JP2021105755A - Power transaction contract calculation device and power transaction contract calculation method - Google Patents

Abstract

To provide a power transaction contract calculation device and a power transaction contract calculation method that can perform appropriate contract calculation.SOLUTION: In a power transaction contract calculation system 1, a power transaction contract calculation device 2 comprises an operation unit 24 that performs contract calculation of a power transaction in which block bidding is executed. The operation unit 24 comprises: a contract calculation execution unit 32 that evaluates the plurality of values including a unit cost for a demand adjustment power of one or more selling bids and a unit cost for the amount of activation adjustment electric power based on buying bid data and selling bid data, and performs contract determination for the one or more selling bids based on the plurality of values; and a contract result settlement unit 33 that settles a contract result based on a result of the contract determination.SELECTED DRAWING: Figure 2

Description

The present disclosure relates to a power transaction contract calculation device and a power transaction contract calculation method.

Various techniques have been proposed as conventional contract calculations for making block bids, which are bids that span a plurality of consecutive basic time zones. For example, a combination optimization calculation method in which block bids are divided into units of basic time zones and matching is performed, and if matching cannot be performed in some of the basic time zones of block bids, matching is performed again by changing the conditions. Has been proposed (for example, Patent Document 1).

In addition, for block bids that have failed to match sell bids and buy bids in the real-time method, a method has been proposed to increase contract opportunities by shifting to negotiation-type transactions or by matching again (). For example, Patent Document 2).

Japanese Unexamined Patent Publication No. 2004-229363 Japanese Unexamined Patent Publication No. 2005-0253333

In the supply and demand adjustment market, a bid is made by presenting a plurality of values such as a desired unit price of supply and demand adjustment power (ΔkW unit price) and a desired unit price of activation adjustment electric energy (kWh unit price). Then, the buy bidder pays the sell bidder the total of the cost for procuring the supply and demand adjustment power (ΔkW cost) and the cost for operating the activation adjustment electric energy (kWh cost). However, a contract calculation method that considers multiple values has not been established.

In addition, block bidding is expected to be possible in the supply and demand adjustment market. In order to reduce the cost paid by the buy bidder, it is necessary to execute a combination of multiple sell bids so that the cost is reduced while securing the required amount at each time. However, in the conventional contract calculation method for matching as described above, it is considered that problems such as a long calculation time and a case where an optimum solution cannot be obtained may occur.

Therefore, the present disclosure has been made in consideration of the above-mentioned problems, and an object of the present disclosure is to provide a technique capable of performing an appropriate contract calculation.

The electric power transaction contract calculation device according to the present disclosure includes a calculation unit that performs a contract calculation of a power transaction in which a block bid, which is a sell bid over a plurality of consecutive basic time zones, is carried out, and the calculation unit is a buy bid. A bid data aggregation unit that aggregates data and sell bid data, and a unit price and activation adjustment power for supply and demand adjustment of one or more sell bids based on the buy bid data and the sell bid data aggregated by the bid data aggregation unit. A contract calculation execution unit that evaluates a plurality of values including a unit price of a quantity and determines a contract for one or more sell bids based on the plurality of values, and a result of the contract judgment performed by the contract calculation execution unit. It is provided with a contract result determination unit that determines the contract result based on the contract result.

According to the present disclosure, in an electric power transaction in which a block bid is carried out, a plurality of values of one or more sell bids are evaluated, a contract judgment is made based on the values, and a contract result is determined based on the result of the contract judgment. do. According to such a configuration, an appropriate contract calculation can be performed.

It is a figure which shows the example of the buy bid data of a power transmission and distribution business operator and the sell bid data of a power supply provider in a supply and demand adjustment market. It is a block diagram which shows an example of the structure of the electric power transaction contract calculation system which concerns on Embodiment 1. FIG. It is a flowchart which shows the operation of the electric power transaction contract calculation system which concerns on Embodiment 1. It is a figure for demonstrating operation of the electric power transaction contract calculation system which concerns on Embodiment 1. FIG. It is a flowchart which shows the operation of the electric power transaction contract calculation system which concerns on Embodiment 4. It is a block diagram which shows an example of the structure of the electric power transaction contract calculation system which concerns on Embodiment 5.

The electric power transaction contract calculation device according to the embodiment will be described in detail below with reference to the drawings. The present disclosure is not limited to the following embodiments.

<Embodiment 1>
With the increase in renewable energy such as solar power generation and wind power generation, there is concern that the supply and demand adjustment capacity will be insufficient in the future. In Japan today, power transmission and distribution companies are procuring supply and demand adjustment capabilities through open recruitment, but a supply and demand adjustment market is scheduled to open in 2021 with the aim of streamlining the securing of supply and demand adjustment capabilities. The supply and demand adjustment market is a market that trades supply and demand adjustment power for the stable supply of electric power, and the power transmission and distribution company buys and bids the amount of supply and demand adjustment power [ΔkW] required, and provides the supply and demand adjustment power to it. The amount of supply and demand adjustment power that can be provided [ΔkW], the desired unit price of supply and demand adjustment power (ΔkW unit price) [yen / ΔkW], and the amount of supply and demand adjustment power actually activated by the business operator (adjustment power supply business operator) It is expected to become a market for selling and bidding by presenting the desired unit price (kWh unit price) [yen / kWh] of the activation adjustment electric energy) [kWh]. The coordinating power provider is, for example, a power generation company, a VPP (Virtual Power Plant) company, a retail electric power company, or the like.

The power transmission and distribution business operator tells the adjustment power provider the total of the cost for procuring the supply and demand adjustment power [ΔkW] (ΔkW cost) and the cost for operating the activation adjustment power amount [kWh] (kWh cost). It will be paid through the supply and demand adjustment market. If the total amount of supply and demand adjustment power that the power transmission and distribution company sells and bids is greater than the required amount of supply and demand adjustment power that the power transmission and distribution business operator buys and bids, the power transmission and distribution business operator will increase profits. It is necessary to decide the winning bidder so that the payment will be as small as possible by some contract logic.

In order to reduce the cost paid by the power transmission and distribution business operator, it is necessary to perform the contract calculation in consideration of multiple different values such as the ΔkW unit price and the kWh unit price. Since it is unknown, the kWh cost is not fixed. Therefore, in the first embodiment, the magnitude of the activation adjustment power amount is set by making some assumptions or making a prediction based on the past activation adjustment power amount and the like.

FIG. 1 is a diagram showing an example of buy bid data of a power transmission and distribution business operator and sell bid data of a power transmission and distribution business operator in a supply and demand adjustment market. In the block bidding with dot hatching in FIG. 1, it is not possible to divide the available amount or the desired selling unit price into units of the basic time zone (30 minutes in FIG. 1) and trade for each basic time zone. For example, in FIG. 1, the first selling bidder sets the amount that can be offered for one hour from 1:00 to 2:00 in the basic time zone from 1:00 to 1:30 and from 1:30 to 2:00. It is shown that it is presented in a block bid that cannot be traded separately from the basic time zone up to. In the following description, the basic time zone may be referred to as a time or a time zone.

In order to reduce the cost paid by the power transmission and distribution business operator while securing the required amount of supply and demand adjustment ability, it is necessary to perform the combination optimization calculation. However, when block bidding is included and the number of bidders increases and the number of combinations increases, in addition to the difficulty of considering multiple different values mentioned above, the optimization calculation becomes complicated and the execution calculation takes a long time. Or the optimum solution may not be obtained. Therefore, the electric power transaction contract calculation device according to the first embodiment evaluates a plurality of different values such as a ΔkW unit price and a kWh unit price without decomposing the block bid by the unit of the basic time zone, and based on the plurality of values. A heuristic method of making a contract judgment is used. According to such a configuration, it is possible to smoothly close a transaction in the supply and demand adjustment market by the contract logic based on the result of the contract determination. In the following, as a heuristic method, multiple different values such as ΔkW unit price and kWh unit price are evaluated without decomposing the block bid by the unit of the basic time zone, and the quasi-optimal solution (provisional solution close to the optimum) is accelerated. An example using the obtained Greedy Heuristic will be described, but the present invention is not limited to this.

FIG. 2 shows an example of the configuration of the electric power transaction contract calculation system according to the first embodiment. As shown in FIG. 2, the electric power transaction contract calculation system 1 includes an electric power transaction contract calculation device 2, a communication network 3, a plurality of buy bidder terminal devices 4, and a plurality of sell bidder terminal devices 5. ing.

The buying bidder terminal device 4 is an information terminal device such as a personal computer provided in the office or the like of a power transmission and distribution business operator who is a buying bidder in the supply and demand adjustment market. The selling bidder terminal device 5 is an information terminal device such as a personal computer provided in the office or the like of the adjusting power provider who is a selling bidder in the supply and demand adjustment market. The buy bidder terminal device 4 and the sell bidder terminal device 5 can perform data communication with the power transaction contract calculation device 2 via a communication network 3 such as an optical line or a LAN (Local Area Network).

The electric power transaction contract calculation device 2 is a device including an interface unit 21, a storage unit 22, a communication unit 23, and a calculation unit 24, and is an office such as a representative of a power transmission and distribution business operator that operates a supply and demand adjustment market. It is an information terminal device such as a server provided in the above. The communication unit 23 can perform data communication with the buy bidder terminal device 4 and the sell bidder terminal device 5 via the communication network 3, and is provided with a communication function provided in a switching hub, a router, a personal computer, or a server. It is composed.

The interface unit 21 includes an input unit 21a and an output unit 21b. The input unit 21a is configured so that the operator of the supply and demand adjustment market can input data necessary for transactions by using a keyboard or a mouse. The output unit 21b is configured to be able to output information on a buy bid, information on a sell bid, and information on a successful bid in a transaction to a display device or the like.

The storage unit 22 relates to information on buy bids (buy bid data) acquired by the communication unit 23 via the communication network 3, information on sell bids (sell bid data), and successful bids obtained by the calculation unit 24. It is composed of a storage device such as a hard disk that stores information (contract result data) and the like. The buy bid data includes, for example, the required amount of supply and demand adjustment power [ΔkW] and the required time zone of supply and demand adjustment power. The sell bid data includes, for example, the supplyable amount of supply and demand adjustment power [ΔkW], the supply and demand adjustment power available time zone (delivery time), the desired selling unit price of supply and demand adjustment power [yen / ΔkW], and the activation adjustment power. Includes the desired selling unit price [yen / kWh] for the quantity. The contract result data includes, for example, a combination of successful bids, a quantitative amount of supply and demand adjustment [ΔkW], and a contract price [yen / ΔkW, yen / kWh].

The calculation unit 24 performs a contract calculation of an electric power transaction in which a block bid, which is a sell bid over a plurality of consecutive basic time zones, is carried out. The calculation unit 24 includes a bid data aggregation unit 31, a contract calculation execution unit 32, and a contract result determination unit 33, and is composed of a calculation processing device including a CPU (Central Processing Unit), a memory, and the like.

The bid data aggregation unit 31 aggregates the buy bid data from the power transmission and distribution business operator obtained via the communication unit 23 and the like, and the sell bid data from the adjustment power provider.

The contract calculation execution unit 32 includes a value evaluation unit 32a and a contract determination unit 32b. The value evaluation unit 32a evaluates a plurality of values including both the ΔkW unit price and the kWh unit price for each sell bid aggregated by the bid data aggregation unit 31. The contract determination unit 32b makes a contract determination for each sell bid based on a plurality of values evaluated by the value evaluation unit 32a.

Therefore, the contract calculation execution unit 32 sets the ΔkW unit price of the supply / demand adjustment ability of one or more sell bids and the kWh unit price of the activation adjustment electric energy based on the buy bid data and the sell bid data aggregated by the bid data aggregation unit 31. Evaluate a plurality of values including, and make a contract judgment of one or more sell bids based on the plurality of values. In the first embodiment, the contract calculation execution unit 32 is an arithmetic processing unit that selects a successful bidder (combination of a plurality of sell bids) from the sell bid data by using a heuristic method such as Greedy Heuristic. As a result, it is possible to reduce the total of the ΔkW cost and the kWh cost while securing the required amount of the supply and demand adjustment ability of the buy bid data aggregated by the bid data aggregation unit 31.

The contract result determination unit 33 determines the contract result based on the result of the contract determination performed by the contract calculation execution unit 32. In the first embodiment, the contract result determination unit 33 is an arithmetic processing unit that determines the calculation result by the contract calculation execution unit 32 as the contract result. The contract result confirmation unit 33 stores the confirmed contract result as contract result data in the storage unit 22, and also stores the contract result in the buy bidder terminal device 4 and the sell bidder terminal device 5 via the communication unit 23 and the communication network 3. Send data.

<Operation>
FIG. 3 is a flowchart showing the operation of the electric power transaction contract calculation system 1 according to the first embodiment. Next, this operation will be described with reference to FIG.

For each product in the supply and demand adjustment market (products are prepared separately for the response time after the supply and demand adjustment power is activated and the duration of supply of the supply and demand adjustment power), and for each delivery date and time, a predetermined date and time When it becomes, the transaction is started. When the transaction is started, first, in step S1, the power transmission and distribution business operator buys and bids the amount of supply and demand adjustment power required by using the buy bidder terminal device 4, and the power transmission and distribution business operator bids for sell. The person terminal device 5 is used to sell and bid the supplyable amount of supply and demand adjustment power, the desired ΔkW unit price, and the desired kWh unit price. As a result, buy bids and sell bids are accepted.

In step S2, when the transaction on the predetermined date and time is completed for each product having the supply and demand adjustment ability and for each delivery date and time, the bid data aggregation unit 31 collects the buy bid data and the sell bid data in each basic time zone. It is stored in the storage unit 22 and aggregated.

In steps S3 to S6, the contract calculation execution unit 32 uses Greedy Heuristic to select the winning bidder so that the cost paid by the buying bidder is as small as possible while securing the required amount for each basic time zone. The winning bidder here corresponds to a combination of a plurality of selling bids. Hereinafter, steps S3 to S6 will be described in detail.

In step S3, the value evaluation unit 32a evaluates the value of each sell bid in consideration of both the ΔkW unit price and the kWh unit price. At this time, the value evaluation unit 32a evaluates a plurality of values without decomposing the block bid by the unit of the basic time zone.

In step S4, the contract determination unit 32b makes a contract determination for each sell bid based on the plurality of values evaluated in step S3.

In step S5, the execution calculation execution unit 32 updates the remaining required amount of the buy bid by subtracting the amount of the supply and demand adjusting power determined to be executed in step 3.

In step S6, the contract calculation execution unit 32 determines whether or not the required amount of the buy bid can be secured at all times (basic time zone) (whether or not the remaining required amount becomes 0 or less). If it is determined that there is a time that has not been secured yet, the process returns to step S3. As a result, the operations from step S3 to step S6 are repeated until the required amount of the buy bid can be secured at all times. If it is determined that the required amount of the buy bid has been secured at all times, the process proceeds to step S7.

In step S7, the contract result determination unit 33 determines the result of the contract determination up to this point as the contract result.

In step S8, the contract result confirmation unit 33 stores the confirmed contract result data (reduction amount for each time, successful bid data) in the storage unit 22. Further, the contract result determination unit 33 transmits the contract result data to the buy bidder terminal device 4 and the sell bidder terminal device 5 via the communication unit 23 and the communication network 3. However, the information of other successful bidders is excluded from the contract result data transmitted to the selling bidder terminal device 5.

Next, the Greedy Heuristic used in steps S3 to S6 will be described. Greedy Heuristic is a method that can obtain a quasi-optimal solution at high speed in the Weighted Multiple Set Covering Problem, which is one of the combination optimization problems, and the algorithm is expressed below.

Here, each variable and constant are defined as follows.
M: Set {1, 2, ..., m}
M _j : The jth of n subsets for M (the following equation (1) holds)
α _j : Positive constant (weight of _{M j)}
y ^* : n-term set of variables (y ^* ₁ , ..., y ^* _n )
t: Positive constant of n-term set (t ₁ , ..., t _n )

<Step 0'>
^{The contract calculation execution unit 32 sets y *} _j = 0 for all j (1, ..., n).

<Step 1'>
If it is _t i = 0 for all i, contract calculation execution unit 32 determines that the solution of ^{y *} at that time. In other cases, the contract calculation execution unit 32 sets as in the following equation (2) and the following equation (3). Note that argmax in the following equation (2) is a function for finding the index j that maximizes the value in parentheses of the function.

<Step 2'>
The contract calculation execution unit 32 sets y ^* _k = y ^* _k + t ^* . Commitments calculation execution unit 32, for all i, the I∈M _k, is set as t _{i =} t _i -t ^*. Commitments calculation execution unit _32, when there is i to be _t i = 0, except for i from _{M j} for all j. After step 2', the process returns to step 1'.

The contract calculation execution unit 32 according to the first embodiment applies the algorithm of steps 0'to 2'to both the ΔkW unit price and the kWh unit price for the supply and demand adjustment market including the block bid, as in steps 0 to 2 below. It is applied to the contract calculation considering. That is, the contract calculation execution unit 32 treats a plurality of value evaluations and contract determinations as a multiple set cover problem.

Here, each variable and constant are defined as follows.
T: Set {1, 2, ..., m} (transaction target time)
T _j : The jth of n subsets for T (the available time zone for the sell bid j (the available time), and the following equation (4) holds)
p _j : Positive constant (ΔkW unit price of selling bid j [yen / ΔkW])
q _j : Positive constant (kWh unit price of sell bid j [yen / kWh])
c _j : Non-negative constant of m term set (c _{j, 1} , ..., c _{j, m} ) (Amount available for sale at time 1 to m of sell bid j [ΔkW])
d: Non-negative variable of m term set (d 1, ..., dm) (required amount [ΔkW] at time _{1 to m of buy bid))}
d': Non-negative constant of m term set (d'1, ..., d' _m ) (remaining required amount at buy bid time _{1 to m [ΔkW])}
D: Non-negative variable of m term set (D 1, ..., D _m ) (predicted value of activation adjustment electric energy [kWh] at time _{1 to m)}
x ^* : N-term set of binary variables (x ^* ₁ , ..., x ^* _n ) (whether or not sell bids 1 to n are selected)
L: Non-negative variable of m term set (L 1, ..., L _m ) (contracted supply and demand adjustment force [ΔkW] at time _{1 to m)}

<Step 0>
^{The contract calculation execution unit 32 sets x *} _j = 0 for all j (1, ..., n). Commitments calculation execution unit 32, all the t (1, ..., m) _for, set the _{L t = 0, d 't} = d t. _{The contract calculation execution unit 32 sets T'j, t} = T _{j, t} for all j (1, ..., n) and all t (1, ..., m).

<Step 1>
_{When d't} ≤ 0 for all t, the contract calculation execution unit 32 ^{determines x *} and L at that time as solutions. In other cases, the contract calculation execution unit 32 sets as in the following equation (5) and sets x ^* _k = 1. Note that argmin in the following equation (5) is a function for finding the index j that minimizes the value in parentheses of the function.

<Step 2>
Commitments calculation execution unit 32, for all t for the T∈T _k, is set as _{L t = L t + c k} . Commitments calculation execution unit 32, 'for all t for the _k, d' _t∈T set as _t = d _'t -c _k. Commitments calculation execution unit 32, 'when there is t to be _t ≦ 0, for all j T' d except t from _j. After step 2, the process returns to step 1.

<Example of contract calculation>
An example of contract calculation using this algorithm will be described. The required amount of buy bid data, the available time (available time zone) time zone of the sell bid data, the unit price, the available amount of supply, and the predicted value of the activation adjustment electric energy are as shown in FIG. In the example of FIG. 4, D = {1.5,1.5,1,2,1,2}, d = {4,3,2,5,3,4}, p = {2,6,4 , 3,5}, c = {2,3,2,2,4}, q = {6,10,8,7,9}. p ₁ ~p _5, i.e. first to fifth sell bid is a block bid. The unit of the basic time zone is, for example, 30 minutes, but the unit is not limited to this and does not have to be constant. Hereinafter, a part of the equation (5) will be described _{as ρ j as in the following equation (6).}

<Step 0 of the first round>
The value evaluation unit 32a has x ^* = {0,0,0,0,0}, L = {0,0,0,0,0,0}, d'= {4,3,2,5,3 , 4}. Valuation unit _{32a, T '1 = {2,3,4}} , T' 2 = {3,4,5,6}, T '3 = {1,2,3,4}, T' 4 = {1,2}, it is set to T _'5 = {4,5,6}.

<Step 1 of the first round>
The value evaluation unit 32a evaluates a plurality of values including the unit price of the supply and demand adjusting power of the selling bid and the unit price of the activation adjustment electric energy by obtaining _{ρ 1 to ρ 5 as follows.}
ρ ₁ = 2 × 6/6 + 4.5 / 10 × 6 × 4.5 / 4.5 = 4.7
ρ ₂ = 6 × 12/11 + 6/14 × 10 × 6/6 = 10.83
ρ ₃ = 4 × 8/8 + 6/14 × 8 × 6/6 = 7.43
ρ ₄ = 3 × 4/4 + 3/4 × 7 × 7 × 3/3 = 6
ρ ₅ = 5 × 12/11 + 5/12 × 9 × 5/5 = 9.20

For example, one item of _{ρ 2 is p 2} × (c ₂ + c ₂ + c ₂ + c ₂ ) / (min (d' ₃ , c ₂ ) + min (d' ₄ , c ₂ ) + min (d' ₅ , c _2). ) + Min (d' ₆ , c ₂ )). For example, the two items of _{ρ 2 are (D 3} + D ₄ + D ₅ + D ₆ ) / (d ₃ + d ₄ + d ₅ + d ₆ ) × q ₂ × (D ₃ + D ₄ + D ₅ + D ₆ ) / (D ₃ + D _4). It corresponds to + D ₅ + D _6).

The contract determination unit 32b makes a contract determination. In this example, since ρ _j is the minimum when j = 1, the contract determination unit 32b sets k = 1 ^{and updates x *} = {1,0,0,0,0}. It is this time T _'1 = _{2,3,4}, is _c 1 = 2.

<Step 2 of the first round>
Since T ₁ = {2, 3, 4} and c ₁ = 2, the execution calculation execution unit 32 adds 2 to _{L 2} , L ₃ , and L _{4 , and d'2} , d' ₃ , d. ' _{By subtracting 2 from 4} to update the remaining required amount. As a result, L ₂ = 0 + 2 = 2, L ₃ = 0 + 2 = 2, L ₄ = 0 + 2 = 2, and L = {0,2,2,2,0,0}. Further, d' ₂ = 3-2 = 1, d' ₃ = 2-2 = 0, d' ₄ = 5-2 = 3, and d'= {4,1,0,3,3,4}. Will be updated.

'Since a ₃ ≦ 0, contractual calculation execution unit 32 is T' d by removing 3 to _{j, T '2 = {4,5,6} }, T' 3 = {1,2,4}, T is updated with _{'4 = {1,2}, T} ' 5 = {4,5,6}.

<Step 1 of the second round>
The value evaluation unit 32a evaluates a plurality of values including the unit price of the supply and demand adjustment power of the sell bid and the unit price of the activation adjustment electric energy by obtaining _{ρ 2 to ρ 5 as follows.} By updating the remaining required amount in the previous step 2, the value of the wasted period is taken into consideration, and the values of the remaining sell bids, ρ _{2 to ρ 5,} are estimated appropriately.
ρ ₂ = 6 × 12/9 + 6/12 × 10 × 6/5 = 14
ρ ₃ = 4 × 8/6 + 6/12 × 8 × 6/5 = 10.13
ρ ₄ = 3 × 4/4 + 3/4 × 7 × 7 × 3/3 = 6
ρ ₅ = 5 × 12/11 + 5/12 × 9 × 5/5 = 9.20

For example, one item of _{ρ 2 is p 2} × (c ₂ + c ₂ + c ₂ + c ₂ ) / (min (d' ₄ , c ₂ ) + min (d' ₅ , c ₂ ) + min (d' ₆ , c _2). )) Is supported. For example, the two items of _{ρ 2 are (D 4} + D ₅ + D ₆ ) / (d ₄ + d ₅ + d ₆ ) × q ₂ × (D ₃ + D ₄ + D ₅ + D ₆ ) / (D ₄ + D ₅ + D ₆ ). It corresponds.

The contract determination unit 32b makes a contract determination. In this example, since ρ _j is the minimum when j = 4, the contract determination unit 32b sets k = 4 ^{and updates x *} = {1,0,0,1,0}. It is this time T _'4 = _{1,2}, is _c 4 = 2.

<Step 2 of the second round>
Since T ₄ = {1, 2} and c ₄ = 2, the contract calculation execution unit 32 adds _{2 to L 1} and L 2 and subtracts _{2 from d'1} and d'2. Update the remaining required amount. As a result, L ₁ = 0 + 2 = 2, L ₂ = 2 + 2 = 4, and L = {2,4,2,2,0,0} is updated. Further, d' ₁ = 4-2 = 2, d' ₂ = 1-2 = -1, and d'= {2, -1, 0, 3, 3, 4} is updated.

'Since a ₂ ≦ 0, contractual calculation execution unit 32 is T' d by removing from 2 _{j, T '2 = {4,5,6} }, T' 3 = {1,4}, T ' _{It is updated as 5} = {4,5,6}.

<Step 1 of the 3rd round>
The value evaluation unit 32a evaluates a plurality of values including the unit price of the supply and demand adjusting power of the selling bid and the unit price of the activation adjustment electric energy by _{obtaining ρ 2} , ρ ₃ , and ρ _{5 as follows.}
ρ ₂ = 6 × 12/9 + 6/12 × 10 × 6/5 = 14
ρ ₃ = 4 × 8/4 + 6/9 × 8 × 6 / 3.5 = 17.14
ρ ₅ = 5 × 12/11 + 5/12 × 9 × 5/5 = 9.20

The contract determination unit 32b makes a contract determination. In this example, since ρ _j is the minimum when j = 5, the contract determination unit 32b sets k = 5 ^{and updates x *} = {1,0,0,1,1}. It is this time T _'5 = _{4,5,6}, is _c 5 = 4.

<Step 2 of the 3rd round>
Since T ₅ = {4,5,6} and c ₅ = 4, the execution calculation execution unit 32 adds 4 to _{L 4} , L ₅ , and L _{6 , and d'4} , d' ₅ , d. ' _{By subtracting 4 from 6} to update the remaining required amount. As a result, L ₄ = 2 + 4 = 6, L ₅ = 0 + 4 = 4, L ₆ = 0 + 4 = 4, and L = {2,4,2,6,4,4} is updated. Further, d' ₄ = 3-4 = -1, d' ₅ = 3-4 = -1, d' ₆ = 4-4 = 0, and d'= {2, -1, 0, -1,- Updated as 1,0}.

'Because became ₆ ≦ 0, contractual calculation execution unit 32 is _{T' d '4 ≦ 0,} d' 5 ≦ 0, d by removing 4,5,6 from _{j, T '2 = φ,} T' _{It is updated as 3} = {1}.

<Step 1 of the 4th round>
The value evaluation unit 32a evaluates a plurality of values including the unit price of the supply and demand adjustment power of the sell bid and the unit price of the activation adjustment electric energy by _{obtaining ρ 2} and ρ _{3 as follows.}
ρ ₂ = 6 × 12/0 + 6/0 × 10 × 6/0 = ∞
ρ ₃ = 4 × 8/2 + 6/4 × 8 × 6 / 1.5 = 64

The contract determination unit 32b makes a contract determination. In this example, since ρ _j is the minimum when j = 3, the contract determination unit 32b sets k = 3 ^{and updates x *} = {1,0,1,1,1}. It is this time T _'3 = _{1}, is _c 3 = 2.

<Step 2 of the 4th round>
Since T _{3 = {1, 2, 3} , 4} and c 3 = 2, the contract calculation execution unit 32 adds 2 to _{L 1} , L ₂ , L ₃ , and L _{4 , and d'1} , The remaining required amount is updated by subtracting 2 from _d'1 which is not 0 or less among _d'2 , d' ₃ , and d' _4. As a result, L ₁ = 2 + 2 = 4, L ₂ = 4 + 2 = 6, L ₃ = 2 + 2 = 4L ₄ = 6 + 2 = 8, and L = {4,6,4,8,4,4} is updated. Further, d' ₁ = 2-2 = 0, and d'= {0, -1, 0, -1, -1, 0} is updated.

<Step 1 of the 5th round>
_{Since d't} ≤ 0 for all t, the contract calculation execution unit 32 has x ^* = {1,0,1,1,1}, L = {4,6,4,8, at that time. 4,4} is determined to be the solution. After that, the contract result determination unit 33 determines the determined result as the contract result. That is, the contract result determination unit 33 determines the contract result of winning the first sell bid, the third sell bid, the fourth sell bid, and the fifth sell bid.

In the above, the case of "up adjustment power" (adjustment power to cope with the shortage of supply amount) was explained, but in the supply and demand adjustment market, "down adjustment power" (to cope with the surplus of supply amount). Coordinating power) is also expected to be the target of transactions. In the transaction of downward adjustment power, the power transmission and distribution business operator pays the adjustment power supply business operator for the procurement of supply and demand adjustment power [ΔkW] in the same way as the upward adjustment power, but the activation adjustment power amount [kWh] is transmitted. The power distribution company will receive the cost from the coordinating power provider. Since the cost for the activation adjustment electric energy [kWh] is the product of the kWh unit price [yen / kWh] and the magnitude of the activation adjustment electric energy [kWh], it is contracted as a sell bid with a high kWh unit price for the power transmission and distribution business operator. Is desirable. Based on the above, by changing the above procedure as follows, it is possible to cope with the lowering adjustment force. The differences between the raising adjustment force and the lowering adjustment force are as follows.
C: Non-positive variable of m term set (C 1, ..., C _m ) (Activation adjustment electric energy [kWh] (predicted value) at time _{1 to m)}

<Step 1>
_{When d't} ≤ 0 for all t, the contract calculation execution unit 32 ^{determines x *} and L at that time as solutions. In other cases, the contract calculation execution unit 32 sets as in the following equation (7) and sets x ^* _k = 1.

<Summary of Embodiment 1>
Based on the configuration and processing flow according to the first embodiment as described above, for one or more sell bids, a plurality of values including the unit price of the supply and demand adjustment power and the unit price of the activation adjustment power amount are evaluated, and the plurality of values are evaluated. The contract is determined based on the result of the contract, and the result of the contract is determined based on the result of the contract. In this way, it is possible to increase the speed of contract calculation that achieves both securing the required amount of supply and demand adjustment ability and suppressing procurement costs, and it is possible to perform appropriate contract calculation.

<Embodiment 2>
The cost (ΔkW cost) for the procurement of the supply and demand adjusting power [ΔkW] paid by the power transmission and distribution business operator is determined by the sum of products of the ΔkW unit price [yen / ΔkW] at each time and the deliverable amount [ΔkW]. Similarly, the cost (kWh cost) for the operation of the activation adjustment electric energy [kWh] is determined by the sum of products of the kWh unit price [yen / kWh] and the activation adjustment electric energy [kWh] at each time. Regarding the ΔkW unit price and kWh unit price used for cost calculation at the time of settlement, the supply and demand adjustment market to be opened in 2021 is expected to adopt the multi-price auction method as the pricing method for the time being, but in the future it will be single. Adopting a price auction method is also being considered. The detailed pricing method when the single price auction method is adopted is unknown. However, as a method that may be adopted, the highest price for each time of the desired unit price of the contracted sell bid is calculated and set as the contract price, and the contract price is applied to the settlement of all the contracted sell bids at that time. The method etc. can be considered.

In the second embodiment, the contract result determination unit 33 determines the ΔkW unit price and the kWh unit price used for cost calculation at the time of settlement, and calculates the settlement price. In the case of the multi-price auction method, the contract result determination unit 33 uses the desired ΔkW unit price of each sell bid selected as the winning bidder by the contract calculation execution unit 32 as the contract price as it is as in the following equation (8). Calculate the ΔkW cost. In the case of the single price auction method, first, the contract result determination unit 33 sets the time (basic time) based on the ΔkW unit price of each sell bid (contracted sell bid) selected as the winning bidder by the contract calculation execution unit 32. Find a single contract price for each band). For example, the contract result determination unit 33 obtains the maximum desired ΔkW unit price at each time as a single contract price at each time as in the following equation (9). Then, the contract result determination unit 33 applies the single contract price at each time to all the contracted sell bids at that time to calculate the ΔkW cost as in the following equation (10).

Similar to the calculation of the ΔkW cost, the contract result determination unit 33 calculates the kWh cost using the following equation (11) in the case of the multi-price auction method, and the following equations (12) and (12) in the case of the single price auction method. The kWh cost is calculated using 13).

The definitions of variables and constants in equations (8) to (13) are as follows.
cost_kW _multi : ΔkW cost in multi-price auction method [yen]
cost_kW _single : ΔkW cost in the single price auction method [yen]
cost_kWh _multi : kWh cost in multi-price auction method [yen]
cost_kWh _single : kWh cost in the single price auction method [yen]
j: Contracted sell bid number (1, ..., n')
p _j : Desired bid ΔkW unit price [yen / ΔkW] for contracted sell bid j
q _j : Desired kWh unit price of contracted sell bid j [yen / kWh]
c _{j, t} : Amount of supply and demand adjustment power available at time t of the contracted sell bid j [ΔkW]
D _{j, t} : Predicted value of the activation adjustment electric energy [kWh] at time t of the contracted sell bid j (non-negative constant in the case of increase adjustment force, non-positive constant in the case of decrease adjustment force)
T: Set {1, 2, ..., m} (transaction target time)
T _{j: The jth of the} n'subsets for T (the available time zone for the contracted sell bid j, and the formula in which n is replaced with n'in formula (4) holds)

<Summary of Embodiment 2>
According to the configuration according to the second embodiment as described above, it is possible to perform appropriate contract calculation for the multi-price auction method and the single-price auction method.

<Embodiment 3>
When the single price auction method is adopted, the optimum contract result (contract result at which the settlement price is minimized) is not always obtained in the first and second embodiments. In the third embodiment, by changing the procedure of the first embodiment as follows, it is possible to further suppress the settlement price when applied to the single price auction method.

Here, each variable and constant are defined as follows.
T: Set {1, 2, ..., m} (transaction target time)
T _j : The jth of n subsets for T (the available time zone for the sell bid j, and equation (4) holds)
p _j : Positive constant (ΔkW unit price of selling bid j [yen / ΔkW])
q _j : Positive constant (kWh unit price of sell bid j [yen / kWh])
c _j : Non-negative constant of m term set (c _{j, 1} , ..., c _{j, m} ) (Amount available for sale at time 1 to m of sell bid j [ΔkW])
d: Non-negative constant of m term set (d 1, ..., dm) (required amount at buy bid time _{1 to m [ΔkW])}
d': Non-negative constant of m term set (d'1, ..., d' _m ) (remaining required amount at buy bid time _{1 to m [ΔkW])}
D: Non-negative variable of m term set (D 1, ..., D _m ) (predicted value of activation adjustment electric energy [kWh] at time _{1 to m)}
x ^* : N-term set of binary variables (x ^* ₁ , ..., x ^* _n ) (whether or not sell bids 1 to n are selected)
L: Non-negative variable of m term set (L 1, ..., L _m ) (contracted supply and demand adjustment force [ΔkW] at time _{1 to m)}

<Step 0>
^{The contract calculation execution unit 32 sets x *} _j = 0 for all j (1, ..., n). Commitments calculation execution unit 32, all the t (1, ..., m) _for, set the _{L t = 0, d 't} = d t. _{The contract calculation execution unit 32 sets T'j, t} = T _{j, t} for all j (1, ..., n) and all t (1, ..., m).

<Step 1>
_{When d't} ≤ 0 for all t, the contract calculation execution unit 32 ^{determines x *} and L at that time as solutions. In other cases, the execution calculation execution unit 32 sets n'as the number of sell bids executed in the procedure up to this point as in the following equations (14) to (16), and sets x ^* _k = 1. ..

<Step 2>
Commitments calculation execution unit 32, for all t for the T∈T _k, is set as _{L t = L t + c k} . Commitments calculation execution unit 32, 'for all t for the _k, d' _t∈T set as _t = d _'t -c _k. Commitments calculation execution unit 32, 'when there is t to be _t ≦ 0, for all j T' d except t from _j. After step 2, the process returns to step 1.

After performing the contract calculation by the above-mentioned advanced algorithm, the contract result determination unit 33 sets p ⁺ and q ⁺ as the contract price and determines the contract result. As described above, the contract calculation execution unit 32 can evaluate a plurality of values and perform a contract determination by using the total payment cost in consideration of the increase in the contract price when one sales bid is executed. In the above description, the raising adjustment force is assumed, but by changing the above procedure as follows, it is possible to cope with the lowering adjusting force. The differences are as follows.
C: Non-positive constant of m term set (C 1, ..., C _m ) (Activation adjustment electric energy [kWh] (predicted value) at time _{1 to m)}

<Step 1>
_{When d't} ≤ 0 for all t, the contract calculation execution unit 32 ^{determines x *} and L at that time as solutions. In other cases, the contract calculation execution unit 32 is set as in the following equation (17).

<Summary of Embodiment 3>
According to the configuration according to the third embodiment as described above, it is possible to further suppress the settlement price of the contract calculation of the single price auction method.

<Embodiment 4>
In the method in which the contract calculation execution unit 32 evaluates a plurality of values without decomposing the block bid by time and makes a contract judgment based on the plurality of values, a solution can be obtained at high speed, but the obtained solution is optimal. Better solutions may exist because they are close quasi-optimal solutions. Therefore, the calculation unit 24 according to the fourth embodiment improves the result of the contract determination by using a predetermined search method in which the result of the contract determination obtained in the first to third embodiments is the initial solution. This makes it possible to keep the procurement costs paid by the buying bidders lower.

FIG. 5 is a flowchart showing the operation of the electric power transaction contract calculation system 1 according to the fourth embodiment. In the flowchart of FIG. 5, improvement of the contract result by the search method is added as step S9 after step S6 of the flowchart of FIG. Step S9 is performed between step S6 and step S7 by the calculation unit 24.

In step S9, the calculation unit 24 sets the result of the contract determination by the contract calculation execution unit 32 in steps S3 to S6, and eventually the result obtained by the contract calculation, as the initial solution, and improves the solution by the search method. ..

In the next step S7, the contract result determination unit 33 determines the improved solution as the contract result. In step S8, the contract result confirmation unit 33 stores the confirmed contract result data in the storage unit 22, and transmits the confirmed contract result data to the buy bidder and the sell bidder via the communication unit 23 and the communication network 3.

As the above search method, for example, after the contract calculation execution unit 32 performs the contract calculation, the calculation unit 24 searches for the unsuccessful bids that can be replaced with the successful bids. If there is something that can improve the procurement cost while securing the required amount, there is a method of replacing it. At this time, one successful bid may be replaced with two unsuccessful bids, two successful bids may be replaced with one unsuccessful bid, and the like may be allowed. In addition, if the total amount of bids offered for successful bids exceeds the required amount, and if the required amount at each time can be secured even if a certain successful bid bid is excluded, that sell bid is excluded from the contract target. May be allowed to do.

Another example of the above search method is a branch-and-bound method. For example, the arithmetic unit 24 uses a provisional solution obtained by a heuristic method as an initial solution when solving a combination optimization problem formulated as a contract problem by a branch-and-bound method.

<Summary of Embodiment 4>
According to the configuration and processing flow according to the fourth embodiment as described above, the contract result obtained by the contract calculation execution unit 32 is improved, so that the procurement cost paid by the buying bidder can be suppressed to a lower level. It becomes.

<Embodiment 5>
Coordinating power of VPP businesses, etc. Procurement businesses collect the decentralized energy resources (solar power generation, DR (Demand Response), etc.) provided by consumers, etc., to collect the supply and demand adjustment power for selling in the supply and demand adjustment market. It may be procured by This configuration is shown in FIG.

In the fifth embodiment, the buying bidder in the electric power transaction in which the block bidding described in the first to fourth embodiments is carried out is a coordinating power providing business operator such as a VPP business operator. The VPP operator 43 conducts a transaction of the supply and demand adjustment power in order to collect the supply and demand adjustment power to be sold in the supply and demand adjustment market. This transaction is carried out by the supply and demand adjustment power transaction system 44. In this transaction, the VPP operator 43 buys and bids for the amount of supply and demand adjustment power that it wants to procure, and the consumer 45 presents the available amount of supply and demand adjustment power, the desired unit price, and the desired unit price of the activation adjustment power amount. Sell and bid. The supply and demand adjustment power trading system 44 makes a contract by combining a plurality of selling bids so that the procurement cost is reduced while securing the amount desired to be procured by the VPP operator 43.

This transaction is similar to the transaction in which the power transmission and distribution business operator 41 procures the supply and demand adjustment power from the VPP business operator 43 in the supply and demand adjustment market 42. In the fifth embodiment, the first to fourth embodiments are applied to a supply and demand adjustment power trading system when a supply and demand adjustment power supply business operator such as a VPP business operator procures supply and demand adjustment power from a consumer or the like.

<Summary of Embodiment 5>
In the configuration according to the fifth embodiment, the above-described first to fourth embodiments are applied to transactions when a supply and demand adjustment power provider such as a VPP business operator procures a supply and demand adjustment power for sale in the supply and demand adjustment market. .. With such a configuration, it is possible to perform an appropriate contract calculation for the transaction. In addition, this configuration may be applied also in the following Embodiment 6.

<Embodiment 6>
In the method in which the contract calculation execution unit 32 evaluates a plurality of values without decomposing the block bid by time and makes a contract judgment based on the plurality of values, a solution can be obtained at high speed, but the obtained solution is optimal. It is a quasi-optimal solution close to. In this contract calculation, bids with good evaluation values are executed first, so it is more likely that the bid included in the optimal contract result will be selected at the beginning of the contract calculation, and it will be included in the optimal contract result at the end of the contract calculation. It is more likely that a bid that will not be selected will be selected than in the early stages.

On the other hand, when the number of bids is large, if the contract calculation is performed by the combination optimization calculation, the exact optimum solution may be obtained, but the calculation time may be long, or the optimum solution may not be obtained. Therefore, a method for obtaining good contract results at a relatively high speed by fusing the contract calculation for obtaining a solution at high speed and the combination optimization for obtaining an exact optimum solution will be described below.

First, the conditions for selling and bidding remain the same, and the calculation unit 24 sets the required amount [ΔkW] of the supply and demand adjusting power of each product and the activation adjustment power amount [kWh] to the first constant α (for example, α) that is greater than 0 and less than 1. = 0.7) is multiplied. The calculation unit 24 changes the required amount [ΔkW] and the activation adjustment power amount [kWh] of the supply and demand adjustment power of each product after the calculation, and changes the required amount [ΔkW] and the activation adjustment power amount [kWh] of the supply and demand adjustment power of each product. ], And the result of the contract determination performed by the contract calculation execution unit 32 is referred to as the first contract result A. Since the bid included in the first contract result A is considered to have a relatively good evaluation value, it can be included in the strict optimum solution for the required amount of the original supply and demand adjustment power [ΔkW] and the activation adjustment power amount [kWh]. Highly sexual.

Next, while the conditions for selling and bidding remain the same, the calculation unit 24 has a second constant β (for example, β = 1) that is greater than 1 in the required amount [ΔkW] of the supply and demand adjusting power of each product and the activation adjustment power amount [kWh]. .. Multiply 3). The calculation unit 24 changes the required amount [ΔkW] of the supply and demand adjusting power of each product and the activation adjustment power amount [kWh] after the calculation, and changes the required amount [ΔkW] of the supply and demand adjustment power of each product and the activation adjustment power amount [kWh]. ], And the result of the contract determination performed by the contract calculation execution unit 32 is referred to as the second contract result B. Bids that are not included in the second contract result B are considered to have relatively poor evaluation values, and are therefore included in the strict optimal solution for the original supply and demand adjustment power requirement [ΔkW] and activation adjustment power amount [kW]. Most likely not.

Next, the calculation unit 24 determines that the bid included in the first contract result A is executed with respect to the original required amount of supply and demand adjustment power [ΔkW] and the activation adjustment power amount [kWh], and the second It is decided that bids that are not included in the contract result B will not be executed, and bids that are neither of them (bids that are not included in the first contract result A and are included in the second contract result B) will be combined and executed by optimization. do. However, the objective function of the combination optimization is to minimize the total of the cost for procuring the supply and demand adjustment power (ΔkW cost) and the cost for operating the activation adjustment electric energy (kWh cost).

The combination of the contract result obtained by the combination optimization and the first contract result A is used as the contract result for the original required amount of supply and demand adjustment power [ΔkW] and the activation adjustment power amount [kWh]. By doing so, the number of sell bids to be targeted for combination optimization can be reduced, and the calculation time for the combination optimization calculation can be shortened. In addition, it can be expected that the contract result will be a strict optimal solution or close to it.

<Summary of Embodiment 6>
In the configuration according to the sixth embodiment, the contract calculation execution unit 32 determines that the bid with a good evaluation value is executed from the sell bids, and the bid with a bad evaluation value is not executed, and is confirmed. Decide whether to execute by combination optimization for no remaining bids. Therefore, it is possible to shorten the calculation time and keep the procurement cost paid by the buying bidder lower.

It is possible to freely combine each embodiment, and to appropriately modify or omit each embodiment.

1 Electric power transaction contract calculation device, 24 calculation unit, 31 bid data aggregation unit, 32 contract calculation execution unit, 33 contract result confirmation unit, 42 supply and demand adjustment market, 43 VPP operator.

Claims (12)

It is equipped with a calculation unit that calculates the contract of electric power transactions in which block bids, which are sell bids that span multiple basic time zones that are continuous with each other, are carried out.
The calculation unit
A bid data aggregation unit that aggregates buy bid data and sell bid data,
Based on the buy bid data and the sell bid data aggregated by the bid data aggregation unit, a plurality of values including the unit price of the supply / demand adjustment ability of one or more sell bids and the unit price of the activation adjustment power amount are evaluated, and the plurality of values are evaluated. The contract calculation execution unit that determines the contract of one or more sell bids based on the value of
An electric power transaction contract calculation device including a contract result determination unit that determines a contract result based on the result of the contract determination performed by the contract calculation execution unit. The electric power transaction contract calculation device according to claim 1.
The contract calculation execution unit
An electric power transaction contract calculation device that evaluates a plurality of values and makes a contract determination without decomposing the block bid in units of the basic time zone. The electric power transaction contract calculation device according to claim 2.
An electric power transaction execution calculation device that handles the evaluation of a plurality of values and the execution determination as a Weighted Multiple Set Covering Problem. The electric power transaction contract calculation device according to claim 3.
The contract calculation execution unit
A power transaction contract calculation device that evaluates the plurality of values and determines the contract using Greedy Heuristic. The electric power transaction contract calculation device according to any one of claims 1 to 4.
The contract result confirmation unit is
An electric power transaction contract calculation device that calculates the settlement price of a multi-price auction method by using the desired unit price of each sell bid selected as a result of the contract determination performed by the contract calculation execution unit as the contract price. The electric power transaction contract calculation device according to any one of claims 1 to 4.
The contract result confirmation unit is
Based on the desired unit price of each sell bid selected based on the result of the contract determination performed by the contract calculation execution unit, a single contract price is obtained for each basic time zone, and the contract price is used. An electric power transaction contract calculation device that calculates the settlement price of the single price auction method. The electric power transaction contract calculation device according to any one of claims 1 to 4.
The contract calculation execution unit
Electric power transaction in which the plurality of values are evaluated and the contract is determined by using the total payment cost considering the increase in the contract price when one sales bid is executed when the contract is calculated by the single price auction method. Contract calculator. The electric power transaction contract calculation device according to any one of claims 1 to 7.
The calculation unit
An electric power transaction contract calculation device that improves the result of the contract determination by using a predetermined search method in which the result of the contract determination performed by the contract calculation execution unit is used as an initial solution. The electric power transaction contract calculation device according to any one of claims 1 to 8.
The market for conducting the electric power transaction is a supply and demand adjustment market, which is an electric power transaction contract calculation device. The electric power transaction contract calculation device according to any one of claims 1 to 8.
The buying bidder in the electric power transaction is an electric power transaction contract calculation device which is a coordinating power provider. The electric power transaction contract calculation device according to any one of claims 1 to 7.
The calculation unit
The result of the contract determination performed by the contract calculation execution unit is defined as the first contract result by multiplying the required amount of supply and demand adjustment power and the amount of activation adjustment power by the first constant larger than 0 and smaller than 1.
The result of the contract determination performed by the contract calculation execution unit by multiplying the required amount of the supply and demand adjustment force and the activation adjustment power amount by a second constant greater than 1, is used as the second contract result.
Confirm the contract of the sell bid included in the first contract result,
Confirm the non-contract of the sell bid that is not included in the second contract result,
An electric power transaction execution calculation device that determines whether or not to execute by combining sell bids that are neither executed nor unconfirmed. As an operation to calculate the contract of an electric power transaction in which a block bid, which is a sell bid over a plurality of consecutive basic time zones, is carried out
Aggregate buy bid data and sell bid data,
Based on the aggregated buy bid data and the sell bid data, a plurality of values including the unit price of the supply and demand adjustment power of one or more sell bids and the unit price of the activation adjustment electric energy are evaluated, and one based on the plurality of values. After making the above sell bid execution judgment,
An electric power transaction contract calculation method for determining a contract result based on the result of the contract determination.

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