通过拉格朗日松弛冗余约束消除扬压力支付
The uplift payment elimination through the Lagrangian relaxation of the redundant constraints
摘要:
在存在非凸性的情况下,电力市场可能不具有提供集中调度结果的经济稳定性的电力均衡价格。在这种情况下,为了实现经济稳定的结果,向市场参与者支付的追加付款被引入作为定价原则的一部分。给定一般的定价原则,涉及损失的利润补偿的形式的提升付款,我们研究了一个问题,如果它是可能的,在市场上推出新的产品/服务和相关的价格,使集中调度最优化问题的最优解集不受影响,利润收到的每个市场参与者在集中调度时间表不变,没有一个市场参与者失去利润。这些新的产品/服务和相应的价格可以被视为起源于拉格朗日松弛冗余约束,这并不改变集中调度计划。对于任何给定的市场价格(或定价算法,生产者的收入作为其输出量的函数)在单节点多周期电力市场固定负荷,我们明确地构建了一个家庭的冗余约束,不改变任何生产者的最大利润,并导致零总提升支付。该分析可以直接扩展到一个多节点多时期的市场价格敏感的需求。
英文摘要:
In the presence of non-convexities, the power market may not have an equilibrium price for power that provides economic stability of the centralized dispatch outcome. In this case, to achieve an economically stable outcome, the uplift payments to the market players are introduced as part of the pricing principle. Given the general pricing principle that involves the lost profit compensation in the form of the uplift payments, we study a question if it is possible to introduce new products/services at the market and the associated prices such that the set of the optimal solutions to the centralized dispatch optimization problem is unaffected, the profit received by each market player at the centralized dispatch schedule is unchanged, and no market player has lost profit. These new products/services and the corresponding prices can be viewed as originating from the Lagrangian relaxation of redundant constraints, which dot not change the centralized dispatch schedule. For any given market price (or a pricing algorithm that sets the producer revenue as a function of its output volume) in a uninode multi-period power market with fixed load, we explicitly construct a family of the redundant constraints that do not change the maximum profit of any producer and result in zero total uplift payment. The analysis can be straightforwardly extended to a multi-node multi-period market with price-sensitive demand.
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