Comprehensive energy microgrid group transaction optimization method based on combined bidirectional auction

Abstract

The invention relates to a combined two-way auction-based integrated energy microgrid group transaction optimization method, which comprises the following steps: S1, establishing a one-time combined two-way auction model: a seller packs electric energy and heat energy into various energy units according to different proportions according to own operation characteristics, and sets that both the buyer and the seller participate in bidding, solving a one-time combined two-way auction bid winning and bidding problem according to the bidding information; s2, performing iterative comprehensive energy combination two-way auction: disassembling a one-time combination two-way auction bidding problem into sub-problems of a buyer and a seller, making an auction sequence according to a first-round auction result obtained by solving, increasing the price to the buyer round by round and decreasing the price to the seller round by round in a subsequent round, and obtaining latest supply and demand information by participants in each round, and sequentially solving the sub-problems according to an auction sequence, adjusting an energy purchasing and selling scheme, and iteratively converging to an optimal transaction strategy through multiple rounds of information interaction and calculation. Compared with the prior art, the system has the advantages of high transaction efficiency, high reliability, low transaction cost and the like.

Description

Technical Field

[0001] The present invention relates to the field of integrated energy microgrid group trading, and particularly to an optimization method for integrated energy microgrid group trading based on combinatorial double auction. Background Art

[0002] The integrated energy system is an important way to solve the problem of sustainable energy supply. At present, the integrated energy microgrid group with multiple complementary energy sources has gradually attracted attention. Therefore, it has become an urgent problem to realize reasonable, efficient, and fair competition in the integrated energy microgrid group trading in an imperfect competition environment.

[0003] During the integrated energy microgrid group trading process, auction is an effective means to achieve fair competition in trading and optimize the resource utilization efficiency. When dealing with complex auction transactions involving multiple resources, the auctioneer not only faces the challenge of the monopoly problem of one party in single-sided auction, but also needs to solve the deficiencies of traditional auction methods in flexibility and efficiency. To solve the above problems, combinatorial double auction has emerged. In combinatorial double auction, on the one hand, participants make combined bids on the items they are interested in, which can effectively reduce the number of transactions and transaction costs, and also meet the needs of flexible and diversified transactions; on the other hand, both buyers and sellers participate in the auction, which can take into account the interests of both parties and achieve efficient resource allocation. At present, combinatorial double auction is mostly used in fields such as cloud computing, spectrum auction, and public transportation systems, and there is relatively little research in the energy market field.

[0004] The integrated energy market has a demand for heterogeneous energy combined auction. For example, a combined heat and power (CHP) unit simultaneously generates electricity and heat. Among them, the output electric and heat powers of a back-pressure unit are in a fixed linear ratio, while the electric-heat feasible region of a extraction-condensing unit can flexibly adjust the output ratio. Single-energy auction cannot adapt to the characteristics of synchronous production of electricity and heat by CHP, and CHP faces the risk of only selling electricity but not heat.

[0005] Existing literature has explored the electricity and heat trading between CHP and buyers. The auction process is to conduct electricity trading first, then heat trading, and finally select the CHP units where both electricity and heat are traded, but it fails to change the essence of independent trading of the two energies in sequence. In addition, this trading does not consider the operation constraints of CHP, and the obtained results may be infeasible in practice. At the same time, the above studies all adopt one-shot auction, that is, the transaction result is determined only after one round of auction. However, when the number of participants is small in one-shot combinatorial double auction, it is difficult to ensure incentive compatibility.

[0006] Therefore, there is an urgent need to design an integrated energy microgrid group trading scheme with higher reliability and lower transaction costs. Summary of the Invention

[0007] The object of the present invention is to provide an integrated energy microgrid group trading optimization method based on combined double auction, which has high trading efficiency, high reliability and low trading cost, so as to overcome the defects of the existing technologies mentioned above.

[0008] The object of the present invention can be achieved by the following technical solutions:

[0009] An integrated energy microgrid group trading optimization method based on combined double auction, comprising:

[0010] S1. Establish a one-time combined double auction model: The seller packs electric energy and thermal energy into multiple energy units according to its own operation characteristics in different proportions, sets that both the buyer and the seller participate in the bidding, and solves the winning bid problem of the one-time combined double auction according to the bidding information.

[0011] S2. Conduct iterative integrated energy combined double auction: Decompose the winning bid problem of the one-time combined double auction into sub-problems of the buyer and the seller, formulate the auction order according to the obtained first-round auction results, increase the asking price for the buyer round by round and decrease the asking price for the seller round by round in subsequent rounds. In each round, the participants obtain the latest supply and demand information, solve the sub-problems in turn according to the auction order, adjust the energy purchase and sale plan, and iteratively converge to the optimal trading strategy through multi-round information interaction and calculation.

[0012] Preferably, the multiple energy units include thermoelectric combined units, pure electric units and pure thermal units, and the corresponding index sets are I unit 、I ind,e and I ind,h , and it is defined that the electric power and the thermal power in the energy unit i of the seller k satisfy: when i ∈ I ind,e , when i ∈ I ind,h ,

[0013] Preferably, for the setting that both the buyer and the seller participate in the bidding, the bidding information specifically includes:

[0014] The bidding information of the buyer l includes the maximum electric demand the maximum thermal demand the unit valuation for electricity and the unit valuation for heat

[0015] The bidding information of the seller k includes the electric power of the energy unit the thermal power of the energy unit the upper limit of electricity production the upper limit of heat production the unit price limit of the pure electric unit the unit price limit of the pure thermal unit Unit electricity price limit of the combined heat and power unit And the unit heat price limit of the combined heat and power unit Among them,

[0016] Preferably, the problem of winning the bid in the one-time combined two-way auction is specifically:

[0017] With the maximization of social welfare as the optimization goal,

[0018]

[0019] Among them,

[0020]

[0021]

[0022] In the formula: W l,k,i is the valuation of buyer l for the energy unit i sold by seller k; V k,i is the price limit of seller k for energy unit i; n l,k,i is the number of copies of energy unit i purchased by buyer l from seller k; m k,i is the number of copies of energy unit i sold by seller k;

[0023] The constraint functions include: all the energy purchased by the buyer meets its own load, the total energy of the energy units sold by the seller does not exceed its production limit, the number of copies of the combined heat and power units purchased by all buyers is equal to the number of copies of the corresponding energy units sold by the seller, the number of copies of the energy units purchased by the buyer is a positive integer, and the number of copies of the energy units sold by the seller is a positive integer.

[0024] Preferably, in the iterative integrated energy combined two-way auction, the sub-problem model of seller k is specifically:

[0025]

[0026] Among them,

[0027]

[0028] In the formula: is the Lagrange multiplier of the coupling constraint; ρ is the penalty coefficient; is the information cost on the seller side; and are respectively the unit price of the pure electricity unit, the unit price of the pure heat unit, the unit price of the electricity unit in the combined heat and power, and the unit price of the heat unit announced by the auctioneer to the seller in the t-th round; is the cost of energy unit i sold by seller k in the t-th round;

[0029] The constraint functions include: the total energy sold by seller k of all energy units cannot exceed the production limit, and the number of copies of energy unit i sold by seller k is a positive integer.

[0030] Preferably, in the iterative integrated energy portfolio two-way auction, the sub-problem model of buyer l is specifically:

[0031]

[0032] Among them,

[0033]

[0034] In the formula: is the information cost on the buyer side; are the unit prices of the pure electricity unit and the pure heat unit announced by the auctioneer to buyer l in the t-th round of the downward auction, respectively; are the unit prices of electricity and heat in the combined heat and power announced by the auctioneer to buyer l in the t-th round of the downward auction, respectively; is the fee paid by buyer l for the combined heat and power i of seller k in the t-th round; I -l is the set of the remaining buyers except buyer l;

[0035] The constraint functions include: all the energy purchased by buyer l in the t-th round meets its own load constraint, and the number of copies of the combined heat and power unit i purchased by buyer l is a positive integer.

[0036] Preferably, the auction order is formulated according to the obtained first-round auction result, specifically:

[0037] Collect the energy unit information provided by the seller and transmit it to the buyer, then announce the initial prices to both the buyer and the seller respectively. The initial asking price for the seller is relatively high, and the initial asking price for the buyer is 0. All participants solve the sub-problems simultaneously to complete the first-round auction; among them, the buyer reports n l,k,i to reflect the highest energy demand, and the seller reports m k,i to reflect the production limit. The auctioneer compares the energy supply and demand situation to determine the auction order, specifically including:

[0038] 1) If and it means supply exceeds demand:

[0039] From the second-round auction onwards, all buyers first solve their sub-problems. The auctioneer will transmit the total number of copies ∑ l n l,k,i of the energy unit i sold by seller k purchased by all buyers to seller k. After all sellers complete the sub-problem solving, the auctioneer will transmit the number of copies m k,i of the energy unit i sold by seller k to the buyer. Each subsequent round of the auction is executed in the order of seller first and then buyer;

[0040] 2) If and it indicates a shortage in supply:

[0041] From the second round of the auction, first let all sellers solve their sub - problems. The auctioneer will pass the number of copies m k,i of the energy unit i sold by seller k to the buyer side. After all buyers solve their sub - problems, the auctioneer will then pass the total number of copies ∑ l n l,k,i purchased by all buyers for the energy unit i sold by seller k to seller k. Each subsequent round of the auction is executed in the order of first buyers and then sellers;

[0042] 3) If and it indicates that the electricity supply exceeds demand while the heat supply is in short supply. If and it indicates that the electricity supply is in short supply while the heat supply exceeds demand:

[0043] In each subsequent round of the auction, the method of first buying then selling or first selling then buying is adopted. In each round of the auction, the auctioneer will pass the updated Lagrange multipliers of the coupling constraints to the buyers and sellers.

[0044] Preferably, the updated expression of the Lagrange multipliers of the coupling constraints is:

[0045]

[0046] In the formula: is the Lagrange multiplier of the coupling constraint in the t - th round; ρ is the penalty coefficient; is the number of copies of the energy unit i sold by seller k in the t - th round; is the number of copies of the energy unit i purchased by buyer l from seller k in the t - th round.

[0047] Preferably, during the iterative integrated energy portfolio two - way auction process, the prices announced by the auctioneer to the buyers include the unit price of the pure - electricity unit, the unit price of the pure - heat unit, the unit price of the electric power in the combined heat and power unit, and the unit price of the heat power in the combined heat and power unit. The initial unit prices all start from 0 and increase linearly in subsequent rounds;

[0048] The prices announced by the auctioneer to the sellers include the unit price of the pure - electricity unit, the unit price of the pure - heat unit, the unit price of the electric power in the combined heat and power unit, and the unit price of the heat power in the combined heat and power unit. The initial unit prices are relatively high and decrease linearly in subsequent rounds.

[0049] Preferably, the auction termination condition in the iterative integrated energy portfolio two-way auction is specifically as follows: The auction terminates when the unit price of the buyer's electric energy is not lower than that of the seller's electric energy and the unit price of the buyer's thermal energy is not lower than that of the seller's thermal energy.

[0050] Compared with the prior art, the present invention has the following beneficial effects:

[0051] (1) For the one-time portfolio two-way auction model constructed by the present invention, the seller packages diversified thermoelectric combined units according to different electricity and heat ratios according to its own operating characteristics, and adopts a trading scheme of electro-thermal coupling, which avoids the low efficiency of independent trading of single energy, can reduce transaction costs, improve the efficiency of auction trading, and ensure incentive compatibility; in addition, by setting that both the buyer and the seller participate in the bidding, the monopoly of the one-way auction can be broken.

[0052] (2) Through the iterative integrated energy portfolio two-way auction of the present invention, the auctioneer formulates the auction order according to the results of the first-round auction. In subsequent rounds, the asking price to the buyer increases round by round, and the asking price to the seller decreases round by round. In each round, the participants obtain the latest supply and demand information, and solve the sub-problems in turn according to the auction order, adjust the purchase and sale energy plan. Through multi-round information interaction and calculation, the system iteratively converges to the optimal trading strategy, that is, both the buyer and the seller are price takers, which can suppress false quotations, and at the same time retain the price limits and valuations of the participants, effectively protecting privacy information. BRIEF DESCRIPTION OF THE DRAWINGS

[0053] Figure 1 It is a schematic diagram of the auction of the integrated energy microgrid group;

[0054] Figure 2 It is the bidding process of the one-time portfolio two-way auction of the integrated energy microgrid group;

[0055] Figure 3 It is the flow chart of the iterative integrated energy portfolio two-way auction;

[0056] Figure 4 It is the number of units sold by the seller;

[0057] Figure 5 It is the purchase and sale power of the buyer and the seller;

[0058] Figure 6 It is the asking price curve of the auctioneer to the buyer and the seller sides. DETAILED DESCRIPTION OF THE INVENTION

[0059] Next, the technical solutions in the embodiments of the present invention will be clearly and completely described in conjunction with the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are part of the embodiments of the present invention, rather than all the embodiments. All other embodiments obtained by those of ordinary skill in the art based on the embodiments of the present invention without creative efforts shall fall within the protection scope of the present invention.

[0060] Embodiment

[0061] This embodiment provides a comprehensive energy microgrid group transaction optimization method based on combinatorial double auction, including:

[0062] S1. Establish a one-time combinatorial double auction model: The seller packs electric energy and thermal energy into multiple energy units according to different ratios based on its own operating characteristics, sets that both the buyer and the seller participate in the bidding, and solves the winning bid problem of the one-time combinatorial double auction according to the bidding information.

[0063] S2. Iterative comprehensive energy combinatorial double auction: Decompose the winning bid problem of the one-time combinatorial double auction into sub-problems of the buyer and the seller, formulate the auction order according to the obtained first-round auction results, increase the asking price for the buyer round by round and decrease the asking price for the seller round by round in subsequent rounds. In each round, the participants obtain the latest supply and demand information, solve the sub-problems in turn according to the auction order, adjust the energy purchase and sale plan, and iteratively converge to the optimal trading strategy through multi-round information interaction and calculation.

[0064] Next, the method of this embodiment will be introduced in detail.

[0065] (1) One-time combinatorial double auction model for comprehensive energy microgrid group

[0066] The auction of the comprehensive energy microgrid group is as Figure 1 shown.

[0067] The one-time combinatorial double auction model for the comprehensive energy microgrid group proposed by the present invention mainly includes two links: bidding and winning bid determination. First, the comprehensive energy seller microgrid and the buyer microgrid submit bidding information under the organization of the auctioneer. Subsequently, the auctioneer determines the winning bid participants and the number of trading copies according to the collected bidding information.

[0068] 1) Bidding for one-time combinatorial double auction of comprehensive energy microgrid group

[0069] Based on its own operating characteristics, the seller microgrid combines electric power and thermal energy in various ratios to form diversified energy units. The energy units can be divided into three types: thermoelectric combined units, pure electric units, and pure thermal units, and the corresponding index sets are I unit , I ind,e , I ind,h . Let the electric power and thermal power in unit i of seller microgrid k be respectively When When The bidding process is as Figure 2 shown

[0070] The bid of the buyer's microgrid l includes the maximum electricity and heat demands and the unit valuations of electricity and heat The bid of the seller's microgrid k includes the energy unit the upper limits of electricity and heat production and the unit price limits. The unit price limit of the seller k for unit i varies according to the unit type. For the pure electricity unit, it is For the pure heat unit, it is The unit price limits of electricity and heat for the combined heat and power unit are respectively The seller tends to give priority to selling the combined heat and power. Therefore

[0071] 2) Determination of the winning bid in the one - time combined two - way auction

[0072] The allocation of the winners in the auction is called the winner determination problem. The auctioneer aims to maximize social welfare and determines the optimal trading result with constraints such as the load of the buyer and the production upper limit of the seller.

[0073]

[0074] In the formula, V k,i is the price limit of the combined heat and power unit i by the seller k; W l,k,i is the valuation of the combined heat and power i sold by the seller k by the buyer l; m k,i is the number of copies of the combined heat and power i sold by the seller k; n l,k,i is the number of copies of the combined heat and power i purchased by the buyer l from the seller k.

[0075] Equation (1a) aims to maximize social welfare. Constraint (1b) defines the calculation method of the electricity and heat price limits of the combined heat and power unit i by the seller k; Constraint (1c) defines the valuation of the combined heat and power i sold by the seller k by the buyer l; Constraints (1d), (1e) ensure that all the energy purchased by the buyer l meets its own load; Constraints (1f), (1g) limit the total energy of the combined heat and power sold by the seller k not to exceed its production upper limit; Constraint (1h) ensures that the number of copies of the combined heat and power units purchased by all buyers is equal to the number of copies sold by the seller of this unit; Constraint (1i) ensures that the number of copies of the combined heat and power units purchased by the buyer is a positive integer; Constraint (1j) ensures that the number of copies of the combined heat and power units sold by the seller is a positive integer.

[0076] 3) One - time combined two - sided auction settlement method

[0077] The integrated energy auctioneer calculates the successful buyers and sellers in the transaction through the winning bid determination problem and transmits the winning bid information to the corresponding participants. Then, the auctioneer conducts the settlement of funds. In a one - time auction, the social welfare is evenly divided between the buyer and the seller for settlement.

[0078] The price of the combined heat and power portfolio i in which seller k transacts with buyer l is

[0079]

[0080] That is to say, different buyers pay different fees for the same combined heat and power portfolio. The one - to - one matching pricing between buyers and sellers can meet the diverse needs of auction participants. Since transactions may occur between different participants, for more convenient settlement, the integrated energy auctioneer collects funds from the successful buyers' side and then pays the funds to the successful sellers. The total funds paid by buyer l are

[0081]

[0082] The total financial income of seller k is

[0083]

[0084] The surplus of buyer l (consumer surplus) is

[0085]

[0086] The surplus of seller k (producer surplus) is

[0087]

[0088] (2) Integrated energy micro - grid group iterative combined two - sided auction model

[0089] The core of the proposed iterative auction method is to split the winning bid determination problem into sub - problems for buyers and sellers. Based on the solution results of the sub - problems for buyers and sellers in the first - round auction, the auctioneer judges the system's supply - demand situation and accordingly formulates the auction order. Then, in subsequent rounds, the auctioneer raises the asking price for the buyer side round by round and lowers the asking price for the seller side round by round. In each round, the buyers and sellers obtain the latest supply and demand information from the auctioneer, solve the sub - problems according to the auction order, and then update their respective energy purchase and sale plans. Through information interaction and strategy adjustment in multiple rounds of iteration, an agreement is finally reached. Finally, the auctioneer collects and pays funds according to the asking prices for both sides in the termination round. Figure 3 Shows the iterative integrated energy combined two - sided auction process.

[0090] 1) Sub - problems of the buyer and seller in integrated energy trading

[0091] Equations (2a) - (2f) are the sub - problem models for seller k in the iterative integrated energy portfolio two - sided auction.

[0092]

[0093] In the equations, is the Lagrange multiplier for the coupling constraint; ρ is the penalty coefficient; is the information cost on the seller side; are respectively the unit prices of the pure - electricity unit, pure - heat unit, electricity unit in the combined heat and power portfolio, and heat unit announced by the auctioneer to the seller in the t - th round; is the cost of the combined heat and power portfolio i sold by seller k in the t - th round.

[0094] Equation (2a) reflects that the goal of seller k is to maximize its own surplus. Constraint (2b) defines the calculation method of the price limit for the combined heat and power portfolio i of seller k; Constraint (2c) defines the pricing of the combined heat and power portfolio i of seller k; Constraints (2d) and (2e) mean that the total energy of all combined heat and power portfolios sold by seller k cannot exceed its production limit; Constraint (2f) ensures that the number of shares of the combined heat and power unit i sold by seller k is a positive integer.

[0095] Equations (3a) - (3e) constitute the sub - problem models for buyer l in the iterative integrated energy portfolio two - sided auction.

[0096]

[0097] In the equations, is the information cost on the buyer side; are respectively the unit prices of the pure - electricity unit and pure - heat unit announced by the auctioneer to buyer l in the t - th round; are respectively the unit prices of electricity and heat in the combined heat and power portfolio announced by the auctioneer to buyer l in the t - th round; is the cost paid by buyer l for the combined heat and power portfolio i of seller k in the t - th round; I -l is the set of all buyers except buyer l.

[0098] Equation (3a) reflects that the goal of buyer l is to maximize its own surplus. Constraint (3b) defines the calculation method of the cost paid by buyer l for the combined heat and power portfolio i of seller k in the t - th round; Constraint (3c) defines the valuation of the combined heat and power portfolio i sold by seller k by buyer l; Constraints (3d) and (3e) mean that all the energy purchased by buyer l in the t - th round meets its own load constraint; Constraint (3f) ensures that the number of shares of the combined heat and power unit i purchased by buyer l is a positive integer.

[0099] 2) Auction order

[0100] The solution of the sub - problem of the participants in the auction depends on the supply / demand information provided by the other party. To ensure the effective transmission of information and facilitate the rapid agreement between the buyer and the seller, the auctioneer determines the auction order of subsequent rounds based on the first - round auction. Specifically, the auctioneer first collects the energy unit information provided by the seller and transmits it to the buyer. Subsequently, the auctioneer announces the initial prices to both the buyer and the seller respectively. The initial asking price for the seller is relatively high, and the initial asking price for the buyer is 0. All participants solve the sub - problems simultaneously to complete the first - round auction. The buyer reports n l,k,i to reflect the highest energy demand, and the seller reports m k,i to reflect the production limit. The auctioneer compares the energy supply and demand situation to determine the auction order.

[0101] a) If and that is, supply exceeds demand. From the second - round auction, all buyers solve their sub - problems first. The auctioneer transmits ∑ l n l,k,i to the seller k. After all sellers complete solving the sub - problems, the integrated energy auctioneer then transmits m k,i to the buyer. Each subsequent round of the auction is executed in the order of seller first and then buyer.

[0102] b) If and that is, demand exceeds supply. From the second - round auction, all sellers solve their sub - problems first. The integrated energy auctioneer transmits m k,i to the buyer side. After all buyers solve their sub - problems, the auctioneer then transmits ∑ l n l,k,i to the seller k. Each subsequent round of the auction is executed in the order of buyer first and then seller.

[0103] c) If and that is, electricity supply exceeds demand while heat supply falls short of demand; if and that is, electricity supply falls short of demand while heat supply exceeds demand. Either "buy first and then sell" or "sell first and then buy" can be adopted in each subsequent round of the auction.

[0104] In each round of the auction, the integrated energy auctioneer transmits the updated coupling - constraint dual multipliers to the buyer and the seller. The Lagrangian multiplier update rule is as follows

[0105]

[0106] 3) Termination conditions for the iterative combinatorial double - sided auction

[0107] The auction terminates when the unit price of the buyer's electric energy is not lower than that of the seller's electric energy, and the unit price of the buyer's thermal energy is not lower than that of the seller's thermal energy. That is, the termination condition of the auction is

[0108]

[0109] The prices announced by the auctioneer to the buyer include the unit prices of electric and thermal powers in the pure electric unit, pure thermal unit, and combined electric and thermal unit The initial unit prices all start from 0 and increase linearly in subsequent rounds.

[0110]

[0111] In the formula, are the unit price growth steps of electric and thermal powers in the pure electric unit, pure thermal unit, and combined electric and thermal unit on the buyer side respectively.

[0112] The prices announced by the integrated energy auctioneer to the seller side include the unit prices of electric and thermal powers in the pure electric unit, pure thermal unit, and combined electric and thermal unit The initial unit prices are relatively high and decrease linearly in subsequent rounds.

[0113]

[0114] In the formula, are the initial unit prices of electric and thermal powers in the pure electric unit, pure thermal unit, and combined electric and thermal unit on the seller side respectively. is the unit price decrease step of electric and thermal powers in the pure electric unit, pure thermal unit, and combined electric and thermal unit on the seller side.

[0115] 4) Iterative combined two-way auction settlement method

[0116] The auctioneer settles according to the bids made by the auctioneer to both the buyer and seller sides in the termination round. First, it collects funds from the buyer and then pays funds to the seller. The remaining funds are used for system operation and maintenance.

[0117] The total funds paid by buyer l are

[0118]

[0119] The total financial income of seller k is

[0120]

[0121] The consumer surplus of buyer l is

[0122]

[0123] The producer surplus of seller k is

[0124]

[0125] (3) Numerical Example Simulation

[0126] 1) Results of Iterative Integrated Energy Portfolio Two - sided Auction

[0127] It is assumed that the integrated energy system in the numerical example includes 3 seller micro - grids and 3 buyer micro - grids. Taking the iterative integrated energy portfolio two - sided auction under the situation of both power and heat supply falling short of demand as an example, the iterative trading situation is demonstrated. The changes in the combined power - heat sold by the seller and the energy purchased and sold by the buyer and seller with the number of auction rounds are shown in Figure 4 and Figure 5 respectively. In the first - round auction, the auctioneer offers the highest price to the seller and the lowest price (0) to the buyer. Therefore, in the first - round auction, the seller tends to sell energy units to maximize surplus and reach the production limit; the buyer hopes to meet its highest load. As the auction progresses, both the buyer and the seller obtain information about each other's supply and demand. The final strategy on the seller's side is to give priority to selling combined power - heat units; the final strategy on the buyer's side is to give priority to purchasing combined power - heat units. Among them, Buyer 2 has the highest unit valuation for both power and heat, and finally purchases the most energy. In the termination round, the energy sold by the seller is balanced with the energy purchased by the buyer, that is, the trading strategies of both sides are consistent. Figure 6 shows the changes in the prices of the buyer and the seller with the number of auction rounds. As can be seen from Figure 6 , in the 68th round, the unit price of the buyer's electric energy is not lower than that of the seller's electric energy, and the unit price of the buyer's thermal energy is not lower than that of the seller's thermal energy, and the auction termination condition is met.

[0128] 2) Verification of the Properties of Iterative Integrated Energy Portfolio Two - sided Auction

[0129] A. Incentive Compatibility Verification

[0130] Define the seller's bid coefficient as the ratio of the reported price limit to the true price limit, and the buyer's bid coefficient as the ratio of the reported valuation to the true valuation. Set the bid coefficients of each auction participant to 1.0, 0.5, and 1.2 respectively. Table 1 shows the remaining revenues of all participants under the iterative auction. As can be seen from Table 1, the bid coefficients of the participants in the iterative auction do not affect their remaining revenues. Participants cannot profit from false bidding, and the proposed iterative auction satisfies incentive compatibility. This is because each participant reports its demand or supply as a price - taker, while its own price limit or valuation is retained as private information and no longer has the ability to distort the transaction price. Both the buyer and the seller always aim to maximize their own remaining revenues and truly reflect their trading intentions in each round of the auction, otherwise they cannot achieve the optimal remaining revenue.

[0131] Table 1 Remaining Revenues of All Participants under the Iterative Auction Method

[0132]

[0133] B. Individual rationality verification

[0134] As can be seen from Table 1, under the proposed iterative auction method, the remaining benefits of each participant are non - negative, that is, individual rationality is satisfied, and participants will not participate in the auction at the cost of harming their own interests.

[0135] C. Non - negative revenue and expenditure verification

[0136] Table 2 shows the fund settlement situation in the proposed iterative auction method. As can be seen from Table 2, under the iterative auction, the funds collected by the auctioneer from the buyers are higher than the funds paid to the sellers, and the surplus funds are used for the operation and maintenance of the system, meeting the non - negative revenue and expenditure of the system.

[0137] Table 2 Fund settlement results under iterative auction

[0138] Fund Settlement (￥) Iterative Auction Buyer's Payment 7105.3 Seller's Payment 6518 System Balance 587.3

[0139] D. Social welfare maximization verification

[0140] The Myerson - Satterthwaite theorem states that there cannot exist a market mechanism that simultaneously satisfies the four properties of incentive compatibility, individual rationality, social welfare maximization, and budget balance. As can be seen from Table 1, when all participants truthfully quote, the social welfare is 7,147.7 yuan. The proposed iterative auction focuses on achieving incentive compatibility. To achieve this goal, the iterative auction sacrifices some social welfare to a certain extent. Since the number of integrated energy micro - grid clusters existing in a region is limited, when designing an auction method for micro - grid clusters, it is necessary to seek a balance between incentive compatibility and other properties.

[0141] The above - mentioned is only the specific implementation manner of the present invention, but the protection scope of the present invention is not limited thereto. Any person skilled in the art within the technical scope disclosed by the present invention can easily think of various equivalent modifications or substitutions, and these modifications or substitutions should all be covered within the protection scope of the present invention. Therefore, the protection scope of the present invention should be subject to the protection scope of the claims.

Claims

1. A trading optimization method for integrated energy microgrid clusters based on combinatorial double auction, characterized in that Including: S1. Establish a one - time combined two - sided auction model: The seller packs electric energy and thermal energy into multiple energy units according to different ratios based on its own operating characteristics, sets that both the buyer and the seller participate in the bidding, and solves the winning bid problem of the one - time combined two - sided auction according to the bidding information. S2. Conduct iterative integrated energy combined two - sided auction: Decompose the winning bid problem of the one - time combined two - sided auction into sub - problems of the buyer and the seller, formulate the auction order according to the obtained first - round auction results. In subsequent rounds, the asking price for the buyer increases round by round, and the asking price for the seller decreases round by round. In each round, the participants obtain the latest supply and demand information, and solve the sub - problems in turn according to the auction order, adjust the energy purchase and sale plans, and converge to the optimal trading strategy through multiple rounds of information interaction and calculation.

2. The integrated energy microgrid group trading optimization method based on combinatorial double auction according to claim 1, wherein The multiple energy units include a thermoelectric combined unit, a pure electric unit, and a pure thermal unit, and the corresponding index sets are I unit , I ind,e , and I ind,h . Define the electric power and the thermal power in the energy unit i of the seller k to satisfy: when i ∈ I ind,e , When i ∈ I ind,h , 3. The integrated energy microgrid group trading optimization method based on combinatorial double auction according to claim 2, characterized in that The setting that both the buyer and the seller participate in the bidding, and the bidding information specifically includes: The bidding information of Buyer 1 includes the maximum electricity demand the maximum heat demand the unit valuation of electricity and the unit valuation of heat The bidding information of Seller k includes the electric power of the energy unit The thermal power of the energy unit The upper limit of electricity production The upper limit of heat production The unit price limit of the pure electric unit The unit price limit of the pure heat unit The unit electricity price limit of the combined heat and power unit And the unit heat price limit of the combined heat and power unit Among them, 4. The integrated energy microgrid group trading optimization method based on combinatorial double auction according to claim 3, wherein, The winning bid problem of the one - time combined two - sided auction is specifically: Taking the maximization of social welfare as the optimization goal: Among them, Where: W l,k,i is the valuation of the buyer l for the energy unit i sold by the seller k; V k,i is the price limit of the seller k for the energy unit i; n l,k,i is the number of purchase shares of the buyer l for the energy unit i sold by the seller k; m k,i is the number of shares of the energy unit i sold by the seller k; The constraint functions include: All the energy purchased by the buyer meets its own load, the total energy of the energy units sold by the seller does not exceed its production upper limit, the number of shares of the thermoelectric unit purchased by all buyers is equal to the number of shares of the corresponding energy unit sold by the seller, the number of shares of the energy unit purchased by the buyer is a positive integer, and the number of shares of the energy unit sold by the seller is a positive integer.

5. The integrated energy microgrid group trading optimization method based on combined double auction according to claim 4, wherein, In the iterative integrated energy combined two - sided auction, the sub - problem model of seller k is specifically: Among them, In the formula: is the Lagrange multiplier of the coupling constraint; ρ is the penalty coefficient; is the information cost on the seller side; and are respectively the unit price of the pure electric unit, the unit price of the pure heat unit, the unit price of the electricity in the combined heat and power, and the unit price of the heat announced by the auctioneer to the seller in the t-th round; is the cost of the energy unit i sold by the seller k in the t-th round; The constraint functions include: The total energy of all the energy units sold by seller k cannot exceed the production upper limit, and the number of shares of energy unit i sold by seller k is a positive integer.

6. The integrated energy microgrid group trading optimization method based on combinatorial double auction according to claim 4, wherein In the iterative integrated energy combined two - sided auction, the sub - problem model of buyer l is specifically: Among them, Wherein: is the information cost on the buyer side; are respectively the unit prices of the pure electric unit and the pure thermal unit announced by the auctioneer to buyer l in the t-th round; are respectively the unit prices of electricity and heat in the combined heat and power announced by the auctioneer to buyer l in the t-th round; is the fee paid by buyer l for the combined heat and power i of seller k in the t-th round; I -l is the set of the remaining buyers except buyer l; The constraint functions include: Under the t - th round, all the energy purchased by buyer l meets its own load constraint, and the number of shares of thermoelectric unit i purchased by buyer l is a positive integer.

7. An integrated energy microgrid group trading optimization method based on combined double auctions according to claim 4, characterized in that The formulation of the auction order according to the obtained first - round auction results is specifically: Collect the energy unit information provided by the seller and transfer it to the buyer, and then announce the initial price to both the buyer and the seller respectively. The initial asking price for the seller is relatively high, and the initial asking price for the buyer is 0. All participants solve the sub-problem simultaneously to complete the first round of the auction. Among them, the buyer reports n l,k,i to reflect the highest energy demand, and the seller reports m k,i to reflect the production limit. The auctioneer compares the energy supply and demand situation to determine the auction order, specifically including: 1) If and it means supply exceeds demand: From the second round of the auction, all buyers first solve their sub-problems, and the auctioneer will sum up the number of purchased shares of the energy unit i sold by seller k by all buyers l n l,k,i and transfer it to seller k. After all sellers complete the solution of their sub-problems, the auctioneer will then transfer the number of shares m of the energy unit i sold by seller k k,i to the buyers. Each subsequent round of the auction is executed in the order of seller first and then buyer; 2) If and indicate a supply shortage: From the second round of the auction, first let all sellers solve their sub-problems. The auctioneer will transfer the number of copies \(m\) of the energy unit \(i\) sold by seller \(k\) k,i to the buyer side. After all buyers solve their sub-problems, the auctioneer will then transfer the total number of copies \(\sum\) l n l,k,i purchased by all buyers for the energy unit \(i\) sold by seller \(k\) to seller \(k\). Each subsequent round of the auction is executed in the order of first buyers and then sellers; 3) If and it means that the power supply is greater than the demand and the heat energy supply is less than the demand. If and it means that the power supply is less than the demand and the heat energy supply is greater than the demand: In each subsequent round of auction, the buy - first - then - sell or sell - first - then - buy method is adopted. In each round of auction, the auctioneer transmits the updated Lagrange multipliers of the coupling constraints to the buyer and the seller.

8. The integrated energy microgrid group trading optimization method based on combinatorial double auction according to claim 7, characterized in that The update expression of the Lagrange multipliers of the coupling constraints is: Wherein: is the Lagrange multiplier of the t-th round of coupling constraints; ρ is the penalty coefficient; is the number of copies of the energy unit i sold by seller k in the t-th round; is the number of copies of the energy unit i sold by seller k purchased by buyer l in the t-th round.

9. A comprehensive energy microgrid group transaction optimization method based on combinatorial double auction according to claim 7, characterized in that During the iterative integrated energy combined two - sided auction process, the prices announced by the auctioneer to the buyer include the unit price of the pure - electric unit, the unit price of the pure - thermal unit, the unit price of the electric power in the thermoelectric combined unit, and the unit price of the thermal power in the thermoelectric combined unit. The initial unit prices all start from 0 and increase linearly in subsequent rounds. The prices announced by the auctioneer to the seller side include the unit price of the pure - electric unit, the unit price of the pure - thermal unit, the unit price of the electric power in the thermoelectric combined unit, and the unit price of the thermal power in the thermoelectric combined unit. The initial unit prices are relatively high and decrease linearly in subsequent rounds.

10. A comprehensive energy microgrid group trading optimization method based on combinatorial double auction according to claim 4, characterized in that The auction termination condition in the iterative integrated energy combined two - sided auction is specifically: When the unit price of the buyer's electric energy is not lower than the unit price of the seller's electric energy, and the unit price of the buyer's thermal energy is not lower than the unit price of the seller's thermal energy, the auction terminates.

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