基于Wasserstein两阶段分布鲁棒的多主体多能微网合作博弈优化调度

doi:10.19595/j.cnki.1000-6753.tces.241525

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Abstract

As the core of the energy system, Multi-energy microgrid (MEMG) integrates distribution generation unit (such as wind turbine, photovoltaic), combing cooling, heat and power units, and energy storage to provide diverse energy supplies to customers for enhanced energy efficiency. However, the uncertainties in electricity prices and renewable generation are inevitably during the operation performance of MEMG. To tackle these uncertainties while enhancing economic benefits, this paper proposes a cooperative energy trading model for MEMGs based on Wasserstein two-stage distributionally robust optimization.
First, to describe the interaction between MEMG and prosumer, a bilevel programming is established where the MEMG plays a leader and multiple prosumers are regarded as followers. Based on the electricity purchase power obtained from each prosumer, the MEMG optimizes the transactive price and send to followers. In each follower model, prosumer minimizes its operation cost under the given electric price which from MEMG. Meanwhile, the ambiguous set based on Wasserstein distance are utilized to capture the uncertainty of electricity price, renewable energy and photovoltaic in prosumer, respectively. The model of MEMG is formulated as a Wasserstein two stage distributionally optimization problem (WDRO) considering uncertain price and renewable energy, while the uncertainty of prosumers can be addressed by introducing the distributionally robust chance constraint (DRCC). Then various methods are employed to transform the WDRO and DRCC into finite linear terms, such as convex theory and physical support method, respectively. On this basis, the bilevel programming for “MEMG-prosumer” can be replaced by single-level model via KKT conditions, strong duality theory and big-M method. Additionally, an energy interaction model considering cooperative game and privacy protection has been developed among MEMGs, and the alternating direction multiplier method (ADMM) combined with column constraint generation algorithm (CCG) are used to solve the problem.
Simulation results included three MEMGs verify the effectiveness of operation strategy proposed in this paper. The results indicate that:(1) The proposed bilevel programming can simultaneously provide optimal energy scheduling and price strategic for MEMG and prosumer. (2) The Wasserstein ambiguous set can effectively capture the price, renewable output and prosumer uncertainty, making it more comprehensive and less conservative compared to traditional robust optimization. (3) The effectiveness of the proposed energy trading model as well as the efficiency of the ADMM and CCG algorithms are demonstrated by corresponding simulation results.

Key words： Bilevel programming two stage distributionally optimization multi-energy microgrid cooperation game theory distributed algorithm

Received: 30 August 2024

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TM73

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	Wang Bo
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	Ma Hengrui
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Wang Bo,Wang Wei,Ma Hengrui等. Multi-Agent Multi-Energy Microgrid Cooperative Game Scheduling Based on Wasserstein Two Stage Robust Optimization[J]. Transactions of China Electrotechnical Society, 0, (): 20241525-20241525.

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