计及用户响应的实时电价模型及其内点法实现

Supplier-customer Interaction Modeling in an Integrated Optimal Spot Pricing Framework by Nonlinear Interior Point Methods

实时电价(spot price)是电力市场中的重要概念。为准确地对实时电价进行计算、预测和分 析,在实时电价的计算方法中考虑负荷的价格响应模型是至关重要的。文中在基于内点法最优潮 流的实时电价算法的基础上,进一步建立了负荷与实时电价的互动模型。该方法避免了引入新的 未知量,仅通过对扩展海森矩阵对角元素的修改即可实现。而且,为了考虑跨时段负荷转移的作 用,文中把该方法进一步扩展到多时段负荷价格响应模型。IEEE 30节点算例表明了该方法的有 效性。

In order to ensure the successful introduction to a spot pricing scheme, it is essential to include accurate load-price elasticity models in optimal power flow （OPF） based marginal cost calculation methodologies. This paper sets up the demand-price elasticity model in the context of a direct nonlinear interior point （IP） method based integrated optimal spot pricing （IOSP） algorithm. No extra unknown variables are needed and the modifications are limited to the diagonal entries of the augmented Hessian matrix. Moreover, the proposed method is extended to a multi-period time horizon to consider the effects of cross-time load shifting. Numerical results of an IEEE 30-bus example have demonstrated the efficiency of the proposed method.