典型文献
An Efficient Decomposition Method for Bilevel Energy Storage Arbitrage Problem
文献摘要：
With the reduction of cost,large-capacity energy storage unit is playing an increasingly important role in modern power systems.When a merchant energy storage unit participates in the power market,its arbitrage problem can be modeled via a bilevel program.The lower-level problem simulates power market clearing and gives the nodal price,based on which the upper-level problem maximizes the arbitrage profit of energy storage.To solve this bilevel problem,the conventional method replaces the lower level problem with its KKT optimality conditions and further performs linearization.However,because the size of the market clearing problem grows with the scale of the power system and the number of periods,the resulting MILP(mixed-integer linear program)is very challenging to solve.This paper proposes a decomposition method to address the bilevel energy storage arbitrage problem.First,the locational marginal price at the storage connection node is expressed as a piecewise constant function in the storage bidding strategy,so the market clearing problem can be omitted.Then,the storage bidding problem is formulated as a mixed-integer linear program,which contains only a few binary variables.Numeric experiments validate the proposed method is exact and highly efficient.
文献关键词：
中图分类号：
作者姓名：
Danman Wu;Tengyun Qi;Wei Wei;Jianping Liu;Laijun Chen;Shengwei Mei
作者机构：
State Key Laboratory of Power Systems,Department of Electrical Engineering,Tsinghua University,Beijing 100084,China;China Three Gorges Corporation,Beijing 100038,China;China Three Gorges Renewables(Group)Co.,Ltd.,Beijing 100053,China;New Energy Industry Research Center,Qinghai Univer-sity,Xining 810016,China
文献出处：
引用格式：
[1]Danman Wu;Tengyun Qi;Wei Wei;Jianping Liu;Laijun Chen;Shengwei Mei-.An Efficient Decomposition Method for Bilevel Energy Storage Arbitrage Problem)[J].中国电机工程学会电力与能源系统学报（英文版）,2022(02):652-658
A类：
Bilevel,Arbitrage
B类：
An,Efficient,Decomposition,Method,Energy,Storage,Problem,With,reduction,cost,large,capacity,energy,storage,unit,playing,increasingly,important,role,modern,power,systems,When,merchant,participates,market,its,arbitrage,problem,can,modeled,via,bilevel,program,lower,simulates,clearing,gives,nodal,price,which,upper,maximizes,profit,To,solve,this,conventional,method,replaces,KKT,optimality,conditions,further,performs,linearization,However,because,size,grows,scale,number,periods,resulting,MILP,mixed,integer,very,challenging,This,paper,proposes,decomposition,address,First,locational,marginal,connection,node,expressed,piecewise,constant,function,bidding,strategy,omitted,Then,formulated,contains,only,few,binary,variables,Numeric,experiments,validate,proposed,exact,highly,efficient
AB值：
0.569347
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