考虑CVaR的机组组合和多场景备用决策联合优化

  目的  为提高可再生能源消纳水平以及衡量其出力不确定性带来的风险，该文以特性各异电源互补协调调度作为提升系统运行经济性和促进可再生能源消纳的手段，并针对系统内可再生出力和负荷的波动性，引入条件风险价值（conditional value-at-risk，CVaR）理论，量化其不确定性对系统调度运行时产生的风险。  方法  利用多场景技术模拟系统不确定性，建立考虑条件风险价值（CVaR）的机组组合和多场景备用决策联合优化模型，将风险水平限制在可接受的前提下，追求系统运行成本最小。最后在通用代数建模系统（the general algebraic modeling system， GAMS）平台上编程，并调用混合整数线性规划CPLEX求解器进行求解。  结果  仿真计算表明，不同类型电源的机组组合和备用决策能有效提高系统运行经济性、可靠性和可再生能源消纳水平。  结论  基于改进IEEE 24和某省实际电网的算例分析验证了所提模型和方法的合理性和有效性。

Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR

  Introduction  In order to improve the consumption level of renewable energy and measure the risks caused by the uncertainty of its output, this paper used the complementary and coordinated dispatch of different characteristics power as a means to improve the economy of system operation and promote the consumption of renewable energy. Aiming at fluctuation and uncertainty of renewable energy and load, the theory of conditional value-at-risk (CVaR) was introduced to evaluate risks caused by the uncertainty in system dispatching and operation.  Method  Using multi-scenario technology to simulate system uncertainty, a unit commitment and multi-scenario analysis reserve decision optimal dispatching model considering conditional value-at-risk (CVaR) was established, and the objective was to limit the risk level to an acceptable premise and minimize the system operation cost. Finally, the proposed model and method was implemented on GAMS (general algebraic modeling system) platform and solved with the mixed-integer linear programming CPLEX solver.  Result  Simulation calculations show that unit commitment and reserve decision of different types power can effectively improve system operation economy, reliability, and the consumption level of renewable energy.  Conclusion  The rationality and effectiveness of the presented model and method were validated by the numerical results of the improved IEEE 24 and the actual power grid system of a province.