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arXiv 2108.01003math.OCstat.ML
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为两阶段电力发电调度规定净需求

Prescribing net demand for two-stage electricity generation scheduling

Juan M. Morales, Miguel Á. Muñoz, Salvador Pineda

AI总结:

本文针对两阶段发电调度中净需求不确定性问题,提出一种双层规划方法,利用历史数据构建考虑成本不对称性的净需求规定,并结合聚类适应不同运行状态,在欧洲电力系统案例中实现显著成本节约。

摘要:

我们考虑一个两阶段发电调度问题,包括前向调度和实时再调度。前者必须面对不确定的净需求,其中包括不可调度的电力消耗和可再生能源发电。后者在实际系统运行期间利用平衡功率来应对相对于前向调度的可能偏差。行业标准做法是在前向阶段通过用其条件期望的良好估计(通常称为点预测)替代不确定的净需求,以尽量减少实时平衡功率的需求。然而,众所周知,电力系统的成本结构高度不对称,并且依赖于其运行点,因此最小化功率不平衡量并不一定与最小化运行成本一致。在本文中,我们提出一个双层规划,从可用的历史数据中构建一个确实考虑电力系统成本不对称性的净需求规定。此外,为了适应这种成本对电力系统运行点的强依赖性,我们使用聚类来使所提出的规定适应可预见的净需求状态。通过一个说明性示例和一个基于欧洲电力系统的更现实案例研究,我们表明与惯常做法相比,我们的方法带来了显著的成本节约。

英文摘要:

We consider a two-stage generation scheduling problem comprising a forward dispatch and a real-time re-dispatch. The former must be conducted facing an uncertain net demand that includes non-dispatchable electricity consumption and renewable power generation. The latter copes with the plausible deviations with respect to the forward schedule by making use of balancing power during the actual operation of the system. Standard industry practice deals with the uncertain net demand in the forward stage by replacing it with a good estimate of its conditional expectation (usually referred to as a point forecast), so as to minimize the need for balancing power in real time. However, it is well known that the cost structure of a power system is highly asymmetric and dependent on its operating point, with the result that minimizing the amount of power imbalances is not necessarily aligned with minimizing operating costs. In this paper, we propose a bilevel program to construct, from the available historical data, a prescription of the net demand that does account for the power system's cost asymmetry. Furthermore, to accommodate the strong dependence of this cost on the power system's operating point, we use clustering to tailor the proposed prescription to the foreseen net-demand regime. By way of an illustrative example and a more realistic case study based on the European power system, we show that our approach leads to substantial cost savings compared to the customary way of doing.

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