基于鲁棒优化的风电企业日前申报策略Day-Ahead Offering Strategy for a Wind Power Producer Based on Robust Optimization
赵会茹;高婧瑶;王玉玮;郭森;
摘要(Abstract):
我国的风电机组需要提前1天申报次日的发电计划,但由于风电的不确定性等特点,风电机组的实际出力与日前申报的发电计划很难相符,风电企业的实际利润也会因此受到影响。考虑构建风电出力的不确定集来解决风电功率难以精确预测的问题,并基于该不确定集把风电企业日前申报决策模型转化为鲁棒优化模型,为企业申报日前出力提供理论依据。为便于求解,利用变量C将原问题转化为主、子问题,并运用列与约束生成法(column-and-constraint generation,C&CG)来进行运算。仿真分析表明,基于鲁棒优化得出的风电企业申报策略是可行的,该方法可使风电企业有效地规避风电出力的不确定性给企业获利带来的风险,同时企业应考虑惩罚价格和鲁棒性因子的变动给利润带来的变化,根据实际情况来选择有利的决策。
关键词(KeyWords): 风电企业;申报策略;鲁棒优化;不确定集;功率偏差
基金项目(Foundation):
作者(Author): 赵会茹;高婧瑶;王玉玮;郭森;
Email:
DOI: 10.13335/j.1000-3673.pst.2017.2265
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