A Bi-level Programming Approach of Economic Dispatch of Electricity Retailers

doi:10.12204/j.issn.1000-7229.2022.10.015

Abstract

Abstract:

In order to solve the economic dispatch problem of a typical retailer coping with the stochastic risk brought by the distributed generation and demand-side fluctuation, a bi-level optimization model with the introduction of random variables is proposed. In this model, the upper-level sub-problem aims to simulate the market clearing process of electricity and reserve auxiliary services, where market clearing price and market clearing electricity are the decision variables, while the lower-level sub-problem is formulated to minimize the costs of purchasing under time-of-use pricing given by the simulation of market clearing. The model is converted into a deterministic model by chance-constrained programming, and the equilibrium solution is obtained by iterations between the upper and lower layers, where the CPLEX solvers are employed to address the upper and lower level sub-problems, respectively. Finally, the impact of different confidence level on the decision carried out by retailers is clarified through the analysis of the numerical simulation of the bi-level optimization model. It is verified that the model can effectively reflect the impact of the decision-making behavior of retailers on the market clearing process.

Key words: economic dispatch, electricity retailer, bi-level programming, chance constraint, time-of-use price

CLC Number:

TM73

HAN Guang, YANG Chenguang, WU Xiangming, TAO Peng, ZHOU Hui, HU Yinlong. A Bi-level Programming Approach of Economic Dispatch of Electricity Retailers[J]. ELECTRIC POWER CONSTRUCTION, 2022, 43(10): 158-165.

Figures/Tables 13

Fig.1 Flow chart of the bi-level optimization model

Table 1 Cost parameters of generation units

Table 2 Operating parameters of generation units

Table 3 Operating parameters of MTs

Fig.2 Forecast curves of load, WT and PV output

Table 4 Purchasing cost with or without MTs under confidence level 95% 美元

Fig.3 Outputs of the MTs

Fig.4 Power clearance price in the scenarios with MTs or not

Fig.5 Positive reserve purchased in the scenarios with MTs or not

Fig.6 Comparison of clearance results under confidence level of 95%

Table 5 Cost of electricity purchased by retailer A under different confidence level

Fig.7 Positive reserve purchased from the market

Fig.8 MT2 output under different confidence level

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