摘要
考虑了由风电场、抽水蓄能电站和燃气轮机组成的虚拟电厂(VPP)。VPP可参与中期合同市场、日前市场以及平衡市场的运营,以利润最大化为其优化目标。由于电价和风电出力的不确定性以及不平衡惩罚的存在,VPP的竞标存在风险。针对电价预测精度较高、误差分布规律可以较为准确描述的特点,采用随机规划的方法处理电价的不确定性;针对风电出力预测精度较低、概率分布难以准确刻画的特点,采用鲁棒优化的方法处理风电出力的不确定性,即将不确定的风电出力限定在一个确定的区间内,通过调节鲁棒系数决策出不同程度上抑制不确定性影响的优化调度方案。基于上述两种方法,并考虑环境成本,建立了VPP鲁棒随机竞标模型,提高了VPP的实际利润,同时减轻了计算负担。算例分析证明了鲁棒随机竞标模型的有效性。
A virtual power plant(VPP)consisting of a wind farm,apumped storage power plant and three gas turbines is considered.Able to participate in the operation of the mid-term contract market,the day-ahead market and the balancing market,VPP has maximum profits as its optimization objective.Owing to the uncertainty of electricity price,wind power output and power unbalance penalty,the bidding of VPP faces risks.As the electricity price can be accurately predicted and the error distribution characteristics can be precisely described,a stochastic programming approach is used to deal with price uncertainty.In view of the low prediction accuracy of wind power output and the inability of accurate characterization of probability distribution,a robust optimization approach is used to deal with the uncertainty of wind power output.The uncertain wind power output is confined to a certain interval,and optimal scheduling schemes for suppressing the impact of uncertainty in different degrees are obtained by adjusting the robust coefficient.Based on the two approaches,a robust stochastic bidding model of VPP considering environmental cost is developed.By applying the proposed model,the actual profit of VPP can be improved while computational burden is reduced.Numerical results show that this model is effective.
出处
《电力系统自动化》
EI
CSCD
北大核心
2014年第22期43-49,共7页
Automation of Electric Power Systems
基金
国家自然科学基金资助项目(51277052
51107032
61104045)~~
关键词
电力市场
虚拟电厂
不确定性
随机规划
鲁棒优化
electricity market
virtual power plant(VPP)
uncertainty
stochastic programming
robust op timization