2] 戈通 黄锦鸿[2] 陈守军[2] 

机构地区：[1]广州供电局有限公司,广东广州510620 [2]华北电力大学能源环境与经济研究所,北京102206

出　　处：《现代电力》2015年第6期79-85,共7页Modern Electric Power

摘　　要：基于现代投资组合理论(Modern Portfolio Theory,MPT),建立了电网企业多品种购电的有效边界数学解析式;考虑电网购电的多时段多区域多品种特性和实际约束对购电组合决策的影响,建立条件约束下的购电组合优化模型;对于约束制约使购电组合无法到达理论有效边界的情况,运用有效边界解析式和约束条件下的决策模型建立关键约束改善模型寻找关键制约约束,通过改善关键约束,实现最小代价下的购电最优。算例验证了所提出模型的有效性和适用性,表明本模型对电网公司的购电策略具有一定的参考价值和指导作用。Effective frontier mathematical analysis formula for multi-area multi-period power purchasing in electricity markets is built based on modern portfolio theory（MPT）.The optimized model of power purchasing under conditional constraints is proposed by considering the influence of the characteristics and application constraints of multi-area multi-period power purchasing on the power purchasing combination decisions.In addition,as to such case that constraints make power purchasing not attain theoretical effective frontier,the key constraints-improved model is built by combing effective frontier mathematical analysis formula and the decision model with constraints to seek key constraints,by which power can be purchased with least cost through improved key constraints.The validity and applicability of the proposed model are verified through test cases,which show that proposed model has some reference value and guidance significance for obtaining power purchasing strategy for power grid corporation.

关 键 词：现代投资组合理论 有效边界 购电组合 优化模型 电力市场 

分 类 号：F425[经济管理—产业经济]