论文标题
通过拉格朗日放松多余的约束,取消额外的付款
The uplift payment elimination through the Lagrangian relaxation of the redundant constraints
论文作者
论文摘要
在存在非体积的情况下,电力市场可能没有平衡的电力价格,可以提供集中调度结果的经济稳定性。在这种情况下,为了取得经济稳定的结果,将向市场参与者的提升付款作为定价原则的一部分。鉴于涉及以隆起付款形式涉及利润损失的一般定价原则,我们研究一个问题,如果有可能在市场上引入新产品/服务以及相关价格,以使集中调度优化问题的最佳解决方案不受影响,每个市场参与者在集中派对的派遣时间表中获得的利润未经支付的利润,并且没有变成市场的利润。这些新产品/服务以及相应的价格可以看作是源自拉格朗日冗余限制的拉格朗日放松,这些放宽量不会改变集中的调度时间表。对于任何给定的市场价格(或定价算法,将生产者收入作为其输出量的函数设置为具有固定负载的UNINODE MULTI-PERI-PERIOD电力市场),我们明确地构建了一个冗余约束的家族,该家族不会改变任何生产商的最大利润,并导致零总额付费。该分析可以直接扩展到具有价格敏感需求的多节点多周期市场。
In the presence of non-convexities, the power market may not have an equilibrium price for power that provides economic stability of the centralized dispatch outcome. In this case, to achieve an economically stable outcome, the uplift payments to the market players are introduced as part of the pricing principle. Given the general pricing principle that involves the lost profit compensation in the form of the uplift payments, we study a question if it is possible to introduce new products/services at the market and the associated prices such that the set of the optimal solutions to the centralized dispatch optimization problem is unaffected, the profit received by each market player at the centralized dispatch schedule is unchanged, and no market player has lost profit. These new products/services and the corresponding prices can be viewed as originating from the Lagrangian relaxation of redundant constraints, which dot not change the centralized dispatch schedule. For any given market price (or a pricing algorithm that sets the producer revenue as a function of its output volume) in a uninode multi-period power market with fixed load, we explicitly construct a family of the redundant constraints that do not change the maximum profit of any producer and result in zero total uplift payment. The analysis can be straightforwardly extended to a multi-node multi-period market with price-sensitive demand.