约束条件弹性化的月度电力市场机制设计
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摘要
大用户直购电的深入开展和大规模新能源发电上网给电力系统调峰带来严峻挑战。传统的月度机组组合方案编制主要依靠电网运行人员指定机组启停和承担深度调峰等辅助服务,这种机制容易产生调度公平性的问题。为此,该文提出基于约束条件弹性化的新型月度电力市场机制。在该机制下,市场成员除了向交易机构申报常规的报价和物理约束条件外,根据自身运行实际,向交易机构申报其约束可松弛范围及其补偿报价,利用激励机制充分挖掘机组约束弹性化的潜力,用市场成员主动参与的方式保障调度的公平公正,提升电网运行的安全经济。设计了满足激励相容原理的约束松弛补偿结算机制,让未突破自身约束条件的机组承担那些约束条件被突破机组的补偿成本,从而有效促进市场成员理性申报约束松弛补偿报价。基于IEEE-30节点系统的算例模拟计算表明,该文机制可以有效激发市场成员申报约束松弛能力,实现在更大的可行域范围内找到比传统机制更优的机组组合方案,将有利于促进新能源消纳,提高整体社会福利。
Due to the developing of large consumers direct-purchasing and large-scale renewable energy integrating into grid, the power system has encountered great challenges in peak load regulation. In traditional power system operations, ancillary services, such as generator startup/ shutdown or deep peak load regulation, rely on operator's own decisions which would easily cause unfairness among market participants. Thus, we designed a new monthly power market mechanism based on constraint relaxation. In this new mechanism, besides providing the routine bidding price and its generation constraints, the market participants will also provide the relaxation range of its constraints and the compensation price, considering the realistic operation status. The market participants' potential in relaxing their generation constraints is grasped by the incentive mechanism. The fairness and equity of power dispatch is ensured by the widely involvement of market participants. The security and economy of power grid operations is enhanced. We designed a compensation settlement which will improve the rationality of bidding by incentive compatibility principle, and let the market participants who do not relax their constraints pay the constraints relaxation cost. The new mechanism can solve the optimization in a larger feasible region and increase the renewable energy accommodation and finally increase the overall social welfare. The simulation based on the IEEE 30 bus system shows that the new mechanism can encourage market participants to apply their constraint relaxation capability and find a better result in a larger feasible region compared with the traditional mechanism.
Due to the developing of large consumers direct-purchasing and large-scale renewable energy integrating into grid, the power system has encountered great challenges in peak load regulation. In traditional power system operations, ancillary services, such as generator startup/ shutdown or deep peak load regulation, rely on operator's own decisions which would easily cause unfairness among market participants. Thus, we designed a new monthly power market mechanism based on constraint relaxation. In this new mechanism, besides providing the routine bidding price and its generation constraints, the market participants will also provide the relaxation range of its constraints and the compensation price, considering the realistic operation status. The market participants' potential in relaxing their generation constraints is grasped by the incentive mechanism. The fairness and equity of power dispatch is ensured by the widely involvement of market participants. The security and economy of power grid operations is enhanced. We designed a compensation settlement which will improve the rationality of bidding by incentive compatibility principle, and let the market participants who do not relax their constraints pay the constraints relaxation cost. The new mechanism can solve the optimization in a larger feasible region and increase the renewable energy accommodation and finally increase the overall social welfare. The simulation based on the IEEE 30 bus system shows that the new mechanism can encourage market participants to apply their constraint relaxation capability and find a better result in a larger feasible region compared with the traditional mechanism.
引文
[1]夏清,钟海旺,康重庆.安全约束机组组合理论与应用的发展和展望[J].中国电机工程学报,2013,33(16):94-103.Xia Qing,Zhong Haiwang,Kang Chongqing.The development and vision of the security constrained unit commitment theory and applications[J].Proceedings of the CSEE,2013,33(16):94-103(in Chinese).
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[3]刘芳,潘毅,杨军峰,等.风电–火电–抽水蓄能联合优化机组组合模型[J].中国电机工程学报,2015,35(4):766-775.Liu Fang,Pan Yi,Yang Junfeng,et al.Unit commitment model for combined optimization of wind power-thermal power-pumped storage hydro[J].Proceedings of the CSEE,2015,35(4):766-775(in Chinese).
[4]周明,夏澍,李琰,等.含风电的电力系统月度机组组合和检修计划联合优化调度[J].中国电机工程学报,2015,35(7):1586-1595.Zhou Ming,Xia Shu,Li Yan,et al.A joint optimization approach on monthly unit commitment and maintenance scheduling for wind power integrated power systems[J].Proceedings of the CSEE,2015,35(7):1586-1595(in Chinese).
[5]刘小聪,王蓓蓓,李扬,等.计及需求侧资源的大规模风电消纳随机机组组合模型[J].中国电机工程学报,2015,35(14):3714-3723.Liu Xiaocong,Wang Beibei,Li Yang,et al.Stochastic unit commitment model for high wind power integration considering demand side resources[J].Proceedings of the CSEE,2015,35(14):3714-3723(in Chinese).
[6]Li Chaoan,Raymond B J,Alva J S.A new unit commitment method[J].IEEE Transactions on Power Systems,1997,12(1):113-119.
[7]Garver L L.Power generation scheduling by integer programming-development of theory[J].Transactions of the American Institute of Electrical Engineers Power Apparatus and Systems,Part III,1962,81(3):730-734.
[8]Piekutowski M,Rose I A.A linear programming method for unit commitment incorporating generator configuretions,reserve and flow constraints[J].IEEE Transactions Power Apparatus and Systems,1985(104):3510-3516.
[9]Slobodan R,Nikola R.A new approach for solving extended unit commitment problem[J].IEEE Transactions on Power Systems,1991,6(1):269-277.
[10]Fu Y,Shahidehpour S M.Fast SCUC for large-scale power systems[J].IEEE Transactions on Power Systems,2007,22(4):2144-2151.
[11]Lee F N.Short-term unit commitment—A new method[J].IEEE Transactions on Power Systems,1988,4(3):421-428.
[12]白晓民,于尔铿.用动态规划法进行电力系统机组组合最优化[J].中国电机工程学报,1984,4(1):11-19.Bai Xiaomin,Yu Erkeng.Optimization for unit commitment of electric power system by dynamic programming[J].Proceedings of the CSEE,1984,4(1):11-19(in Chinese).
[13]Zhai Q,Guan X,Cui J.Unit commitment with identical units successive subproblem solving method based on Lagrangian relaxation[J].IEEE Transactions on Power Systems,2002,17(4):1250-1257.
[14]Cohen A I,Yoshimura M.A branch-and-bound algorithm for unit commitment[J].IEEE Transactions Power Apparatus and Systems,1983,102:444-451.
[15]Shahidehpour S M,Yamin H,Li Z.Market operations in electric power systems[M].New York:Wiley,2002:276-310.
[16]孙力勇,张焰,蒋传文.基于矩阵实数编码遗传算法求解大规模机组组合问题[J].中国电机工程学报,2006,26(2):82-87.Sun Liyong,Zhang Yan,Jiang Chuanwen.A solution to the unit commitment problem based on matrix real-coded genetic algorithm[J].Proceedings of the CSEE,2006,26(2):82-87(in Chinese).
[17]胡家声,郭创新,曹一家.一种适合于电力系统机组组合问题的混合粒子群优化算法[J].中国电机工程学报,2004,24(4):24-28.Hu Jiasheng,Guo Chuangxin,Cao Yijia.A hybrid particle swarm optimization method for unit commitment problem[J].Proceedings of the CSEE,2004,24(4):24-28(in Chinese).
[18]吴小珊,张步涵,袁小明,等.求解含风电场的电力系统机组组合问题的改进量子离散粒子群优化方法[J].中国电机工程学报,2013,33(4):45-52.Wu Xiaoshan,Zhang Buhan,Yuan Xiaoming,et al.Solutions to unit commitment problems in power systems with wind farms using advanced quantuminspired binary PSO[J].Proceedings of the CSEE,2013,33(4):45-52(in Chinese).
[19]Yousef M A,Ahmed S,Kory W H.Analyzing the impacts of constraint relaxation practices in electric energy markets[J]IEEE Transactions on Power Systems,IEEE Early Access Articles.
[20]CAISO.Price inconsistency market enhancements—Revised straw proposal[EB/OL].http://www.caiso.com/Documents/Revised Straw Proposal-Price Inconsistency Mar ket Enhancements.pdf.
[21]CAISO.Update to CAISO draft final proposal on uneconomic adjustment policy and parameter values[EB/OL].http://www.caiso.com/Documents/Revised Draft Final Proposal Update-Uneconomic Adjustment-Policy and Parameter Values29-Oct-2008.pdf.
[22]NYISO.Day-ahead scheduling manual[EB/OL].http://www.nyiso.com/public/webdocs/markets_operations/docu ments/Manuals_and_Guides/Manuals/Operations/dayahd_schd_mnl.pdf.
[23]NYISO.Ancillary services manual[EB/OL].http://www.nyiso.com/public/webdocs/markets_operations/docu ments/Manuals_and_Guides/Manuals/Operations/ancserv.pdf.
[24]中国电监会.电监市场[2008]53号关于同意印发实施华北区域发电厂辅助服务管理及并网运行管理实施细则的通知[R].北京:中国电监会,2008.State Electricity Regulatory Commission.Electricity regulatory market[2008]53 A notice of approval on printing and distribution of implementing regulations on power plants’ancillary services management and grid connection operation management in north china region[R].Beijing:State Electricity Regulatory Commission,2008(in Chinese).
[25]舒畅,钟海旺,夏清.兼顾效率与公平的用电市场竞价机制研究[J].电网技术,2014,38(3):681-686.Shu Chang,Zhong Haiwang,Xia Qing.A design of electricity market bidding mechanism considering efficiency and fairness[J].Power System Technology,2014,38(3):681-686(in Chinese).
[26]Zimmerman R D,Murillo-Sanchez C E,Thomas R J.MATPOWER:Steady-state operations,planning,and analysis tools for power systems research and education[J].IEEE Transactions on Power System,2011,26(1):12-19.
[2]夏清,陈雨果,陈亮.考虑月度机组组合的节能发电调度模式与方法[J].电网技术,2011,35(6):27-33.Xia Qing,Chen Yuguo,Chen Liang.Establishment of mode and method for energy-conservation monthly unit commitment consideration dispatching[J].Power System Technology,2011,35(6):27-33(in Chinese).
[3]刘芳,潘毅,杨军峰,等.风电–火电–抽水蓄能联合优化机组组合模型[J].中国电机工程学报,2015,35(4):766-775.Liu Fang,Pan Yi,Yang Junfeng,et al.Unit commitment model for combined optimization of wind power-thermal power-pumped storage hydro[J].Proceedings of the CSEE,2015,35(4):766-775(in Chinese).
[4]周明,夏澍,李琰,等.含风电的电力系统月度机组组合和检修计划联合优化调度[J].中国电机工程学报,2015,35(7):1586-1595.Zhou Ming,Xia Shu,Li Yan,et al.A joint optimization approach on monthly unit commitment and maintenance scheduling for wind power integrated power systems[J].Proceedings of the CSEE,2015,35(7):1586-1595(in Chinese).
[5]刘小聪,王蓓蓓,李扬,等.计及需求侧资源的大规模风电消纳随机机组组合模型[J].中国电机工程学报,2015,35(14):3714-3723.Liu Xiaocong,Wang Beibei,Li Yang,et al.Stochastic unit commitment model for high wind power integration considering demand side resources[J].Proceedings of the CSEE,2015,35(14):3714-3723(in Chinese).
[6]Li Chaoan,Raymond B J,Alva J S.A new unit commitment method[J].IEEE Transactions on Power Systems,1997,12(1):113-119.
[7]Garver L L.Power generation scheduling by integer programming-development of theory[J].Transactions of the American Institute of Electrical Engineers Power Apparatus and Systems,Part III,1962,81(3):730-734.
[8]Piekutowski M,Rose I A.A linear programming method for unit commitment incorporating generator configuretions,reserve and flow constraints[J].IEEE Transactions Power Apparatus and Systems,1985(104):3510-3516.
[9]Slobodan R,Nikola R.A new approach for solving extended unit commitment problem[J].IEEE Transactions on Power Systems,1991,6(1):269-277.
[10]Fu Y,Shahidehpour S M.Fast SCUC for large-scale power systems[J].IEEE Transactions on Power Systems,2007,22(4):2144-2151.
[11]Lee F N.Short-term unit commitment—A new method[J].IEEE Transactions on Power Systems,1988,4(3):421-428.
[12]白晓民,于尔铿.用动态规划法进行电力系统机组组合最优化[J].中国电机工程学报,1984,4(1):11-19.Bai Xiaomin,Yu Erkeng.Optimization for unit commitment of electric power system by dynamic programming[J].Proceedings of the CSEE,1984,4(1):11-19(in Chinese).
[13]Zhai Q,Guan X,Cui J.Unit commitment with identical units successive subproblem solving method based on Lagrangian relaxation[J].IEEE Transactions on Power Systems,2002,17(4):1250-1257.
[14]Cohen A I,Yoshimura M.A branch-and-bound algorithm for unit commitment[J].IEEE Transactions Power Apparatus and Systems,1983,102:444-451.
[15]Shahidehpour S M,Yamin H,Li Z.Market operations in electric power systems[M].New York:Wiley,2002:276-310.
[16]孙力勇,张焰,蒋传文.基于矩阵实数编码遗传算法求解大规模机组组合问题[J].中国电机工程学报,2006,26(2):82-87.Sun Liyong,Zhang Yan,Jiang Chuanwen.A solution to the unit commitment problem based on matrix real-coded genetic algorithm[J].Proceedings of the CSEE,2006,26(2):82-87(in Chinese).
[17]胡家声,郭创新,曹一家.一种适合于电力系统机组组合问题的混合粒子群优化算法[J].中国电机工程学报,2004,24(4):24-28.Hu Jiasheng,Guo Chuangxin,Cao Yijia.A hybrid particle swarm optimization method for unit commitment problem[J].Proceedings of the CSEE,2004,24(4):24-28(in Chinese).
[18]吴小珊,张步涵,袁小明,等.求解含风电场的电力系统机组组合问题的改进量子离散粒子群优化方法[J].中国电机工程学报,2013,33(4):45-52.Wu Xiaoshan,Zhang Buhan,Yuan Xiaoming,et al.Solutions to unit commitment problems in power systems with wind farms using advanced quantuminspired binary PSO[J].Proceedings of the CSEE,2013,33(4):45-52(in Chinese).
[19]Yousef M A,Ahmed S,Kory W H.Analyzing the impacts of constraint relaxation practices in electric energy markets[J]IEEE Transactions on Power Systems,IEEE Early Access Articles.
[20]CAISO.Price inconsistency market enhancements—Revised straw proposal[EB/OL].http://www.caiso.com/Documents/Revised Straw Proposal-Price Inconsistency Mar ket Enhancements.pdf.
[21]CAISO.Update to CAISO draft final proposal on uneconomic adjustment policy and parameter values[EB/OL].http://www.caiso.com/Documents/Revised Draft Final Proposal Update-Uneconomic Adjustment-Policy and Parameter Values29-Oct-2008.pdf.
[22]NYISO.Day-ahead scheduling manual[EB/OL].http://www.nyiso.com/public/webdocs/markets_operations/docu ments/Manuals_and_Guides/Manuals/Operations/dayahd_schd_mnl.pdf.
[23]NYISO.Ancillary services manual[EB/OL].http://www.nyiso.com/public/webdocs/markets_operations/docu ments/Manuals_and_Guides/Manuals/Operations/ancserv.pdf.
[24]中国电监会.电监市场[2008]53号关于同意印发实施华北区域发电厂辅助服务管理及并网运行管理实施细则的通知[R].北京:中国电监会,2008.State Electricity Regulatory Commission.Electricity regulatory market[2008]53 A notice of approval on printing and distribution of implementing regulations on power plants’ancillary services management and grid connection operation management in north china region[R].Beijing:State Electricity Regulatory Commission,2008(in Chinese).
[25]舒畅,钟海旺,夏清.兼顾效率与公平的用电市场竞价机制研究[J].电网技术,2014,38(3):681-686.Shu Chang,Zhong Haiwang,Xia Qing.A design of electricity market bidding mechanism considering efficiency and fairness[J].Power System Technology,2014,38(3):681-686(in Chinese).
[26]Zimmerman R D,Murillo-Sanchez C E,Thomas R J.MATPOWER:Steady-state operations,planning,and analysis tools for power systems research and education[J].IEEE Transactions on Power System,2011,26(1):12-19.