多元电力市场环境下梯级水电站群组合交易优化模型  

Optimization Model of Trading Strategy Portfolio for Cascade Reservoirs under Hybrid Electricity Market Structures

作　　者：苗树敏 高英 申建建[1] 王健[1] 程春田[1] MIAO Shu-min;GAO Ying;SHEN Jian-jian;WANG Jian;CHENG Chun-tian(Institute of Hydropower System ＆ Hydroinformatics,Dalian University of Technology,Dalian 116024,China;Wujiang Hydropower Development Corporation Limited,Guiyang 550000,China)

机构地区：[1]大连理工大学水电与水信息研究所,辽宁大连116024 [2]贵州乌江水电开发有限责任公司,贵州贵阳550000

出　　处：《水电能源科学》2018年第11期199-203,共5页Water Resources and Power

基　　金：国家自然科学基金项目(51579029);中央高校基本科研业务费专项资金资助(DUT16QY30)

摘　　要：新一轮电力体制改革为我国梯级水电消纳带来了契机,基于西南大型梯级水电基地工程实际,考虑市场不确定性电价因素,提出了梯级水电站群参与省内和西电东送市场的组合交易优化模型,通过引入调度期内不同市场间的电量比例约束以及各调度时段梯级参与省内市场的最小电量约束,提高模型实用性。求解中,首先对电价不确定性进行描述,然后利用场景缩减技术降低模型复杂度,并采用LINGO 17软件进行仿真求解。最后以乌江梯级为例,验证所提模型有效性并与常规调度模式相比较。结果表明,所提方法可更好地响应市场电价变化、提高梯级市场化收益。China＇s new electricity market reformation provides the opportunities for hydropower consumption. Based on the practical hybrid electricity market structures for large-scale hydropower plants in south-west China, this paper pro- posed a new optimization model of trading strategy portfolio. In this new model, the uncertainty market price and the multiple electricity demands were considered. Besides, to improve the practicality of this model, the constraints of trading electricity proportion in different markets and minimum trading electricity for provincial market were also intro- duced. The uncertainty market price was modeled, and the scenarios reduction method was introduced to enhance the cal- culation complexity. Finally, the LINGO 17 software was utilized to solve the proposed model. Take the Wujiang cascade hydropower plants as an example, and the proposed model was compared with the traditional operation method. The results show that the proposed model performs better in following the market prices changes, and achieves greater market benefit for cascade hydropower plants.

关 键 词：多元电力市场 梯级水电 发电调度 非线性规划 

分 类 号：TV73[水利工程—水利水电工程]