JP2007317029A - Method, apparatus, program and simulator apparatus for processing agreement of power trading - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a technique for processing the agreement of power trading that can compute such trading as maximizes a total trading surplus in consideration of a constraint of tie line space volume and a power transmission volume constraint on direct current tie facilities. <P>SOLUTION: An area information storage part 1, a tie line space volume storage part 2 and a bid information storage part 3 store power transmission volumes of tie lines, space volumes of the tie lines, and order prices and order volumes of bid trading orders. An objective function setting part 41 sets an objective function that maximizes a total surplus of trading, accordingly. A constraint setting part 41 then sets constraints requiring that the addition of a difference in each area between a total buying agreement volume and a total selling agreement volume and a difference between total power transmission volumes flowing into and out of the area via the tie lines be zero, trading volumes be within the respective order volumes, the transmission volumes of alternating current tie lines be within the respective capacities, and the transmission volumes of direct current tie facilities be any of allowable transmission volumes. A calculation part 43 solves a combinatorial optimization problem according to the objective function and constraints. <P>COPYRIGHT: (C)2008,JPO&INPIT

Description

  The present invention relates to a power transaction contract processing method, apparatus, program, and simulator apparatus that perform contract processing in a spot market such as a power exchange.

  The wholesale power exchange opened in April 2005 has a spot market where 24 hours (1 day) of electricity the next day is divided into 48 time zones in units of 30 minutes, and each is traded as a product. . In such a spot market, as shown in Non-Patent Document 1, for each product, the data bid by the participants are stacked, and the “sell” amount-price line and “buy” amount-price line An auction is performed in which the price of the intersection is the contract price and the quantity is the fixed quantity.

  However, if the amount of flow between any area exceeds the available capacity of the interconnected equipment (consignable capacity) as a result of the contract processing, the available capacity is limited (the flow between the areas is equal to the available capacity). In other words, the contract processing is performed again for each area (this is called “market segmentation processing”).

  Patent Documents 1 and 2 disclose such a contract processing method. However, in these contract processing methods, when a free capacity constraint violation occurs in a plurality of interconnection lines, the contract result may vary depending on the order of dividing the market. For this reason, this contract processing method has a problem in that it cannot guarantee the optimality of the auction.

  On the other hand, Patent Documents 3 and 4 show a contract processing method that treats an auction as a linear programming problem that maximizes social welfare (total transaction surplus) with the free capacity of the interconnection line as a constraint. . In these contract processing methods, social welfare is maximized through transactions under the constraint of free space on the interconnection line, so that the optimality of the auction is guaranteed.

JP 2005-78170 A Japanese Patent Laid-Open No. 2005-100140 JP-A-2005-135122 JP 2005-275990 A Japan Wholesale Electric Power Exchange, “Trade Guide Ver. 1.40”, [online], 2004, [Search April 14, 2006], Internet <URL: http://www.jepx.org> Supervised by Ryuichi Yokoyama, “Liberalization of Electricity and Technology Development”, Tokyo Denki University Press, Japan, September 20, 2001, Chapter 2 Edited by Hiroshi Konno and Hisatoshi Suzuki, “Integer programming and combinatorial optimization OR library 7”, Nihon Kagaku Ren Publisher, Japan, June 1982 Published by Hiroshi Konno, “Linear Programming”, Nihon Kagakuren Publishing Co., Ltd., February 27, 1987

  Incidentally, in the Japanese power system, as shown in FIG. 9, there are interconnected facilities such as a frequency converter station and a DC transmission line. These DC interconnection facilities have not only a limitation on free space but also a limitation on the minimum tidal value and a limitation that the tidal value can be changed only at a predetermined step size. Even with the contract processing method shown, the calculated power transmission amount may not always be realizable.

  The present invention has been proposed in order to solve the above-described problems of the prior art. The purpose of the present invention is to provide a DC-connected facility together with restrictions on the free capacity of the interconnection line in the spot market of a power exchange. It is an object of the present invention to provide a power transaction contract processing method, apparatus, program, and simulator apparatus capable of obtaining a transaction that maximizes the total transaction surplus in consideration of the power transmission amount limitation.

  In order to achieve the above object, the present invention provides a power transaction contract processing method in which a power transaction in a power system in which a plurality of areas are connected by a connection line is performed by bidding using a computer. It has the following technical features.

  That is, according to the present invention, in the computer, area information storage means, linkage line free capacity storage means, bid information storage means, objective function setting means, constraint condition setting means, and calculation means are set, The area information storage means stores the transmission amount of the interconnection line, the connection line free capacity storage means stores the free capacity of the connection line, and the bid information storage means has an order price of the bid / buy order. And the objective function setting means maximizes the total surplus of trading by trading based on the transmission amount of the linkage line, the free capacity of the linkage line, the order price and the order quantity of the buying and selling order. And the constraint condition setting means determines that the difference between the total purchase quantification and the total sale quantification for each area is a total transmission amount that flows in from the area via a link line and a total transmission amount that flows out. To the difference between The amount of sales contracts does not exceed the amount of each order, the amount of power transmitted on the AC interconnection line does not exceed its capacity, the amount of power transmitted on the DC interconnected facilities is one of the possible power transmission amounts, And calculating the transaction amount and transaction price of the power transaction and the interconnection power transmission amount by solving the combinatorial optimization problem based on the objective function and the constraint condition. Features.

  In the present invention as described above, the power trading in the spot market of the power exchange is solved for the combination optimization problem in which the objective function and the constraint conditions are set under the capacity constraint of the interconnection line including the DC interconnection facility. As a result, the transaction volume, transaction price and transmission amount can be calculated so that the total surplus of the market participant is maximized. It is possible to conduct transactions with the highest degree.

  According to the present invention as described above, in the spot market of the power exchange, a transaction that maximizes the total transaction surplus is obtained in consideration of the limitation of the free capacity of the interconnection line and the limitation of the transmission amount of the DC interconnection facility. It is possible to provide a power transaction contract processing method, apparatus, program, and simulator apparatus capable of being used.

DESCRIPTION OF EMBODIMENTS Hereinafter, embodiments of a power transaction contract processing method and apparatus according to the present invention will be described with reference to FIGS.
[Configuration of the embodiment]
[overall structure]
First, the configuration of a power transaction contract processing apparatus according to the present embodiment will be described. FIG. 1 is a block diagram illustrating an example of a contract processing apparatus. That is, as shown in FIG. 1, the present embodiment includes an area information storage unit 1, an interconnected line free capacity storage unit 2, a bid information storage unit 3, a contract processing calculation unit 4, a contract result storage unit 5, and an interface unit 6. And a communication unit 7 and the like.

[Area information storage unit]
The area information storage unit 1 stores the name of the area, the name of the interconnection line, the name of the area to which each interconnection line is connected, and the like. FIG. 2 is an explanatory diagram illustrating an example of information stored in the area information storage unit 1. 2, (a) shows the name of the area (number and area name), and FIG. 2 (b) shows the information on the interconnecting line that links the areas (number, name of the connecting line, area name of the linking area). (Including direction) and type (DC or AC)).

[Linkage line free space storage section]
In the interconnection line free capacity storage unit 2, the free capacity (direction and capacity) of each interconnection line stored in the area information storage unit 1 is stored for each transaction time. Regarding the DC interconnection facility, in addition to the free capacity, the minimum transmission capacity and the value of the increment of the transmission amount are stored. FIG. 3 shows an example of the interconnected line free capacity at a certain time. In FIG. 3, the number, the name of the link line, the free capacity (forward direction, reverse direction), the minimum tidal value (forward direction, reverse direction), and the step size are included.

[Bid information storage unit]
The bid information storage unit 3 stores bidders, bid areas, order prices, order quantities, etc. for all bids. FIG. 4 shows an example of bid data of a bidder. In this example, a positive order quantity means a buy bid, and a negative (-) means a sell bid. The bidding form of the exchange uses a method of inputting bid data corresponding to a graph in which order quantities are stacked with respect to the order price. On the other hand, the example of FIG. 4 is different in that the order quantity is individually specified for each order price. However, the data format of FIG. 4 and the data format of the exchange bid form can be mutually converted.

  For example, the bid data of the product 1 in FIG. 4 is 100 MWh / h purchase for 5.00 yen / kWh or less, and if it is higher than 5.00 and less than 6.00 yen / kWh, it is further purchased 100 MWh / h (6.00 yen / hour). If it is higher than kWh and cheaper than 8.00 yen / kWh), if it is 8.00 yen / kWh or more and cheaper than 9.00 yen / kWh, it sells 100 MWh / h, if it is more than 10.00 yen / kWh Furthermore, it means 100 MWh / h selling.

[Contract processing operation section]
The contract processing operation unit 4 is means for performing contract processing according to a procedure described later and storing the result in the contract result storage unit 5. The contract processing calculation unit 4 performs an objective function setting unit 41 for setting an objective function applied to the calculation, a constraint condition setting unit 42 for setting various constraint conditions necessary for the calculation, and a calculation based on the objective function and the constraint conditions. A calculation unit 43 is included. Such a contract processing operation unit 4 is actually realized by a main memory of a computer, a program and parameters stored therein, a CPU controlled by the program, and the like. In addition, the area information storage unit 1, the link line free capacity storage unit 2, the bid information storage unit 3, and the contract result storage unit 5 are realized by various memories of the computer, an auxiliary storage device, and the like. Therefore, a program for causing a computer to realize the functions of the respective units as described above and performing processing to be described later is also an embodiment of the present invention.

[Interface part]
The interface unit 6 includes a data input unit 61 and a data output unit 62. The data input unit 61 is an input device such as a mouse or a keyboard for inputting a signal corresponding to a user operation to the computer. The data output unit 62 is an output device such as a display or a printer that displays / outputs the data input by the data input unit 61 and the contract result processed by the contract processing calculation unit 4 to the operator.

[Communication Department]
The communication unit 7 is necessary for the bid and contract processing, etc., via the communication network 8, for example, the participant terminal 9 of the person participating in the bid, the other server of the power exchange, the server managing the link line, etc. It is means for transmitting and receiving various data. Therefore, the information stored in each of the storage units can be input via the data input unit 61, or can be received / input via the communication network 8. The communication network 8 is applicable to any wired or wireless transmission path and transmission medium, and it does not matter what LAN or WAN is used. Any communication protocol that can be used at present or in the future can be applied.

[Operation of the embodiment]
Next, the contract processing method in the present embodiment as described above will be described according to the flowchart of FIG. 5 and the explanatory diagrams of FIGS.

[Read bidding data (S1)]
First, in step S 1, the contract processing calculation unit 4 includes information regarding the area stored in the area information storage unit 1, the free capacity of the interconnection line stored in the connection line free capacity storage unit 2, and the bid information storage unit. The information regarding the bid data stored in 3 is read.

[Execution of Execution Process (S2)]
Next, in step S2, as will be described in detail below, the objective function is set by the objective function setting unit 41, and the constraint condition is set by the constraint condition setting unit 42 based on the read information. Based on the objective function and the constraint condition, the calculation unit 43 solves the combinatorial optimization problem, thereby calculating the trading contract quantification, the interconnection power transmission amount, and the contract price.

  However, the order price / contract price is the minimum unit price, and the order quantity / determined quantity / interconnection free capacity is expressed as the minimum unit transaction volume. For example, when the minimum unit price is 0.01 yen / kWh (1 sen / kWh), the order price is expressed in numerical values, and when the minimum unit transaction amount is 1000 kWh / h (1 MWh / h), an order is placed. The amount and the like are expressed by numerical values in MW units.

Here, the direction of the power transmission amount z _k of the interconnection line is defined by the information of the interconnection line stored in the area information storage unit 1, and in the equation (1b), the sign _relating to z _k is It should be positive (+) when flowing out and negative (-) when flowing into the area.

Equation (1a) is the objective function of the combinatorial optimization problem. The weight M ₁ M ₂ is multiplied by the social welfare, and the weight M ₂ is added to the total value of the trading contract quantification. The amount is added.

  Social welfare will determine the total cost of producers based on the total consumer benefits (Fig. 6 (a)) when placing orders for all bids placed in order of increasing order price and selling order in decreasing order of order price. The difference obtained by subtracting (FIG. 6B) is shown (FIG. 6C). Therefore, obtaining an approximate quantitative value that maximizes this value, that is, the total surplus (social welfare), which is the sum of consumer surplus and producer surplus, is equivalent to conducting transactions by auction. When there are no restrictions on the system line, social welfare is maximized at the intersection of the purchase order and the sell order (for example, see Non-Patent Document 2).

Moreover, the choice of M ₁ in (1h) expression is better to increase the social welfare, because it increases the objective function than to increase the contract amount, in to maximize social welfare, maximizing the contract trading volume Can be requested. Furthermore, the choice of M ₂ in (1i) expression, better to increase the social welfare commitments amount, because it increases the objective function than reducing the amount of transmitted power of DC interconnection facilities, maximizing social welfare and commitments amount In doing so, it is possible to seek a transaction that minimizes the amount of power transmitted to the DC facility.

In the formula (1a), the buy contract quantity and the sell contract quantity are always equal, and therefore, either of the following formulas (2a, 2b) and (3a, 3b) can be used.

  Equations (1b) to (1g) are constraint conditions for the combinatorial optimization problem. Equation (1b) shows the difference between the buy fixed amount total and the sell fixed amount total for each area, and the area via the interconnection line. This means that the sum of the grid line transmissions flowing out from the network (the difference between the total transmissions flowing in and the total transmissions flowing out) equals zero. Further, the formulas (1c) and (1d) mean that the approximate fixed amounts of the respective buy orders and sell orders do not exceed the respective order quantities. The expression (1e) means that the transmission amount of the interconnection line does not exceed the free capacity.

  Also, equation (1f) indicates that the power transmission amount of the frequency conversion facility must be one of the determined transmittable amounts, and equation (1g) indicates that the power transmission amount in the DC interconnection facility other than the frequency conversion facility is This means that the free capacity of the interconnection line and the minimum tidal value constraints must be met.

  FIG. 7 is a diagram illustrating an image of the power flow restriction of the frequency conversion facility and the other DC interconnection facilities. FIG. 7A shows an image of the power flow restriction of the frequency conversion equipment, and FIG. 7B shows an image of the power flow restriction of the other DC interconnection equipment.

  As shown in FIG. 7A, in the frequency conversion facility, the tidal current cannot be changed freely within the range of the free capacity, and the tidal current can be changed only in increments of the minimum tidal current value and the tidal current value. Can not. The expression (1f) expresses that the amount of power transmitted by the frequency conversion facility can only be the amount that can be transmitted.

  In addition, as shown in FIG. 7B, in a DC interconnection facility other than the frequency conversion facility, since a tidal current value that is equal to or greater than the minimum tidal current value must be taken, the amount of power that can be transmitted is a constraint condition such as the equation (1g). It has become.

  With these interconnection facilities, the planned power flow may already be determined before being used for trading in the spot market, so the amount of power that can be transmitted is not necessarily in the range of positive and negative symmetry centering on the origin. There is a possibility that the origin is shifted to either positive or negative.

As described above, the spot processing problem in the power exchange spot market is a combination optimization problem in which continuous variables and discrete variables are mixed. However, when the discrete variables are linearly relaxed, the equation (1) becomes a linear programming problem of the following equation (4).

The difference from the equation (1) is that the variable z _k is a continuous variable in the equations (4f) and (4g). Therefore, equation (4) can be solved by a known solution of linear programming. Further, in the obtained linear relaxation solution, when the variable z _k (k∈K _FC ∩K _DC ) does not satisfy the expressions (1f) and (1g), for example, as shown in Non-Patent Document 3, By executing the branch and bound method, an optimal solution can be calculated.

In the branch and bound method, the value of a variable z _k (k∈K _FC ∩K _DC ) that does not satisfy the expressions (1f) and (1g) is fixed to one of its domains (values). When solving a child problem (becomes a linear programming problem) (branching operation) and no feasible solution is obtained, or when the objective function value is not increased from the provisional solution for which the relaxed solution has already been obtained Is a solution method in which the following branch operation is not performed (limited operation) and the provisional solution is updated to obtain the optimum solution, and the exact solution of the combinatorial optimization problem is calculated.

In addition, the contract price of each area maximizes social welfare among the optimal dual variables (latent price) (for example, see Non-Patent Document 4) corresponding to the first constraint equation (existing for each bid area) of this problem. The portion corresponding to the first term to be divided by the weight M ₁ M ₂ is obtained.

  Of the optimal dual variables, the contribution of the second term for maximizing the quantification and the third term for minimizing the amount of power transmitted to the DC interconnection facility is sufficient compared to the contribution of the first term. Therefore, these contributions can be easily removed.

  As described above, it is possible to determine a transaction that maximizes the total surplus of all bidders within a range that satisfies the capacity restriction of the interconnection line including the DC equipment.

[Execution of Prorated Distribution Processing (S3)]
In step S3, the following linear programming problem is solved for each market segmented in step S2 (hereinafter referred to as a partial market) from the contract result calculated in step S2, and adjustment of contractual quantification is performed. In DC interconnection facilities, the market is always treated as being divided. Adjustment is made only for buy orders and sell orders for which partial contracts are established.

  Equation (5a) is an objective function of the linear programming problem, and means that the absolute value of the adjustment amount from the approximately fixed amount (calculated in step S2) of the buy order and the sell order to be adjusted is maximized.

  Equations (5b) to (5d) are the constraints of the linear programming problem. Equation (5b) expresses the interconnection line as the difference between the total adjustment amount for the buy contract amount and the total adjustment amount for the sell contract amount for each area. This means that the sum of the correction amount of the interconnected line transmission amount flowing out from the area via the difference (the difference between the total transmission amount flowing in and the total transmission amount flowing out) is equal to zero.

Further, equation (5c) indicates that the adjustment amount of each buy order does not exceed the target adjustment amount ΔX _i of the buy order, and equation (5d) indicates that the adjustment amount of each sell order is the target value of the sell order. The adjustment amount ΔY _j to be exceeded does not exceed, and the equation (5e) means that the adjusted transmission amount of the interconnection line does not exceed its capacity.

Here, the target adjustment amount ΔX _i of the adjusted buy order calculated by the equation (5a) is calculated for a buy order that matches the contract price, and is the contract amount of the order bid at the contract price. The following equation (6), which is a value obtained by apportioning the total value of the quantification, shows how much it should be changed from the approximate quantification x _i ^* calculated in step S2 and step S3. ing. The same applies to the adjustment amount ΔY _j that is the target of the adjustment selling order calculated by the equation (5b).

  In step S2, when there are a plurality of orders bid at a price equal to the contract price, there may be a result that is preferentially executed from a certain order, and there is a possibility that a fair execution result will not be obtained for all bidders. There is. This is because the distribution result in the partial contract does not affect the objective function of maximizing social welfare, maximizing the transaction volume, and minimizing the transmission amount of the DC interconnection facility.

  For example, as shown in FIG. 8 (a), when bidders 1, 2, and 3 are bidding for a sell order at a contract price, the buy order of the same price is less than the total amount of the sell order. The sell order is partially executed, but the bidders 1 and 2 may execute the entire order amount, and the bidder 3 may have a fixed amount of zero.

In order to avoid such unfair execution results, if there are multiple orders that match the execution price and these are partial executions, these contracts are determined and x _i ^* is applied to the purchase order. By changing ΔX _i expressed by the equation (5a) and changing y _j ^* by ΔY _j expressed by the equation (5b) for a selling order, a fair execution result can be realized.

  In FIG. 8 (b), a fair execution result is obtained by apportioning the total of the fixed amounts by the order quantity, reducing the amount of bidders 1 and 2 and increasing the amount of bidders 3. However, since there is a possibility that the free space restriction of the interconnection line is not satisfied by this adjustment when there is a free space restriction of the interconnection line, in step S3, within the range satisfying the free space restriction of the interconnection line, The amount of adjustment is maximized to get the closest to a fair execution result. Therefore, by executing step S3, it is possible to calculate a contract result that satisfies the free capacity restriction of the interconnection line and can treat all bidders fairly.

[Write contract result]
Finally, in step S4, the contract price, the fixed amount of each bid, the amount of power transmitted through each interconnection line, and the like calculated in the above-described procedure are stored in the contract result storage unit 5.

[Effect of the embodiment]
As described above, according to the present embodiment, the power trading in the spot market of the power exchange is maximized with the capacity surplus of the market participants under the capacity restriction of the interconnection line including the DC interconnection facility. The transaction with the highest level of satisfaction among market participants, while satisfying the constraints on the amount of power transmitted to the DC-connected facilities, can be obtained by a combinatorial optimization problem (including mixed integer linear programming and other relaxation problems). Can be done.

  In addition, if there are multiple orders that bid at the same price, transactions that satisfy the fairness of the market participants can be made with an amount apportioned by the order volume under the capacity constraints of the interconnection line. It can be performed.

[Other Embodiments]
The present invention is not limited to the embodiment as described above. For example, a simulator device that simulates power transactions by causing a computer to execute the above-described processing, not as a system that actually performs transaction processing based on data bid through a communication network, etc., It can also be realized as a method and a program.

The block diagram which shows one Embodiment of the contract processing apparatus of the electric power transaction of this invention Explanatory drawing which shows an example of the information memorize | stored in the area information storage part in embodiment of FIG. Explanatory drawing which shows an example of the interconnection line free capacity memorize | stored in the interconnection line free capacity memory | storage part in embodiment of FIG. Explanatory drawing which shows an example of the bid data memorize | stored in the bid data memory | storage part in embodiment of FIG. The flowchart which shows the procedure of the contract processing in embodiment of FIG. Explanatory diagram explaining social welfare in power trading Explanatory drawing showing an image of frequency conversion equipment and other tidal current restrictions Explanatory drawing explaining the apportionment of the partial execution in embodiment of FIG. Explanatory diagram showing Japanese power system

Explanation of symbols

DESCRIPTION OF SYMBOLS 1 ... Area information memory | storage part 2 ... Linkage | linkage line free capacity memory | storage part 3 ... Bid information memory | storage part 4 ... Contract processing operation part 5 ... Contract result memory | storage part 6 ... Interface part 7 ... Communication part 8 ... Communication network 9 ... Participant terminal 41 ... objective function setting part 42 ... constraint condition setting part 43 ... calculation part 61 ... data input part 62 ... data output part

Claims (10)

In a power transaction contract processing method for conducting a power transaction in a power system in which a plurality of areas are connected by a connection line using a computer by bidding,
In the computer, area information storage means, linkage line free capacity storage means, bid information storage means, objective function setting means, constraint condition setting means, and calculation means are set,
The area information storage means stores the transmission amount of the interconnection line,
The linkage line free capacity storage means stores the free capacity of the linkage line;
The bid information storage means stores an order price and an order quantity of a bid order.
The objective function setting means sets an objective function for maximizing the total surplus of trading by trading based on the transmission amount of the linkage line, the free capacity of the linkage line, the order price and the order quantity of the trading order,
The constraint condition setting means is
The difference between the total purchase quantity and the total sale quantity for each area is equal to the sum of the total transmission amount flowing in and out of the area via the link line,
The trading volume does not exceed the amount of each order,
The transmission amount of the AC interconnection line must not exceed its capacity,
The amount of power transmitted by the DC interconnection facility is one of the possible power transmission amounts,
As a constraint,
The calculation means obtains a transaction amount, a transaction price, and an interconnection transmission amount of a power transaction by solving a combinatorial optimization problem based on the objective function and the constraint condition. Processing method.   2. The power transaction contract processing method according to claim 1, wherein the processing for solving the combination optimization problem by the calculating means includes processing by a branch and bound method.   The objective function of the combinatorial optimization problem includes a process of maximizing a value obtained by multiplying a total surplus of trading by trading by a number larger than a total trading order amount and adding a total trading contract quantitative value. Item 3. A method for contract processing of power transactions according to claim 1 or claim 2.   The objective function of the combinatorial optimization problem is obtained by multiplying the total surplus of trading by trading by a number greater than the sum of the maximum values of DC transmission facilities and the absolute value of the transmission amount of DC interconnection facilities. 3. The power transaction contract processing method according to claim 1 or 2, further comprising a process of maximizing the power.   The objective function of the combinatorial optimization problem is obtained by multiplying the total surplus of trading by trading by a number greater than the total trading order quantity and a sum greater than the sum of the maximum values of DC power transmission capacity and the total trading contract quantification. Characterized by the addition of a value multiplied by a number greater than the sum of the maximum transmission capacity of the DC interconnection facility and a process that maximizes the reduction of the absolute value of the transmission amount of the DC interconnection facility. The contract processing method of the electric power transaction of Claim 1 or Claim 2 to do. Based on the execution result calculated by the electric power transaction execution processing method according to any one of claims 1 to 5, the objective function setting means has a partial execution for each divided market. Approximate amount of orders with order price equal to the contract price at which the partial contract is established, with the variable amount of the adjustment amount of the order with the order price equal to the contract price and the adjustment amount of the AC interconnection transmission amount Set an objective function that maximizes the adjustment amount of
The constraint condition setting means is
The difference between the adjusted total purchase amount and the total sale amount for each adjusted area is equal to the difference between the total transmission amount flowing into and out of the adjusted area via the interconnection. thing,
The adjusted contracted quantity does not exceed the sum of the contracted quantities of orders with order prices equal to the contract price at which the partial contract is established, divided by the order quantity of the order;
The adjusted AC interconnection transmission capacity does not exceed its capacity,
As a constraint,
A power transaction contract processing method, wherein the calculation means adjusts a transaction amount by solving a linear programming problem based on the objective function and the constraint condition.   Use either sell order quantity or buy order quantity instead of total trade order quantity, and use either sell contract quantity or buy contract quantity instead of total trade contract quantity. The contract processing method of the electric power transaction of Claim 3 or Claim 5. Using a computer, in a power transaction contract processing device for conducting a power transaction in a power system in which a plurality of areas are connected by an interconnection line by bidding,
In the computer,
Area information storage means for storing the power transmission amount of the connection line;
Linked line free capacity storage means for storing the free capacity of the linked line;
Bidding information storage means for storing the order price and the order quantity of the bid / buy order,
Based on the power transmission amount of the linkage line, the free capacity of the linkage line, the order price and the order quantity of the trading order, the total surplus of trading by the transaction is larger than the total trading order quantity and the power transmission capacity of the DC interconnection facility Multiply by a number greater than the sum of the maximum amount of power, and add this to the total purchase and sale amount multiplied by a number greater than the sum of the maximum values of DC-connected facilities. An objective function setting means for setting an objective function that maximizes a value obtained by subtracting the absolute value;
The difference between the total purchase quantification and total sale quantification for each area is equal to the sum of the total transmission amount flowing in and out of the link line.
The trading volume does not exceed the amount of each order,
The transmission amount of the AC interconnection line must not exceed its capacity,
The amount of power transmitted by the DC interconnection facility is one of the possible power transmission amounts,
A constraint condition setting means for setting as a constraint condition,
Based on the objective function and the constraint condition, by calculating a combination optimization problem, a calculation means for obtaining a transaction amount and a transaction price of an electric power transaction and an interconnection transmission amount,
A contract processing apparatus for power transactions, comprising: In a power transaction contract processing program that causes a computer to conduct power transactions in a power system in which a plurality of areas are connected by interconnection lines,
In the computer,
Memorize the amount of power transmission on the connecting line,
Memorize the free capacity of the connection line,
Memorize the order price and order quantity of the bid order
Based on the power transmission amount of the linkage line, the free capacity of the linkage line, the order price and the order quantity of the trading order, the total surplus of trading by the transaction is larger than the total trading order quantity and the power transmission capacity of the DC interconnection facility Multiply by a number greater than the sum of the maximum amount of power, and add this to the total purchase and sale amount multiplied by a number greater than the sum of the maximum possible transmission amounts of the DC interconnected facilities. Set an objective function that maximizes the absolute value minus
The difference between the total purchase quantification and total sale quantification for each area is equal to the difference between the total transmission amount flowing in and out of the link line.
The trading volume does not exceed the amount of each order,
The transmission amount of the AC interconnection line must not exceed its capacity,
The amount of power transmitted by the DC interconnection facility is one of the possible power transmission amounts,
Is set as a constraint condition,
A transaction processing program for power transactions, wherein a transaction amount, a transaction price, and an interconnection transmission amount of power transactions are obtained by solving a combination optimization problem based on the objective function and the constraint conditions.   A power transaction contract processing simulator device, which simulates an electric power transaction by causing a computer to execute the power transaction contract processing program according to claim 9.

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