求解电力市场均衡模型的非线性互补方法

建立了一个能考虑输电网络约束的电力市场线性供应函数均衡模型，并针对模型求解中可能出现的非线性互补问题，采用有关非线性互补方法，把求解非线性互补问题转化为一组非线性代数方程的求解，然后用改进的Levenberg—Marquardt算法对其求解，为求解大规模复杂电力市场均衡模型提供了一条有效的途径。算例分析表明了该方法的有效性。

A NONLINEAR COMPLEMENTARY APPROACH TO THE SOLUTION OF EQUILIBRIUM MODELS FOR ELECTRICITY MARKETS

Linear supply function equilibrium (LSFE) model considering transmission constraints for electricity power market is developed in this paper. A mixed nonlinear complementary problem (NCP) might arise in solving this model. Using the nonlinear complementary approach, the NCP can be reformulated as a sequence of nonlinear algebraic equations and thus can be solved by an inexact Levenberg-Marquardt-type algorithm. The approach provides an efficient way to the solution of large-scale, complicated equilibrium models for electricity markets. To illustrate the application of the above method, numerical examples are presented in this paper.