【作者】 彭向阳；

【导师】 万仲平；

【作者基本信息】 武汉大学 ， 计算数学， 2005， 硕士

【摘要】 电力市场就是实现电力工业商业化运营,打破垄断,引入竞争,使发电,输电,配电分离,各发电公司,配电公司在一个开放的电网上自由竞争,以促进电力发展。发电竞价是电力市场中一个重要经济活动,构造适当的数学模型、选择合适的算法往往能带来可观的经济利益和社会效益。因此,应用优化技术和计算机技术作电力市场规划,已经成为目前世界上的一个热门研究课题。本文对电力市场中竞价算法进行了研究,提出了以报价灵敏度决定机组开机时长的方法,并给出了一种有效算法;同时,考虑了发电商和售电商关于长期合约交易与现货交易之间的最佳选择策略方法,提出一种(随机)二层规划理论模型及其求解算法。 本文共分五章。第一章引言部分,介绍了该课题研究的背景意义及有关研究现状,对电力市场的竞价、交易等问题进行了阐述;第二章对于多层规划问题尤其是二层规划问题作了简单介绍;第三章讨论了发电竞价的模型和算法,提出了以报价灵敏度决定机组开机时长的方法,并给出了一种回溯算法及数值结果;第四章提出了不确定性电力市场的二层规划最优竞价模型,给出了对应的算法和数值实验结果;第五章对本文进行了小节。更多还原

【Abstract】 Electricity market needs to realize the commercialization of the electricity industry, break up the monopoly and lead to competition, separate the generation electricity, transmission electricity and distribution electricity. Each generation company and transmission company can compete in an opening electric network. Generation Bidding is an important economy action for electricity markets. An appropriate model and algorithm can be brought great economy profits and society benefits. Hence, using optimization technology and computer technology for electricity programming become a hot question for discussion in the world. This paper explores bidding algorithm considering the unit commitment constraints for electricity markets, puts forward the method of determining the operation time of unit commitment by price sensitivity, and proposes the backtrace algorithm. The experiment illustrates this method is feasible and effective. On the other hand, this paper consider the optimum choosing strategy about the trade of the long-term contract between the generation company and sale company, put forward a model of stochastic bilevel programming and the algorithm.The thesis is divided into five chapters: In Chapter 1, we introduce the background of electricity market and the development of this problem, the bidding problem and trade problem et al; In Chapter 2, we summarize the development, the usage of the multilevel programming, difficult point and two different kinds of formulations of the bilevel programming; In Chapter 3, we discuss the model and algorithm of the generation bidding, and put forward a backtrace algorithm; In Chapter 4,a stochastic bilevel programming model and solution algorithm of optimal bidding strategies, between the power Seller and Buyer for contracting arrangements of the long-term contracts and the spot markets transactions under uncertain electricity spot market is proposed; In Chapter 5,the paper is concluded.更多还原