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基于人工约束生成的电力市场非凸定价

Non-convexity Pricing of Electricity Market Based on Artificial Constraint Generation
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摘要 在电力市场中,若不考虑机组的非凸成本特性,节点边际电价可为市场成员提供良好的激励信号。反之,若计及机组的启停、空载成本,以节点边际电价为代表的线性定价机制无法满足市场成员的激励相容性,即无法支撑市场竞争均衡。针对非凸市场环境下的定价难题,首先,该文分析节点边际定价、整数规划定价、凸包定价等几种典型的定价方法,归纳总结出一种基于人工约束生成的一般性非凸定价思路;然后,提出了一种支撑非凸市场竞争均衡的通用性定价方法,展示了市场均衡价格的统一推导方式及制定规则;并且,基于对偶理论,证明了所提方法的有效性和充分性;最后,针对具体的市场出清模型,添加特定的人工约束构建定价模型,并在算例分析中进一步验证了所提定价方法的实际应用价值。 In the electricity market,without considering the non-convex cost characteristics of generators,the locational marginal price can provide good incentive signals for market participants.On the contrary,if the costs of generator start-up,no-load,etc.,are taken into account,the linear pricing mechanism represented by the locational marginal price cannot ensure the incentive compatibility for market participants or support the market competition equilibrium.Aiming at the pricing problem in the non-convex market,this paper first analyzes several typical pricing methods such as locational marginal price,integer programming pricing,and convex hull pricing,and summarizes a general non-convex pricing idea based on artificial constraint generation.Then,this paper proposes a pricing method to support non-convex market competitive equilibrium and demonstrates the unified derivation and formulation of market equilibrium price.Based on the duality theory,the effectiveness and sufficiency of the proposed method are proved.Finally,this paper adopts a proper artificial constraint to construct a pricing model for a representative market clearing model and further verifies the practical application value of the proposed pricing method in numerical analysis.
作者 王怡 杨知方 余娟 WANG Yi;YANG Zhifang;YU Juan(State Key Laboratory of Power Transmission Equipment&System Security and New Technology(Chongqing University),Shapingba District,Chongqing 400044,China)
出处 《中国电机工程学报》 EI CSCD 北大核心 2023年第20期7868-7880,共13页 Proceedings of the CSEE
基金 国家自然科学基金项目(52177072) 重庆市研究生科研创新项目(CYB20013)。
关键词 电力市场 非凸定价 定价机制 激励相容 对偶理论 electricity market non-convexity pricing pricing mechanism incentive compatibility duality theory
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