计及风电不确定性的省级电网月度购电风险管理模型

Risk management model considering wind power uncertainty for monthly power purchasing of provincial grid

针对风电出力的不确定性,对区域电力市场省级电网月度购电计划建立对应的风险度量指标和风险管理模型。计及风电出力的不确定性,建立月峰荷和谷荷状态调峰、月峰荷和谷荷状态支路潮流越限、月电量平衡上下越限等风险度量指标;将上述指标作为风险管理手段,建立以购电费用和风险价值最小为目标函数的省级电网月度购电优化模型;针对所建模型为多目标模型以及含有风险度量指标的特点,采用内嵌目标相对占优与Monte-Carlo随机模拟技术的混合遗传算法求解。算例验证了所建模型的有效性。

Aiming at the uncertainty of wind power output,a risk management model with various quantitative risk indexes is built for the monthly power purchase planning of provincial power grid in regional electricity market. With the consideration of wind power uncertainty,various quantitative risk indexes are defined as the means of risk management,such as monthly peak/valley load regulation,monthly peak/valley branch power flow violation,monthly electric energy balance violation,etc.,based on which,an optimization model with the minimum power purchasing cost and the minimum risk as its objectives is built for the monthly power purchase planning of provincial power grid. A hybrid genetic algorithm combining the relatively dominant embedded target with the Monte-Carlo stochastic simulation technology is applied to solve the proposed model,which has multiple objectives and contains various quantitative risk indexes. A ealculative example verifies the effectiveness of the proposed model.