张海峰.考虑风电的电力市场发电商竞标博弈模型[J].电子测量与仪器学报,2016,30(11):1701-1708
考虑风电的电力市场发电商竞标博弈模型
Bidding gaming model considering wind power for generation companies in electricity market
  
DOI:10.13382/j.jemi.2016.11.011
中文关键词:  电力市场  竞标  博弈  均衡  迭代算法  供给函数均衡
英文关键词:electricity market  bidding  gaming  equilibrium  iterative algorithm  supply function equilibrium
基金项目:上海高校青年教师培养计划(ZZgcd14003)、上海市科委地方高校能力建设项目(14110501200)资助
作者单位
张海峰 上海工程技术大学机械工程学院上海201620 
AuthorInstitution
Zhang Haifeng School of Mechanical Engineering, Shanghai University of Engineering Science, Shanghai 201620, China 
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中文摘要:
      以线性供给函数均衡(linear supply function equilibrium, LSFE)模型为基础,建立了市场出清价格(market clearing price, MCP)机制下考虑风电、机组约束以及系统约束的发电商策略性竞价模型。该市场模型对应完全信息静态博弈问题,是一个典型的两层优化模型。模型下层求解市场出清问题来确定发电商最优出力以及正、负备用容量,上层求解发电商竞价利润最大化问题。模型下层属于凸二次规划问题,根据这一特点设计了粒子群优化算法和序列二次规划相结合的迭代算法来求解纳什均衡点。算例测试表明与按报价支付(pay as bid, PAB)机制相比,在MCP机制下能量市场和备用市场的价格普遍偏低。
英文摘要:
      A generation companies’ (Genco) bidding model under MCP mechanism based on linear supply function equilibrium model is presented in this paper. The model takes wind power, unit constraints and system constrains into account, and is a typical bi level program problem, which corresponds to the static game of complete information. In the lower level, a market clearing problem is solved to determine the optimal unit output, positive and negative reserve capacity; while in the upper level, a Genco’s bidding problem is solved to obtain the maximal profit. The lower level problem belongs to convex quadratic programming problems, and based on this, a mixed particle swarm optimization and sequential quadratic programming algorithm is proposed to solve the equilibrium problem. The simulation results demonstrate that the prices in energy market and the reserve market under MCP mechanism are much lower than those under PAB mechanism.
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