实时电价的研究
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摘要
中国的电力工业正在进行“厂网分开，竞价上网“的改革，目的是在发电领域逐步引入竞争机制，逐步形成开放发电侧的经营模式。电价是调节电力市场的杠杆，因此，电价的重要性也越来越明显。进几年来，电价问题成为一个许多专家研究的热点问题。
本文首先较系统地回顾和总结了国内外有关电力市场下的现状，对电力市场下的电价进行探讨，接着针对我国国情，提出了一种适合初级电力市场有功无功费用的分析方法。本实时电价模型是在Schwepp F C提出的有功实时电价模型的基础上，加入无功的成份，进而得出了综合考虑有功无功的实时电价模型。
介绍了最优潮流的发展概况，综述了各种优化方法的优缺点。重点介绍非线性最优潮流的算法原理。采用序列二次规划法应用于大型非线性最优潮流问题。
太原理工大学硕士研究生学位论文
本文根据实时电价理论，结合实时电价与最优潮流
之间存在的内在联系，即最优潮流中的拉格朗日乘子与
实时电价中的有功无功电价有着相同的经济含义，建
立以发电机燃烧费用最小为目标函数，并考虑功率平衡
约束及网络约束对电价的影响，利用最优潮流计算了电
力市场下的系统各节点的实时电价。同时对实时电价表
达式进行了分解，分析了影响实时电价的各种因素，并
用图表表示各惩罚因子对电价的影响。
计算实时电价的步骤为:
(l)输入机组耗量特性，有关运行限制及潮流数据;
但)运行牛顿一拉夫逊法进行潮流计算;
(3)设置最优潮流收敛条件和目标函数;
(4)运行非线性最优潮流计算，得出各约束条件的拉
格朗日乘子和节点实时电价，输出结果。
应用非线性规划即序列二次规划法最优潮流算法，
用Matlabs.0编程语言编制最优潮流程序，通过对
IEEE14节点进行计算，结果可行。
Chinese power industry is carrying out the trail of generation unbundling and the competition bidding, in order to introduce competition and open electricity market on generation gradually. Electricity price is the lever for regulating electricity market, so it is clear for its important. Recent years electricity price is becoming the hot problem to research for many experts. Depending on the balance of supplying and needing instantaneously and meeting safe running in power system, Spot price is provided and being a kind of theory on electricity price using the Short Run Marginal Cost Method.
The paper first presents a survey and comparison to the electricity power of the abroad and our country. According to Chinese power industry, a new method for spot price definition is presented in this paper. This method is based on Schwepp F C's spot price active model, the reactive is added to it. The result includes active and reactive spot price.
Secondly, the general of optimal power flow development is introduced, and the merits and shortcomings of each method are overviewed. The method of nonlinear optimal power flow is discussed mostly, and the successive quadratic programming is used for large scale nonlinear optimal power flow.
According to the theory of spot price and the relation between spot pricing models and the optimal power flow(OPF), this paper presents the objective function of generation least fee, thinking about the limit on power balance and network, finally OPF can be used to calculate
spot price because Lagrange multiplier is the same with active and reactive spot price. This paper also decomposes the formulation of spot price into different components corresponding to generation, loss and transmission limits. Then uses the diagrams to expatiate how to affect the spot price by the Lagrange multiplier.
The steps of calculating spot price are below:
(1) Input generation parameter on consuming, limits on running and primitive power flow data; (2): Run a simple Newton power flow; (3): input OPF termination criterion, and the objective function;
(4): Use a successive quadratic to run optimal power flow, obtain the real-time prices of active and reactive power at each bus and Lagrange multiplier, then print the results.
The numerical results of IEEE 14-bus test system are given to demonstrate the feasibility of the proposed method.
本文首先较系统地回顾和总结了国内外有关电力市场下的现状，对电力市场下的电价进行探讨，接着针对我国国情，提出了一种适合初级电力市场有功无功费用的分析方法。本实时电价模型是在Schwepp F C提出的有功实时电价模型的基础上，加入无功的成份，进而得出了综合考虑有功无功的实时电价模型。
介绍了最优潮流的发展概况，综述了各种优化方法的优缺点。重点介绍非线性最优潮流的算法原理。采用序列二次规划法应用于大型非线性最优潮流问题。
太原理工大学硕士研究生学位论文
本文根据实时电价理论，结合实时电价与最优潮流
之间存在的内在联系，即最优潮流中的拉格朗日乘子与
实时电价中的有功无功电价有着相同的经济含义，建
立以发电机燃烧费用最小为目标函数，并考虑功率平衡
约束及网络约束对电价的影响，利用最优潮流计算了电
力市场下的系统各节点的实时电价。同时对实时电价表
达式进行了分解，分析了影响实时电价的各种因素，并
用图表表示各惩罚因子对电价的影响。
计算实时电价的步骤为:
(l)输入机组耗量特性，有关运行限制及潮流数据;
但)运行牛顿一拉夫逊法进行潮流计算;
(3)设置最优潮流收敛条件和目标函数;
(4)运行非线性最优潮流计算，得出各约束条件的拉
格朗日乘子和节点实时电价，输出结果。
应用非线性规划即序列二次规划法最优潮流算法，
用Matlabs.0编程语言编制最优潮流程序，通过对
IEEE14节点进行计算，结果可行。
Chinese power industry is carrying out the trail of generation unbundling and the competition bidding, in order to introduce competition and open electricity market on generation gradually. Electricity price is the lever for regulating electricity market, so it is clear for its important. Recent years electricity price is becoming the hot problem to research for many experts. Depending on the balance of supplying and needing instantaneously and meeting safe running in power system, Spot price is provided and being a kind of theory on electricity price using the Short Run Marginal Cost Method.
The paper first presents a survey and comparison to the electricity power of the abroad and our country. According to Chinese power industry, a new method for spot price definition is presented in this paper. This method is based on Schwepp F C's spot price active model, the reactive is added to it. The result includes active and reactive spot price.
Secondly, the general of optimal power flow development is introduced, and the merits and shortcomings of each method are overviewed. The method of nonlinear optimal power flow is discussed mostly, and the successive quadratic programming is used for large scale nonlinear optimal power flow.
According to the theory of spot price and the relation between spot pricing models and the optimal power flow(OPF), this paper presents the objective function of generation least fee, thinking about the limit on power balance and network, finally OPF can be used to calculate
spot price because Lagrange multiplier is the same with active and reactive spot price. This paper also decomposes the formulation of spot price into different components corresponding to generation, loss and transmission limits. Then uses the diagrams to expatiate how to affect the spot price by the Lagrange multiplier.
The steps of calculating spot price are below:
(1) Input generation parameter on consuming, limits on running and primitive power flow data; (2): Run a simple Newton power flow; (3): input OPF termination criterion, and the objective function;
(4): Use a successive quadratic to run optimal power flow, obtain the real-time prices of active and reactive power at each bus and Lagrange multiplier, then print the results.
The numerical results of IEEE 14-bus test system are given to demonstrate the feasibility of the proposed method.
引文
1. Schweppe F C, Caramanis M C ,Tabors R D. Evaluation of Spot price Based Electricity Rates. IEEE Transaction on Power System. 1985, Vol. 104(NO.7).
2. Baughman M L, Siddiqi S N. Real-time Pricing of Reactive Power: Theory and Case Study Results. IEEE Transaction on Power Systems. 1991,Vol.6(NO. 1)
3. Siddiqi S N, Baughman M L. Reliability Differentiated Pricing of Spinning Reserve. IEEE Trans on Power Systems, 1995,10(3).
4. Baughman M L, Siddqi S N, Zamikau J W. Advanced Pricing in Electricity Systems. IEEE Trans on Power Systems, 1997,12(1).
5. Siddiqi S N, Baughman M L, Reliability Differentiated Pricing of Spinning Reserve. IEEE Trans on Power Systems, 1995, 10(3).
6. Dandachi N, Rawlins M, Alsac O, etal. OPF for Reactive Pricing Studies on the NGC System. IEEE Trans on Power Systems, 1996, 11(1).
7. El-Keib A A, Max. Calculating of Short-Run Marginal Costs of Active and Reactive Power Production. IEEE Trans on Power Systems, 1997, 12(2).
8. Caramnis M C, Bohn R E, Schweppe F C. WRATES: A Tool for Evaluating the Marginal Cost of Wheeling. IEEE Trans on Power Systems, 1989,4(2).
9. Momoh J A, Koessler R J, Bond M S, etal. Challenges to Optimal
Power Flow. IEEE Trans on Power Systems, 1997, 12(1).
10．于尔铿，韩放，谢开，等。电力市场。北京：中国电力出版社，1998
11. Martin L. Baughman, Shams N. Siddiqi, etal. Real-Time Pricing of Reactive Power: Theory and Case Study Results. IEEE Transactions on Power Systems, Vol.6, No. 1, 1991 (2).
12．杨冰。实用最优化方法及计算机程序。哈尔滨船舶工程学院出版社，1994。
13．施光燕，董加礼。最优化方法。高等教育出版社，2001。
14. Kai Xie, Y H song. Real-time Reactive Power Pricing of Electricity in an Integrated Pricing Framework: Decomposition Model and Point Method Implementation. PSCC in Trondheim 13,1999(2).
15．常玉波，孙洪波，周家启．新的实时有功无功电价模型及算法。电网技术，1997．10。
16．侯志俭，吴际舜，赵晋泉．新的基于最优潮流的有功无功一体化实时电价模型及算法．上海交通大学学报．1999．12。
17. Assef Zobian, Marija D.lic, Unbundling of Transmission and Ancillary Services. IEEE Transactions on Power Systems, Vol. 12.N0.2,May 1997.
18. Hugh Rudnick, Rodrigo Palma, Jose E. Fernandez. Marginal Pricing and Supplement Cost Allocation In Transmission Open Access. IEEE Transactions On Power Systems, Vol. 10,No.2,May 1995.
19. Wilsun Xu, Senior Member. Valuation of Dynamic Reactive
Power Support Services for Transmission Access. IEEE Transaction on Power Systems, Vol. 16, 2001.
20．导向科技编著．Matlab 6.0程序设计与实例应用．北京：中国铁道出版社．2001。
21．陈珩．电力系统稳态分析．中国电力出版社．1995。
22. Kovacs R R, Leverett AL, A Load Flow Based for Calculating Embed, Increment and Marginal Cost of Transmission Capacity. IEEE Transaction on Power Systems. 1994,Vol.9(No.1).
23. Lee K Y, Park Y M, Ortiz J L.A united approach to optimal real and reactive power dispatch. IEEE-PAS, 1985; 104(5).
24. Sotdhipong Phichaisawat, Y.H.Song. Transmission Pricing Using Improved Sensitivity Indices. IEEE Transaction on Power Systems.2001,Vol.3.
25. D.Ray, F.Alvarado.Use of an Engineering Model for Economic Analysis in the Electricity Utility Industry. Presented at the Advanced Workshop on Regulation and Public Utility Economics, May 25～27,1998.
26. w.w Hogan, Market in Real Electric Networks Require Reactive Prices. Energy Journal, Harvbard university, March 1992.
27．白晓民，钟金，张毅等，互联网电网商业化运行(一)——电能交易的几个问题。电网技术1998(3)。
28．白晓民，钟金，张毅等，互联网电网商业化运行(一)——电能分类、输电服务和利益分配方法。电网技术 1998(3)。
29．戴彦 电力系统市场化的影响和最新发展 电力系统自动化1999(1)。
30．刘晨辉，发供电运行经济学，武汉测绘科技大学出版。
31. X.Ma, A, Ael-keit, Tim A, Haskew. Marginal cost -based pricing of wheeling transactions and. independent power products considering security constraints. Electric Power Systems research. 1998(48).
32. X.Ma, A, A El-keit, Tim A, Haskew. Effects of neglecting volt/VAR optimization on marginal cost-based pricing for wheeling transactions and independent power producers. Electric Power Systems research 1997(2).
33．谢开 宋永华 于尔铿等 基于最优潮流的实时电价分解模型及其内点法实现 电力系统自动化 1999(2)。
34．王锡凡 方万良 杜正春等 现代电力系统分析 北京：科学出版社 2003。
35．刘伟 在电力市场下综合有功无功的实时电价模型，太原理工 大学研究生论文，2003。
36．梁升 电力市场下无功定价的研究，华北电力大学(北京)研究生论文，2000。
37. X.Wang Y.H.Song, Primal-Dual Interior Point Linear Programming Optimal Power Flow for Real-time Congestion Management .IEEE Transaction on Power Systems.2000,Vol.3.
38．戴彦 倪以信 文福拴，电力市场下的无功电价的研究，电力系统自动化 2000，24(5)。
39．戴彦 倪以信 文福拴，基于潮流组成及成本分摊的无功功率电价 电力系统自动化 2000，10(2)。
2. Baughman M L, Siddiqi S N. Real-time Pricing of Reactive Power: Theory and Case Study Results. IEEE Transaction on Power Systems. 1991,Vol.6(NO. 1)
3. Siddiqi S N, Baughman M L. Reliability Differentiated Pricing of Spinning Reserve. IEEE Trans on Power Systems, 1995,10(3).
4. Baughman M L, Siddqi S N, Zamikau J W. Advanced Pricing in Electricity Systems. IEEE Trans on Power Systems, 1997,12(1).
5. Siddiqi S N, Baughman M L, Reliability Differentiated Pricing of Spinning Reserve. IEEE Trans on Power Systems, 1995, 10(3).
6. Dandachi N, Rawlins M, Alsac O, etal. OPF for Reactive Pricing Studies on the NGC System. IEEE Trans on Power Systems, 1996, 11(1).
7. El-Keib A A, Max. Calculating of Short-Run Marginal Costs of Active and Reactive Power Production. IEEE Trans on Power Systems, 1997, 12(2).
8. Caramnis M C, Bohn R E, Schweppe F C. WRATES: A Tool for Evaluating the Marginal Cost of Wheeling. IEEE Trans on Power Systems, 1989,4(2).
9. Momoh J A, Koessler R J, Bond M S, etal. Challenges to Optimal
Power Flow. IEEE Trans on Power Systems, 1997, 12(1).
10．于尔铿，韩放，谢开，等。电力市场。北京：中国电力出版社，1998
11. Martin L. Baughman, Shams N. Siddiqi, etal. Real-Time Pricing of Reactive Power: Theory and Case Study Results. IEEE Transactions on Power Systems, Vol.6, No. 1, 1991 (2).
12．杨冰。实用最优化方法及计算机程序。哈尔滨船舶工程学院出版社，1994。
13．施光燕，董加礼。最优化方法。高等教育出版社，2001。
14. Kai Xie, Y H song. Real-time Reactive Power Pricing of Electricity in an Integrated Pricing Framework: Decomposition Model and Point Method Implementation. PSCC in Trondheim 13,1999(2).
15．常玉波，孙洪波，周家启．新的实时有功无功电价模型及算法。电网技术，1997．10。
16．侯志俭，吴际舜，赵晋泉．新的基于最优潮流的有功无功一体化实时电价模型及算法．上海交通大学学报．1999．12。
17. Assef Zobian, Marija D.lic, Unbundling of Transmission and Ancillary Services. IEEE Transactions on Power Systems, Vol. 12.N0.2,May 1997.
18. Hugh Rudnick, Rodrigo Palma, Jose E. Fernandez. Marginal Pricing and Supplement Cost Allocation In Transmission Open Access. IEEE Transactions On Power Systems, Vol. 10,No.2,May 1995.
19. Wilsun Xu, Senior Member. Valuation of Dynamic Reactive
Power Support Services for Transmission Access. IEEE Transaction on Power Systems, Vol. 16, 2001.
20．导向科技编著．Matlab 6.0程序设计与实例应用．北京：中国铁道出版社．2001。
21．陈珩．电力系统稳态分析．中国电力出版社．1995。
22. Kovacs R R, Leverett AL, A Load Flow Based for Calculating Embed, Increment and Marginal Cost of Transmission Capacity. IEEE Transaction on Power Systems. 1994,Vol.9(No.1).
23. Lee K Y, Park Y M, Ortiz J L.A united approach to optimal real and reactive power dispatch. IEEE-PAS, 1985; 104(5).
24. Sotdhipong Phichaisawat, Y.H.Song. Transmission Pricing Using Improved Sensitivity Indices. IEEE Transaction on Power Systems.2001,Vol.3.
25. D.Ray, F.Alvarado.Use of an Engineering Model for Economic Analysis in the Electricity Utility Industry. Presented at the Advanced Workshop on Regulation and Public Utility Economics, May 25～27,1998.
26. w.w Hogan, Market in Real Electric Networks Require Reactive Prices. Energy Journal, Harvbard university, March 1992.
27．白晓民，钟金，张毅等，互联网电网商业化运行(一)——电能交易的几个问题。电网技术1998(3)。
28．白晓民，钟金，张毅等，互联网电网商业化运行(一)——电能分类、输电服务和利益分配方法。电网技术 1998(3)。
29．戴彦 电力系统市场化的影响和最新发展 电力系统自动化1999(1)。
30．刘晨辉，发供电运行经济学，武汉测绘科技大学出版。
31. X.Ma, A, Ael-keit, Tim A, Haskew. Marginal cost -based pricing of wheeling transactions and. independent power products considering security constraints. Electric Power Systems research. 1998(48).
32. X.Ma, A, A El-keit, Tim A, Haskew. Effects of neglecting volt/VAR optimization on marginal cost-based pricing for wheeling transactions and independent power producers. Electric Power Systems research 1997(2).
33．谢开 宋永华 于尔铿等 基于最优潮流的实时电价分解模型及其内点法实现 电力系统自动化 1999(2)。
34．王锡凡 方万良 杜正春等 现代电力系统分析 北京：科学出版社 2003。
35．刘伟 在电力市场下综合有功无功的实时电价模型，太原理工 大学研究生论文，2003。
36．梁升 电力市场下无功定价的研究，华北电力大学(北京)研究生论文，2000。
37. X.Wang Y.H.Song, Primal-Dual Interior Point Linear Programming Optimal Power Flow for Real-time Congestion Management .IEEE Transaction on Power Systems.2000,Vol.3.
38．戴彦 倪以信 文福拴，电力市场下的无功电价的研究，电力系统自动化 2000，24(5)。
39．戴彦 倪以信 文福拴，基于潮流组成及成本分摊的无功功率电价 电力系统自动化 2000，10(2)。