水电系统优化调度模型及方法研究
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摘要
随着我国流域梯级水电站群逐渐呈规模化发展和电力市场化改革的推进,对于水电站水库优化调度的精细化建模和考虑市场竞争机制的建模将会带来更大的经济效益。在计划调度体制下,水电跨年调度方案的优化空间有待进行深度挖掘,对于提高水能资源利用效率、发挥水电在节能减排方面的优势,具有重要的现实意义。随着我国电力市场化改革道路日渐明晰,研究在市场机制下的中长期水电调度期末水位优化方案、短期水电调度的精细化建模、水电富集电力系统短期发用电一体化调度方案等,不仅具有学术价值,而且还具有良好的应用前景,将为我国发电企业参与市场竞争和充分发挥水电资源的价值提供理论分析方法。
在以上研究背景下,本文针对计划调度模式下长期梯级水电站的调度期末预留水位优化问题、市场价格机制下的中长期水电调度期末水位优化及水电站电能分配问题、考虑现货市场价格风险的短期水电优化调度问题以及水电富集电力系统的发用电一体化调度问题,开展了以下研究工作：
(1)在计划调度模式下,针对梯级水电站调度期末预留水位优化问题,首先,借鉴经济学中的风险价值(value at risk, VaR)概念,计算在一定置信度下的第一个调度周期可靠来水流量；然后,构建以发电收益最大化为目标的梯级水电跨年随机优化调度模型,使得第一个调度期末预留水位能够适应第二个调度周期多种来水情况,并满足相应的运行约束条件；其次,采用条件风险价值(condition value at risk, CvaR)指标衡量发电收益风险,并建立将发电收益经济性与风险性统一的双层优化模型；最后,将模型进行线性化处理,针对所建混合整数线性规划模型的解算,提出了主、子问题一体控制的最优Benders分解方法。
(2)在市场环境下,首先,针对具有单水库的水电站的调度期末水位优化问题,研究各种场景约束条件下的水电调度期末水位优化与短期市场出清一体化决策框架,使发电商发电收益最大化。为此,构建以未来一个调度周期的水电收益最大化为上层目标、以各种场景下系统短期市场发电成本最小化为下层目标的双层优化模型,运用下层问题的KKT条件将问题转化为均衡约束数学规划问题(mathematical problems with equilibrium constraints, MPECs),运用强对偶理论将模型中的非线性项进行线性转换,从而将原模型转换为大规模混合整数线性规划问题,利用Benders分解法对模型进行求解。然后,针对水电发电商参与现货市场与双边交易市场的电能分配问题,以发电商收益最大化为目标,建立两阶段随机线性规划模型,即在第一阶段考虑购电方的需求价格弹性,优化双边交易量及交易价格,在第二阶段以调整发电量的方式进行补偿决策；同时考虑来水及现货市场电价的波动性,以CvaR对收益风险进行衡量,应用混合整数线性规划法对模型进行求解。
(3)在市场环境下,针对短期水电优化调度问题,首先,对现货市场电价进行仿真分析计算；然后,考虑水头对发电效率的影响,将二者之间的相互关系进行非线性建模,以充分挖掘水电发电收益；最后,以发电收益最大化为目标,构建考虑现货市场价格风险的短期水电优化调度模型,并采用混合整数非线性规划与混合整数线性规划相结合的方法对模型进行求解。
(4)针对水电富集电力系统中的发用电一体化调度问题,首先,以计划调度体制下的负荷调度为研究切入点,建立两阶段优化模型：1)在第一阶段,考虑用户用电能效,构建多目标数学模型,采用改进的NSGA-Ⅱ算法对模型进行求解,优化得到负荷调度次序以及调度目标值；2)在第二阶段,在分析负荷可调容量随机特性的基础上,提出考虑负荷调度目标完成率的决策模型。然后,在对价格响应负荷进行建模的基础上,构建考虑负荷调度的最优潮流(optimal power flow, OPF)模型,继而,将可中断负荷与价格响应负荷分别纳入系统的正、负旋转备用约束模型中,从全系统的角度,构建以社会效益最大化为目标的发用电一体化调度模型,采用原-对偶内点法对模型进行求解。
最后,通过算例计算分析,验证了所提优化调度模型和求解方法的正确性和可行性,为调度方案的实用化奠定了理论基础。
As the large-scale basin cascade hydropower stations are developing rapidly in our country and the electricity market reform is promoting, the fine modeling of the optimal scheduling of the hydropower station reservoirs and the modeling considering the competition mechanism in the market environment will bring about more economic benefits. Under the planned scheduling mode, the optimization of the scheduling of the hydropower need to be improved so as to promote the utilization efficiency of the water resource and show the advantage of the hydropower in the the energy saving and environmental protection, which is of practical importance. As the electricity marketization reform is clear, the scheduling should be optimized combining the electricity price mechanism and the load scheduling mechanism in order to realize the objective of the maximization of the generation profits. So under the market condition, the research on the mid-long term water level optimization scheme for the hydropower scheduling, the meticulous modeling for the short-term scheduling, and the integration of the power generation and consumption scheduling for the hydropower-domain power system will not only possess academic value, but will also provide the theoretical analyzing methods for the power generation enterprises participating the market competition and giving full play to the value of hydropower resources.
(1) Under the planned scheduling mode, based on the economic concept, the dependable inflow in the first scheduling period under the given confidence level is proposed, second, a full-scenario biennial stochastic scheduling model of cascade hydropower plant was proposed to maximize the generation profits which will adapt the optimized water level to the constraints under different scenarios in the following year. The conditional value at risk (CVaR) was applied to illustrate the risk of the generation profit, and the bi-level programming combing the economy and the risk of the generation profit was constructed. At last, as for the solution of the proposed mixed-integer linear programming model, the optimal Benders decomposition with the integrated control of the master problem and the subproblems was proposed to solve the model.
(2) Under the market environment, an integrated decision-making framework of end-year water level optimization and short-term market clearing is proposed to acquire the maximization of the profits of the power generation companies. Within this framework, a bi-level programming with the upper objective of maximizing the hydro power profits and the lower objective of maximizing the social welfare is constructed to optimize the water end-year water level in the upper problem and the market clearing prices in the lower problem. An optimal Benders decomposition approach with the master and subproblems is proposed with the application of the KKT conditions and the Strong Duality Theory. And then, the two-stage stochastic linear programming model is constructed aiming at the maximization of the power generation companies and the energy allocation problem of the spot market and the bilateral transactions market. The energy traded in the bilateral transactions market is optimized in the first stage considering the demand price elasticity, and the power generation is adjusted in order to compensate the energy traded in the second stage. Meanwhile, considering the stochastic nature of the spot market prices and the inflow water, the CVaR is utilized to measure the profits risk. Finally, the linear programming method is utilized to solve the model.
(3) As for the short-term scheduling problem of the hydropower under the market environment, the conversion relationship between the water head and the power generated is subtly modeled in order to fully excavate the profits of the hydropower. Second, the spot market price is simulated. The short-term hydropower dispatching model is constructed satisfying the operational constraints in order to maximize the generation profits. Meanwhile, considering the market risks, the stochastic process is reasonably modeled and the risks are measured by CVaR. At last the mixed integral linear programming is utilized to solve the model.
(4) The load dispatching is studied first. A two-stage load management scheme is proposed:1)The yardstick competition is applied in the optima！ electricity energy rationing model to realize the maximum energy efficiency. The load dispatching order is optimized and the load dispatching amount is obtained.2)The stochastic characteristics is analyzed by means of two-state Markov Process, and the decision-making model considering the rate of load dispatching accopmplishment is constructed in order to obtain the optimized stochastic amount of the load control scheme. The price-responsive load is modeled combining the optimal power flow under the market environment, and from the systematic prospective, the price-responsive load and the interruptible load are separatedly integrated into the positive spinning reserve and the negative spinning reserve. Finally the primal-dual interior method is utilized to solve the proposed integrated dispatching model of the power generation and demand side.
Finally, the feasibility and correctness of the proposed optimal scheduling models and solving methods are proved through the calculation of the case study, which will lay theoretical foundation for the practical use of the scheduling scheme.
在以上研究背景下,本文针对计划调度模式下长期梯级水电站的调度期末预留水位优化问题、市场价格机制下的中长期水电调度期末水位优化及水电站电能分配问题、考虑现货市场价格风险的短期水电优化调度问题以及水电富集电力系统的发用电一体化调度问题,开展了以下研究工作：
(1)在计划调度模式下,针对梯级水电站调度期末预留水位优化问题,首先,借鉴经济学中的风险价值(value at risk, VaR)概念,计算在一定置信度下的第一个调度周期可靠来水流量；然后,构建以发电收益最大化为目标的梯级水电跨年随机优化调度模型,使得第一个调度期末预留水位能够适应第二个调度周期多种来水情况,并满足相应的运行约束条件；其次,采用条件风险价值(condition value at risk, CvaR)指标衡量发电收益风险,并建立将发电收益经济性与风险性统一的双层优化模型；最后,将模型进行线性化处理,针对所建混合整数线性规划模型的解算,提出了主、子问题一体控制的最优Benders分解方法。
(2)在市场环境下,首先,针对具有单水库的水电站的调度期末水位优化问题,研究各种场景约束条件下的水电调度期末水位优化与短期市场出清一体化决策框架,使发电商发电收益最大化。为此,构建以未来一个调度周期的水电收益最大化为上层目标、以各种场景下系统短期市场发电成本最小化为下层目标的双层优化模型,运用下层问题的KKT条件将问题转化为均衡约束数学规划问题(mathematical problems with equilibrium constraints, MPECs),运用强对偶理论将模型中的非线性项进行线性转换,从而将原模型转换为大规模混合整数线性规划问题,利用Benders分解法对模型进行求解。然后,针对水电发电商参与现货市场与双边交易市场的电能分配问题,以发电商收益最大化为目标,建立两阶段随机线性规划模型,即在第一阶段考虑购电方的需求价格弹性,优化双边交易量及交易价格,在第二阶段以调整发电量的方式进行补偿决策；同时考虑来水及现货市场电价的波动性,以CvaR对收益风险进行衡量,应用混合整数线性规划法对模型进行求解。
(3)在市场环境下,针对短期水电优化调度问题,首先,对现货市场电价进行仿真分析计算；然后,考虑水头对发电效率的影响,将二者之间的相互关系进行非线性建模,以充分挖掘水电发电收益；最后,以发电收益最大化为目标,构建考虑现货市场价格风险的短期水电优化调度模型,并采用混合整数非线性规划与混合整数线性规划相结合的方法对模型进行求解。
(4)针对水电富集电力系统中的发用电一体化调度问题,首先,以计划调度体制下的负荷调度为研究切入点,建立两阶段优化模型：1)在第一阶段,考虑用户用电能效,构建多目标数学模型,采用改进的NSGA-Ⅱ算法对模型进行求解,优化得到负荷调度次序以及调度目标值；2)在第二阶段,在分析负荷可调容量随机特性的基础上,提出考虑负荷调度目标完成率的决策模型。然后,在对价格响应负荷进行建模的基础上,构建考虑负荷调度的最优潮流(optimal power flow, OPF)模型,继而,将可中断负荷与价格响应负荷分别纳入系统的正、负旋转备用约束模型中,从全系统的角度,构建以社会效益最大化为目标的发用电一体化调度模型,采用原-对偶内点法对模型进行求解。
最后,通过算例计算分析,验证了所提优化调度模型和求解方法的正确性和可行性,为调度方案的实用化奠定了理论基础。
As the large-scale basin cascade hydropower stations are developing rapidly in our country and the electricity market reform is promoting, the fine modeling of the optimal scheduling of the hydropower station reservoirs and the modeling considering the competition mechanism in the market environment will bring about more economic benefits. Under the planned scheduling mode, the optimization of the scheduling of the hydropower need to be improved so as to promote the utilization efficiency of the water resource and show the advantage of the hydropower in the the energy saving and environmental protection, which is of practical importance. As the electricity marketization reform is clear, the scheduling should be optimized combining the electricity price mechanism and the load scheduling mechanism in order to realize the objective of the maximization of the generation profits. So under the market condition, the research on the mid-long term water level optimization scheme for the hydropower scheduling, the meticulous modeling for the short-term scheduling, and the integration of the power generation and consumption scheduling for the hydropower-domain power system will not only possess academic value, but will also provide the theoretical analyzing methods for the power generation enterprises participating the market competition and giving full play to the value of hydropower resources.
(1) Under the planned scheduling mode, based on the economic concept, the dependable inflow in the first scheduling period under the given confidence level is proposed, second, a full-scenario biennial stochastic scheduling model of cascade hydropower plant was proposed to maximize the generation profits which will adapt the optimized water level to the constraints under different scenarios in the following year. The conditional value at risk (CVaR) was applied to illustrate the risk of the generation profit, and the bi-level programming combing the economy and the risk of the generation profit was constructed. At last, as for the solution of the proposed mixed-integer linear programming model, the optimal Benders decomposition with the integrated control of the master problem and the subproblems was proposed to solve the model.
(2) Under the market environment, an integrated decision-making framework of end-year water level optimization and short-term market clearing is proposed to acquire the maximization of the profits of the power generation companies. Within this framework, a bi-level programming with the upper objective of maximizing the hydro power profits and the lower objective of maximizing the social welfare is constructed to optimize the water end-year water level in the upper problem and the market clearing prices in the lower problem. An optimal Benders decomposition approach with the master and subproblems is proposed with the application of the KKT conditions and the Strong Duality Theory. And then, the two-stage stochastic linear programming model is constructed aiming at the maximization of the power generation companies and the energy allocation problem of the spot market and the bilateral transactions market. The energy traded in the bilateral transactions market is optimized in the first stage considering the demand price elasticity, and the power generation is adjusted in order to compensate the energy traded in the second stage. Meanwhile, considering the stochastic nature of the spot market prices and the inflow water, the CVaR is utilized to measure the profits risk. Finally, the linear programming method is utilized to solve the model.
(3) As for the short-term scheduling problem of the hydropower under the market environment, the conversion relationship between the water head and the power generated is subtly modeled in order to fully excavate the profits of the hydropower. Second, the spot market price is simulated. The short-term hydropower dispatching model is constructed satisfying the operational constraints in order to maximize the generation profits. Meanwhile, considering the market risks, the stochastic process is reasonably modeled and the risks are measured by CVaR. At last the mixed integral linear programming is utilized to solve the model.
(4) The load dispatching is studied first. A two-stage load management scheme is proposed:1)The yardstick competition is applied in the optima！ electricity energy rationing model to realize the maximum energy efficiency. The load dispatching order is optimized and the load dispatching amount is obtained.2)The stochastic characteristics is analyzed by means of two-state Markov Process, and the decision-making model considering the rate of load dispatching accopmplishment is constructed in order to obtain the optimized stochastic amount of the load control scheme. The price-responsive load is modeled combining the optimal power flow under the market environment, and from the systematic prospective, the price-responsive load and the interruptible load are separatedly integrated into the positive spinning reserve and the negative spinning reserve. Finally the primal-dual interior method is utilized to solve the proposed integrated dispatching model of the power generation and demand side.
Finally, the feasibility and correctness of the proposed optimal scheduling models and solving methods are proved through the calculation of the case study, which will lay theoretical foundation for the practical use of the scheduling scheme.
引文
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