基于优化理论市场化的日前电力市场机制设计

Day-ahead Electricity Market Design Based on Market Interpretation of Optimization Theory

如何降低电力市场的价格风险是电力市场领域的难题。其核心问题之一,即市场成员成本的信息不对称问题常常导致电力市场中的资源错配。为确保电力市场高效有序的运行,文中提出了基于优化理论市场化的新型市场机制。该机制让市场成员融入传统的Lagrange松弛法迭代计算过程,将原来的数学迭代计算过程转化为一种市场均衡过程;在此均衡过程中,市场成员可权衡其收益与约束条件的满意程度,必要时改变相应的报价策略。这种以市场机制协同传统优化方法的迭代计算出清机制,能够激励市场成员理性报价,发现和权衡优化可行域,消除成本信息不对称导致的竞争不充分,在更大的可行域内真实地实现电力市场各要素的帕累托最优。基于IEEE 30节点系统的算例模拟计算表明,这种新型的市场机制可有效地解决市场成员成本信息不对称问题,并且利用边界条件的弹性化可在更大的可行域内得到比传统机制更优的出清结果。

How to reduce the electricity price risk is a difficult issue in electricity markets.One of its core issues,i.e.asymmetric information,always leads to the resources misallocation in electricity market.To guarantee the efficient and orderly operation of electricity market,a new market mechanism is proposed based on the market interpretation of optimization theory.In this new mechanism,letting the market participants join the iterative process via the Lagrange relaxation algorithm,the original iterative process of mathematics is transformed into the market equilibrium process.In the equilibrium process,the market participants can change their bidding strategies according to the balance between profits income and satisfaction degree of constraints.This new mechanism design can improve the rationality of bidding by incentive compatibility and discover and optimize the feasible region of electricity markets by cooperating with the original optimization process.Meanwhile,it also can remove the insufficient competition caused by information asymmetry and increase the efficiency and order of the original iterative process,till the Pareto optimality of electricity market come true.The simulation on an IEEE 30-node system shows that the new mechanism can solve the problem of information asymmetry of market participants,and get better clearing results than the conventional mechanism in a larger feasible region by utilizing the elasticity of boundary conditions.