Research On Real-time Schedule Via Multiparametric Program In "Source-load" Interactive Electric Market

More and more power resources,as renewables,pump storage,gas turbines etc.,and flexible loads will participate the real-time schedule as dispatchable resources stimulated by the real-time prices to maintain the power balance in electric market in the future.The coordinated schedule problem considered in this dissertation is motivated by the increasing presence of stochastic elements in power system as a result of integrating intermittent renewables;the different characteristics of the flexible resources;the open and completely competitive market environment.According to the increasing complexity of dispatch scenarios,the traditional schedule is hard to handle the security risk for the changeable operation situations.Hence,the research on real-time schedule via multiparametric program in 'Source-Load' interactive electric market is with great importance.We present a new methodology of online probabilistic forecasting and simulation of electricity market in Chapter 2.The main innovation is the use of online dictionary learning to obtain sequentially the solution structure of parametric DCOPF.The resulting benefits are the significant reduction of computation costs and the ability of adapting to changing operating conditions.Numerical simulations show that,although the total number of critical regions associated with the parametric DCOPF is very large,only a very small fraction of critical regions appear in a large number of Monte Carlo runs.This insights highlight the potential of further reducing both computation costs and storage requirements.A real-time LMP probabilistic forecast algorithm based on Markov chain and multiparametric program is proposed to solve the forecast problem of real-time LMP in'Source-Load' interactive electric market in Chapter 3.It helps real-time scheduling decision-making for operators and provides benefits for market participants.The online Markov chain modelling of index of Critical Region(CR)is established based on the post-LMP model and the CR sets obtained offline.Furthermore,the probability transition matrix of real-time LMP is estimated by Quasi Monte Carlo technology.Numerical simulations show that our method,compared with the neural network point prediction method,the normal distribution fitting method and the direct Monte Carlo simulation method,performs better.Besides,it verifies the relationship between the real-time LMP value and the congested transmission lines,and tells the weakest lines in the system for the operators and market participants.A real-time coordinate schedule via multiparametric program is proposed to solve the tie-line seam problem in 'Source-Load' interactive electric market in Chapter 4.Based on a hierarchical control framework,the real-time schedule method is carried on a co-optimization of energy and reserve market when considering the uncertainties,and solved by fast interior point method.Simulations are tested on IEEE 118-bus system,it verifies that the flexible resources participating in real-time market provide reasonable auxiliary services and join the tie-line interchange coordinate schedule.Taking into account the uncertainties in the power system,the interchange schedule benefits from the proposed method for the optimal overall social economic benefits.A multi-period probabilistic-scenario risk assessment for the real-time schedule in'Source-Load' interactive electric market is proposed in Chapter 5.This study develops one kind of risk tools to evaluate the security risks of power grids under certain amount of wind generation in a short period of time.First of all,a very short-term uncertainty model of wind generation is introduced.Then the conditional value-at-risk is used to design a safety distance(SD),revealing the tail risks of operating states.Based on SD,four new indices are defined to highlight the risks in a near future with considerable change of wind power output.The overall security assessment tool is compared with the conventional method on IEEE 118-bus system.The results demonstrate the effectiveness and some advantages of this new risk-based tool.