考虑风、水、燃气互济的中长期发电计划风险效益评估

Risk-Benefit Assessment of Medium and Long-Term Power Generation Plan Considering Wind-Hydro-Gas Complementary

发电企业的多种电源的协调安排能够达到企业运营效益的整体优化,而这种协调安排在市场条件下则更强调其风险和效益双重目标的实现。基于提高发电企业自主发电计划安排能力和实现企业增收避险的企业价值目标,该文对风、水、燃气三源互补发电的中长期发电计划进行了风险效益评估研究。首先,借助混合整数规划和随机规划理论,构建了发电计划中长期随机规划模型的目标函数,以及各机组运行约束,在其中重点构建了风-功、水-功转换约束;其次,基于双边合约市场和金融风险的市场规制条件,对发电企业的机组协调和风险规避策略进行了模型约束设计;再次,设计了基于拉格朗日乘数的模型算法流程和解决方案;最后,设计了3类电源机组的联合运营发电计划算例,利用蒙特卡洛设计情景模拟,实现了对不同发电安排的运营模拟和测算。算例验证了随机规划模型的可行性,该模型能够在不确定性环境和市场化条件下优化发电企业计划安排和机组协调能力,并能够帮助企业制定合理的收益预期并有效规避风险。

The coordination of multiple power units for power generation companies could achieve the overall optimization of operational efficiency. Under market conditions, it is more important to achieve dual goals of risk and benefit for generation plan. Based on the goals of increasing the capacity of power generation schedule and increasing enterprise＇ value hedge, this paper studies the risk-benefit assessment for the medium and long-term plan of wirtd-hydro-gas complementary power generation. Firstly, with the mixed integer progi＇amming and Stochastic programming theory, we construct the objective function of the stochastic programming model for medium and long-term power generation plan and unit operating constraints, in which the wind-power and water-power switch equation constraints are especially constructed. Secondly, based on the market rules conditions of bilateral contract market and financial risk, we design the model constraints for the coordination of power generation units and risk mitigation strategies. Then, we design tile model algorithm process and solution based on Lagrange multiplier. Finally, with a cooperation-operation generation plan example of three types of power units, we simulate and calculate different power generation plans in Monte Carlo scenarios. The example verifies the feasibility of stochastic programming model, which can optimize the power generation schedule of and unit coordination ability in the uncertain environment and market conditions, and help companies develop reasonable benefit expectations and effectively avoid risks.