扩展的节点电价算法研究

Analysis of Extended Locational Marginal Price

首先回顾了最优潮流与安全约束经济调度问题,重点讨论了节点边际电价算法原理。着重分析了在非凸性条件下,基于安全约束机组组合与经济调度算法产生的节点边际电价机制存在的缺陷,阐述了如何利用扩展的节点边际电价机制,减少额外支付成本,促进实现激励相容的定价机制。然后,利用对偶原理,对于典型定价机制,即:Convex Hull Price、节点边际电价、整数松弛定价,产生的额外支付成本给出了严格的理论证明,并从几何角度说明其物理意义。最后,实现了混合整数规划与拉格朗日松弛2种机组组合优化算法。算例结果表明文中提出的节点边际电价与整数松弛定价的额外支付成本与Convex Hull Price最小额外支付成本之间关系原理的正确性。激励相容定价机制的研究将促进分布式可再生能源并网,从而推动电力系统向清洁、高效和智能的目标转型与升级。

Firstly,this paper reviews optimal power flow and security-constrained economic dispatch problem,focusing on the principle of locational marginal price.This paper discusses some drawbacks of the pricing mechanism based on security-constrained economic dispatch and securityconstrained unit commitment under non-convexity conditions,and explains how to use extended locational marginal price algorithm to reduce uplift cost and promote incentivecompatible pricing scheme.Then,using duality theory,this paper gives a rigorous proof on the uplift cost under typical pricing mechanism:convex hull price,locational marginal price,and integer relaxation price,and particularly elaborates its physical meaning from geometric perspective.Finally,this paper implements a set of optimization algorithms with mixed integer programming and Lagrangian relaxation for unit commitment.Numerical results prove correctness of the proposed relationship between the uplift cost induced by locational marginal price and integer relaxation price,and the minimum uplift cost by convex hull price.Research on incentive-compatible pricing mechanisms will facilitate integration of distributed renewable energy resources into power grid,thereby driving transformation and upgrading of power systems to clean,efficient,and smart goals.