考虑条件风险价值的电-气综合能源系统风险厌恶机组组合研究  

CVaR Based Risk-Averse Unit Commitment of Integrated Electricity and Natural Gas System

作　　者：王春晓 严超[1,2,3] 张耀[1,2,3] 别朝红 谢海鹏 WANG Chunxiao;YAN Chao;ZHANG Yao;BIE Zhaohong;XIE Haipeng(State Key Laboratory of Electrical Insulation and Power Equipment, Xi’an Jiaotong University, Xi’an 710049, China;Shaanxi Key Laboratory of Smart Grid, Xi’an Jiaotong University, Xi’an 710049, China;School of Electrical Engineering, Xi’an Jiaotong University, Xi’an 710049, China)

机构地区：[1]西安交通大学电气设备电力绝缘国家重点实验室,西安710049 [2]西安交通大学陕西省智能电网重点实验室,西安710049 [3]西安交通大学电气工程学院,西安710049

出　　处：《西安交通大学学报》2020年第6期17-27,共11页Journal of Xi'an Jiaotong University

基　　金：国家自然科学基金资助项目(51637008,51607136);国家重点研发计划资助项目(2016YFB0901900)。

摘　　要：为应对新能源不确定性带来的综合能源系统运行风险,选择合理的机组组合策略平衡综合能源系统的运行风险与运行费用,建立风险厌恶电-气综合能源系统机组组合模型。在电-气综合能源系统的机组组合中引入条件风险价值,分别描述电力系统和天然气系统的负荷损失风险,分析电力系统与天然气系统的运行风险和两系统间的相互影响。利用分段线性化技术对天然气流量方程进行线性化,通过Benders分解算法将模型分解为机组组合主问题、分场景子问题和天然气负荷损失风险校验问题,对所提模型进行高效求解。算例仿真结果表明,所提模型与传统模型相比可以有效减少小概率极端场景的电力负荷损失,算例中最严重场景负荷损失从34.62 MW减少到9.59 MW。所提模型可以协调电力负荷损失风险和天然气负荷损失风险,为电-气综合能源系统的协调调度提供参考。To deal with the operational risks of integrated electricity and natural gas system brought about by uncertainty of new energy sources,this approach selects a reasonable unit commitment strategy to balance the operational risks and operating costs of the integrated energy system,and constructs a risk-averse integrated energy system unit commitment model.Conditional value-at-risk(CVaR)is introduced into the unit commitment of the integrated energy system to describe the load loss risk of the power system and the natural gas system.The operational risk of the power system and the natural gas system,and mutual influence between them are analyzed.The piecewise linearization technique is used to linearize the natural gas flow equation,and the model is decomposed into the main unit commitment problem,sub-problems for sub-scenario and natural gas load loss risk verification problems by the Benders decomposition algorithm.Compared with the traditional model,the proposed one can effectively reduce the power load loss in extreme scenarios with small probability and the load loss in the most severe scenario is lowered from 34.62 MW to 9.59 MW.The proposed model enables to coordinate the risk of power load loss and the risk of natural gas load loss,especially for the coordinated dispatch of the integrated systems.

关 键 词：风险厌恶 电-气综合能源系统 随机机组组合 条件风险价值 Benders分解 

分 类 号：TM76[电气工程—电力系统及自动化]