基于分布鲁棒优化的发电商中长期合同电量分解模型  

A distributionally robust optimization model for power generators'medium and long-term contracted energy decomposition

作　　者：张少华[1] 刘帅 王晛[1] 吴彪 ZHANG Shaohua;LIU Shuai;WANG Xian;WU Biao(School of Mechatronic Engineering and Automation,Shanghai University,Shanghai 200444,China)

机构地区：[1]上海大学机电工程与自动化学院,上海200444

出　　处：《电力系统保护与控制》2023年第1期71-80,共10页Power System Protection and Control

基　　金：国家自然科学基金项目资助(61773252)。

摘　　要：在我国中长期合同交易与现货市场衔接的政策背景下,中长期合同电量必须分解至短时间尺度。针对发电商中长期合同电量的自主分解问题,研究了发电商在现货市场价格严重不确定环境下基于分布鲁棒优化的中长期合同电量分解方法。首先,针对现货价格的严重不确定性,以Wasserstein距离作为分布函数距离测度,构建了现货价格分布不确定性的模糊集。其次,建立了发电商合同分解的分布鲁棒优化模型。以发电商利润最大化为目标,考虑发电商运行约束和合同分解约束,并采用对偶理论等将模型转化为可高效求解的二次规划问题。最后,通过算例仿真并与传统的随机优化和鲁棒优化模型进行对比。结果表明所提模型在处理现货价格不确定性时能有效兼顾发电商合同分解决策的经济性和鲁棒性。Given the requirement of time linkage between the medium and long-term contract and spot market trading,power generators’long-term contracted electricity must be decomposed to a short time scale.To help a generator’s self-decomposition of medium and long-term contracted energy,a novel decomposition model based on distributionally robust optimization is proposed,taking into consideration the serious uncertainty of spot market prices.First,the ambiguity set for the distribution uncertainty of spot market prices is constructed using a Wasserstein metric as the distance measurement between distribution functions.Second,a distributionally robust optimization model for a generator’s contract decomposition is presented,in which the objective is to maximize the generator’s profit in the spot market,and the generator’s operational and contract decomposition constraints are considered.In addition,a dual theory is employed to transform the model into a quadratic programming problem which can be solved efficiently.Finally,case studies are presented and comparisons with the traditional stochastic and robust optimization models are also conducted.It is shown that the proposed model can effectively balance the economics and robustness of the generator’s contract decomposition in the presence of serious uncertainty in spot market prices.

关 键 词：发电商合同分解 现货市场价格不确定性 分布鲁棒优化 对偶理论 

分 类 号：TM73[电气工程—电力系统及自动化]