美国新英格兰备用电力市场设计和优化新模型

DESIGN AND OPTIMIZATION MODEL OF USA NEW ENGLAND RESERVE MARKET

首先介绍了美国新英格兰电力市场备用市场的设计 ,然后提出一种在联营型电力市场中能量和备用调度的联合优化新模型。该模型是一个不可微优化模型 ,能够模拟备用机组的机会成本 ,因此比文献中报道的模型更加全面、完整。文中将联合优化模型转化为等价的混合整数优化模型 ,并建议运用分支定界法求解。针对不同的市场设计方案推导了相应的能量和备用的边际成本。讨论了联合优化问题的解的求解方法和最优解的多值性。此外 ,文中还讨论了一种常见的联合优化计算方法 ,并指出其启发性质。研究表明一个包含机会费用的市场设计从结构上讲非常复杂 ,从计算上讲也非常有挑战性。

The spinning reserve market of New England electricity market is described. A new co-optimization model of energy and reserve dispatch is proposed. The proposed model can accurately model the lost opportunity cost of generators providing reserves. The paper suggests a method to convert the proposed non-differential optimization problem into a mixed integer programming problem and solve it using a standard branch-and-bound algorithm. Marginal costs of energy and reserve under several market designs are derived and illustrated. The multiplicity of optimal solutions of the co-optimization problem is discussed. The paper also analyzes a co-optimization algorithm that is being used in New England and points out the heuristic nature of the algorithm. The study shows that a market design involving lost opportunity cost minimization is structurally complicated and computationally challenging. The main results lay down the foundations for implementing the co-optimization market design suggested by FERC recently.