考虑条件风险价值的多源协调优化运行策略
摘要：为实现双碳目标，电力系统呈现多种电源广泛接入的趋势。提出一种多源协调双层优化运行模型，上层模型将光伏、燃气轮机、储能等多种电源聚合为虚拟电厂，通过优化实现虚拟电厂整体的调度成本最小，针对光伏出力的不确定性，采用条件风险价值理论对风险进行度量；下层模型为系统出清模型，该模型以系统总成本最小为优化目标，考虑虚拟电厂与火电机组、柴油机组参与竞标，输出虚拟电厂实际中标容量返回给上层，使得虚拟电厂可根据实际中标容量调整各电源出力。为求解所构模型，采用卡罗斯-库恩-塔克(Karush-Kuhn-Tucker，KKT)条件和强对偶理论将双层模型转化为单层模型。最后，通过算例验证模型有效性，结果表明，多源协调运行参与系统调度，能有效减少系统运行成本，提高可再生能源消纳率。
Abstract:In order to achieve carbon peaking and carbon neutrality goals, the power system presents the trend of extensive access of multiple power sources. A multi-power coordination bi-level optimal operation model was proposed. In the upper level model, photovoltaic, gas turbine, energy storage and other power sources were aggregated into the virtual power plant, and the overall dispatching cost of virtual power plant was minimized through optimization. In addition, the conditional value at risk theory was adopted to measure the risks in view of the uncertainty of photovoltaic output. The lower level model was the system clearing model, which took the minimum total cost of the system as the optimization objective. It can consider the virtual power plant, thermal power units and diesel units to participate in the bidding, and output the actual bidding capacity of the virtual power plant back to the upper level, so that the virtual power plant can adjust the power output according to the actual bidding capacity. In order to solve the constructed model, Karush-Kuhn-Tucker (KKT) condition and strong duality theory were used to transform the bi-level model into a single-level model. Finally, an example was given to verify the validity of the model, the results show that the coordinated operation of multiple power sources can effectively reduce the operating cost of the system and improve the consumption rate of renewable energy.
标题：考虑条件风险价值的多源协调优化运行策略
title:Multi-Power Coordinated Optimization Operation Strategy Considering Conditional Value at Risk
作者：钱仲豪, 胡骏, 沈思辰, 秦婷, 马晗怡, 王小栋, 冯曹毅, 卫志农
authors:Zhonghao QIAN, Jun HU, Sichen SHEN, Ting QIN, Hanyi MA, Xiaodong WANG, Caoyi FENG, Zhinong WEI
关键词：虚拟电厂,多源优化,双层模型,条件风险价值,
keywords:virtual power plant,multi-power optimization,bi-level model,conditional value at risk,
发表日期：2023-12-31
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