摘要
针对电力市场、碳市场和绿证市场耦合下发电商的报价与出清双层优化问题开展了研究工作。首先,考虑直流潮流约束、分段线性报价方法及逆需求线性的绿证量价关系,建立了电力市场、碳市场和绿证市场耦合的双层多主体优化决策模型。该模型可以帮助发电商优化报价策略,提高自身竞争获益的能力。其次,提出了一种基于最优值函数近似的双层模型求解算法。该算法基于多项式基和最小二乘法构造下层模型最优值函数,进而将双层优化模型转换为单层优化模型。与传统Karush-Kuhn-Tucker(KKT)方法不同,该方法在简化模型时不会引入新的整数变量,能够实现模型的快速求解。最后,通过仿真分析验证了所提模型的合理性和算法的有效性。
This paper focuses on the bi-level optimization problem of biddings and clearing of power suppliers under the coupling of electricity,carbon,and green certificate market.Firstly,a bi-level optimization decision model of multi-entities under the coupling of electricity market,carbon market and green certificate market is formulated,in which the constraints of DC power flow,the piecewise linear bidding method and the inverse-demand linear relationship between volume and price of green certificates are considered.The model can help power suppliers optimize their bidding strategies and improve their ability to benefit from competition.Secondly,a bilevel algorithm based on the optimal value function approximation is proposed to solve the problem.The algorithm constructs the optimal value function of the lower model based on the polynomial basis and least square method,and then converts the bi-level optimization model into a single-level optimization model.Different from the traditional Karush-Kuhn-Tucker method,this method does not introduce new integer variables when simplifying the model,and can achieve fast solution of the model.Finally,simulation analysis verifies the rationality of the proposed model and the effectiveness of the proposed algorithm.
作者
陈荃
张丹宏
郑淇源
郇嘉嘉
赵敏彤
朱建全
CHEN Quan;ZHANG Danhong;ZHENG Qiyuan;HUAN Jiajia;ZHAO Mintong;ZHU Jianquan(Guangdong Power Grid Co.,Ltd.,Guangzhou 510060,China;School of Electric Power Engineering,South China University of Technology,Guangzhou 510640,China)
出处
《南方电网技术》
CSCD
北大核心
2024年第1期121-133,共13页
Southern Power System Technology
基金
国家自然科学基金资助项目(51977081)
广东电网有限责任公司科技项目(0300002022030201GH00033)。
关键词
值函数近似算法
双层模型
碳交易
绿证交易
分段线性报价
value function approximation algorithm
bi-level model
carbon trading
green certificate trading
piecewise linear bidding
