从优化视角剖析电力市场的定价问题  

Analyzing Pricing Problem in Electricity Market from an Optimization Perspective

作　　者：王怡 杨知方 余娟[1] 文旭 Wang Yi;Yang Zhifang;Yu Juan;Wen Xu(State Key Laboratory of Power Transmission Equipment&System Security and New Technology Chongqing University,Chongqing 400044 China;Southwest Branch of State Grid Corporation of China,Chengdu 610041 China)

机构地区：[1]输配电装备及系统安全与新技术国家重点实验室(重庆大学),重庆400044 [2]国家电网公司西南分部,成都610041

出　　处：《电工技术学报》2023年第17期4729-4745,共17页Transactions of China Electrotechnical Society

基　　金：国家自然科学基金资助项目(52177072)。

摘　　要：在电力市场中,电价通常由市场出清或优化调度等原问题的对偶解构成,具有良好的经济学意义。然而,当原问题面临退化、约束越限等问题时,基于原问题对偶解的定价方法难以保证理想的定价性质。为此,该文提出一种计及定价性质要求的通用性优化定价框架与几种不同形式的优化定价模型,以满足市场运营机构对定价性质的调控需求。首先,从优化视角剖析定价问题,总结提炼了一种通用性优化定价框架,构建通用形式的基础优化定价模型;其次,分析基础优化定价模型的典型目标函数与约束设置,基于最优化理论与对偶理论,分别构建与双层规划定价模型等价的线性规划定价模型,解析其与现有定价方法的区别与联系;再次,以特定市场出清模型及定价问题场景为例,说明所提方法的实用性;最后,基于IEEE 30节点系统和Polish 2383节点系统进行仿真分析,结果表明所提方法可灵活优化定价性质,满足市场定价的多重需求。In the electricity market,electricity prices usually consist of dual solutions to the primal problem such as market clearing or dispatch problem,which has nice economic significance.However,when the primal problem is faced with problems such as degeneracy and constraint violation,the pricing method based on the dual solutions cannot guarantee the ideal pricing properties.Recently,some methods were presented to solve these pricing problems,but they can hardly balance the diverse market requirements for pricing properties.Therefore,this paper proposes a general optimization pricing framework considering the pricing property requirements,and several different forms of optimization pricing models,to satisfy the regulatory requirements on the pricing properties of the market operator.First,from an optimization perspective,a general optimization pricing framework is developed,and the universal-form basic optimization pricing model which can analytically characterize cost recovery, incentive compatibility, revenue adequacy, fairness, and other pricing requirements is analyzed in detail. Secondly, typical objective function and constraint settings of the basic optimization pricing model are analyzed, based on the optimization theory and duality theory, linear programming models equivalent to the bi-level programming models are constructed, and the differences and connections between the proposed pricing methods and the existing pricing methods are interpreted. Third, taking a multi-period economic dispatch model and price spiking problem in the electricity market as an example, the practicality of the proposed method is illustrated. A suitable basic pricing optimization model and a model transformation method are selected, and a linear programming pricing optimization model considering multiple pricing property constraints is established. Finally, the proposed optimal pricing method can achieve flexible trade-offs between different properties. By reasonably regulating the prices’ optimization space, the proposed method

关 键 词：电力市场 定价机制 双层规划 线性规划 对偶理论 

分 类 号：TM9[电气工程—电力电子与电力传动]