中文摘要：

分段电力合同是一种新型的电力双边合同,电力双边合同的分段交易能够充分体现不同电力段的价值,从而有效地提高市场效率.文中研究发电商面对分段电力合同的最优合同电量问题.考虑到发电商对市场风险的不同偏好,建立了发电商通过分段电力合同和日前竞价市场交易电能的效用函数模型,并以最大化效用函数作为发电商分段合同电量优化的目标.该优化问题是一个2层优化的NP-hard问题,并有复杂的机组运行约束,因此采用2层优化的遗传算法（GABBA）求解该问题.以某实际电厂为例,分析了GABBA算法特性以及分段电力合同中各段价格对各段优化合同电量的影响,并比较了基于普通电力合同和分段电力合同的发电商最大期望效用,说明了电力分段交易的必要性.文中建立的发电商优化合同电量模型及其求解算法具有通用性,可为发电商的双边合同交易提供决策依据.

英文摘要：

The block electricity contract is a new type of electricity contract, block trading in block electricity contracts directly reflect the value of different electricity blocks. This paper focuses on optimizing the electricity volume of block electricity contracts from the view point of generators. Considering the risk preference of generators, the expected benefit-risk utility function is proposed based on block electricity contracts and the bidding in the day-ahead market. Maximizing the expected utility is the objective of contract volume optimization problem. The generator＇s contract volume optimization problem is a typical bilevel problem with unit operation constraints, which is NP-hard. The genetic algorithm based bilevel programming algorithm （GABBA） is applied to solve the bilevel optimization problem. A practical generator is selected as an example in case studies, the properties of GABBA and the influence of block prices on optimal contract block volume are analyzed. Furthermore, the maximal utility of the generator based on a conventional electricity contract and a block electricity contract is compared.