计及输电容量约束的发电公司最优报价策略

Development of Optimal Bidding Strategies for Generation Companies Considering Transmission Capacity Constraints

在采用暗标拍卖的电力市场环境中,发电公司可以通过估计竞争对手的报价行为来构造最优的报价策略。在不考虑输电容量约束的情况下,已提出了解决这一问题的计算效率较高的直接优化方法。计及输电容量约束后,该问题要复杂得多,文中对此问题进行了研究,提出了互补直接优化方法,该方法在本质上是用求解线性方程组来替代费时的蒙特卡罗仿真,其计算速度较后者快得多,较好地解决了这一困难的问题。最后,用IEEE 30节点测试系统对所提出的方法进行了计算分析,说明了其可行性和有效性。

In sealed auction based electricity markets, generation companies could develop their optimal bidding strategies through estimating bidding behaviors of competitors. For the case of no transmission capacity constraints, an efficient optimization method has already been developed for solving this problem. While for the case with transmission capacity constraints taken into account, the problem is much more complicated and difficult, and up to now efficient optimization method has not yet been developed. As a result, the Monte Carlo simulation approach has been employed for this purpose but with very poor computational efficiency. Given this background, the problem of building an optimal bidding strategy for a generation company is investigated in this paper with transmission capacity constraints taken into consideration, and an efficient complementary optimization method developed. The essential characteristic of the developed method lies in solving the linear equation sets instead of the time-consuming Monte Carlo simulation process, and in this way, the computational efficiency is greatly improved. Finally, the IEEE 30-bus test system is served for demonstrating the feasibility and efficiency of the developed method.