论文标题
基于竞标 - 基于日常电力市场的清算
Bid-aggregation based clearing of day-ahead electricity markets
论文作者
论文摘要
在这项工作中,我们提出了一种日常电力市场的启发式清算方法。在该过程的第一部分中,通过累积需求和供应曲线的近似来解决计算上要求的问题,这些问题是通过简单投标的聚合得出的。根据此问题的结果,确定了单个时期的清算价格的估计范围。在最后一步中,考虑到以前确定为约束的价格范围,解决了原始出价集的清算。添加此类约束可以减少清除问题的可行性区域。通过删除已经被假定的价格范围限制确定的简单出价,这些竞标的规模也大大减少了。通过简单的示例,我们表明,由于可能会偏向biD的悖论拒绝,因此提出的基于投标的基于竞标的方法可能会导致次优溶液或不可行的问题,但我们还指出,算法的这些陷阱可以通过使用不同的聚集模式来避免使用。我们建议构建多种不同的聚合模式,并使用并行计算来增强算法的性能。我们在各种问题大小的设置上测试了提出的方法,并得出结论,在具有4个线程的平行计算的情况下,可以实现高成功率和计算速度的显着提高。
In this work we propose a heuristic clearing method of day-ahead electricity markets. In the first part of the process, a computationally less demanding problem is solved using an approximation of the cumulative demand and supply curves, which are derived via the aggregation of simple bids. Based on the outcome of this problem, estimated ranges for the clearing prices of individual periods are determined. In the final step, the clearing for the original bid set is solved, taking into account the price ranges determined previously as constraints. Adding such constraints reduces the feasibility region of the clearing problem. By removing simple bids whose acceptance or rejection is already determined by the assumed price range constraints, the size of the problem is also significantly reduced. Via simple examples, we show that due to the possible paradox rejection of block bids the proposed bid-aggregation based approach may result in a suboptimal solution or in an infeasible problem, but we also point out that these pitfalls of the algorithm may be avoided by using different aggregation patterns. We propose to construct multiple different aggregation patterns and to use parallel computing to enhance the performance of the algorithm. We test the proposed approach on setups of various problem sizes, and conclude that in the case of parallel computing with 4 threads a high success rate and a significant gain in computational speed may be achieved.