在竞争的电力市场和不确定的电力价格环境下,大规模电量在现货市场和远期市场中集中竞价,使得电力市场可能面临巨大的市场风险.为了避免发电商在现货市场不具备操纵市场价格的能力,利用市场清算价和发电商必须运行率指标,充分考虑竞争者地位的影响,运用鲁棒凸优化方法建立了一种在约束发电商报价参数下获得最大利润的优化模型.算例验证表明,该模型保证了现货市场和远期市场的电力价格形成有效的竞争性,同时确保了发电商利润稳定和最大化,证明了该模型既保持了模型的鲁棒性,又保持了解的鲁棒性.
In a competitive electricity market and the uncertain electricity price environment,large-scale powers have been centralized in bidding in the spot market and forward markets,making the electricity market take enormous market risks.In order to avoid the generation companies in the spot market not to have the abilities to manipulate market prices,this paper takes advantages of market clearing price and the target rate of electricity,which is required to run the full consideration of the status of the impact of competitors,proposes the establishment of robust convex optimization method under constraining generation pricing parameters.Through the example calculation,we can show that the model ensures that the spot market and forward market in electricity prices create an effective competitive,that ensures the stability and maximizes the profit margin of power to prove that the model,while maintaining the robustness of the model and maintaining the robustness of the solution.