两级电力市场环境下计及风险的省间交易商最优购电模型  

An Optimal Power Purchase Model of Inter-provincial Traders in Two-level Electricity Market Considering Risk Management

作　　者：郭立邦 丁一[1] 包铭磊 曾丹 GUO Libang;DING Yi;BAO Minglei;ZENG Dan(College of Electrical Engineering, Zhejiang University, Hangzhou 310027, Zhejiang Province, China;China Electric Power Research Institute, Nanjing 210037, Jiangsu Province, China)

机构地区：[1]浙江大学电气工程学院,浙江省杭州市310027 [2]中国电力科学研究院有限公司,江苏省南京市210037

出　　处：《电网技术》2019年第8期2726-2733,共8页Power System Technology

基　　金：国家电网公司科技项目“考虑两级市场协同优化的电力市场机制设计与出清算法研究”(521104180011)~~

摘　　要：为进一步推动电力市场建设,促进电力资源大范围优化配置,我国正逐步建成包含省间与省内电力交易的两级电力市场。在两级电力市场建设初期,省级电力公司作为省间交易商代理省内用户参与省间电力交易。同时,省级电力交易中心组织省内电力交易满足省内用户的电力需求。为充分利用省内外的电力资源,省间交易商应综合决策其所在省在省间电力交易的购电需求。为此,提出了一种双层非线性优化模型,将省内电力市场和省间电力交易的出清分别作为模型的上下层问题。同时,考虑到新能源与负荷的不确定性带来的市场风险,运用CVaR(conditionalvalue-at-risk)方法,将上层问题转化为计及风险的多目标优化问题。再利用KKT(Karush-Kuhn-Tucker)条件和对偶理论,将上述非线性双层问题转化为线性单层问题。最后,为验证该模型的有效性,引入我国某省省间交易商作为案例进行仿真分析。In order to further promote construction of electricity market and large-scale optimal allocation of power resources, China has gradually established a two-level electricity market including inter- and intra-provincial power transactions. In the early stage of the two-level electricity market, provincial power companies played the role of inter-provincial traders to participate in inter-provincial transactions. Meanwhile, provincial power trade center organized a provincial electricity market to meet the demand of the users within province. In order to make full use of power resources, inter-provincial traders should make comprehensive decisions on demand purchasing. This paper proposes a bi-level optimization method, taking operation of the provincial electricity market and clearing of inter-provincial power transactions as the upper- and lower-level problems. Conditional value-at-risk (CVaR) method is adopted to model the upper-level problem as a multi-objective optimization problem. Then, utilizing Karush-Kuhn-Tucker (KKT) conditions and duality theory, the above nonlinear bi-level problem is transformed into a linear single-level problem. Finally, to verify the effectiveness of the model, an empirical case of a China’s power company is taken for simulation analysis.

关 键 词：省间交易商 电力市场 CVAR方法 双层优化 

分 类 号：TM73[电气工程—电力系统及自动化]