电力市场中电力供应商竞标策略的选择

BIDDING STRATEGY FOR ELECTRIC POWER SUPPLIERS IN THE DAILY ENERGY MARKET

对于电力市场中一个独立的电力供应商而言 ,除了解决传统意义上的机组组合或水火电联合经济调度问题 ,更重要的是如何选择竞标策略以使利益最大化。文中提出利用序优化的方法解决日竞标电力市场中电力供应商的竞标策略选择问题。首先建立电力市场仿真模型并构造一个尽量小而好的竞标策略子集 S,并保证 S在概率意义上含有“足够好”的解 ,然后通过对 S中每一个元素的精确计算得到其中最好的竞标策略 ,并以此作为最终的竞标策略。基于一个拥有 1 0个火电机组的独立电力供应商和美国加州电力市场历史价格数据的仿真结果表明 。

Traditional unit commitment or hydrothermal scheduling problems have been integrated with generation resourcebidding, but the development of optimization based bidding strategies is only at a very preliminary stage. This paper presentsa bidding strategy based on the theory of ordinal optimization that the ordinal comparisons of performance measures are robustwith respect to noise and modeling error, and the problems become much easier if the optimization goal is softened fromasking for the 'best' to 'good enough' solution. The basic idea of our approach is to use an approximate model that describesthe influence of bidding strategies on the market clearing prices (MCPs). A nominal bid curve is obtained by solving optimalpower generation for a given set of MCPs via Lagrangian relaxation. Then N bids are generated by perturbing the nominal bidcurve. The ordinal optimization method is applied to isolate a good enough set S that contains some good bids with highprobability by performing rough evaluation. The best bid is then selected by solving full hydrothermal scheduling or unitcommitment problems for each of the bids in S. Using ordinal optimization approach we are able to obtain a good enoughbidding strategy with reasonable computational effort. Numerical results using historical MCPs from the California marketand a generation company with 10 units show that the ordinal optimization based method is efficient and good biddingstrategies are obtained.