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Electricity Distribution Model And Numerical Methods Based On Robust Optimization Methods

Posted on:2011-04-17Degree:MasterType:Thesis
Country:ChinaCandidate:Y Y ChenFull Text:PDF
GTID:2132330332462677Subject:Computational Mathematics
Abstract/Summary:PDF Full Text Request
Due to solve its internal structures and external environmental uncertainty, robust optimization methods can still maintain the robustness of the system function in order to solve natural science, engineering, economic management and so on. Based on the operating mechanism of the electricity market, the paper makes better use robust optimization methods and duality theory of a class of electricity distribution models and analyzes the characteristics and calculation methods of this model. The primary contents are as follows:In the first section, we mainly introduce generators'bidding strategies in the electricity market at present and math knowledge. In addition, our research works of this paper are also briefly introduced.In the second section, we analysis the distribution model in the medium and long-terms' electricity contract market based on robust linear optimization. Through must-run indicator, we present a rational allocation of the medium and long-term contracts under the competitive electricity proportion of robust linear optimization model and analysis methods which are required to run the full consideration of the status of the impact of competitors. Through the numerical example, it is obviously demonstrated that the model can guarantee the medium and long-term contracts in the transaction of any power company does not charge any price in the market formation, while ensuring that the generators' profits and stability.In the third section, based on robust convex optimization theory and duality theory, it has been raised in an new optimization model to maximize profits under restricting generators'price parameters, while taking advantage of market-clearing price and must-run indicator. Through numerical example, it indicates that the model ensures the formation of effective competition in electricity prices between the spot market and forward market, while ensuring the stability, maximizing the profit margin of power and maintaining the robustness of the model and the robustness of the solution.In the fourth section, based on robust linear optimization, while taking advantage of loop flow constraints which are the important peculiarities of electric power systems, and it is meaningful to analyze its impact on electricity market equilibrium, we make the establishment of a new class model of power producers in the spot market and forward market. As examples with four-node power network,when we consider the loop flow constraints, the profits of generators near the blocking position will be a smaller one in the worst case,meanwhile,numerical simulations prove that generators maintain their profits in the non-blocking and blocking case.
Keywords/Search Tags:robust optimization, linear programming, convex programming, must-run indicator, duality theory
PDF Full Text Request
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