在输电网开放的电力市场环境下,利用金融输电权(FTR)进行阻塞管理是近年来阻塞管理领域的研究热点,而拍卖是进行FTR分配的主要方式之一.采用FTR对冲阻塞风险.将FTR拍卖市场和电能交易市场相结合,提出了考虑阻塞风险的供电公司双层最优购电组合模型.上层优化以供电公司效用最大化为目标,下层以FTR拍卖收益最大化为目标.在决策过程中综合考虑了电能市场和FTR拍卖市场的双重不确定因素.针对该双层优化模型的随机性特点设计了基于蒙特卡罗和微分进化的双层微分进化(BDE)算法.算例结果证明了适当的FTR可降低购电组合的风险,并表明了该双层模型和算法的合理性和有效性.
In tne electncity marKet with open transmission network,FTR(Financial Transmission Rights) is studied recently for congestion management and the auction is widely used to allocate the FTR.A bi-level optimized energy-purchase portfolio model is proposed,which combines the energy transaction market with the FTR auction market,considers the congestion risk and applies the FTR to hedge it.The upper oDtimization level is to maximize the service of electric utility while tlle lower optimization level is to maximize the FTR auction benefit The uncertain factors of both markets ale considered in decision-making procedure.A bi-1evel optimization algorithm based on Monte-Carlo and differential evolution is designed according to the randomicity of the proposed model.The case study demonstrates the reasonability and validity of the model and algorithm.