曾子龙, 李培强, 李勇, 钟俊杰, 曹一家. 考虑条件风险价值的交直流系统两阶段分布鲁棒低碳经济优化调度[J]. 高电压技术, 2024, 50(1): 157-168. DOI: 10.13336/j.1003-6520.hve.20230193
引用本文: 曾子龙, 李培强, 李勇, 钟俊杰, 曹一家. 考虑条件风险价值的交直流系统两阶段分布鲁棒低碳经济优化调度[J]. 高电压技术, 2024, 50(1): 157-168. DOI: 10.13336/j.1003-6520.hve.20230193
ZENG Zilong, LI Peiqiang, LI Yong, ZHONG Junjie, CAO Yijia. Low-carbon Distributionally Two-stage Robust Optimization Considering Conditional Value-at-Risk for Hybrid AC/DC Grids[J]. High Voltage Engineering, 2024, 50(1): 157-168. DOI: 10.13336/j.1003-6520.hve.20230193
Citation: ZENG Zilong, LI Peiqiang, LI Yong, ZHONG Junjie, CAO Yijia. Low-carbon Distributionally Two-stage Robust Optimization Considering Conditional Value-at-Risk for Hybrid AC/DC Grids[J]. High Voltage Engineering, 2024, 50(1): 157-168. DOI: 10.13336/j.1003-6520.hve.20230193

考虑条件风险价值的交直流系统两阶段分布鲁棒低碳经济优化调度

Low-carbon Distributionally Two-stage Robust Optimization Considering Conditional Value-at-Risk for Hybrid AC/DC Grids

  • 摘要: 考虑到海上风电出力的随机性以及日益突出的生态环境问题,以含柔性直流输电技术(voltage source converter high voltage direct current, VSC-HVDC)的交直流系统为研究对象,提出了考虑条件风险价值(conditional value at risk,CVaR)的两阶段分布鲁棒低碳经济优化模型,构建了基于Kullback-Leibler(KL)散度的概率分布模糊集,同时利用条件风险价值量化了极端场景下的尾部风险,使得模型能够同时考虑概率分布不确定性以及处于最坏概率分布中极端场景下的尾部损失;此外,将阶梯型碳交易机制并入所提分布鲁棒模型中,通过合理利用柔性资源和储能装置,增强系统运行的灵活性,在兼顾运行风险的前提下,降低碳排放量的目标。再者,为了提高计算效率,在列和约束生成算法(column-and-constraint generation method,C&CG)和Multi-cut Benders分解算法的基础上提出了双循环分解算法。最后,在基于改进的IEEE RTS 79测试系统中验证了所提模型及算法的有效性。

     

    Abstract: Considering the randomness of offshore wind power and the increasingly prominent environmental problems, we propose a low-carbon distributionally two-stage robust optimization model considering conditional value at risk(CVaR) for hybrid AC/DC grids after taking the voltage source converter high voltage direct current (VSC-HVDC) as research object. In order to consider the uncertainty of probability distribution and the tail risk of the extreme scene, we build a fuzzy set of probability distribution by kullback-leibler divergence (KL) and utilize the CVaR to quantify the tail loss of the extreme scene in the worst probability distribution. Furthermore, by adopting the ladder-type carbon trading and rationally utilizing the flexible resources and energy storage devices, not only the flexibility of the system operation is enhanced but also the carbon emissions are reduced on the premise of operational risks. In order to improve the calculation speed, a double-cycle decomposition method is proposed based on the column-and-constraint generation method (C&CG) and Multi-cut benders decomposition method. Finally, the effectiveness of the proposed model and algorithm is verified by the modified IEEE RTS 79 tested system.

     

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