直购电环境下电网公司风险控制优化模型及算法研究

发布时间：2018-01-16 18:38

本文关键词：直购电环境下电网公司风险控制优化模型及算法研究　出处：《数学的实践与认识》2015年04期 　论文类型：期刊论文

【摘要】：随着直购电的出现,电网公司(PGC)在发电侧电力市场"单一购买者"的垄断局面被打破,直购电所引起的风险接踵而至.通过分析直购电所导致电网公司可能面临的潜在风险,建立了直购电环境下电网公司效用.函数最大化和风险最小的多目标风险控制组合优化模型,针对CVaR,风险函数在数值计算上的困难,提出了基于罚函数的光滑化样本平均值算法,并用Matlab编程实现了具体问题的求解,数值结果能够有效的反映出在直购电过程中电网公司所面临的市场风险本质,从而验证了模型的有效性.
[Abstract]:With the emergence of direct purchase of electricity, the power grid company PGC in the generation side of the electricity market "single buyer" monopoly situation was broken. By analyzing the potential risks faced by grid companies as a result of direct purchase of electricity. A multi-objective risk control combinatorial optimization model of utility, function maximization and risk minimization for power grid companies under direct electricity purchase environment is established. For Cvar, the numerical calculation of risk function is difficult. A smoothing sample average algorithm based on penalty function is proposed, and the concrete problem is solved by Matlab programming. Numerical results can effectively reflect the nature of market risks faced by grid companies in the process of direct purchase of electricity, thus validating the validity of the model.
【作者单位】：湘潭大学公共管理学院;湘潭大学数学与计算科学学院;
【基金】：国家自然科学基金(11301445) 湖南省教育厅优秀青年项目(13B121) 湘潭大学教改课题
【分类号】：F426.61;F272.3;F224
【正文快照】： 1引言大用户直购电工作是指发电企业和终端购电大用户之间通过直接交易的形式协定购电量和购电价格,然后委托电网企业将协议电量由发电企业输配终端购电大用户,并另支付电网企业所承担的输配服务_20世纪90年代中后期,我国电力需求持续不旺、电力供应明显过剩,全国发电设备平均

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