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基于单纯形优化算法的电力现货市场\\出清及定价的几何模型研究

中文摘要英文摘要

近年来我国电力现货市场建设迅速推进,多地现货转入正式运行,取得大量实践成果。在现货市场快速发展的同时,电力现货市场基础算法模型理论层面仍然存在一些问题有待进一步梳理完善,其中最为突出的问题是当前出清和定价模型分析普遍基于拉格朗日乘数法,但是拉格朗日乘数法并不能适用于线性化的市场模形,基于实际使用的单纯形法的算法研究并没有得到充分重视,导致模型和算法分析不全面、工程实践术语与数学算法概念脱节、定价的几何概念未充分厘清。这些算法基础问题反映到工程实践中,会在一些系统特殊情况下产生运行决策和定价方面困扰,同时也给电力现货市场的从业人员带来较突出的学习和应用障碍。针对这些基础数学算法层面的重要问题,从电力现货的数学建模原理研究开始,基于严格的单纯形算法概念,提出了一种全新的几何模型分析方法,首次全面厘清了一些目前存在的误区的重要概念,例如:系统边际机组、边际微增定价、松弛变量、人工变量、价格分量等,并结合算例研究了包含备用资源人工变量的定价原则,通过算例展示了有关研究方法的合理性

In recent years, the construction of China's electricity spot market has been rapidly promoted, and many spot markets have entered formal operation, achieving a large number of practical results. At the same time as the rapid development of the spot market, there are still some problems in the theoretical level of the basic algorithm model of the electricity spot market that need to be further sorted and improved. The most prominent problem is that the current clearing and pricing model analysis is generally based on the Lagrangian multiplier method, but the Lagrangian multiplier method cannot be applied to linearized market models. The algorithm research based on the simplex method used in practice has not received sufficient attention, resulting in incomplete model and algorithm analysis, disconnection between engineering practice terminology and mathematical algorithm concepts, and insufficient clarification of pricing geometric concepts. These fundamental algorithmic issues, reflected in engineering practice, can cause operational decision-making and pricing difficulties in some special system situations, while also posing significant learning and application barriers for practitioners in the electricity spot market. In response to these important issues at the level of basic mathematical algorithms, starting from the study of mathematical modeling principles for spot electricity, a new geometric model analysis method based on the strict concept of simplex algorithm is proposed. For the first time, some important concepts that currently exist are comprehensively clarified, such as system marginal units, marginal incremental pricing, slack variables, artificial variables, price components, etc. The pricing principles including artificial variables for backup resources are studied with examples, and the rationality of the research methods is demonstrated through examples.

毛伟明

国家能源局华北监管局,北京 100045

发电、发电厂电工基础理论数学

电力市场现货出清单纯形法节点电价

Electricity market spot clearance simplex method nodal electricity price

毛伟明.基于单纯形优化算法的电力现货市场\\出清及定价的几何模型研究[EB/OL].(2025-07-22)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/202507-27.点此复制

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