带条件风险约束的发电商最优投标模型与计算(6页).pdf

37 9 ( ) V ol . 37, No . 9 2 0 1 0 9 Jo urnal o f Hunan U niv ersity ( N atural Sciences) Sep 2 0 1 0 20 10) * 1 1, 2 1 罗 可 , 赵志学 , 童小娇 ( 1. , 410076 ; 2 . , 4 10205) 采用条件风险( CV aR) 作为风险度量指标, 建立了双层优化的发电商 标模 型, 上层解决社会效益最大和风险最小问题, 下层解决发电商利润最大问题, 设计了启发式 粒子群算法( P SO) 求解该复杂的双层优化模型. 在 4 节点2 机系统和9 节点 3 机系统进行 了实验, 说明该模型和算法具有较好的计算效果和时效性, 通过实验数据比较显示 CV aR 比V aR 更准确地度量了发电商的风险. 优化; 粒子群优化算法; 标策略 T M 743 A Based on Risk Const raint of the Bidding Str at egy M odel and Com putation f or Generating Com p any L U O Ke1, ZH A O Zhix ue1, 2 , T ON G X iaoj iao 1 ( 1. Changsha Univ of Science and Technology , College of Computer and Communication Engineering, Ch angsh a, Hunan 410076, China; 2. Hunan U niv of Comm er ce, College o f Co mputer and Electro nic Eng ineer ing, Chang sh a, Hunan 4 10205 , China) Abstract:T ake t he Condit ion V alueatRisk ( CV aR) as a measure of risk indicat o rs, a t w ot ier opt imi zat ion of elect ricity market bidding m odel w as built . T he upp erlevel object ive is t o so lve maximiz ing social prof its and risk problem, t he bil evel o pt imizat io n is t he larg est pow er g ener at ion co mp any prof it opt imiza t ion. In t his p aper, w e desig ned heurist ic part icle sw arm optim iz at ion ( PSO) algo rithm t o so lve t he com plex t w ot ier opt imizat ion . T he IEEE 4bu s system and IEEE 9bu s sy st em h ave been t est ed . Numerical exam ples of som e st andard t est ed IEEE systems show th at t he new mo del and algo rithm h av e bet ter ef fect of com putat ion and pract