The Research Of Self-scheduling In Pool For Generators Based On Robust Optimization

In the Pool trading of power market, Self-Scheduling (SS) refers to that in order to obtain successful generation bids, the generation companies have to self-schedule their units, and then the SS will be sent to the ISO, which will adjust the SS to make dispatching plan according to the system constraints. The implementation of SS entitles the generation company to make schedule by themselves in Pool trading. With the deepening reform of the electricity market, and the increasing number of market trades, requested by the new trend, the generation companies need to have more and more autonomy. Although the SS has not been carried out in our national market, it is evident that the generation companies need more autonomy in the reforming power market of China. So it is of great importance to do some research on SS of the generation companies.The mathematical model of self-scheduling is an optimization problem with some parameters, which is of uncertainty (for instance, LMPs or output of wind power generation). The larger the system is, the more equality and inequality constraints are consisted of, which makes it difficult to solve the SS problem. So how to use new theory and method of mathematics to design more effective methods to deal with these problems of uncertainty will be of realistic significance and application value.In the uncertain Self-Scheduling problem, the key is to deal with the uncertainty of parameters for SS. Traditional method is to use Stochastic Optimization of Probability. The consideration of probability method need forecasting the distribution of the parameters, however, the forecasting is difficult to deal with in the trading of the power market. Thus, different from traditional method, this paper will consider the uncertainty of LMPs and output of wind power generation to the profit of power generation respectively based on the Robust Optimization to design. Therefore, the main work is as follows:The uncertain of the LMPs is considered in the SS problem. The SS model is established by make using of the Optimization theory and method in the uncertain set box of the uncertain problem LMPs, and the model is the complex max-min optimization problem. To simplify the model, the model is changed into the general nonlinear optimization problem by optimization duality theory, thus, the general nonlinear optimization problem can be solved by using the traditional nonlinear optimization method. In order to test the effective of the model, a program of Quadprog in MATLAB is called to solve in IEEE-30-Bus system. Numerical results show that the proposed model and algorithm are feasible and effective. Compared with traditional methods, this method is not to forecast the distribution of the uncertain parameters and ensures the security of the system operation.With the development of wind generation, the dispatch problem including wind power generators has a relative high application value. Therefore, the SS model contained the uncertain of LMPs and the wind power, is built by considering the output of the wind power based on the research of the uncertain of LMPs. The new model is the max-min optimization problem, and therefore the form of max includes in the optimization constraints. The model is changed into the general nonlinear optimization problem by robust optimization theory and tests in the IEEE-30-Bus system. The numerical simulation results show that the method is effective. That is the extension and development for the uncertain of LMPs.