计及用能权配额约束的发电商竞价策略双层优化方法

doi:10.11930/j.issn.1004-9649.202209087

中国电力 ›› 2023, Vol. 56 ›› Issue (5): 51-61.DOI: 10.11930/j.issn.1004-9649.202209087

• 双碳目标下的新型电力系统 • 上一篇下一篇

计及用能权配额约束的发电商竞价策略双层优化方法

薛贵元¹, 吴垠¹, 诸晓骏¹, 谈健¹, 明昊²

1. 国网江苏省电力有限公司经济技术研究院, 江苏南京 210000;
2. 东南大学电力工程系, 江苏南京 210096

收稿日期:2022-09-23 修回日期:2023-01-12 出版日期:2023-05-28 发布日期:2023-05-27
作者简介:薛贵元(1991-),女,高级经济师,从事能源经济、低碳经济、电碳市场研究,E-mail:jsepcxuegy@126.com;吴垠(1994-),男,工程师,从事企业发展战略、电网规划、能源互联网等研究,E-mail:wuyinxf@163.com;诸晓骏(1990-),女,硕士,工程师,从事电力系统和综合能源研究,E-mail:398083339@163.com;谈健(1974-),男,高级工程师,从事新型电力系统、能源规划研究,E-mail:tanjian@js.sgcc.com.cn;明昊(1990-),男,通信作者,硕士生导师,副研究员,从事电力市场、需求侧响应、大数据分析等研究,E-mail:haoming@seu.edu.cn
基金资助:
国家自然科学基金青年基金资助项目（52207081）；国网江苏省电力有限公司经济技术研究院科技服务项目（SGJSJY00GHJS2200068）。

Bi-level Optimization Method for Bidding Strategy of Power Suppliers Considering Energy-Consuming Right

XUE Guiyuan¹, WU Yin¹, ZHU Xiaojun¹, TAN Jian¹, MING Hao²

1. Economic Research Institute, State Grid Jiangsu Electric Power Co., Ltd., Nanjing 210000, China;
2. Department of Electrical Engineering, Southeast University, Nanjing 210096, China

Received:2022-09-23 Revised:2023-01-12 Online:2023-05-28 Published:2023-05-27
Supported by:
This work is supported by Youth Fund of National Natural Science Foundation of China (No.52207081), Technology Service Project of Economic Research Institute, State Grid Jiangsu Electric Power Co,.Ltd. (No.SGJSJY00GHJS2200068).

摘要/Abstract

摘要： 用能权交易是控制能源消费总量，提高能源使用效率的重要途径。随着用能权市场的推广，发电商在制定发电计划和报价策略时不仅受到电能量市场收益的影响，还同时受到用能权对其能源消耗总量的约束。针对电能量市场与用能权市场的耦合机制，根据不同发电企业的能耗强度，提出计及用能权配额约束的发电商竞价策略双层优化方法。首先，分析了电能量市场和用能权交易市场的交互流程，通过主从博弈以及古诺模型量化分析了发电商在电能量市场报价、报量与用能权配额交易的关系；其次，基于用能权配额和总量约束，建立了计及用能权配额约束的发电商竞价策略双层优化模型，该模型上层以发电商收益最大化为目标，下层为电能量市场出清和用能权市场出清模型，并采用Karush-Kuhn-Tucker（KKT）条件将双层优化问题转换为具有均衡约束的数学规划（mathematical program with equilibrium constraints，MPEC）问题来求解；最后，算例表明提出的计及用能权配额约束的发电商竞价策略双层优化方法有助于提高发电商的收益，促进企业降低能耗。

关键词: 竞价策略, 双层优化, 用能权交易, MPEC, 电力市场

Abstract: Energy-consuming right trading is an important way to control total energy consumption and improve energy utilization efficiency. With the promotion of the energy-consuming right market, power generation enterprises are not only influenced by the revenue of the electricity energy market, but also constrained by the total energy consumption when formulating their generation plans and bidding strategies. Aiming at the coupling mechanism of electricity market and energy-consuming right market, this paper proposes a bi-level optimization method for bidding strategy of power generation companies considering the constrains of energy-consuming right quotas according to the energy consumption intensity of different power generation companies. Firstly, the interaction between the electricity market and the energy-consuming right market is analyzed, and the relationship between power generation companies’ offers in the energy market and the energy-consuming right quota is constructed with the Stackelberg game and the Gounod model. Secondly, based on the constrains of energy-consuming right quotas and total energy consumption, a bi-level optimization model is established for bidding strategy of power generation companies considering the constrains of energy-consuming right quotas, in which the upper level takes maximizing power generation companies’ revenue as the objective, and the lower level consists of the model of electricity market clearing and energy-consuming right market clearing. The KKT (Karush-Kuhn-Tucker) condition is used to transform the bi-level optimization problem into a MPEC problem for solution. Finally, a case study is conducted, which shows that the proposed model can help to improve the revenue of power generation companies and encourage them to reduce energy consumption.

Key words: bidding strategy, bi-level optimization, energy-consuming right trading, MPEC, electricity market

薛贵元, 吴垠, 诸晓骏, 谈健, 明昊. 计及用能权配额约束的发电商竞价策略双层优化方法[J]. 中国电力, 2023, 56(5): 51-61.

XUE Guiyuan, WU Yin, ZHU Xiaojun, TAN Jian, MING Hao. Bi-level Optimization Method for Bidding Strategy of Power Suppliers Considering Energy-Consuming Right[J]. Electric Power, 2023, 56(5): 51-61.

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计及用能权配额约束的发电商竞价策略双层优化方法

Bi-level Optimization Method for Bidding Strategy of Power Suppliers Considering Energy-Consuming Right

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计及用能权配额约束的发电商竞价策略双层优化方法

Bi-level Optimization Method for Bidding Strategy of Power Suppliers Considering Energy-Consuming Right

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