考虑风-储参与直接交易的中长期-现货市场物理交割建模及快速求解算法

doi:10.3969/j.issn.1000-7229.2020.01.007

电力建设 ›› 2020, Vol. 41 ›› Issue (1): 55-63.doi: 10.3969/j.issn.1000-7229.2020.01.007

• 面向可再生能源消纳的多能源互补 ·栏目主持张宁副教授· • 上一篇下一篇

考虑风-储参与直接交易的中长期-现货市场物理交割建模及快速求解算法

黄远明1, 陈青1，韦薇2，吴明兴1，谢敏2，段秦刚1，刘明波2

1. 广东电力交易中心有限责任公司，广州市 510080；2. 华南理工大学电力学院，广州市 510640

出版日期:2020-01-01
作者简介:黄远明（1969），男，硕士，高级工程师，研究方向为电力营销、电力市场；陈青(1988)，女，硕士，工程师，主要研究方向为电力市场交易机制、电力系统调度；韦薇(1995)，女，通信作者，硕士研究生，主要研究方向为电力市场、电力系统优化运行与调度；吴明兴（1982），男，博士，主要研究方向为电力市场交易机制、电力系统调度；谢敏（1978），女，博士，副教授，主要研究方向为电力市场、电力系统优化运行与调度；段秦刚（1988），男，硕士，高级工程师，主要研究方向为电力市场策划运行与分析；刘明波（1964），男，博士，主要研究方向为电力系统优化运行与智能化调度。
基金资助:
广东省自然科学基金自由申请项目(2018A0303130134)；广东电力交易中心有限责任公司科技项目(GDKJXM20172986)

Physical Delivery Modeling and Fast Solution Algorithms for Long and Medium-Term Spot Markets Considering Wind-Storage Participating in Direct Transactions

HUANG Yuanming1, CHEN Qing1 ,WEI Wei2, WU Mingxing1 ,XIE Min2,DUAN Qingang1 ,LIU Mingbo2

1. Guangdong Power Exchange Center Co., Ltd., Guangzhou 510080, China；2. School of Electric Power, South China University of Technology, Guangzhou 510640, China

Online:2020-01-01
Supported by:
This work is supported by Guangdong Natural Science Foundation Free Application Project (No.2018A0303130134) and Guangdong Electric Power Exchange Center Co.,Ltd. (No.GDKJXM20172986) .

摘要/Abstract

摘要： 文章对带储能的风电参与中长期电能量市场化交易机制进行研究。基于市场建设的现实国情，在考虑了风-储系统的技术特性以及运行约束的基础上，针对带储能的风电场参与直接交易的模式，融合中长期-现货市场物理交割原理，建立了相应的中长期-现货市场联合出清的带安全约束机组组合模型，该模型本质上为一含随机变量的NP-hard复杂优化问题。为提高求解效率，文章进一步提出了基于典型日序列机组组合的快速简化算法，不仅有效解决了中长期电力市场运行中不同负荷曲线日期的机组爬坡衔接问题，而且大力提高了计算效率。基于IEEE 39节点系统算例仿真，本文所提的考虑风-储参与直接交易的中长期-现货市场联合出清模型及快速求解算法的有效性得到验证，且计算效率和相对误差均得到满足。

关键词: 带储能的风电, 中长期电能量市场, 直接交易, 机组组合

Abstract: In this paper, the mechanism of wind power with energy storage participating in medium and long-term power market trading is studied. On the basis of the actual situation of power market construction, considering the technical characteristics and operation constraints of wind-storage system, aiming at the mode of wind farm with energy storage participating in direct transaction, and integrating the physical delivery principle of medium and long-term spot market, a safety-constrained unit combination model with joint clearing of medium and long-term spot market is established, which is essentially a contingency model containing NP-hard complex optimization of machine variables. In order to improve the efficiency of the solution, a fast simplified algorithm based on typical day-series unit commitment is proposed, which not only effectively solves the problem of unit ramp connection with different load curve dates in medium and long-term power market operation, but also greatly improves the calculation efficiency. The example of IEEE 39-node system shows that the proposed joint liquidation model considering wind-storage participating in direct transactions in the medium and long-term spot market and the fast algorithm for solving the problem are effective, and the computational efficiency and relative error are satisfied.

Key words: wind power with energy storage, medium and long-term electricity market, direct transaction, unit commitment

中图分类号:

TM 73

黄远明, 陈青，韦薇，吴明兴，谢敏，段秦刚，刘明波. 考虑风-储参与直接交易的中长期-现货市场物理交割建模及快速求解算法[J]. 电力建设, 2020, 41(1): 55-63.

HUANG Yuanming, CHEN Qing,WEI Wei, WU Mingxing,XIE Min,DUAN Qingang,LIU Mingbo. Physical Delivery Modeling and Fast Solution Algorithms for Long and Medium-Term Spot Markets Considering Wind-Storage Participating in Direct Transactions[J]. Electric Power Construction, 2020, 41(1): 55-63.

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考虑风-储参与直接交易的中长期-现货市场物理交割建模及快速求解算法

Physical Delivery Modeling and Fast Solution Algorithms for Long and Medium-Term Spot Markets Considering Wind-Storage Participating in Direct Transactions

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