Bidding Model and Water Level Control Method for Cascade Hydropower Responding to Supply and Demand Fluctuations in Spot Market

HU Xue; LI Yapeng; WANG Xiangzhen; CHENG Chuntian; ZHAO Lin; JIN Xiaoyu

doi:10.7500/AEPS20240627007

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Bidding Model and Water Level Control Method for Cascade Hydropower Responding to Supply and Demand Fluctuations in Spot Market

Basic Research | 更新时间：2025-06-16

- Bidding Model and Water Level Control Method for Cascade Hydropower Responding to Supply and Demand Fluctuations in Spot Market
- Automation of Electric Power Systems Vol. 49, Issue 1, Pages: 92-104(2025)
- 作者机构：
  
  1.大连理工大学水电与水信息研究所，辽宁省大连市 116024
  2.大连理工大学电气工程学院，辽宁省大连市 116024
  3.大连市清洁能源高效利用与电力市场研究中心，辽宁省大连市 116024
  4.国网江苏省电力有限公司南京供电分公司，江苏省南京市 210019
- 作者简介：
- 基金信息：
  
  National Natural Science Foundation of China(52039002);Liaoning Provincial Natural Science Foundation of China(2023-BSBA-066)
- DOI：10.7500/AEPS20240627007
  CLC：
- Received：27 June 2024，
  
  Revised：2024-09-28，
  
  Published Online：04 December 2024，
  
  Published：10 January 2025
- 稿件说明：
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胡雪,李亚鹏,王祥祯等.响应现货市场供需波动的梯级水电竞价模型及水位控制方法[J].电力系统自动化,2025,49(1):92-104.

HU Xue,LI Yapeng,WANG Xiangzhen,et al.Bidding Model and Water Level Control Method for Cascade Hydropower Responding to Supply and Demand Fluctuations in Spot Market[J].Automation of Electric Power Systems,2025,49(1):92-104.
胡雪,李亚鹏,王祥祯等.响应现货市场供需波动的梯级水电竞价模型及水位控制方法[J].电力系统自动化,2025,49(1):92-104. DOI： 10.7500/AEPS20240627007.

HU Xue,LI Yapeng,WANG Xiangzhen,et al.Bidding Model and Water Level Control Method for Cascade Hydropower Responding to Supply and Demand Fluctuations in Spot Market[J].Automation of Electric Power Systems,2025,49(1):92-104. DOI： 10.7500/AEPS20240627007.

摘要

随着中国各省电力现货市场改革不断深入，大型梯级水电如何在现货市场中发挥自身调蓄能力，响应新能源大规模并网和负荷不确定性带来的电力供需波动，成为各大水电发电集团亟须解决的重要课题。复杂的市场结构、突出的市场地位、多重供需不确定性及非凸的运行特性使得水电现货市场竞价问题极为复杂，解决关键在于对市场环境和发电过程的精细化建模。为此，文中提出了响应市场供需波动的梯级水电现货市场竞价模型。该模型为“一主多从”结构的双层优化模型，其中，主模型（上层模型）用于梯级水电竞价决策，多个从模型（下层模型）模拟日前和多场景下的实时市场出清。在考虑了新能源出力、负荷波动和其他电站报价不确定性的同时，提出了3项建模措施以实现对梯级水电精细化建模和水位波动可控。通过Karush-Kuhn-Tucker（KKT）条件、强对偶定理和多种线性化技术，将原始模型转化为可在有限时间内求解的混合整数二次规划（MIQP）问题。以中国澜沧江为背景的算例表明了所提模型的有效性和高性能。

Abstract

With the continuous deepening of the reform of the electricity spot market in each province

how large-scale cascade hydropower station can exert its own regulation and storage capabilities in the spot market to respond to the power supply and demand fluctuations caused by the large-scale integration of renewable energy and load uncertainties

has become an important problem that major hydropower generation groups urgently need to solve. The complex market structure

prominent market position

multiple supply and demand uncertainties

and non-convex operation characteristics make the bidding problem in the hydropower spot market extremely complicated. The key lies in the refined modeling of the market environment and the power generation process. Therefore

a bidding model for the cascade hydropower is proposed to respond to the supply and demand fluctuations in the spot market. This model is a bi-level optimization model with a “one leader-multiple followers” structure

where the leader model (upper-level model) is used for bidding decision-making of cascade hydropower

and multiple follower models (lower-level models) simulate the day-ahead and real-time market clearing in multiple scenarios. Considering uncertainties in renewable energy output

load fluctuations

and other power station quotations

three modeling measures are proposed to achieve refined modeling of cascade hydropower and controllable water level fluctuations. By using the Karush-Kuhn-Tucker (KKT) conditions

the strong duality theorem and various linearization techniques

the original model is transformed into a mixed-integer quadratic programming (MIQP) problem that can be solved in finite time. The effectiveness and high performance of the proposed model are demonstrated through a case study based on the Lancang River in China.

关键词

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references

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