摘要
针对供电公司在多个市场上的购电组合问题,综合考虑可中断负荷及各个市场的价格波动,从预期收益和风险角度分析了供电公司的最优购电组合问题,以满足用户电能和系统备用需求。建立了以供电公司收益最大、以CV aR度量的风险最小的双目标电能购买优化模型,并采用多目标模糊线性规划算法求解。算例结果表明,所用模型和方法可行有效,可以为供电公司在各个市场间的购电比例和风险评估提供决策方法。
In order to satisfy the load demand of end-customers and the reserve demand of the system,this paper studies electricity purchasing problem from different markets and analyzes the optimal electricity distribution of power supply company based on expected profit and risk,considering the interruptible load and price fluctuation.We establish a bi-objective model which considers the maximum expected profit and the minimum risk measured by CVaR.The model is solved by multi-objective fuzzy optimization and linear programming.The example shows that the proposed model is valid and rational.It provides a decision method for the power supply company in terms of the purchase proportions from different markets and risk valuation.
出处
《系统工程》
CSSCI
CSCD
北大核心
2011年第3期93-97,共5页
Systems Engineering
基金
国家自然科学基金资助项目(70941029)
关键词
供电公司
CVAR
模糊优化
Power Supply Company
CVaR
Fuzzy Optimization