计及风险的多尺度电力市场下梯级水电月度发电计划制定方法  

Risk Constrained Monthly Generation Scheduling of Cascade Hydropower Plants in Multiple Time Scale Markets

作　　者：李亚鹏[1] 赵志鹏[1] 于申[1] 程春田[1] LI Yapeng;ZHAO Zhipeng;YU Shen;CHENG Chuntian(Dalian University of Technology,Dalian 116024,Liaoning Province,China)

机构地区：[1]大连理工大学,辽宁省大连市116024

出　　处：《中国电机工程学报》2020年第8期2525-2534,共10页Proceedings of the CSEE

基　　金：国家自然科学基金重大研究计划项目(91547201)。

摘　　要：我国已经初步建立起以中长期电能交易为主的多元电力市场,发电企业如何应对多尺度市场条件下多市场电价、履约耦合和市场风险成为亟待解决的关键问题。该文以水电占主导地位的云南电力市场为背景,提出了计及风险的多尺度电力市场条件下梯级水电月度发电计划制定方法。该方法从市场结构和结算规则出发,构建了收益-风险兼顾的发电计划模型,并引入广义析取规划及线性化技术将原始模型转化为混合整数线性规划模型予以求解。在澜沧江流域梯级水电站的实例应用表明,所提方法能够引导梯级水电响应市场价格变化,通过优化电量分配获取高额收益,并利用组合市场有效规避风险。该文为梯级水电应对新市场问题提供了一种有效解决途径。China has preliminarily established a diversified market system,with long-and medium-term markets as its major forms.How to deal with multiple market electricity prices,coupling of contracts fulfillment processes and market risk has become a key issue for power plants.On the background of hydropower dominated Yunnan electricity market in China,a method was proposed for monthly scheduling of cascade hydropower in multiple time scale markets,in which a revenue-risk combined generation schedule model was constructed base on the multiple market architecture and its settlement rules,further,generalized disjunctive programming and linearization techniques were applied to transform the original model into a mixed integer linear programming(MILP)one.Experiments of its application in Lancang River show that it can lead the hydropower cascade to response to the variation of market prices,optimize their electricity allocation for high revenue,and avoid risks by portfolio investment among different markets.Above all,the proposed method provides an effective way for hydropower cascade to deal with the new market issues in China.

关 键 词：多尺度 电力市场 梯级水库调度 发电计划 析取规划 混合整数线性规划(MILP) 市场风险 

分 类 号：TM622[电气工程—电力系统及自动化] F426[经济管理—产业经济]