Optimized Offers for Cascaded Hydroelectric Generators in a Market With Centralized Dispatch

Optimized Offers for Cascaded Hydroelectric Generators in a Market With Centralized Dispatch
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DOI:
10.1109/tpwrs.2014.2332501
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发表时间:
2015-03
影响因子:
6.6
通讯作者:
R. Sioshansi
R. Sioshansi
中科院分区:
工程技术1区
文献类型:
--
作者:
R. Sioshansi

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我们研究的问题,发电机提供发电和辅助服务,从一组级联水电机组的集中调度市场,不考虑流域的限制。通过建模的最小成本调度问题和计算产生的时间表和市场价格,我们制定了一个随机双层优化问题,最大限度地提高发电机的预期利润在不同的需求和供应实现。考虑到潜在的不可行性,在由此产生的水电调度,我们包括在发电机的目标函数的处罚。我们提出了一个简单的技术,取代较低层次的调度问题,其线性化的Karush-Kuhn-Tucker最优性条件转换成一个单级混合整数规划的问题。我们使用两个数值案例研究,基于实际的河流系统,证明所提出的模型的好处。
We examine the problem of a generator offering generation and ancillary services from a set of cascaded hydroelectric units to a centrally dispatched market that does not account for watershed constraints. By modeling the least-cost dispatch problem and computing the resulting schedules and market prices, we formulate a stochastic bilevel optimization problem that maximizes the generator's expected profits under different demand and supply realizations. To account for potential infeasibilities in the resulting hydroelectric dispatch, we include penalties in the generator's objective function. We propose a simple technique that replaces the lower-level dispatch problem with its linearized Karush-Kuhn-Tucker optimality conditions to convert the problem to a single-level mixed-integer program. We use two numerical case studies, based on actual river systems, to demonstrate the benefits of the proposed model.