<trans-title>Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR

Jianzhao LI; Min XIE; Shujia LI; Shengzhen LIN; Binbin HUANG

doi:10.16516/j.gedi.issn2095-8676.2021.04.008

SOUTHERN ENERGY CONSTRUCTION > 2021 > 8(4): 50-65. > DOI: 10.16516/j.gedi.issn2095-8676.2021.04.008 CSTR: 32391.14.j.gedi.issn2095-8676.2021.04.008

LI Jianzhao,XIE Min,LI Shujia,et al.Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR[J].Southern Energy Construction,2021,08(04):50-65.. DOI: 10.16516/j.gedi.issn2095-8676.2021.04.008

Citation:

Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR

School of Electric Power, South China University of Technology, Guangzhou 510640, China

More Information

Received Date: January 12, 2021
Revised Date: June 08, 2021

Abstract

Abstract

Introduction In order to improve the consumption level of renewable energy and measure the risks caused by the uncertainty of its output, this paper used the complementary and coordinated dispatch of different characteristics power as a means to improve the economy of system operation and promote the consumption of renewable energy. Aiming at fluctuation and uncertainty of renewable energy and load, the theory of conditional value-at-risk (CVaR) was introduced to evaluate risks caused by the uncertainty in system dispatching and operation.
Method Using multi-scenario technology to simulate system uncertainty, a unit commitment and multi-scenario analysis reserve decision optimal dispatching model considering conditional value-at-risk (CVaR) was established, and the objective was to limit the risk level to an acceptable premise and minimize the system operation cost. Finally, the proposed model and method was implemented on GAMS (general algebraic modeling system) platform and solved with the mixed-integer linear programming CPLEX solver.
Result Simulation calculations show that unit commitment and reserve decision of different types power can effectively improve system operation economy, reliability, and the consumption level of renewable energy.
Conclusion The rationality and effectiveness of the presented model and method were validated by the numerical results of the improved IEEE 24 and the actual power grid system of a province.
- coordinated optimization,
- multi-scenario analysis,
- unit commitment,
- decision alternatives,
- conditional value-at-risk

FullText(HTML)

李辉

LI Jianzhao,XIE Min,LI Shujia,et al.Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR[J].Southern Energy Construction,2021,08(04):50-65.

References (34)

References

[1]	舒印彪, 张智刚, 郭剑波, 等. 新能源消纳关键因素分析及解决措施研究 [J]. 中国电机工程学报, 2017, 37(1): 1-9. SHUY B, ZHANGZ G, GUOJ B, et al. Study on key factors and solution of renewable energy accommodation [J]. Proceedings of the CSEE, 2017, 37(1): 1-9.
[2]	中国电力企业联合会. 中国电力行业年度发展报告2018 [R]. 北京: 中国电力企业联合会, 2018. China Electricity Council. Annual development report of China's power industry 2018 [R]. Beijing: China Electricity Council, 2018.
[3]	中国电力企业联合会. 2017-2018年度全国电力供需形势分析预测报告 [J]. 电器工业, 2018(2): 11-15. China Electricity Council. Analysis and prediction report of national power supply and demand situation in 2017-2018 [J]. China Electrical Equipment Industry, 2018(2): 11-15.
[4]	RAU G H, WILLAUERH D, RENZ J. The global potential for converting renewable electricity to negative-CO2-emissions hydrogen [J]. Nature Climate Change, 2018, 8(7): 621-625.
[5]	CALDEIRAK, JAINA K, HOFFERTM I. Climate sensitivity uncertainty and the need for energy without CO2 emission [J]. Science, 2003, 299(5615): 2052-2054.
[6]	OMERA M. Energy, environment and sustainable development [J]. Renewable and Sustainable Energy Reviews, 2007, 12(9): 2265-2300.
[7]	周玮, 彭昱, 孙辉, 等. 含风电场的电力系统动态经济调度 [J]. 中国电机工程学报, 2009, 29(25): 13-18. ZHOUW, PENGY, SUNH, et al. Dynamic economic dispatch in wind power integrated system [J]. Proceedings of the CSEE, 2009, 29(25): 13-18.
[8]	戴蕾思, 叶承晋, 傅旭华, 等. 考虑概率分布约束的含高渗透率风电电力系统储能鲁棒优化方法 [J]. 电网技术, 2017, 41(3): 769-777. DAIL S, YEC J, FUX H, et al. Distributional robust joint chance constrained optimal capacity installment of energy storage in power system with high penetration of wind power [J]. Power System Technology, 2017, 41(3): 769-777.
[9]	陈厚合, 王杨, 张儒峰, 等. 考虑源荷协调的风电并网系统旋转备用容量优化 [J]. 电力自动化设备, 2017, 37(8): 185-192. CHENH H, WANGY, ZHANGR F, et al. Spinning reserve capacity optimization considering coordination between source and load for power system with wind power [J]. Electric Power Automation Equipment, 2017, 37(8): 185-192.
[10]	XIAOX, ZHOUY H, HES Y, et al. Optimal joint operation of hydro-thermal-wind hybrid power system with cascaded hydro power [J]. Electric Power Automation Equipment, 2018, 38(2): 100-108.
[11]	刘宇穗. 新型核电机组启停及给水系统控制策略 [J]. 南方能源建设, 2020, 7(2): 127-131. LIUY S. Control strategy of start/stop and feed water system of new type nuclear power plant [J]. Southern Energy Construction, 2020, 7(2): 127-131.
[12]	DONGZ, FENGJ T, HUANGX J. Nonlinear observer-based feedback dissipation load-following control for nuclear reactors [J]. IEEE Transactions on Nuclear Science, 2009, 56(1): 272-285.
[13]	王骏, 赵洁, 刘涤尘, 等. 考虑核电参与的调峰优化运行模型 [J]. 中国电机工程学报, 2018, 38(6): 1665-1674+1903. WANGJ, ZHAOJ, LIUD C, et al. Optimal scheduling model of peak load regulation considering participation of nuclear power plant [J]. Proceedings of the CSEE, 2018, 38(6): 1665-1674+1903.
[14]	隋鑫, 卢盛阳, 苏安龙, 等. 计及风电和柔性负荷的核电多目标优化调度研究 [J]. 中国电机工程学报, 2019, 39(24): 7232-7241+7496. SUIX, LUS Y, SUA L, et al. Research on multi-objective optimal scheduling of nuclear power considering wind power and flexible load [J]. Proceeding of the CSEE, 2019, 39(24): 7232-7241+7496.
[15]	GÖNSCHJ, HASSLERM. Optimizing the conditional value-at-risk in revenue management [J]. Review of Managerial Science, 2014, 8(4): 495-521.
[16]	ARTZNERP, DELBAENF, EBERJ M, et al. Coherent measures of risk [J]. Mathematical Finance, 1999, 9(3): 203-228.
[17]	WUJ L, ZHANGB H, DENGW S, et al. Application of cost-CVaR model in determining optimal spinning reserve for wind power penetrated system [J]. International Journal of Electrical Power and Energy Systems, 2015, 66(3): 110-115.
[18]	王旭, 蒋传文, 刘玉娇, 等. 含大规模风电场的电力系统旋转备用风险决策模型和方法 [J]. 电力系统自动化, 2014, 38(13): 64-70. WANGX, JIANGC W, LIUY J, et al. Decisionmaking model and method for spinning reserve and risk of power systems integrated with large-scale wind farms [J]. Automation of Electric Power Systems, 2014, 38(13): 64-70.
[19]	吕梦璇, 娄素华, 刘建琴, 等. 含高比例风电的虚拟电厂多类型备用协调优化 [J]. 中国电机工程学报, 2018, 38(10): 2874-2882+3138. LÜM X, LOUS H, LIUJ Q, et al. Coordinated optimization of multi-type reserve in virtual power plant accommodated high shares of wind power [J]. Proceedings of the CSEE, 2018, 38(10): 2874-2882+3138.
[20]	TANZ F, WANGG, JUL W, et al. Application of CVaR risk aversion approach in the dynamical scheduling optimization model for virtual power plant connected with wind-photovoltaic-energy storage system with uncertainties and demand response [J]. Energy, 2017(124): 198-213.
[21]	王海冰, 王承民, 张庚午, 等. 考虑条件风险价值的两阶段发电调度随机规划模型和方法 [J]. 中国电机工程学报, 2016, 36(24): 6838-6848+6939. WANGH B, WANGC M, ZHANGG W, et al. Two-stage stochastic generation dispatching model and method considering conditional value-at-risk [J]. Proceedings of the CSEE, 2016, 36(24): 6838-6848+6939.
[22]	REZAEIN, KALANTARM. Stochastic frequency-security constrained energy and reserve management of an inverter interfaced islanded microgrid considering demand response programs [J]. International Journal of Electrical Power and Energy Systems, 2015(69): 273-286.
[23]	周任军, 姚龙华, 童小娇, 等. 采用条件风险方法的含风电系统安全经济调度 [J]. 中国电机工程学报, 2012, 32(1): 56-63+18. ZHOUR J, YAOL H, TONGX J, et al. Security economic dispatch in wind power integrated systems using a conditional risk method [J]. Proceedings of the CSEE, 2012, 32(1): 56-63+18.
[24]	易国伟, 童小娇, 周鹏, 等. CVaR和EVaR安全运行风险管理下的电力系统经济调度 [J]. 电力系统保护与控制, 2016, 44(8): 49-56. YIG W, TONGX J, ZHOUP, et al. Power system economic dispatch under CVaR and EVaR security operation risk management [J]. Power System Protection and Control, 2016, 44(8): 49-56.
[25]	苏鹏, 刘天琪, 李兴源. 含风电的系统最优旋转备用的确定 [J]. 电网技术, 2010, 34(12): 158-162. SUP, LIUT Q, LIX Y. Determination of optimal spinning reserve of power grid containing wind [J]. Power System Technology, 2010, 34(12): 158-162.
[26]	LOH W L. On latin hypercube sampling [J]. The Annals of Statistics, 1996, 24(5): 2058-2080.
[27]	吴雄, 王秀丽, 王建学, 等. 微网调度问题的混合整数规划方法 [J]. 中国电机工程学报, 2013, 33(28): 1-8. WUX, WANGX L, WANGJ X, et al. Economic generation scheduling of a microgrid using mixed integer programming [J]. Proceedings of the CSEE, 2013, 33(28): 1-8.
[28]	GROWEK N, HEITSCHH, ROMISCHW. Scenario reduction and scenario tree construction for power management problem [C]//IEEE. Power Tech Conference Proceedings, 2003 IEEEBologna, Bologna, 2003. Bologna: IEEE, 2003: 1-7.
[29]	梁子鹏, 陈皓勇, 雷佳, 等. 考虑风电不确定度的风-火-水-气-核-抽水蓄能多源协同旋转备用优化 [J]. 电网技术, 2018, 42(7): 2111-2119+2123. LIANGZ P, CHENH Y, LEIJ, et al. A multi-source coordinated spinning reserve model considering wind power uncertainty [J]. Power System Technology, 2018, 42(7): 2111-2119+2123.
[30]	周任军, 张浩, 范文帅, 等. 基于条件风险方法的含风电系统旋转备用优化调度 [J]. 电力科学与技术学报, 2015, 30(1): 3-9. ZHOUR J, ZHANGH, FANW S, et al. Spinning reserve optimal dispatch in wind power integrated system with CVaR method [J]. Journal of Electric Power Science and Technology, 2015, 30(1): 3-9.
[31]	URYASEVS. Conditional value-at-risk, optimization algorithms and applications [J]. Financial Engineering News, 2000, 2(3): 1-5.
[32]	ROCKAFELLARR T, URYASEVS. Optimization of conditional value-at-risk [J]. Journal of Risk, 2000, 2(3): 21-41.
[33]	谢敏, 韦薇, 李建钊, 等. 储能电站参与能量-调频市场联合调度模式研究 [J]. 电力建设, 2019, 40(2): 20-28. XIEM, WEIW, LIJ Z, et al. Research on combined dispatching mode of energy storage market [J]. Electric Power Construction, 2019, 40(2): 20-28.
[34]	侯文庭, 韦化. 考虑核电可调度性的风-光-核-水-火多源协调短期优化调度 [J]. 电工技术学报, 2018, 33(12): 2873-2882. HOUW T, WEIH. A multi-source coordinated short-term dispatch model considering the dispatchability of nuclear power plants [J]. Transactions of China Electrotechnical Society, 2018, 33(12): 2873-2882.

[1]	LIU Yifeng, LI Yuting, PENG Xinran, LU Bin. Value Analysis and Pricing Recommendations for Medium- and Long-Term Contracts in the Electricity Spot Market[J]. SOUTHERN ENERGY CONSTRUCTION, 2025, 12(2): 169-180. DOI: 10.16516/j.ceec.2024-260
[2]	ZHU Junhui. Design of Gas Turbine Pressure Regulation Station Under the Condition of Mixed Hydrogen Gas[J]. SOUTHERN ENERGY CONSTRUCTION, 2023, 10(3): 135-142. DOI: 10.16516/j.gedi.issn2095-8676.2023.03.015
[3]	ZOU Luoming, QIN Dianshan, ZONG Jizhou. Method Analysis and Practice of Heat Engine Equipment Selection Based on Value Engineering[J]. SOUTHERN ENERGY CONSTRUCTION, 2022, 9(S2): 18-23. DOI: 10.16516/j.gedi.issn2095-8676.2022.S2.004
[4]	Shuai TIAN. Construction of the Whole Cycle Risk Management System of New Energy Venture Capital[J]. SOUTHERN ENERGY CONSTRUCTION, 2022, 9(1): 40-46. DOI: 10.16516/j.gedi.issn2095-8676.2022.01.006
[5]	Zhiyuan YANG, Shipeng ZHANG, Hao SUN. Integrated Cyber-physical Contingency Analysis and Risk Estimates[J]. SOUTHERN ENERGY CONSTRUCTION, 2020, 7(3): 6-22. DOI: 10.16516/j.gedi.issn2095-8676.2020.03.002
[6]	ZHENG Boxing, SU Rong, FENG Yimin. Research on the Risk Analysis and Control of the Offhore Substation[J]. SOUTHERN ENERGY CONSTRUCTION, 2018, 5(S1): 228-231. DOI: 10.16516/j.gedi.issn2095-8676.2018.S1.041
[7]	Ji QUAN, Jianmei HUANG, Shuibo ZHANG, Xiangyu ZENG. Method of Risk Qualitative Assessment Based on Risk Chain and Fuzzy Influence Diagrams —A Case Study of an Overseas EPC Electric Power Project[J]. SOUTHERN ENERGY CONSTRUCTION, 2016, 3(1): 63-69. DOI: 10.16516/j.gedi.issn2095-8676.2016.01.014
[8]	Jing SUN, Xiuge MA, Qiaoyan CHEN. Computational Analysis of Environment Condition Inside Containment After Accident[J]. SOUTHERN ENERGY CONSTRUCTION, 2015, 2(4): 53-56. DOI: 10.16516/j.gedi.issn2095-8676.2015.04.008
[9]	Youhui LIN. Availability Risk Analysis of Oversea Power Plant Project[J]. SOUTHERN ENERGY CONSTRUCTION, 2015, 2(2): 124-128. DOI: 10.16516/j.gedi.issn2095-8676.2015.02.024
[10]	Ji QUAN, Jianmei HUANG, Shuibo ZHANG, Xiangyu ZENG. Method of Risk Identification and Analysis Based on Risk Chain and Maps: A Case Study of an Overseas EPC Electric Power Project[J]. SOUTHERN ENERGY CONSTRUCTION, 2014, 1(1): 92-96. DOI: 10.16516/j.gedi.issn2095-8676.2014.01.017

Cited By

Cited by

Periodical cited type(4)

1.	沈佳程，李梦诗，季天瑶，林镇佳. 基于多层级条件风险价值的高渗透可再生能源电力系统低碳运行联合优化. 电网与清洁能源. 2024(02): 37-46 .
2.	尹立敏，向紫炜，王艺博，王春鹏. 现货市场环境下考虑条件风险价值的风电场最优售电模型. 电气应用. 2024(10): 93-100 .
3.	刘军伟，梁展弘，刘展志，钟杰峰，张紫凡. 统一潮流控制器注入电压及串联换流器容量优化计算研究. 南方能源建设. 2023(05): 157-165 . 本站查看
4.	刘照，胡玲玲，陈彦秀. 基于条件风险的含风电微网多目标模糊决策. 信息记录材料. 2022(03): 240-245 .

Other cited types(5)

Binbin HUANG

School of Electric Power, South China University of Technology, Guangzhou 510640, China

Figures(12) / Tables(14)

Get Citation

XML

Article Metrics

Article views (774) PDF downloads (67) Cited by(9)

Turn off MathJax

Article Contents

Abstract

李辉

References

Optimal Dispatch of Unit Commitment and Multi-Scenario Reserve Decision Considering CVaR

Abstract