CN107563779B - Node marginal electricity price solving method - Google Patents

Node marginal electricity price solving method Download PDF

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CN107563779B
CN107563779B CN201610507583.6A CN201610507583A CN107563779B CN 107563779 B CN107563779 B CN 107563779B CN 201610507583 A CN201610507583 A CN 201610507583A CN 107563779 B CN107563779 B CN 107563779B
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node
load
power
marginal
price
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CN107563779A (en
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刘芳
潘毅
周京阳
崔晖
戴赛
朱泽磊
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State Grid Corp of China SGCC
State Grid Zhejiang Electric Power Co Ltd
China Electric Power Research Institute Co Ltd CEPRI
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State Grid Corp of China SGCC
State Grid Zhejiang Electric Power Co Ltd
China Electric Power Research Institute Co Ltd CEPRI
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Abstract

The invention relates to a node marginal electricity price solving method, which is based on direct current method B coefficient network loss correction and consideration of load side quotation and comprises the following steps: determining a direct current method B coefficient and a power transfer factor SF; establishing an economic dispatching model containing an optimization target, unit constraint and power flow constraint; deducing a node marginal electricity price model and determining the node marginal electricity price; determining the network loss micro-increment rates of the generator node and the load node; determining a marginal node and a full-load line; determining the unknown shadow price mu of the fully-loaded line and the system power price lambda; and determining the node marginal electricity price of the non-marginal node. The technical scheme provided by the invention has wide applicability, can be used for solving the node marginal electricity price of the generator node, the quoted sensitive pure load node and the non-quoted rigid pure load node, is suitable for market pricing in each stage of electric power market construction, and the detailed solving method provides reference for the development of node marginal electricity price solving software.

Description

Node marginal electricity price solving method
Technical Field
The invention relates to a marginal electricity price solving method in the technical field of electric power market pricing/clearing, in particular to a node marginal electricity price solving method.
Background
The node marginal electricity price is the minimum electricity purchasing cost required by adding a unit active power to a certain node in the current system operation state and ensuring the safe operation of the power system. The price of electricity buying and selling is measured, the blocking cost and the network loss cost are measured, the by-products of economic dispatching are obtained, the minimum electricity purchasing cost of the whole system is guaranteed, and the scarce condition of system resources is measured. The network loss is difficult to simulate, and at present, the rough proportion of the network loss is commonly used. The solution of node electricity prices has two difficulties: firstly, the selection of the reference point influences the electricity price of the node; the second network loss model is difficult to simulate, the network loss factor of the network loss proportion sharing method is a fixed value, and the actual network loss factor is required to change along with the different power flow of the power grid.
At present, researches on node marginal electricity prices are concentrated on calculating the node marginal electricity prices by a direct current flow method without considering network loss, or calculating the node electricity prices by a proportion sharing method, and most researches only consider solving of the node marginal electricity prices of generator nodes but do not consider solving problems of the node marginal electricity prices of pure load nodes, and load side quotations are not considered when node marginal electricity price models are deduced, so that the method has certain limitation in application.
With the deep innovation of electric power marketization, the electric power supply is shifted from a traditional planning mode to a market mode, the electric power price in the market environment is determined by the market, and the node marginal electric price is an important market pricing method. In the transition period of the electric power market in China, only part of loads may participate in quotation, other loads still participate in the market as rigid loads, only demand is reported, price is not reported, considering that most nodes are pure rigid load nodes, the traditional processing method of substituting rigid loads into the model as fixed values can not solve the marginal electricity price of the nodes of the pure rigid load nodes, and the traditional processing method is not suitable for deducing the marginal electricity price model of the nodes under the market environment. Meanwhile, because the network loss is difficult to simulate, the current research commonly uses rough network loss proportion allocation, and a simplified node marginal electricity price model is obtained.
Disclosure of Invention
In order to solve the defects in the prior art, the invention aims to provide a node marginal electricity price solving method based on direct-current method B coefficient network loss correction and consideration of load side quotation.
The purpose of the invention is realized by adopting the following technical scheme:
the invention provides a node marginal electricity price solving method, which is improved in that the method is based on direct current method B coefficient network loss correction and consideration of load side quotation, and comprises the following steps:
the first step is as follows: determining a direct current method B coefficient and a power transfer factor SF;
the second step is that: establishing an economic dispatching model containing an optimization target, unit constraint and power flow constraint;
the third step: deducing a node marginal electricity price model, and determining node marginal electricity prices including node marginal electricity prices of a generator node and a load node;
the fourth step: determining the network loss micro-increment rates of the generator node and the load node;
the fifth step: determining a marginal node and a full-load line;
and a sixth step: determining unknown shadow price mu of a full-load line and an unknown electric energy price lambda of a system according to the node marginal electricity price, the network loss micro-increment rate and the power transfer factor of the marginal node;
the seventh step: and determining the node marginal electricity price of the non-marginal node according to the shadow price mu of the full-load line and the system electric energy price lambda.
Further, in the first step, a per unit value of the line parameter is obtained according to the reference parameter and the network topology, a reference point is selected, and a dc method coefficient B and a power transfer factor SF are respectively obtained according to the per unit value of the line parameter, the first step includes the following steps:
step 1: and (3) solving the per unit value of the line parameter:
Figure BDA0001036219340000021
wherein x is*Is a wirePer unit value of the line impedance, X is the line impedance, XBA reference parameter of the line impedance;
step 2: determining a direct current method B coefficient, comprising:
(1) the method comprises the following steps of (1) decomposing the grid loss of a power system into two parts related to voltage phase angles and voltage amplitude:
Figure BDA0001036219340000022
(2) assuming that the amplitude of each bus voltage is unchanged when the active power output of the power system is changed, only considering the network loss change related to the voltage angle; since the voltage amplitude is 1, and the set voltage amplitudes are all 1, then:
Figure BDA0001036219340000023
Figure BDA0001036219340000031
GNNij=-gij
(3) linear relationship of the bus voltage angle of the DC power flow to the injected power is used:
Pin=BNNθ
the grid loss of the power system is expressed as a function of the respective injected power:
PL=θTGNNθ
=(BNN -1Pin)TGNN(BNN -1Pin)
=Pin T(BNN -1)TGNNBNN -1Pin
Figure BDA0001036219340000032
BNNij=-bij
wherein, PLFor power system grid loss, PFor the part of the power system where the grid loss is related to the voltage phase angle, PLVN is the total number of nodes, i and j are two nodes of the branch respectively, Vi、VjTerminal voltage amplitudes, theta, at both ends of the branchi、θjTerminal voltage phase angles, g, at both ends of the branchijConducting for branch; theta is the voltage phase angle column vector, thetaTIs a transposed vector of the voltage phase angle column vector, GNNAs a node conductance matrix, GNNiiIs node self-conductance, GNNijIs the mutual conductance of the two nodes i and j; pinNet injection of power column vectors, B, for the nodesNNAs a node susceptance matrix, BNNiiRepresentation matrix BNNThe diagonal element of (A) is the sum of all branch node susceptances associated with the i node, BNNijRepresenting the off-diagonal element, is the negative of the mutual susceptance of the two nodes of the ij branch, bijRepresenting branch susceptance;
and step 3: determining a power transfer factor SF:
Fl=BlABNN -1Pin
wherein, FlAs line flow column vectors, BlIs a branch susceptance matrix, and A is a network incidence matrix.
Further, in the second step, the generator and the load quotation data are obtained according to data declaration, the rigid load quotation which only reports the demand and does not report the price is set to be 0, the rigid load quotation is used as a variable in an economic dispatching model, the rigid load values are taken from the upper limit and the lower limit of the rigid load in the constraint condition, the economic dispatching model containing an optimization target, unit constraint and load flow constraint is established according to the generator and the quotation data comprising the rigid load quotation 0 load, and the economic dispatching model is solved; the economic dispatch model is represented by the following equation:
min pTPG-pD TPD
S.T.eT(PG-PD)-PL=0
Figure BDA0001036219340000041
Figure BDA0001036219340000042
Figure BDA0001036219340000043
wherein p is the generator set quoted price, pTTransposing of a generator set quote p, pDFor load quotes, pD TFor transposition of the load quote, PGThe power is output by the generator set, GPis the lower limit of the output of the generator set,
Figure BDA0001036219340000045
upper limit of generator output, PDIn order to be the power of the load, DPin order to minimize the power of the load,
Figure BDA0001036219340000047
for maximum power of the load, PLFor the grid loss of the power system, SF is the power transfer factor,
Figure BDA0001036219340000048
line tide quota, e ═ 1,1, …,1)T
Further, the third step of deducing a node marginal electricity price model according to the economic dispatching model of the second step comprises the following steps:
step (1): constructing a Lagrangian function:
Figure BDA0001036219340000049
wherein, L is a Lagrange function, lambda is the system electric energy price, namely the Lagrange multiplier of the power balance constraint, e is the column vector with all elements of 1, mu is the shadow price of the full-load line, namely the Lagrange multiplier matrix corresponding to the power flow constraint of the full-load line, and p is the generator reportValence, pDFor load quotes, PGThe output of the generator is used as the output of the generator, GPis the lower limit of the output of the generator,
Figure BDA00010362193400000411
upper limit of generator output, PDIn order to be the power of the load, DPin order to minimize the power of the load,
Figure BDA00010362193400000413
for maximum power of the load, PLFor system loss, SF is the power transfer matrix,
Figure BDA00010362193400000414
line tide limit of τ'G、τGLagrange multiplier matrix tau 'constrained by upper and lower generator output limits respectively'D、τDLagrange multiplier matrixes which are respectively constrained by the upper limit and the lower limit of the load power; pLIn order to reduce the grid loss of the power system,
step 2: the partial Cockchart EnKKT condition is unfolded as follows:
Figure BDA00010362193400000415
Figure BDA00010362193400000416
wherein, PGiIs the output of the generator set i, PDiIs the power of the load i, piFor unit i, pDiFor a quote of load i, μlLagrange multiplier, SF, constrained for the power flow limit of the l branchliPower transfer factor, τ ', for Branch l to node i net injected power'Gi、τGiLagrange multiplier matrix tau 'respectively constrained by upper limit and lower limit of unit i output'Di、τDiA Lagrange multiplier matrix for the constraint of the upper limit and the lower limit of the load i power,
Figure BDA0001036219340000051
to achieve a net loss increase rate for generator i,
Figure BDA0001036219340000052
the net loss micro-increment rate of the load i is obtained;
for the reference node, because
Figure BDA0001036219340000053
SFli0, so for the reference node:
Figure BDA0001036219340000054
Figure BDA0001036219340000055
and step 3: node marginal price of electricity:
Figure BDA0001036219340000056
Figure BDA0001036219340000057
where ρ isGiMarginal price of electricity, rho, for the node of the unit iDiThe node marginal electricity price of the node where the load i is located is as follows:
ρGi=pi+τ′GiGi=λ
ρDi=pDi-τ′DiDi=λ
for a node with only a generator, the marginal price of the node is rhoGiFor the node with only load, the marginal price of electricity of the node is rhoDi
For nodes with both generator and load, there is
Figure BDA0001036219340000058
I.e. node edgesThe inter-price of electricity is ρGi=ρDi
Further, the fourth step is that the network loss micro-increment rates of the generator nodes and the load nodes are calculated according to the economic dispatching optimization result of the third step;
assuming the node n as a reference point, calculating according to the following formula:
PL=θTGNNθ
=(BNN -1Pin)TGNN(BNN -1Pin)
=Pin T(BNN -1)TGNNBNN -1Pin
=Pin T·B·Pin
the net loss differential gain of the generator nodes and the load nodes is represented by the following formula:
Figure BDA0001036219340000061
wherein: pLFor the grid loss of the power system, theta is the voltage phase angle column vector, GNNAs a node conductance matrix, BNNAs a node susceptance matrix, PinFor node net injected power column vector, B is DC method B coefficient matrix, PGiFor the output of node i of the generator, PDiIs the power of the load node i, Pin,iNet injection of power column vector P for nodesinRepresents the net injected power of node i, i-1, 2,. n-1, n; b isi1Bi2…Bi,n-1Are elements of a coefficient matrix B.
Further, the fifth step determines the marginal node and the fully loaded line according to the economic dispatching result of the second step;
the marginal node refers to a power generator which is a marginal unit or a node with a limit value not taken by a winning load;
the marginal electricity price of the marginal node is the price quoted by the marginal unit of the node or the price quoted by the marginal load, and the marginal electricity price of the other nodes is the quantity to be requested; the shadow price corresponding to the full-load line constraint is not 0 and is a quantity to be solved, and the shadow prices corresponding to the other line constraints are all 0;
judging whether the output of the unit is between the upper limit and the lower limit of the output of the unit according to the output of the unit and the upper limit and the lower limit of the output of the unit obtained by optimizing
Figure BDA0001036219340000062
The node marginal electricity price of the node is quoted by the marginal unit:
Figure BDA0001036219340000063
and for the load nodes participating in quotation, determining tau 'when the load is positioned between the upper limit and the lower limit according to the optimized medium bid load and the upper limit and the lower limit of the load'D T=τD T0, so the node marginal electricity price of the node takes the price of the load:
Figure BDA0001036219340000064
wherein: rhoGiMarginal price of electricity for node of unit iiFor unit i, PLFor the grid loss of the power system, λ is the system power price, i.e. lagrange multiplier of the power balance constraint, μlLagrange multiplier, P, constrained for the power flow limit of the l branchGiFor the output of the generator set i, SFliA power transfer factor for the net injected power to node i for branch l; tau'G T、τG TTranspose of lagrange multiplier matrices, τ ', constrained by upper and lower unit output limits, respectively'D T、τD TTransposing a Lagrange multiplier matrix constrained by the upper limit and the lower limit of the load power;
and when the power flow of the line reaches the transmission limit, the line is a full-load line, the shadow price corresponding to the full-load line constraint is not 0 and is a waiting quantity, and the shadow prices corresponding to the other line constraints are all 0.
Further, in the sixth step, determining an unknown shadow price μ and a system electric energy price λ according to the node marginal electricity price, the network loss micro-increment rate and the power transfer factor of the node where the marginal unit is located, including:
when m lines are fully loaded, m +1 marginal nodes exist, the unit output of the marginal nodes is positioned between an upper limit and a lower limit or the quoted load is positioned between the upper limit and the lower limit; assuming the numbers of the marginal nodes are 1,2, …, m, m +1, selecting the node n as a reference point, and if the number of the full-load line is 1,2, …, m, then:
Figure BDA0001036219340000071
wherein: λ is the system power price, i.e. lagrange multiplier of power balance constraint, μlA lagrange multiplier for the power flow limit constraint of the ith branch, wherein l is 1,2,. m; SFliA power transfer factor for the net injected power to node i for branch l; 1,2,. n-1, n; pinFor net injection of power column vectors, P, into the nodein,iNet injection of power column vector P for nodesinRepresents the net injected power of node i;
and (3) taking the price of the electricity of the node of the marginal node to obtain the price of the corresponding node to form m +1 equations, solving an equation set to obtain all unknowns, wherein the unknowns are m +1, and the unknowns are m shadow prices mu and 1 system electric energy price lambda respectively.
Further, in the seventh step, the node electricity price of the non-marginal node is solved according to the shadow price mu and the system electric energy price lambda;
solving the node electricity price of the non-marginal node according to the following formula:
Figure BDA0001036219340000072
Figure BDA0001036219340000073
wherein: p is a radical ofiFor unit i, PLFor the grid loss of the power system, lambda is the systemPrice of electric energy, i.e. lagrange multiplier, mu, of power balance constraintslLagrange multiplier, P, constrained for the power flow limit of the l branchGiFor the output of the generator set i, SFliA power transfer factor for the net injected power to node i for branch i, ═ 1,2,. m; rhoGiMarginal price of electricity, rho, for the node of the unit iDiMarginal price of electricity for node of load iDiIs the power of load i; tau'Gi、τGiLagrange multiplier tau 'respectively constrained by upper limit and lower limit of unit i output'Di、τDiAnd the lagrange multiplier is constrained by the upper limit and the lower limit of the load i power.
Compared with the closest prior art, the technical scheme provided by the invention has the following excellent effects:
according to the method, the price quoted at the load side is considered, the rigid load which is not quoted is reasonably processed during modeling, the network loss is considered based on the direct current method B coefficient, and the node marginal electricity price model with wider applicability is deduced, so that the node marginal electricity price model can be suitable for each stage of electric power market construction, and the node marginal electricity prices of the generator node and the pure load node are effectively solved.
According to the invention, relatively fine modeling of the price quoted at the load side and the network loss is considered, node marginal electricity price model derivation is carried out, a detailed solving method of the node marginal electricity price is provided, a basis and a reference are provided for solving the market node marginal electricity price, and a theoretical basis is provided for design and development of market electricity price clearing software.
Drawings
FIG. 1 is a flow chart of a node marginal electricity price solving method provided by the invention;
FIG. 2 is a schematic diagram of the derivation of B coefficients by DC method according to the present invention;
FIG. 3 is a diagram of a network topology according to embodiment 1 of the present invention;
fig. 4 is a network topology structure diagram of embodiment 2 provided by the present invention.
Detailed Description
The following describes embodiments of the present invention in further detail with reference to the accompanying drawings.
The following description and the drawings sufficiently illustrate specific embodiments of the invention to enable those skilled in the art to practice them. Other embodiments may incorporate structural, logical, electrical, process, and other changes. The examples merely typify possible variations. Individual components and functions are optional unless explicitly required, and the sequence of operations may vary. Portions and features of some embodiments may be included in or substituted for those of others. The scope of embodiments of the invention encompasses the full ambit of the claims, as well as all available equivalents of the claims. Embodiments of the invention may be referred to herein, individually or collectively, by the term "invention" merely for convenience and without intending to voluntarily limit the scope of this application to any single invention or inventive concept if more than one is in fact disclosed.
The invention provides a node marginal electricity price solving method based on direct current method B coefficient network loss correction and considering load side quotation, a flow chart of which is shown in figure 1 and comprises the following steps;
the first step is as follows: and according to the standard parameters and the network topological structure, per-unit values of the line parameters are obtained, a reference point is selected, and the direct current method B coefficients and the power transfer factor SF are respectively obtained according to the per-unit values of the line parameters. The dc method B coefficient is a B coefficient for correcting the network loss, and is an algorithm proposed in the 70 s. The power system loss modeling belongs to a known term.
Step 1: and calculating the coefficient B by a direct current method. Fig. 2 shows a schematic diagram of dc method B coefficient derivation, which includes:
(1) the network loss is decomposed into two parts related to voltage angle and voltage amplitude:
Figure BDA0001036219340000091
wherein, PLFor system loss, PFor the part of the grid loss related to the voltage phase angle, PLVIs the loss of the network and the voltageThe amplitude is related, n is the total number of nodes, i and j are two end points of the branch respectively, Vi、VjTerminal voltage amplitudes, theta, at both ends of the branchi、θjTerminal voltage phase angles, g, at both ends of the branchijThe branch conductance is taken.
(2) Assuming that the amplitude of each bus voltage is unchanged when the active power output of the power plant changes, only the change of the grid loss related to the phase angle is considered, and the latter is dominant. Since the voltage amplitude is about 1, assuming that the voltage amplitudes are all 1, the voltage amplitude is
Figure BDA0001036219340000092
Figure BDA0001036219340000093
GNNij=-gij
Wherein, PLFor system loss, PN is the total number of nodes, i and j are two end points of the branch respectively, and thetai、θjTerminal voltage phase angles, g, at both ends of the branchijFor branch conductance, θ is the voltage phase angle column vector, GNNAs a node conductance matrix, GNNiiIs node self-conductance, GNNijIs the mutual conductance of two nodes.
(3) Linear relationship of the bus voltage angle of the DC power flow to the injected power is used:
Pin=BNNθ
the net loss is expressed as a function of the respective injected power:
PL=θTGNNθ
=(BNN -1Pin)TGNN(BNN -1Pin)
=Pin T(BNN -1)TGNNBNN -1Pin
Figure BDA0001036219340000101
BNNij=-bij
wherein, PLFor power system grid loss, PFor the part of the power system where the grid loss is related to the voltage phase angle, PLVN is the total number of nodes, i and j are two nodes of the branch respectively, Vi、VjTerminal voltage amplitudes, theta, at both ends of the branchi、θjTerminal voltage phase angles, g, at both ends of the branchijConducting for branch; theta is the voltage phase angle column vector, thetaTIs a transposed vector of the voltage phase angle column vector, GNNAs a node conductance matrix, GNNiiIs node self-conductance, GNNijIs the mutual conductance of the two nodes i and j; pinNet injection of power column vectors, B, for the nodesNNAs a node susceptance matrix, BNNiiRepresentation matrix BNNThe diagonal element of (A) is the sum of all branch node susceptances associated with the i node, BNNijRepresenting the off-diagonal element, is the negative of the mutual susceptance of the two nodes of the ij branch, bijRepresenting branch susceptance;
step 2: and solving the power transfer factor SF.
Fl=BlABNN -1Pin
Wherein, FlAs line flow column vectors, PinNet injection of power column vectors, B, for the nodesNNAs a node susceptance matrix, BlIs a branch susceptance matrix, and A is a network incidence matrix.
The second step is that: acquiring generator and load quotation data, performing special treatment on rigid loads which only report demands but do not report prices, setting quotation of the rigid loads to be 0, taking the rigid loads as variables in a model, taking rigid load values as upper and lower limits of the rigid loads in constraint conditions, establishing an optimization model containing an optimization target, unit constraint and flow constraint according to the quotation data (including the rigid load quotation 0) of all the generators and the loads, and solving the model.
min pTPG-pD TPD
S.T.eT(PG-PD)-PL=0
Figure BDA0001036219340000102
Figure BDA0001036219340000103
Figure BDA0001036219340000104
Wherein p is the generator quoted price, pDFor load quotes, PGThe output of the generator is used as the output of the generator, GPis the lower limit of the output of the generator,
Figure BDA0001036219340000112
upper limit of generator output, PDIn order to be the power of the load, DPin order to minimize the power of the load,
Figure BDA0001036219340000114
for maximum power of the load, PLFor system loss, SF is the power transfer matrix,
Figure BDA0001036219340000115
and limiting the line tide.
The third step: and deducing a node marginal electricity price model according to the economic dispatching model in the second step.
Considering the transition period of the electric power market in China, only part of loads may participate in quotation, and the other loads still participate in the market as rigid loads, only demand is reported, and price is not reported. In the existing economic dispatching model, loads are modeled as rigid loads, the loads are fixed values, if the node marginal electricity price model is deduced and the loads are processed according to the fixed values and no price is quoted, the objective function does not contain the load components, and for the node only containing the rigid loads, the node marginal electricity price of the node can not be calculated. Therefore, when the node marginal electricity price model is deduced, the rigid load needs to be set to be 0 in the objective function, the rigid load in the model is taken as a variable, the rigid load values are limited at the upper limit and the lower limit of the load in the constraint condition, so that the node marginal electricity price model can be suitable for each stage of electric power market construction in China, and the node marginal electricity prices of the generator node, the quoted load node and the pure rigid load node can be effectively solved.
Step 1: constructing a Lagrangian function:
Figure BDA0001036219340000116
wherein, L is Lagrange function, lambda is Lagrange multiplier (also called system electric energy price) of power balance constraint, e is column vector with elements all being 1, mu is Lagrange multiplier matrix (also called shadow price matrix) corresponding to line power flow constraint, p is generator quotationDFor load quotes, PGThe output of the generator is used as the output of the generator, GPis the lower limit of the output of the generator,
Figure BDA0001036219340000118
upper limit of generator output, PDIn order to be the power of the load, DPin order to minimize the power of the load,
Figure BDA00010362193400001110
for maximum power of the load, PLFor system loss, SF is the power transfer matrix,
Figure BDA00010362193400001111
line tide limit of τ'G、τGLagrange multiplier matrix, τ ', constrained by generator output upper and lower limits, respectively'D、τDLagrange multiplier matrices constrained by the upper and lower limits of the load power are respectively used.
Step 2: the partial Cockcron (KKT) condition is unfolded as follows:
Figure BDA00010362193400001112
Figure BDA00010362193400001113
wherein, PGiIs the output of unit i, PDiIs the power of the load i, piFor unit i, pDiFor the quote of load i, λ is the lagrange multiplier of the power balance constraint (also called the system power price), μlLagrange multiplier, SF, constrained for the power flow limit of the l branchliPower transfer factor, τ ', for Branch l to node i net injected power'Gi、τGiAre lagrange multipliers of the constraint of the upper limit and the lower limit of output force of the unit i respectively'Di、τDiLagrange multipliers constrained by the upper and lower power limits of the load i,
Figure BDA0001036219340000121
to achieve a net loss increase rate for generator i,
Figure BDA0001036219340000122
the net loss increase rate for load i.
For the reference node, because
Figure BDA0001036219340000123
SFli0, so for the reference node
Figure BDA0001036219340000124
Figure BDA0001036219340000125
And step 3: node marginal price of electricity:
Figure BDA0001036219340000126
Figure BDA0001036219340000127
where ρ isGiMarginal price of electricity, rho, for the node of the unit iDiMarginal price of power for node of load iiFor unit i, pDiFor the quote of load i, λ is the lagrange multiplier of the power balance constraint (also called the system power price), μlLagrange multiplier, SF, constrained for the power flow limit of the l branchliPower transfer factor, τ ', for Branch l to node i net injected power'Gi、τGiAre lagrange multipliers of the constraint of the upper limit and the lower limit of output force of the unit i respectively'Di、τDiLagrange multipliers constrained by the upper and lower power limits of the load i,
Figure BDA0001036219340000128
to achieve a net loss increase rate for generator i,
Figure BDA0001036219340000129
the net loss increase rate for load i.
The node of the reference point has the electricity price of
ρGi=pi+τ′GiGi=λ
ρDi=pDi-τ′DiDi=λ
For a node with only a generator, the node price is rhoGiFor nodes with only load, the node price is rhoDi
For nodes with both generator and load, there is
Figure BDA0001036219340000131
So there is p at these nodesGi=ρDi
The fourth step: and calculating the network loss micro-increment rates of all the generator nodes and the load nodes according to the economic dispatching optimization result in the third step.
And (3) taking the node n as a reference point, and solving the network loss micro-increment rate according to the following formula:
PL=θTGNNθ
=(BNN -1Pin)TGNN(BNN -1Pin)
=Pin T(BNN -1)TGNNBNN -1Pin
=Pin T·B·Pin
Figure BDA0001036219340000132
the fifth step: and determining a marginal node (a generator is a marginal unit or a node (hereinafter referred to as marginal load) with a winning load not taking a limit value) and a full-load line according to the economic dispatching result of the second step. The marginal electricity price of the marginal node is the price quoted by the marginal unit of the node or the price quoted by the marginal load, and the marginal electricity price of the other nodes is the quantity to be requested; the shadow price corresponding to the full-load line constraint is not 0 and is the quantity to be solved, and the shadow prices corresponding to the other line constraints are all 0.
And according to the set output and the set upper and lower limits obtained by optimization, tau 'exists when the set output is judged to be positioned between the set output upper and lower limits'G T=τG TAnd 0, the node marginal electricity price of the node takes the price quoted by the marginal unit:
Figure BDA0001036219340000133
and for the load nodes participating in quotation, determining tau 'when the load is positioned between the upper limit and the lower limit according to the optimized medium bid load and the upper limit and the lower limit of the load'D T=τD T0, so the node marginal electricity price of the node takes the price of the load:
Figure BDA0001036219340000134
and when the power flow of the line reaches the transmission limit, the line is a full-load line. The shadow price corresponding to the full-load line constraint is not 0 and is the quantity to be solved, and the shadow prices corresponding to the other line constraints are all 0.
And a sixth step: and solving unknown shadow price mu and system electric energy price lambda according to the node marginal electricity price, the network loss micro-increment rate and the power transfer factor of the node where the marginal unit is located.
If m lines are fully loaded, m +1 marginal nodes exist (the unit output of the marginal nodes is positioned between an upper limit and a lower limit or the quoted load is positioned between the upper limit and the lower limit). Assuming the numbers of the marginal nodes are 1,2, …, m, m +1, the selected node n is the reference point, and if the number of the full-load line is 1,2, …, m, then
Figure BDA0001036219340000141
Wherein: λ is the system power price, i.e. lagrange multiplier of power balance constraint, μlA lagrange multiplier for the power flow limit constraint of the ith branch, wherein l is 1,2,. m; SFliA power transfer factor for the net injected power to node i for branch l; 1,2,. n-1, n; pinFor net injection of power column vectors, P, into the nodein,iNet injection of power column vector P for nodesinRepresents the net injected power of node i;
and (3) taking the price of the electricity of the node of the marginal node to obtain the price of the corresponding node to form m +1 equations, solving an equation set to obtain all unknowns, wherein the unknowns are m +1, and the unknowns are m shadow prices mu and 1 system electric energy price lambda respectively.
The seventh step: and solving the node electricity price of the non-marginal node according to the shadow price mu and the system electric energy price lambda.
Solving the node electricity price of the non-marginal node according to the following formula:
Figure BDA0001036219340000142
Figure BDA0001036219340000143
wherein: p is a radical ofiFor unit i, PLFor the grid loss of the power system, λ is the system power price, i.e. lagrange multiplier of the power balance constraint, μlLagrange multiplier, P, constrained for the power flow limit of the l branchGiFor the output of the generator set i, SFliA power transfer factor for the net injected power to node i for branch i, ═ 1,2,. m; rhoGiMarginal price of electricity, rho, for the node of the unit iDiMarginal price of electricity for node of load iDiIs the power of load i; tau'Gi、τGiLagrange multiplier tau 'respectively constrained by upper limit and lower limit of unit i output'Di、τDiAnd the lagrange multiplier is constrained by the upper limit and the lower limit of the load i power.
Example 1
The network topology structure diagram of embodiment 1 provided by the invention is shown in fig. 3, and comprises: 4 generators, 3 loads, and no pure load node. Generator quotation parameters are as in table 1, and load quotation parameters are as in table 2:
TABLE 1 Generator quotation parameters
Generator Capacity (MW) Marginal cost ($/MWh)
A 140 7.5
B 285 6
C 90 14
D 85 10
TABLE 2 load quotation parameters
Figure BDA0001036219340000151
Selecting a reference parameter SB=100MVA,VB115 KV. The line parameters are as in table 3:
TABLE 3 line guidepost parameter
Branch circuit Admittance parameter (p.u.) Capacity (MW)
1-2 3.12-j2.94 80
1-3 2.68-j5.32 220
2-3 2.81-j4.49 130
(1) Select node 3 as the reference point, then
A node conductance matrix:
Figure BDA0001036219340000152
negative node susceptance matrix:
Figure BDA0001036219340000153
direct current method network loss B coefficient:
Figure BDA0001036219340000154
so the system loss is:
Figure BDA0001036219340000161
negative branch susceptance matrix:
Figure BDA0001036219340000162
network association matrix:
Figure BDA0001036219340000163
power transfer factor SF:
Figure BDA0001036219340000164
(2) economic dispatching model
min 7.5*PA+6*PB+14*PC+10*PD-14*L1-15*L2-0*L3
S.T.PA+PB+PC+PD-L1-L2-L3-PL=0
0.2504(PA+PB-L1)-0.2966(PC-L2)≤0.8
0.7496(PA+PB-L1)+0.2966(PC-L2)≤2.2
0.2504(PA+PB-L1)+0.7034(PC-L2)≤1.3
0≤PA≤1.4
0≤PB≤2.85
0≤PC≤0.9
0≤PD≤0.85
0≤L1≤0.5
0≤L2≤1
3≤L3≤3
TABLE 4 economic dispatch results
Generator Power (p.u.) Load(s) Power (p.u.)
PA 0.617 L1 0.5
PB 2.85 —— ——
PC 0.9 L2 0.98
PD 0.85 L3 3
(3) Calculating the loss and gain of the network:
Figure BDA0001036219340000171
Figure BDA0001036219340000172
(4) and determining the marginal node and the fully loaded line according to the economic dispatching result.
If the line 1-3 is judged to be a full-load line according to the economic dispatching result, mu2≠0
The unit A outputs 61.7MW, then tau'G1 T=τG1 TIs equal to 0, so
The load L2 is 98MW, then τ'D2 T=τD2 T=0
(5) Calculating the marginal electricity price of the node:
because the node electricity price of the marginal node is
Figure BDA0001036219340000173
Therefore, it is not only easy to use
Figure BDA0001036219340000174
Get it solved
Figure BDA0001036219340000175
Since the node 3 is the reference point, so
ρ3=λ=17$/MWH
Example 2
The network topology structure diagram of embodiment 2 provided by the invention is shown in fig. 4, and comprises: 3 generators, 3 loads, and node 2 is a pure load node. Generator quotation parameters are as in table 5, and load quotation parameters are as in table 6:
TABLE 5 Generator quotation parameters
Generator Capacity (MW) Marginal cost ($/MWh)
A 140 7.5
B 200 6
C 85 10
TABLE 6 load quotation parameters
Load(s) Minimum power (MW) Maximum power (MW) Marginal cost ($/MWh)
L1 0 0.5 14
L2 1 1 ——
L3 0 2 15
The line parameters are as in table 3 of example 1.
(1) Economic dispatching model
min 7.5*PA+6*PB+10*PC-14*L1-0*L2-15*L3
S.T.PA+PB+PC-L1-L2-L3-PL=0
0.2504(PA+PB-L1)-0.2966(0-L2)≤0.8
0.7496(PA+PB-L1)+0.2966(0-L2)≤2.2
0.2504(PA+PB-L1)+0.7034(0-L2)≤1.3
0≤PA≤1.4
0≤PB≤2
0≤PC≤0.85
0≤L1≤0.5
1≤L2≤1
0≤L3≤2
TABLE 7 economic dispatch results
Generator Power (p.u.) Load(s) Power (p.u.)
PA 0.51 L1 0.5
P B 2 L2 1
PC 0.85 L3 1.485
(2) Calculating the net loss micro-increment rate
Figure BDA0001036219340000191
Figure BDA0001036219340000192
(3) And determining the marginal node and the fully loaded line according to the economic dispatching result.
If the line 1-2 is judged to be a full-load line according to the economic dispatching result, mu is1≠0
The unit A outputs 51MW, tau'G1 T=τG1 TIs equal to 0, so
Load L3 is 148.5MW, then τ'D2 T=τD2 T=0
(4) Calculating node marginal electricity price
Because the node electricity price of the marginal node is
Figure BDA0001036219340000193
Therefore, it is not only easy to use
Figure BDA0001036219340000194
Get it solved
Figure BDA0001036219340000195
Since the node 3 is the reference point, so
ρ2=λ-λ*(-0.142)-μ1*(-0.2966)=20.65$/MWH
The direct-current method B coefficient is adopted for network loss correction, node marginal electricity price fine modeling is carried out by considering the price quoted at the load side, the solution of the node electricity price of a pure rigid load node which only reports the demand and does not quote is considered, and the solution method of the node marginal electricity price is described in detail. The model has wide applicability, can be used for solving the node marginal electricity price of a generator node, a quoted pure load node and a non-quoted pure load node, is suitable for market pricing in each stage of electric power market construction, and the detailed solving method can provide reference for development of node marginal electricity price solving software in China.
Although the present invention has been described in detail with reference to the above embodiments, those skilled in the art can make modifications and equivalents to the embodiments of the present invention without departing from the spirit and scope of the present invention, which is set forth in the claims of the present application.

Claims (8)

1. A node marginal electricity price solving method is characterized in that the method is based on direct current method B coefficient network loss correction and considering load side quotation, and comprises the following steps:
the first step is as follows: determining a direct current method B coefficient and a power transfer factor SF;
the second step is that: establishing an economic dispatching model containing an optimization target, unit constraint and power flow constraint;
the third step: deducing a node marginal electricity price model, and determining node marginal electricity prices including node marginal electricity prices of a generator node and a load node;
the fourth step: determining the network loss micro-increment rates of the generator node and the load node;
the fifth step: determining a marginal node and a full-load line;
and a sixth step: determining unknown shadow price mu of a full-load line and an unknown electric energy price lambda of a system according to the node marginal electricity price, the network loss micro-increment rate and the power transfer factor of the marginal node;
the seventh step: and determining the node marginal electricity price of the non-marginal node according to the shadow price mu of the full-load line and the system electric energy price lambda.
2. The method for solving the marginal electricity price of the node according to claim 1, wherein in the first step, a per unit value of the line parameter is obtained according to the reference parameter and the network topology, a reference point is selected, and a dc method B coefficient and a power transfer factor SF are respectively obtained according to the per unit value of the line parameter, the first step includes the following steps:
step 1: and (3) solving the per unit value of the line parameter:
Figure FDA0001036219330000011
wherein x is*Is the per unit value of the line impedance, X is the line impedance, XBA reference parameter of the line impedance;
step 2: determining a direct current method B coefficient, comprising:
(1) the method comprises the following steps of (1) decomposing the grid loss of a power system into two parts related to voltage phase angles and voltage amplitude:
Figure FDA0001036219330000012
(2) assuming that the amplitude of each bus voltage is unchanged when the active power output of the power system is changed, only considering the network loss change related to the voltage angle; since the voltage amplitude is 1, and the set voltage amplitudes are all 1, then:
Figure FDA0001036219330000013
Figure FDA0001036219330000021
GNNij=-gij
(3) linear relationship of the bus voltage angle of the DC power flow to the injected power is used:
Pin=BNNθ
the grid loss of the power system is expressed as a function of the respective injected power:
Figure FDA0001036219330000022
Figure FDA0001036219330000023
BNNij=-bij
wherein, PLFor power system grid loss, PFor the part of the power system where the grid loss is related to the voltage phase angle, PLVN is the total number of nodes, i and j are two nodes of the branch respectively, Vi、VjTerminal voltage amplitudes, theta, at both ends of the branchi、θjTerminal voltage phase angles, g, at both ends of the branchijConducting for branch; theta is the voltage phase angle column vector, thetaTIs a transposed vector of the voltage phase angle column vector, GNNAs a node conductance matrix, GNNiiIs node self-conductance, GNNijIs the mutual conductance of the two nodes i and j; pinNet injection of power column vectors, B, for the nodesNNAs a node susceptance matrix, BNNiiRepresentation matrix BNNThe diagonal element of (A) is the sum of all branch node susceptances associated with the i node, BNNijRepresenting the off-diagonal element, is the negative of the mutual susceptance of the two nodes of the ij branch, bijRepresenting branch susceptance;
and step 3: determining a power transfer factor SF:
Fl=BlABNN -1Pin
wherein, FlAs line flow column vectors, BlIs a branch susceptance matrix, and A is a network incidence matrix.
3. The method for solving the marginal electricity price of the node as claimed in claim 1, wherein in the second step, generator and load quotation data are obtained according to data declaration, rigid load quotation which only reports demand and does not report price is set to be 0, the rigid load quotation is used as a variable in the economic dispatch model, the upper and lower limits of the rigid load in the constraint condition take rigid load values, the economic dispatch model containing an optimization target, unit constraint and power flow constraint is established according to the generator and the quotation data comprising the rigid load quotation 0 load, and the economic dispatch model is solved; the economic dispatch model is represented by the following equation:
min pTPG-pD TPD
S.T.eT(PG-PD)-PL=0
Figure FDA0001036219330000031
Figure FDA0001036219330000032
Figure FDA0001036219330000033
wherein p is the generator set quoted price, pTTransposing of a generator set quote p, pDFor load quotes, pD TFor transposition of the load quote, PGThe power is output by the generator set, GPis the lower limit of the output of the generator set,
Figure FDA0001036219330000034
upper limit of generator output, PDIn order to be the power of the load, DPin order to minimize the power of the load,
Figure FDA0001036219330000035
for maximum power of the load, PLFor the grid loss of the power system, SF is the power transfer factor,
Figure FDA0001036219330000036
line tide quota, e ═ 1,1, …,1)T
4. The method for solving the node marginal electricity price according to claim 1, wherein the third step derives a node marginal electricity price model according to the economic scheduling model of the second step, and the third step comprises the following steps:
step (1): constructing a Lagrangian function:
Figure FDA0001036219330000037
wherein, L is Lagrange function, lambda is system electric energy price, namely Lagrange multiplier of power balance constraint, e is column vector with elements of 1, mu is shadow price of full-load line, namely Lagrange multiplier matrix corresponding to full-load line power flow constraint, p is generator quotation, and p is power supplyDFor load quotes, PGThe output of the generator is used as the output of the generator, GPis the lower limit of the output of the generator,
Figure FDA0001036219330000038
upper limit of generator output, PDIn order to be the power of the load, DPin order to minimize the power of the load,
Figure FDA0001036219330000039
for maximum power of the load, PLFor system loss, SF is the power transfer matrix,
Figure FDA00010362193300000310
line tide limit of τ'G、τGLagrange multiplier matrix tau 'constrained by upper and lower generator output limits respectively'D、τDLagrange multiplier matrixes which are respectively constrained by the upper limit and the lower limit of the load power; pLIn order to reduce the grid loss of the power system,
step 2: the partial Cockchart EnKKT condition is unfolded as follows:
Figure FDA00010362193300000311
Figure FDA00010362193300000312
wherein, PGiIs the output of the generator set i, PDiIs the power of the load i, piFor unit i, pDiFor a quote of load i, μlLagrange multiplier, SF, constrained for the power flow limit of the l branchliThe power transfer factor for the net injected power for branch i to node i,τ′Gi、τGilagrange multiplier matrix tau 'respectively constrained by upper limit and lower limit of unit i output'Di、τDiA Lagrange multiplier matrix for the constraint of the upper limit and the lower limit of the load i power,
Figure FDA0001036219330000041
to achieve a net loss increase rate for generator i,
Figure FDA0001036219330000042
the net loss micro-increment rate of the load i is obtained;
for the reference node, because
Figure FDA0001036219330000043
So for the reference node:
Figure FDA0001036219330000044
Figure FDA0001036219330000045
and step 3: node marginal price of electricity:
Figure FDA0001036219330000046
Figure FDA0001036219330000047
where ρ isGiMarginal price of electricity, rho, for the node of the unit iDiThe node marginal electricity price of the node where the load i is located is as follows:
ρGi=pi+τ′GiGi=λ
ρDi=pDi-τ′DiDi=λ
for only hairNode of motor with marginal price of rhoGiFor the node with only load, the marginal price of electricity of the node is rhoDi
For nodes with both generator and load, there is
Figure FDA0001036219330000048
I.e. the node marginal electricity price is ρGi=ρDi
5. The node marginal electricity price solving method according to claim 1, wherein the fourth step calculates the grid loss micro-increment rates of the generator node and the load node according to the economic dispatching optimization result of the third step;
assuming the node n as a reference point, calculating according to the following formula:
PL=θTGNNθ
=(BNN -1Pin)TGNN(BNN -1Pin)
=Pin T(BNN -1)TGNNBNN -1Pin
=Pin T·B·Pin
the net loss differential gain of the generator nodes and the load nodes is represented by the following formula:
Figure FDA0001036219330000051
wherein: pLFor the grid loss of the power system, theta is the voltage phase angle column vector, GNNAs a node conductance matrix, BNNAs a node susceptance matrix, PinFor node net injected power column vector, B is DC method B coefficient matrix, PGiFor the output of node i of the generator, PDiIs the power of the load node i, Pin,iNet injection of power column vector P for nodesinRepresents the net injected power of node i, i-1, 2,. n-1, n; b isi1Bi2…Bi,n-1Are elements of a coefficient matrix B.
6. The node marginal electricity price solving method according to claim 1, wherein the fifth step determines a marginal node and a fully loaded line according to the economic dispatching result of the second step;
the marginal node refers to a power generator which is a marginal unit or a node with a limit value not taken by a winning load;
the marginal electricity price of the marginal node is the price quoted by the marginal unit of the node or the price quoted by the marginal load, and the marginal electricity price of the other nodes is the quantity to be requested; the shadow price corresponding to the full-load line constraint is not 0 and is a quantity to be solved, and the shadow prices corresponding to the other line constraints are all 0;
judging whether the output of the unit is between the upper limit and the lower limit of the output of the unit according to the output of the unit and the upper limit and the lower limit of the output of the unit obtained by optimizing
Figure FDA0001036219330000052
The node marginal electricity price of the node is quoted by the marginal unit:
Figure FDA0001036219330000053
for the load nodes participating in quotation, the existence exists when the load is judged to be positioned between the upper limit and the lower limit according to the winning bid load and the upper limit and the lower limit of the load obtained by optimization
Figure FDA0001036219330000054
Therefore, the node marginal electricity price of the node takes the price of the load:
Figure FDA0001036219330000055
wherein: rhoGiMarginal price of electricity for node of unit iiFor unit i, PLFor the grid loss of the power system, λ is the system power price, i.e. lagrange multiplier of the power balance constraint, μlFor the first branch tideLagrange multiplier, P, of stream quota constraintGiFor the output of the generator set i, SFliA power transfer factor for the net injected power to node i for branch l;
Figure FDA0001036219330000061
τG Tare respectively the transpositions of the Lagrange multiplier matrix of the unit output upper limit and lower limit constraints,
Figure FDA0001036219330000062
τD Ttransposing a Lagrange multiplier matrix constrained by the upper limit and the lower limit of the load power;
and when the power flow of the line reaches the transmission limit, the line is a full-load line, the shadow price corresponding to the full-load line constraint is not 0 and is a waiting quantity, and the shadow prices corresponding to the other line constraints are all 0.
7. The method for solving the node marginal electricity price of claim 1, wherein in the sixth step, according to the node marginal electricity price of the node where the marginal unit is located, the grid loss micro-increment rate and the power transfer factor, determining an unknown shadow price μ and a system electric energy price λ comprises:
when m lines are fully loaded, m +1 marginal nodes exist, the unit output of the marginal nodes is positioned between an upper limit and a lower limit or the quoted load is positioned between the upper limit and the lower limit; assuming the numbers of the marginal nodes are 1,2, …, m, m +1, selecting the node n as a reference point, and if the number of the full-load line is 1,2, …, m, then:
Figure FDA0001036219330000063
wherein: λ is the system power price, i.e. lagrange multiplier of power balance constraint, μlA lagrange multiplier for the power flow limit constraint of the ith branch, wherein l is 1,2,. m; SFliA power transfer factor for the net injected power to node i for branch l; 1,2,. n-1, n; pinFor net injection of power column vectors, P, into the nodein,iNet injection of power column vector P for nodesinRepresents the net injected power of node i;
and (3) taking the price of the electricity of the node of the marginal node to obtain the price of the corresponding node to form m +1 equations, solving an equation set to obtain all unknowns, wherein the unknowns are m +1, and the unknowns are m shadow prices mu and 1 system electric energy price lambda respectively.
8. The method for solving the marginal electricity price of the node according to claim 1, wherein in the seventh step, the node electricity price of the non-marginal node is solved according to the shadow price μ and the system power price λ;
solving the node electricity price of the non-marginal node according to the following formula:
Figure FDA0001036219330000071
Figure FDA0001036219330000072
wherein: p is a radical ofiFor unit i, PLFor the grid loss of the power system, λ is the system power price, i.e. lagrange multiplier of the power balance constraint, μlLagrange multiplier, P, constrained for the power flow limit of the l branchGiFor the output of the generator set i, SFliA power transfer factor for the net injected power to node i for branch i, ═ 1,2,. m; rhoGiMarginal price of electricity, rho, for the node of the unit iDiMarginal price of electricity for node of load iDiIs the power of load i; tau'Gi、τGiLagrange multiplier tau 'respectively constrained by upper limit and lower limit of unit i output'Di、τDiAnd the lagrange multiplier is constrained by the upper limit and the lower limit of the load i power.
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