The invention discloses an overall planning optimization
algorithm for a monthly
power market and a day-ahead market, and the
algorithm comprises the steps: carrying out the risk analysis of the uncertainty of load prediction, introducing the risk cost into an economic optimal optimization function, carrying out the linear transformation of a nonlinear constraint condition, and achieving the optimization solution. The
algorithm is used for overall planning and arranging
electricity purchasing strategies of the monthly
electricity market and the day-ahead market, the solving efficiency is improved, in the monthly
electricity market, the
electricity price is the
electricity price of bilateral transaction, in the day-ahead market, the
electricity price is changed per hour, the price is determined by the market
clearing price of each
transaction time period, and the price of each
transaction time period is determined by the market
clearing price. If the electricity
purchasing quantity of the day-ahead market and the monthly
electricity market exceeds the actual electricity quantity, the unexecuted electricity contract is punished. According to the overall planning optimization algorithm, the problems of large prediction error and unbalanced supply and demand of the two markets are solved through calculation, the transaction strategy of overall arrangement of the monthly electricitymarket and the day-ahead market is realized, and reference is provided for organizers of the
electricity market.