Bidding strategy optimization method for wind storage combined power generator participating in energy-frequency modulation market

Abstract

The invention discloses a bidding strategy optimization method for a wind storage combined power generator participating in an energy-frequency modulation market. The method comprises the steps of firstly establishing a mode that the wind storage combined power generator participates in the energy-frequency modulation market; describing the uncertainty of the wind power output and the market priceby using a mathematical language, and establishing a bidding strategy double-layer robust optimization model of the wind storage combined power generator participating in the energy-frequency modulation market based on a robust model prediction control thought; processing the double-layer robust optimization model by adopting a dual theorem, and establishing a single-layer robust optimization model; and finally, solving the model by adopting commercial mathematical software CPLEX to obtain bidding strategies under different conservative degrees. According to the method, the influence caused by prediction deviation is reduced, the income of the wind storage combined power generator is improved, and the wind storage combined power generator can select bidding strategies obtained through optimization under different conservative degrees according to the risk which can be borne by the wind storage combined power generator.

Description

technical field [0001] The invention belongs to the technical field of electric power market, in particular to a bidding strategy optimization method for wind-storage combined power generators to participate in the energy-frequency regulation market. Background technique [0002] With the continuous development of the electricity market, while the energy market mechanism is constantly improving, the ancillary service market is also gradually emerging. Under such a market background, power generators can not only participate in the bidding of the energy market, but also participate in the bidding of the ancillary service market to obtain greater profits. Studies have shown that wind power has the ability to participate in system frequency regulation, and wind power generators can also obtain certain economic benefits by participating in frequency regulation. Therefore, wind power generators can participate in energy and frequency regulation markets at the same time to obtain ...

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Problems solved by technology

However, single-time-step optimization is difficult to guarantee the maximum profit of the power generator during the entire operation time. The stochastic optimization method needs to generate a large number of scenarios to obtain the optimal strategy based on the scenario, but it cannot deal with the worst scenario, and the calculation time of using the scenario probability method is relatively short. Long, unable to meet market bidding decisions on short timescales

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