线路传输容量约束对电力市场均衡的影响

电力市场中最优竞标可描述成一个两层优化问题,其中在下层优化中ISO通过求解最优潮流(OPF)问题来最大化社会效益,而在上层优化中,电力供应商(发电商)通过线性供应函数竞标来最大化各自利润。线路传输容量约束将导致电力供应商决策空间分成不同区域,在任一决策区域内约束状态严格不变(或为严格等式,或为严格不等式)。而不同决策区域内约束状态不同又导致电力供应商在不同区域内有相应不同的最优策略。从市场均衡定义出发,通过在不同决策区域中搜索发电供应商最优响应曲线的交点来定位市场均衡点。文中首先研究一个简单的3节点系统,发现线路传输容量约束的引入导致市场可能有一段连续的均衡点,或是不存在均衡点;且如果均衡点存在,那么只能在约束边界式上发现,即不存在节点电价差或不存在网络拥塞费用。通过分析上述结论的内在因素,将其推广到复杂系统中。算例检验表明了文中分析的正确性。

Impacts of Transmission Line Limits on Electricity Market Equilibrium

This paper presents a systematic analysis about the impacts of transmission line limits (network constraints) on the market equilibrium. The bidding in power market is modeled as a two-level optimization problem, where in top level the ISO solves an optimal power flow (OPF) for maximizing the social welfare, and in the second level individual supplier (generator) seeks the maximum profits by the bidding of linear supply function to ISO. The existence of transmission line limit will divide suppliers' decision space into different regions, where within either region the constraint may be strictly binding or strictly relaxant. The fact that constraints have different status in different regions causes the different optimal strategy for generator. The possible market equilibrium is searched through the intersection of optimal response curves in different regions. At first, this paper investigates a simple three-node system, it is found that, after the inclusion of one transmission line limit, there may be a continuum of equilibrium, or there is no pure strategy equilibrium; if the equilibrium exists, there will be no nodal price difference or no congestion charge. Then the analytical conclusions are generalized to a complicated system. Numerical results support the analytical conclusions very well.