NL2031923B1

NL2031923B1 - Model design and pricing method of regional power capacity market considering cross-regional tie-line constraints

Info

Publication number: NL2031923B1
Application number: NL2031923A
Authority: NL
Inventors: Mu Chenggang; Li Xiaojun; Zhang Haocheng; Ding Tao; Zhang Yiyang; Zhu Chao; He Yuankang; Xu Li; Li Li
Original assignee: Univ Xi An Jiaotong
Priority date: 2022-05-18
Filing date: 2022-05-18
Publication date: 2023-11-27

Abstract

This invention provides model design and pricing method of regional power capacity market considering cross-regional tie-line constraints. The method determines the peak load level in the operation cycle of the capacity market according to the results of the medium-and long-term load forecast of the power grid, it also determines the capacity demand of each area of the whole network according to the reliability requirements of the system. In order to overcome the difﬁculty that the capacity can't be transferred out due to the congestion of cross-regional tie lines in the capacity market, the invention partitions system, and establishes an optimization model of the capacity market, which takes the minimum cost of total capacity as the objective and considers the demand balance of partitioned capacity. Solving the optimization model, in order to obtain the optimal capacity purchase quantity of each partition and the multiplier corresponding to the capacity balance constraint of each partition, which indicates the capacity price of each partition. The method can give the regional capacity price considering the cross-regional capacity constraint, and provide a price signal for the capacity market, guide the power grid investment through market means, thus providing a certain reference for the medium and long-term planning of the power grid.

Description

Model design and pricing method of regional power capacity market considering cross-regional tie-line constraints

TECHNICAL FIELD

This invention relates to model design and pricing method of regional power capacity market considering cross-regional tie-line constraints, particularly considering the establishment of regional capacity market model and the formulation of regional capacity electricity price.

BACKGROUND

Electric power industry is the basic industry of economic and social development.

The fundamental starting point and foothold of electric power market construction is to strengthen the overall planning of electric power and ensure the safe, efficient and reliable operation of electric power. To achieve the above objectives, it is objectively required to design an electric power market with complete system and perfect functions, and establish a corresponding market-oriented trading mechanism. In order to strengthen the overall planning of electric power, it is necessary to encourage power generation enterprises to increase capacity, and maintain appropriate capacity adequacy and ensure long-term reliable supply of electric power. To ensure safe, efficient and reliable operation of electric power, it is necessary to encourage market players to jointly ensure the safe and stable operation of power grid and obtain reasonable returns. Therefore, it is imperative to establish a capacity market model.

At present, the design of capacity market has the following starting points: First, obtaining enough capacity (including the capacity of units and the capacity on the demand side) by market capacity, in order to ensure the reliability of the system. The next one is to give the price signal to realize the requirements of system safety planning, and correctly guide the long-term decommissioning and investment decision of power resources. In the absence of capacity market, units may not be able to recover all costs (including fixed investment and operating costs) only by the income of energy market, especially some peak-shaving units, which may run for less than 100 hours a year. Because the market is highly competitive, the marginal cost price in the energy market can only reflect the marginal operating cost of electricity, but not the fixed investment cost. This completely depends on the shortage price and scarcity price in the energy market to recover the investment. On the other hand, the energy market does not fully reflect the requirements of system safety planning. In the energy market, only the load plus auxiliary services are required, which is much lower than the requirements of reliability planning. Therefore, it is difficult for the energy price to reasonably reflect the requirements of the system reliability planning, which will lead to the capital loss of the unit in the process of cost recovery. The capacity market can just provide a reasonable and relatively stable capital recovery channel.

In recent years, foreign power markets have gradually increased the design rules of capacity market in operation practice, which can better guide the medium-and long- term planning of power grid. The market capacity is mainly determined by the capacity and quotation of each power provider and the total capacity demand of the system.

Usually, taking the economic optimization as the objective function, ignoring the transmission constraints of the network, the clearing capacity and the corresponding capacity price of the whole system can be obtained directly according to the intersection of the supply curve and the demand curve.

However, the existing capacity market only depends on the quotation of each unit, and the settlement is completely based on the economy, while ignoring the constraints of cross-regional tie lines. In the actual operation of the system, because the unit price in some areas may be very low, which will lead to all the units that have won the bid concentrated in the areas with low capacity price, however, it is difficult for other units with high price to win the bid.

In practice, due to the existence of network constraints, the power can not be transferred out, resulting in the phenomenon of "Nest of surplus power". At the same time, the low-priced areas have won more bidding capacity units, which further urges power generation companies to increase capacity investment, while the interest in capacity investment in other low-priced areas decreases, which further leads to the aggravation of "Nest of surplus power". Therefore, it is necessary to consider the power constraints of cross-regional tie lines, establish a regional capacity market model, and at the same time, designing the electricity price mechanism for each region separately, adjusting measures to local conditions, and adopting different capacity electricity prices for investment incentives in different regions, so as to provide some guidance for the design of power capacity market.

SUMMARY

The purpose of this invention is to provide a model design and pricing method of regional power capacity market considering cross-regional tie-line constraints.

In order to realize the above described purpose, this invention provides the following technical solutions:

Step 1: according to the results of medium and long-term load forecasting of the power grid, the peak load level of each power grid partition in the capacity market operation cycle is determined, and the capacity demand of each power grid partition is further determined according to the reliability requirements of the system;

Step 2: taking the minimum total cost of purchasing power generation capacity in the capacity market as the objective function, establishing an optimization model of market clearing of regional capacity which meets the constraints of regional capacity demand, trans-regional tie line transmission capacity and unit capacity;

Step 3: Solving the established optimization model of regional capacity market clearing to obtain the optimal purchase capacity value of each generator set in the capacity market, and solving the Lagrange function corresponding to the optimization model of regional capacity market clearing, in order to obtain the Lagrange multiplier corresponding to the demand constraint of regional capacity, and using this multiplier as the capacity electricity price of each region.

In step 1,

According to the medium and long-term load forecasting results of the actual power grid dispatching automation system, the load peak values of each partition are obtained. Assuming that the system has M partitions, the peak load of each partition can be expressed as D/“, Df D> In order to ensure the reliability of capacity supply, it is necessary to consider the reliability index of the system, so that the system has a certain margin. The reliability margin given by each partition can be defined as the percentage of the margin reserved to ensure the reliability of the system to the peak load of the system, which can be set to /,.A4,,...,4 . Then, the actual capacity demand of each partition can be expressed as:

I= DF (1+h,)/(1- FOR) F, ~ 1, wherein,

I**is the capacity demand of the ith region, FOR is the equivalent power failure rate of the ith region, + is the bilateral contract signed outside the capacity market of theithregion, and I, is the capacity of the demand side response of the ith region.

In the step 2, because the optimization model of capacity market and the clearing method of electricity price are aimed at the optimal economy, that is, the cost of the power generation capacity purchased by the whole network in the capacity operation period reaches the minimum, the specific objective function can be expressed as follows:

Ny min > ap i=l

Wherein, P is the capacity purchase quantity of the I-th generating set, «, is the capacity cost quotation of the I-th generating set per unit Yuan/MW, and N, is the total number of units participating in the capacity market in the whole network.

In the regional capacity market clearing optimization model considering cross- regional tie-line constraints, the constraints that meet the capacity requirements of each region are equality constraints, and the cross-regional tie-line constraints and unit capacity constraints are inequality constraints, which are specifically expressed as follows: 1) Capacity demand balance equation

Ye > P + > >, _ > y = Lr J=12,. . „mn izlie®,; Ism, ISO, ©, wherein, ~/ represents the unit set belonging to the J-th area, y, represents the transmission power of the tie line in the L-th area, In; represents the tie line set with power flowing into the J-th area, and Out; represents the tie line set with power flowing out of the J-th area. Use the above formula to meet the capacity requirements of each partition. 2) Unit capacity constraints

O0<P<P™, =12,... Ng

Wherein, P™* is the maximum active output of the ith generator set. 3) Transmission capacity constraints of inter-regional tie lines — Fm <y, <p, 1,2, ‚NI

In the capacity market, the power of regional tie-line should meet the limit of 5 transmission capacity. Among them, A“ is the limit value of the transmission capacity of tie line L, which can usually be calculated from the available transmission capacity (ATC) of the energy management system of the power grid dispatching center, and Nj is the total number of tie lines in the region.

In step 3, the optimal purchase capacity value of each unit in the capacity market can be obtained by solving the established optimization model. Further solve the corresponding Lagrange function to obtain the Lagrange multiplier corresponding to the equality constraint, and use this multiplier as the capacity electricity price of each district to guide the planning, as follows:

Ng

SZ Zus 4 izlie®, lela, leOuiy . wherein, /,,...,/ is lagrange

N, > Pidy Dan: 4, i=lse®8, (ln, leut, multiplier corresponding to capacity balance equation.

Set

OSP <p": ( Lt Lj ) i. , wherein, ( Li A) (24e, )is the Lagrange

Ve <P: (ua) multiplier corresponding to the unit capacity constraint. Because the inequality constraints are bilateral inequalities, each bilateral inequality corresponds to two multipliers.“-” corresponds to the constraint of “<” Gel SE |F corresponds to ao OSP the constraint of “>"(i.e. ‘)

Set sp SFM (7, 7) = ‚ wherein, (7; ‚7 ) yee (72.73) is Lagrange “FI Sy, SF: (2,74) multiplier for transmission capacity constraints of inter-regional tie lines. Similarly, because the inequality constraints are bilateral inequalities, each bilateral inequality corresponds to two multipliers.“ corresponds to the constraint of “<7, “+” corresponds to the constraint of “>”

Further, the capacity market electricity price of each region is defined as: for each unit

MW capacity increase in region J, the cost of target cost increase is RMB, and its unit is RMB/MW, obtaining: price, = a = 4,

J

Itis not difficult to see that the capacity market electricity price price, of region Jis just equal to the Lagrange multiplier corresponding to the jth equality constraint.

The invention has the advantages that: In the capacity market design, the invention puts forward the design of regional power capacity market model considering cross- regional tie-line constraints and the corresponding pricing method. Wherein, in order to overcome the difficulty that the capacity can't be transferred out in the capacity market due to the congestion of cross-regional tie lines, the system is divided into districts, and an optimization model of capacity market considering the balance of capacity demand in districts is established with the objective of minimizing the total capacity cost, and the regional capacity price considering cross-regional capacity constraints is given, and the capacity of each district is priced separately. The proposed regional capacity electricity price can provide price signals for each region in the capacity market, and guide the investment of power grid through market means, and provide some reference for the medium and long-term planning of power grid.

BRIEF DESCRIPTION OF THE FIGURES

Fig. 1 is a flow chart of the design and pricing method of regional power capacity market model considering cross-regional tie-line constraints;

’

Fig. 2 is a schematic diagram of a test power grid partition in an embodiment of the present invention; In the figure, y1, y2 and y3 respectively represent the transmission power of each tie line.

DETAILED DESCRIPTION OF THE INVENTION

In order to make the purpose, technical scheme and advantages of the present invention clearer, the present invention will be further explained in detail with reference to the drawings and examples. It should be understood that the embodiments described here are only for explaining the present invention, but not for limiting the present invention.

The following example of a multi-area power grid capacity market test will be taken as an example to specifically introduce the invention, but it should be understood that the invention is not limited to this, and it is also applicable to designing regional capacity market and electricity price settlement for other power grids or power operators.

As shown in fig. 1, the design and pricing method of regional power capacity market model considering cross-regional tie-line constraints provided by the present invention includes the following steps:

Step 1: Obtain the original data required by the capacity market from EMS (Energy

Management System), mainly including the topological structure of the example power grid, zoning information, generator data and peak load forecast of each zoning.

In this embodiment, the example power grid is divided into three zones. The zones of the example power grid are shown in Figure 2, the information of EMS required by each zone is shown in Table 1, and the information of each unit participating in the capacity market is shown in Table 2. In addition, there are three communication channels, its transmission capacity is F,""=100MW, E=80MW, H”*=60MW

Table 1 Embodiments of EMS information required by power grid partitions - Demand

Peak load Partition | Partition | Capacity

EEE

Partition Genset i response value rate margin contract capacity /MW FOR 7 FIMW

IMW

Partition 4,5,6, 276.48 0.04 30% 10 10 2 7,8 9, 10,

Partition 3 384.16 11,12, 0.02 40% 20 0 13

Table 2 Information of each generator set participating in the capacity market

Maximum Maximum /

Capacity capacity Capacity price/(¥ capacity u

Genset Genset price/(¥ value /MW) value /MW) /MW MW

Cw [ww ow ow ws

Step 2: Firstly, according to the information of EMS, the capacity requirements of each partition are obtained as follows:

Lh = Dr (1 +h,) /(1- FOR) — I 1, = 530MW

Li = DF (1+h,)/ (1~ FOR) = F, ~ 1, = 354 AMW

Lr = DE (14h) /(1- FOR) - F, — I, = 528 SMW

Further, taking the lowest total cost of purchased capacity as the objective function, an optimization model of regional capacity market clearing considering cross-regional tie-line constraints is established, as follows: min 40F +50P, +60P, +30P, +45F, + 55F, + 75P, +15P +208 +25P, +308, +18, +24P, st. P+ +P —y —y =530: A

P+P +P +P +1 +y —y,=35%4: A,

R+B, +B, +D +0, +y,+y,=5288: A 0<F <200, OP, <100, OP <300, O<P <200, OSF <100, 0<PF <100, 0<P <200, 0<F 200, 0<P <300, 0<F, <300,

OsSP,5100, OSP, <200, O<P.<100, -100<y, <100, —80<y, <80, —60<y, <60

Meanwhile, the Lagrange function corresponding to the above optimization model can be expressed as:

W —=40P +50P, +60P, +30P, +45, + 55, +75P, +151, + 20F, +25h, +30P,, + 18F, +241, +4(530-P-P P+, +v;)+4(3544-P, -P—P,—P,-F,—-y, + y,) +2,(528.8 8, ~ By Pi PoP; 3; >) +14 (0=P) +, (0-D) + 1 (0=P) + pt, (0-1) + 1, (0=B) + 11, (0=F) + pt; (0-P) tig (0B) +44 (0= RB) +1, (0= Py) +46, (0B) + 44, (0 By ) + 44, (0B) +44 (P,—200) + pty (P, —100) + zj (P, — 300) + zij (P, —200) + zi (P, -100) +4 (P, —100) + 44 (P, — 200) + 44 (P; —200) + pty (P, — 300) + 143 (Po — 300) +44 (FB, —100) + ze; (PB, — 200) + ge; (P; — 100) +7; (-100-y;) +7; (-80—y,) + 7; (-60—v,) zi (vy, —100) +7; (v, —80) +z, (v, — 60)

Step 3: Use optimization software to solve the above optimization problems, and you can get:

The optimal solution is:P:=200, F,=100, P:=70, P4=1744, Ps=0, Ps=0, P+=0 ‚ Pg=200, Ps=300, P1p=68.8, Pu=0, P1=200, P=100.

The capacity electricity price of each district is:41=60, 22=30, A3=25

Finally, the optimized dispatching scheme will be returned to EMS, providing reference for medium and long-term planning of power grid.

Claims

Conclusions

1. This invention provides a model design and pricing method of the regional power capacity market, taking into account cross-border tie-line restrictions, is characterized by the following steps: Step 1: Based on the results of medium and medium-term load forecasting long term of the electricity grid, the peak load level of each partition of the electricity grid in the operating cycle of the capacity market is determined, and the capacity demand of each partition of the electricity grid is further determined according to the reliability requirements of the system; step 2: take the minimum total cost of purchasing power generation capacity in the capacity market as the objective function, establish an optimization model for market clearing of regional capacity that meets the constraints of regional capacity demand, trans-regional transmission capacity and unit capacity; Step 3: Solving the established optimization model of regional capacity market clearing to obtain the optimal purchasing capacity value of each generator set in the capacity market, and solving the Lagrange function corresponding to the optimization model of regional capacity market clearing, to obtain the Lagrange multiplier that corresponds to the demand constraint of regional capacity, and uses this multiplier as the capacity price for electricity of each region.

2. The model design and pricing method of the regional power capacity market taking into account cross-border tie-line restrictions, according to claim 1, is characterized in that the capacity requirements of each partition are expressed as follows: 2 I= DME (1+h)( L-FOR)-E ~1,, i=1,2,3..m; where Lek is the capacity demand of the i-th partition, HOR, is the equivalent power outage rate of the i-th partition, + is the bilateral contract signed outside the capacity market of the i-th partition, /, is the capacity of the LL ODP. w demand response of the i-th partition is partition, “' is the peak load of the i-th partition, 10 iigth reliability margin of the 1-th partition and m is the total number of partitions.

3. The model design and pricing method of the regional power capacity market,

taking into account cross-border tie-line restrictions, according to claim 1, is characterized in that the optimization objective is expressed by the following objective function: x, min > ap > P where 5 is the capacity purchase quantity of the ith generating set, the me . N, capacity cost quote per unit MW of the i-th generating set, and £ the total number of generating sets participating in the capacity market.

4. The model design and pricing method of the regional power capacity market taking into account cross-border tie-line constraints, according to claim 1, is characterized in that the partition capacity demand constraint is represented by the following capacity demand equation: x ; NPN ND y=I [PL iz=lie®, lela, leOur, where P is the capacity purchase quantity of the i-th generating set, Lee is the capacity demand of the j-th partition, N, is the total number of generating sets participating in the capacity market, 6, is the set of generating sets belonging to the j-th partition, y 1s the transmission power of the |-th cross-regional tie-line, #7, is the tie-line set of power flowing to the j-th partition flows, ou; is the tie-line set of power coming from the jth partition, and m is the total number of partitions.

5. The model design and pricing method of the regional power capacity market taking into account cross-border tie-line constraints, according to claim 1, is characterized in that the unit capacity constraint is expressed as: 0<P<P™, i=1, 2,... Ny where P™ is the maximum active output of the i-th generator set, P is the capacity purchase of the i-th generator set, and N, the total number of generator sets participating in the electricity grid capacity market, the trans-regional transmission capacity limitation via the tie-line is expressed as:

max , max == FM < y < M F112, N; where vy, is the transmission power of the l-th sub-regional interconnection line, + is the transmission capacity limit of the |-th cross-border interconnection line and N; is the total number of cross-border connecting lines.

6. The model design and pricing method of the regional power capacity market taking into account cross-border tie-line restrictions, according to claim 1, is characterized in that the optimization model of market clearing of zoning capacity can be represented by the following Lagrange function: Ne m f Ny — peak W=Sar+ SAE S P+ Ty i j=l i=].ie®,; fein, leOut, N, N, +> 1 (0=P) +> p(B -P™) i=l i=l N: N; + DZ; (Es -y‚) + > (>, Fx) I=1 I=] where, W represents the Lagrange function of the regional capacity market clearing optimization model, a; represents the capacity cost quotation of unit MW of the I-th generating set, N represents the total number of generating sets participating in the capacity market, P represents the capacity purchase of the I-. . A is the generating set, m represents the total number of regions, 7 represents the Lagrange multiplier corresponding to the regional capacity demand constraint, L'** represents the capacity demand of the jth region, and © ; represents the set of generating sets belonging to the j-th region, y, refers to the transmission power of the I-th cross-regional connecting line, ir; refers to the connection line set with current flowing to the jth partition, or; refers to the connection line set with current flowing from the j-th partition, P"* .. . . . max .… refers to the maximum active output of the i-th generator set, +," refers to the LL Ce Mal .. transmission capacity limit of the 1-th inter-regional connecting line, * refers to the Lagrange multiplier corresponding to the unit capacity limitation, TE, a Co “+ refers to the Lagrange multiplier corresponding to the cross-border transmission capacity limitation, superscript - comes corresponds to the constraint of < in the bilateral inequality, and superscript + corresponds to the constraint of > in bilateral inequality.

7. The model design and pricing method of the regional power capacity market taking into account cross-border tie-line restrictions, according to claim 1, is characterized in that the capacity price for electricity is defined as the cost of increasing the total cost of purchasing power generation capacity for each additional unit MW of the partition: ow price, == =4 4 ee ee ee . where + is the capacity price for electricity of the j-th canton.