电力系统及其自动化学报2018，Vol.30Issue(1)：15-21,7.DOI:10.3969/j.issn.1003-8930.2018.01.003
考虑双重市场的含风电电力系统双层随机优化调度
Bi-level Stochastic Programming and Dispatch of Wind Integrated Power System Considering Dual Market
摘要
Abstract
The output and spinning reserve of each unit are influenced by the uncertainties of wind power and load in economic dispatch.Considering the units participating in the energy market and spinning reserve market,and the dual market which owns certain principal and ancillary characteristics,a stochastic programming bi-level scheduling model of power system is built.The upper-level model takes the minimum of system's power generation cost as an optimiza-tion objective and introduces the wind power utilization rate and the probability of its realization as constraints to opti-mize the activepower of units and the planned wind power. Since the load shedding loss and the wind spillage loss are af-fected by uncertain factors which are treated as random variables,their values of conditional value-at-risk(CVaR)are obtained,respectively.The lower-level model takes the minimum of both losses and the spinning reserve cost as an op-timization objective to optimize the spinning reserve capacity of each unit. Moreover,the chance probability con-straints and the CVaRs are linearized in order to solve the bi-level model by CPLEX solver.The simulation shows that the bi-level stochastic programming can effectively solve the problem of the changing reserve demand under different wind power utilization rates,load shredding loss and confident levels of wind spillage loss;compared with the single-level stochastic programming,the bi-level method can obtain better economic effect .关键词
双重市场/双层随机优化/条件风险价值/失负荷损失/弃风损失Key words
dual market/bi-level stochastic programming/conditional value-at-risk(CVaR)/load shedding loss/wind spillage loss分类
信息技术与安全科学引用本文复制引用
周任军,孙嘉赣,张浩,刘都利,孙洪..考虑双重市场的含风电电力系统双层随机优化调度[J].电力系统及其自动化学报,2018,30(1):15-21,7.基金项目
国家自然科学基金资助项目(51277016) （51277016）
