基于鲁棒后悔度的日前市场购电联合优化

doi:10.19595/j.cnki.1000-6753.tces.180020

Abstract
Figure/Table
References
Related Citation (15)

Download: PDF (871 KB) HTML (1 KB)
Export: BibTeX | EndNote (RIS)

Abstract With the increase of wind power connected to the grid, the influence of its unpredictability on the electricity market becomes more dramatic and wind curtailment obviously rises. In order to make a better trading plan of the day-ahead market and make full use of wind resource, the paper takes into account a joint optimization of the day-ahead energy market, reserve capacity market and real-time imbalance energy market, where the uncertainties of wind power and prices of the real-time market are described by intervals. As the actual wind power and the imbalance cost of the real-time market can’t be known a priori, the electricity purchase strategy is made by minimizing the robust regret of the cost based on the regret psychology of decision makers. The results of the case verify that the proposed model can effectively reduce the regret of decision makers and utilize the wind resource.

Key words： Wind power day-ahead energy market reserve capacity market real-time market robust regret joint optimization of electricity purchase

Received: 08 January 2018 Published: 14 May 2019

PACS:

TM614

	Service

	E-mail this article
	Add to my bookshelf
	Add to citation manager
	E-mail Alert
	RSS
	Articles by authors
	Jiang Yuewen
	Chen Meisen

Cite this article:

Jiang Yuewen,Chen Meisen. Joint Optimization of Electricity Purchase in the Day-Ahead Market Based on Robust Regret[J]. Transactions of China Electrotechnical Society, 2019, 34(9): 1971-1983.

URL:

https://dgjsxb.ces-transaction.com/EN/10.19595/j.cnki.1000-6753.tces.180020 OR https://dgjsxb.ces-transaction.com/EN/Y2019/V34/I9/1971

[1] 罗超, 杨军, 孙元章, 等. 考虑备用容量优化分配的含风电电力系统动态经济调度[J]. 中国电机工程学报, 2014, 34(34): 6109-6118.
Luo Chao, Yang Jun, Sun Yuanzhang, et al.Dynamic economic dispatch of wind integrated power system considering optimal scheduling of reserve capacity[J]. Proceedings of the CSEE, 2014, 34(34): 6109-6118.
[2] Reddy S S, Bijwe P R, Abhyankar A R.Optimum day-ahead clearing of energy and reserve markets with wind power generation using anticipated real-time adjustment costs[J]. International Journal of Electrical Power & Energy Systems, 2015, 71: 242-253.
[3] Doostizadeh M, Aminifar F, Ghasemi H, et al.Energy and reserve scheduling under wind power uncertainty: an adjustable interval approach[J]. IEEE Transactions on Smart Grid, 2016, 7(6): 2943-2952.
[4] Zhang J, Fuller J D, Elhedhli S.A stochastic programming model for a day-ahead electricity market with real-time reserve shortage pricing[J]. IEEE Transactions on Power Systems, 2010, 25(2): 703-713.
[5] Wang Mingqiang, Gooi H B.Spinning reserve estimation in microgrids[J]. IEEE Transactions on Power Systems, 2011, 26(3): 1164-1174.
[6] Street A, Moreira A, Arroyo J M.Energy and reserve scheduling under a joint generation and transmission security criterion: an adjustable robust optimization approach[J]. IEEE Transactions on Power Systems, 2014, 29(1): 3-14.
[7] Jiang Yuwen, Chen Meiseng, You Shi.A unified trading model based on robust optimization for day-ahead and real-time markets with wind power integration[J]. Energies, 2017, 10(4): 554.
[8] 张国立, 李庚银, 谢宏, 等. 日前和实时市场统一电能交易模型[J]. 中国电机工程学报, 2006, 26(21): 50-56.
Zhang Guoli, Li Gengyin, Xie Hong, et al.Unification energy trade model for day-ahead and real-time markets[J]. Proceedings of the CSEE, 2006, 26(21): 50-56.
[9] Reddy S S, Bijwe P R, Abhyankar A R.Optimal posturing in day-ahead market clearing for uncertainties considering anticipated real-time adjustment costs[J]. IEEE Systems Journal, 2015, 9(1): 177-190.
[10] 杜雄, 李高显, 刘洪纪, 等. 风速概率分布对风电变流器中功率器件寿命的影响[J]. 电工技术学报, 2015, 30(15): 109-117.
Du Xiong, Li Gaoxian, Liu Hongji, et al.Effect of wind speed probability distribution on lifetime of power semiconductors in the wind power converters[J]. Transactions of China Electrotechnical Society, 2015, 30(15): 109-117.
[11] 刘文颖, 徐鹏, 赵子兰, 等. 基于区间估计的风电出力多场景下静态电压安全域研究[J]. 电工技术学报, 2015, 30(3): 172-178.
Liu Wenying, Xu Peng, Zhao Zilan, et al.A research of static voltage stability region in wind power scenario based on interval estimation[J]. Transactions of China Electrotechnical Society, 2015, 30(3): 172-178.
[12] 盛四清, 孙晓霞. 考虑节能减排和不确定因素的含风电场机组组合优化[J]. 电力系统自动化, 2014, 38(17): 54-59.
Sheng Siqing, Sun Xiaoxia.Unit commitment optimization containing wind farms considering energy saving, emission reduction and uncertainties[J]. Automation of Electric Power Systems, 2014, 38(17): 54-59.
[13] 赵冬梅, 殷加玞. 考虑源荷双侧不确定性的模糊随机机会约束优先目标规划调度模型[J]. 电工技术学报, 2018, 33(5): 1076-1085.
Zhao Dongmei, Yin Jiafu.Fuzzy random chance constrained preemptive goal programming scheduling model considering source-side and load-side uncertainty[J]. Transactions of China Electrotechnical Society, 2018, 33(5): 1076-1085.
[14] 王士柏, 韩学山, 杨明, 等. 计及间歇性特征的电力系统区间经济调度[J]. 中国电机工程学报, 2016, 36(11): 2966-2977.
Wang Shibai, Han Xueshan, Yang Ming, et al.Interval economic dispatch of power system considering intermittent feature[J]. Proceedings of the CSEE, 2016, 36(11): 2966-2977.
[15] 吴巍, 汪可友, 李国杰, 等. 提升风电消纳区间的鲁棒机组组合[J]. 电工技术学报, 2018, 33(3): 523-532.
Wu Wei, Wang Keyou, Li Guojie, et al.Robust unit commitment to improve the admissible region of wind power[J]. Transactions of China Electrotechnical Society, 2018, 33(3): 523-532.
[16] 丁涛, 郭庆来, 柏瑞, 等. 考虑风电不确定性的区间经济调度模型及空间分支定界法[J]. 中国电机工程学报, 2014, 34(22): 3707-3714.
Ding Tao, Guo Qinglai, Bai Rui, et al.Interval economic dispatch model with uncertain wind power injection andspatial branch and bound method[J]. Proceedings of the CSEE, 2014, 34(22): 3707-3714.
[17] 周玮, 胡姝博, 孙辉, 等. 考虑大规模风电并网的电力系统区间非线性经济调度研究[J]. 中国电机工程学报, 2017, 37(2): 557-563.
Zhou Wei, Hu Shubo, Sun Hui, et al.Interval nonlinear economic dispatch in large scale wind power integrated system[J]. Proceedings of the CSEE, 2017, 37(2): 557-563.
[18] 陈建华, 吴文传, 张伯明, 等. 安全性与经济性协调的鲁棒区间风电调度方法[J]. 中国电机工程学报, 2014, 34(7): 1033-1040.
Chen Jianhua, Wu Wenchuan, Zhang Boming, et al.A robust interval wind power dispatch method considering the tradeoff between security and economy[J]. Proceedings of the CSEE, 2014, 34(7): 1033-1040.
[19] 魏韡, 刘锋, 梅生伟. 电力系统鲁棒经济调度(一)理论基础[J]. 电力系统自动化, 2013, 37(17): 37-43.
Wei Wei, Liu Feng, Mei Shengwei.Robust and economical scheduling methodology for power systems part one theoretical foundations[J]. Automation of Electric Power Systems, 2013, 37(17): 37-43.
[20] 郑泳凌, 马龙华, 钱积新. 一类参数不确定规划的三目标规划解决方法[J]. 系统工程理论与实践, 2003, 23(5): 59-64.
Zheng Yongling, Ma Longhua, Qian Jixin.Tri-objective programming solution for uncertain parameters programming[J]. Systems Engineering-theory & Practice, 2003, 23(5): 59-64.
[21] 王刚, 孙文健, 李歧强, 等. 基于鲁棒后悔度的光储微网优化调度[J]. 电网技术, 2017, 41(1): 106-111.
Wang Gang, Sun Wenjian, Li Qiqiang, et al.Robust regret optimal scheduling of microgrid with PV and battery[J]. Power System Technology, 2017, 41(1): 106-111.
[22] 叶瑞丽, 郭志忠, 刘瑞叶, 等. 基于小波包分解和改进Elman神经网络的风电场风速和风电功率预测[J]. 电工技术学报, 2017, 32(21): 103-111.
Ye Ruili, Guo Zhizhong, Liu Ruiye, et al.Wind speed and wind power forecasting method based on wavelet packet decomposition and improved Elman neural network[J]. Transactions of China Electrotechnical Society, 2017, 32(21): 103-111.
[23] 杨锡运, 关文渊, 刘玉奇, 等. 基于粒子群优化的核极限学习机模型的风电功率区间预测方法[J]. 中国电机工程学报, 2015, 35(增刊1): 146-153.
Yang Xiyun, Guan Wenyuan, Liu Yuqi, et al.Prediction intervals forecasts of wind power based on PSO-KELM[J]. Proceedings of the CSEE, 2015, 35(S1): 146-153.
[24] 艾欣, 周树鹏, 赵阅群. 含虚拟发电厂的电力系统优化运行与竞价策略研究[J]. 中国电机工程学报, 2016, 36(23): 6351-6362.
Ai Xin, Zhou Shupeng, Zhao Yuequn.Research on optimal operation and bidding strategy of power system with virtual power plants[J]. Proceedings of the CSEE, 2016, 36(23): 6351-6362.
[25] Yokoyama R, Fujiwara K, Ohkura M, et al.A revised method for robust optimal design of energy supply systems based on minimax regret criterion[J]. Energy Conversion & Management, 2014, 84(635): 196-208.
[26] 吴耀武, 汪昌霜, 娄素华, 等. 计及风电—负荷耦合关系的含大规模风电系统调峰运行优化[J]. 电力系统自动化, 2017, 41(21): 163-169.
Wu Yaowu, Wang Changshuang, Lou Suhua, et al.Peak load regulating operation and optimization in power systems with large-scale wind power and considering coupling relation between wind power and load[J]. Automation of Electric Power Systems, 2017, 41(21): 163-169.