基于鲁棒优化的电量分配模型的研究
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摘要
鲁棒优化主要用于求解内部结构或外部环境不确定情况的一类非线性规划方法。该种方法广泛应用于自然科学、工程技术、经济管理等各个领域。本文根据电力市场的运作机制,运用鲁棒优化方法和对偶理论建立电力市场中发电商电量分配模型,分析模型的特性并进行数值仿真。本文主要内容如下：
第一章绪论部分介绍了电力市场中发电商电量分配策略的研究现状、数学基础以及本文的主要工作。
第二章基于鲁棒线性优化理论,系统分析了远期市场中长期电量的分配模型,利用发电商必须运行率指标,考虑竞争者地位的影响,提出了一种合理配置中长期合同交易模式下的鲁棒线性优化模型,并进行模型分析。通过算例表明,该模型得到的竞争电量分配可以保证在中长期合同交易中任何发电公司不具备操纵市场价格的能力,从而保证市场价格形成的有效竞争性,确保了发电商的利润稳定。
第三章基于鲁棒凸优化理论与对偶理论,结合市场清算价和发电商的必须运行率指标,提出了一种在约束发电商报价参数下获得最大利润的优化模型。通过算例说明,该模型保证了现货市场和远期市场的电力价格不受操纵,同时确保发电商利润稳定和最大化,证明了模型的鲁棒性。
第四章基于鲁棒线性优化方法,考虑电力网络中的环路潮流约束重要特征,建立了发电商在现货市场和远期市场的一类新的决策模型。以四节点的电力网络为例,进行了数值仿真,实验结果得出在考虑环路潮流约束时,靠近阻塞位置的发电商的利润会在最坏情况下变小,同时在无阻塞和阻塞情况下,发电商的利润都将趋于稳定。
Due to solve its internal structures and external environmental uncertainty, robust optimization methods can still maintain the robustness of the system function in order to solve natural science, engineering, economic management and so on. Based on the operating mechanism of the electricity market, the paper makes better use robust optimization methods and duality theory of a class of electricity distribution models and analyzes the characteristics and calculation methods of this model. The primary contents are as follows:
In the first section, we mainly introduce generators'bidding strategies in the electricity market at present and math knowledge. In addition, our research works of this paper are also briefly introduced.
In the second section, we analysis the distribution model in the medium and long-terms' electricity contract market based on robust linear optimization. Through must-run indicator, we present a rational allocation of the medium and long-term contracts under the competitive electricity proportion of robust linear optimization model and analysis methods which are required to run the full consideration of the status of the impact of competitors. Through the numerical example, it is obviously demonstrated that the model can guarantee the medium and long-term contracts in the transaction of any power company does not charge any price in the market formation, while ensuring that the generators' profits and stability.
In the third section, based on robust convex optimization theory and duality theory, it has been raised in an new optimization model to maximize profits under restricting generators'price parameters, while taking advantage of market-clearing price and must-run indicator. Through numerical example, it indicates that the model ensures the formation of effective competition in electricity prices between the spot market and forward market, while ensuring the stability, maximizing the profit margin of power and maintaining the robustness of the model and the robustness of the solution.
In the fourth section, based on robust linear optimization, while taking advantage of loop flow constraints which are the important peculiarities of electric power systems, and it is meaningful to analyze its impact on electricity market equilibrium, we make the establishment of a new class model of power producers in the spot market and forward market. As examples with four-node power network,when we consider the loop flow constraints, the profits of generators near the blocking position will be a smaller one in the worst case,meanwhile,numerical simulations prove that generators maintain their profits in the non-blocking and blocking case.
第一章绪论部分介绍了电力市场中发电商电量分配策略的研究现状、数学基础以及本文的主要工作。
第二章基于鲁棒线性优化理论,系统分析了远期市场中长期电量的分配模型,利用发电商必须运行率指标,考虑竞争者地位的影响,提出了一种合理配置中长期合同交易模式下的鲁棒线性优化模型,并进行模型分析。通过算例表明,该模型得到的竞争电量分配可以保证在中长期合同交易中任何发电公司不具备操纵市场价格的能力,从而保证市场价格形成的有效竞争性,确保了发电商的利润稳定。
第三章基于鲁棒凸优化理论与对偶理论,结合市场清算价和发电商的必须运行率指标,提出了一种在约束发电商报价参数下获得最大利润的优化模型。通过算例说明,该模型保证了现货市场和远期市场的电力价格不受操纵,同时确保发电商利润稳定和最大化,证明了模型的鲁棒性。
第四章基于鲁棒线性优化方法,考虑电力网络中的环路潮流约束重要特征,建立了发电商在现货市场和远期市场的一类新的决策模型。以四节点的电力网络为例,进行了数值仿真,实验结果得出在考虑环路潮流约束时,靠近阻塞位置的发电商的利润会在最坏情况下变小,同时在无阻塞和阻塞情况下,发电商的利润都将趋于稳定。
Due to solve its internal structures and external environmental uncertainty, robust optimization methods can still maintain the robustness of the system function in order to solve natural science, engineering, economic management and so on. Based on the operating mechanism of the electricity market, the paper makes better use robust optimization methods and duality theory of a class of electricity distribution models and analyzes the characteristics and calculation methods of this model. The primary contents are as follows:
In the first section, we mainly introduce generators'bidding strategies in the electricity market at present and math knowledge. In addition, our research works of this paper are also briefly introduced.
In the second section, we analysis the distribution model in the medium and long-terms' electricity contract market based on robust linear optimization. Through must-run indicator, we present a rational allocation of the medium and long-term contracts under the competitive electricity proportion of robust linear optimization model and analysis methods which are required to run the full consideration of the status of the impact of competitors. Through the numerical example, it is obviously demonstrated that the model can guarantee the medium and long-term contracts in the transaction of any power company does not charge any price in the market formation, while ensuring that the generators' profits and stability.
In the third section, based on robust convex optimization theory and duality theory, it has been raised in an new optimization model to maximize profits under restricting generators'price parameters, while taking advantage of market-clearing price and must-run indicator. Through numerical example, it indicates that the model ensures the formation of effective competition in electricity prices between the spot market and forward market, while ensuring the stability, maximizing the profit margin of power and maintaining the robustness of the model and the robustness of the solution.
In the fourth section, based on robust linear optimization, while taking advantage of loop flow constraints which are the important peculiarities of electric power systems, and it is meaningful to analyze its impact on electricity market equilibrium, we make the establishment of a new class model of power producers in the spot market and forward market. As examples with four-node power network,when we consider the loop flow constraints, the profits of generators near the blocking position will be a smaller one in the worst case,meanwhile,numerical simulations prove that generators maintain their profits in the non-blocking and blocking case.
引文
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[3]王壬,尚金成,冯旸等.基于CVaR风险计量指标的发电商投标组合策略及模型,电力系统自动化,2005,29(14)：5-9
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[5]赵学顺,戴铁潮,黄民翔.电力市场中风险规避问题的研究(二)--差价合约分析系统的实现[J].电力系统自动化,2001,(8)：16-19
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[11]蒋冬荣,刘学军,李群湛.电力市场环境下电网日发电计划的电量经济分配策略,中国电机工程学报,2004,24(7)：90-94
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[13]谭忠富,王绵斌,朱璋等.发电公司与电网公司的风险效益平衡模型,电网技术,2007,31(16)：7-11
[14]王娜,彭建春,代红才,杨帮宇.不确定多市场环境下基于序列运算的发电商容量分配策略,电网技术,2006,30(23)：77-81
[15]张显,王锡凡,王建学,胡泽春.发电商长期电能分配策略研究,中国电机工程学报,2005,25(1)：6-12
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[17]黄大为,韩学山,郭志忠.发电企业多交易市场发电量优化分配策略,电力系统自动化学报,2008,20(4)：12-16
[18]曾勇红,刘柱,王锡凡,冯长友.基于参数调整策略的水电厂长期电量优化分配,西安交通大学学报,2008,42(8)：1010-1014
[19]曾次玲,张步涵,谢培元,曹娜.基于风险管理在开放的能量市场和备用市场间优化分配发电商容量,电网技术,2004,28(13)：70-74
[20]余钢,刘俊勇,刘伟,徐婧劼.基于主辅联合分析的竞价电能分配方法,现代电力,2005,22(1)：85-91
[21]李正欣,赵林度.条件风险价值约束下的发电商容量分配模型,华东电力,2009,37(3)：0380-0383
[22]陈宝林.最优化理论与算法(第2版),北京,清华大学出版社,2005
[23]黄红选,韩继业.数学规划,北京,清华大学出版社,2006
[24]袁亚湘,孙文瑜.最优化理论与方法,北京,科学出版社,1997
[25]李董辉,童小娇,万中.数值最优化,北京,科学出版社,2005
[26]李玉强,贺国平.鲁棒线性优化[J].中国企业运筹学,2008(1)：96-100
[27]徐家旺,黄小原.鲁棒优化及其应用研究的进展,2005中国控制与决策学术年会论文集
[28]Ben-Tal A, Nemirovski A. Robust solutions to uncertain linear programs[J]. Operation Research Letters,1999,25(1):1-13
[29]Ben-Tal A, Nemirovski A. Robust solutions of linear Programming problems contaminated with uncertain data[J]. Mathematical Programming,2000,88 (3):411-424
[30]Ben-Tal A, Nemirovski A. Robust convex optimization[J]. Mathematics of Operation Research,1998,23(4):769-805
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