基于CVaR理论的综合能源系统经济优化调度

摘要

为解决综合能源系统(IES)中供需双侧不确定因素对运行调度带来的风险问题,将CVaR理论引入IES运行调度问题,提出一种计及风、光出力和电、热负荷不确定性的IES经济调度模型.该模型以IES运行风险费用最小为目标函数,综合考虑电力网络、天然气管网、热力管网以及机组出力等多种约束条件.运用双层优化的思想将上述模型进行转化,采用快速粒子群优化算法和内点法进行求解.通过算例分析置信水平、多能流约束和单位功率调整费用对运行费用的影响,验证了CVaR理论在IES经济调度中的有效性.%Aiming at the risk brought by the uncertainties of both supply and demand sides to the operational dispatch of IES(Integrated Energy System),CVaR(Conditional Value at Risk) theory is introduced and an economic dispatch model considering the uncertainties of IES in wind power output,PV power output,electric load and thermal load is built,which takes the minimum risk cost of IES operation as the objective and considers comprehensively different constraints of power network,natural gas pipeline network,thermal pipeline network,unit output,etc.The model is transformed into a bi-level optimization problem and solved by the fast particle swarm optimization algorithm and the interior point method.The influences of confidence level,multi-energy flow constraint and unit power adjustment cost on the operational cost are analyzed with cases,which verifies the effective application of CVaR theory in the economic dispatch of IES.