Optimization method for pumped storage cluster jointly participating in multi-coupling market transaction in region
Patent Information
- Application Number
- CN202610626183.0
- Authority / Receiving Office
- CN · China
- Patent Type
- Applications(China)
- Current Assignee / Owner
- Filing Date
- 2026-05-08
- Publication Date
- 2026-09-01
AI Technical Summary
(2)现有研究主要聚焦单一市场场景,对多市场耦合条件下的系统决策缺乏充分研究;
1)本发明提出区域内多个抽水蓄能电站以“集群”形式参与省间、省内的电能量、调峰辅助服务市场的报量报价形式,市场运作框架以及交易策略,在市场条件下,有效提升抽蓄电站的市场地位并促进区域内资源的协调优化;
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Figure CN122675464A_ABST
Abstract
Description
Technical Field
[0001] This invention relates to the field of electricity market technology, specifically to a method for multiple pumped storage power stations within a region to jointly participate in multi-market transactions in a "cluster" format. Background Technology
[0002] In the current technology, with the large-scale grid connection of renewable energy sources such as wind power and photovoltaics, the problem of power system source-load mismatch is becoming increasingly prominent, and the peak-shaving capacity margin is continuously tightening. In order to improve the system's flexible regulation capability, promote the consumption of renewable energy and ensure the safe and stable supply of electricity, it is urgent to give full play to the supporting role of flexible regulation resources such as pumped storage.
[0003] Pumped storage is currently the most technologically mature, economically optimal, and scalable form of energy storage, and has become a key force supporting the development of new power systems. my country has explicitly proposed accelerating the establishment of pumped storage power stations as independent market players, promoting their equal participation in medium- and long-term electricity transactions, spot market transactions, ancillary service markets, or ancillary service compensation mechanisms. In engineering practice, a provincial power company of the State Grid has taken the lead in promoting all pumped storage power stations in the province to participate in the electricity spot market through quantity-based bidding. The Northwest region has also clearly defined pumped storage power stations as participating in inter-provincial electricity transactions with a dual identity as wholesale users and power generation enterprises. These policies and practices indicate that pumped storage power stations are rapidly transforming from a traditional passive dispatch model to an independent market player role. However, the following technical problems still exist in the existing research and practice of pumped storage power stations participating in the electricity market. 1) Individual entities have weak bargaining power, and clustered operations lack systematic decision-making methods; Under the current market mechanism, the pumping and power generation of a single pumped storage power station is relatively small, and it mostly acts as a price taker, passively responding to the market with limited bargaining power. At the same time, the cluster development of pumped storage power stations has become an important trend in the industry: China Southern Power Grid has clearly stated that it will promote the construction of a 10 million kilowatt-level pumped storage power station cluster in the Guangdong-Hong Kong-Macao Greater Bay Area and the Beibu Gulf Economic Zone, with a total installed capacity of 10.8 million kilowatts for 9 projects. Jiangsu Province and Guangxi Zhuang Autonomous Region have also proposed corresponding pumped storage power station cluster plans, as recorded in the literature [1]: China Southern Power Grid Company. Planning for the construction of a 10 million kilowatt-level pumped storage power station cluster in the Guangdong-Hong Kong-Macao Greater Bay Area and the Beibu Gulf Economic Zone [R]. 2023. Under the trend of cluster development, how multiple pumped storage power stations in the region can participate in the power market in the form of a "cluster" and give full play to the coordination and regulation role of multiple stations has become a technical bottleneck that needs to be broken through at present. (2) Existing research mainly focuses on single market scenarios and lacks sufficient research on system decision-making under multi-market coupling conditions; Current research focuses on the game strategy of wind-solar-pumped storage consortium in the ancillary service market, or on the optimized operation of wind-solar-thermal-storage bases under the background of the electricity spot market; for example, literature [2]: Lv Wanyu, et al. Layered optimization scheduling to improve system flexibility of pumped storage under supply and demand uncertainty [J]. Journal of Electrical Engineering, 2025, 40(21): 7013-7028. A layered optimization model for pumped storage to participate in flexible regulation was established, taking into account the impact of new energy uncertainty on system regulation; existing related technologies have constructed a two-layer optimization strategy for pumped storage power stations to participate in capacity trading ancillary services; in the existing research on clearing bidding in the peak-shaving service market, the research on clearing bidding with multiple participants is still insufficient, and the current time-sharing bidding mechanism ignores the differences in the quality of power peak-shaving services in the same period; the common feature of the above research is that the research scenario is limited to a single market dimension, and it fails to fully reveal the comprehensive regulation potential of pumped storage power stations in the multi-level and multi-type market coupling environment of inter-provincial and intra-provincial, electricity and peak-shaving ancillary services; (3) Under the framework of the inter-provincial and intra-provincial two-level electricity market, a systematic approach for pumped storage power stations to participate in transactions in a cluster form has not yet been established; Most existing studies follow the traditional independent application model, failing to integrate multiple pumped storage power stations in the region into a unified bidding decision-making body, and failing to achieve integrated optimization of inter-provincial and intra-provincial market transactions. In particular, in the complex scenario of the coupling of four types of markets—inter-provincial electricity market, inter-provincial peak-shaving ancillary service market, intra-provincial electricity market, and intra-provincial peak-shaving ancillary service market—how to design a clustering quantity and price quotation strategy and an inter-provincial-intra-provincial quantity collaborative allocation mechanism to maximize the overall benefits of pumped storage clusters in multiple markets while also taking into account the improvement of social welfare has become an urgent technical problem to be solved. In addition, existing methods for clearing out variable-speed pumped storage participating in the electricity-frequency regulation-ramp joint market have constructed a clearing method based on Stackelberg two-layer game and introduced KKT conditions and McCormick envelope for linearization. This method provides a methodological reference for this invention. However, this research is still limited to the framework of a single-region multi-product market and does not involve the interaction coupling and coordination optimization between inter-provincial and intra-provincial two-level electricity markets. In summary, there is an urgent need to propose an optimized method for pumped storage power plants to jointly participate in inter-provincial and intra-provincial multi-coupling market transactions. This method would address key technical issues such as market pricing strategies under clustered operation, inter-provincial and intra-provincial resource allocation coordination, and multi-market joint clearing. It would fill the gaps in existing technologies for clustered operation and multi-market coupling coordination, enhance the overall market competitiveness and economic benefits of pumped storage power plants, and provide technical support for the optimal allocation of regional energy resources. Summary of the Invention This invention provides an optimized method for pumped storage clusters to jointly participate in multi-coupled market transactions within a region. This method effectively enhances the market bargaining power of pumped storage power stations, fully explores the inter-provincial mutual assistance benefits and peak-shaving service value of pumped storage clusters, and takes into account both the economic benefits of the clusters and the optimal allocation of regional resources. It can be directly applied to the market-oriented transaction decision-making of regional pumped storage clusters. The technical solution adopted in this invention is as follows: An optimized method for pumped storage clusters to jointly participate in multi-coupled market transactions within a region, wherein the multi-coupled markets include: inter-provincial electricity market, inter-provincial peak-shaving ancillary service market, intra-provincial electricity market, and intra-provincial peak-shaving ancillary service market; the method includes the following steps: Step 1: Construct a trading framework for pumped storage clusters to participate in the inter-provincial and intra-provincial electricity markets, and determine the reporting and bidding format and market operation framework of pumped storage clusters in the two-level electricity markets; Step 2: Taking the maximization of the total revenue of the pumped storage cluster in multiple markets between and within the province as the objective function, and combining the quotation and bidding constraints of the pumped storage cluster with the operational constraints of each pumped storage power station within the pumped storage cluster, construct an upper-level pumped storage cluster bidding decision model. Step 3: Using the maximization of social welfare between provinces and the maximization of social welfare within each province as objective functions, establish corresponding joint clearing models for the lower-level inter-provincial electricity energy-peak-shaving ancillary service market and joint clearing models for the electricity energy-peak-shaving ancillary service market within each province. Step 4: Based on the two-layer optimization model consisting of the upper-layer pumped storage cluster bidding decision model and the lower-layer inter-provincial and intra-provincial electricity-peak-shaving ancillary service market joint clearing model, the KKT theorem is used to transform the two-layer optimization model into a single-layer mixed integer nonlinear model. Then, the McCormick envelope method is used to linearize the bilinear terms in the single-layer mixed integer nonlinear model to obtain the single-layer mixed integer linear model and solve it to obtain the optimal trading results of the pumped storage cluster in each market. In step 1, the bidding format for pumped storage clusters in the two-tier electricity market includes: 1.1: When participating in the inter-provincial electricity market and the inter-provincial peak-shaving auxiliary service market, all pumped storage power stations in the region shall be auctioned off in the form of inter-provincial pumped storage clusters using a unified bidding method. The winning bids shall be allocated to each pumped storage power station based on the maximum trading capacity of each pumped storage power station and the transmission cost of the inter-provincial interconnection line. 1.2: When participating in the provincial electricity market and the provincial peak-shaving auxiliary service market, pumped storage power stations within the province shall be auctioned off in the provincial market in the form of provincial pumped storage clusters using a unified bidding method. Based on the maximum trading capacity of each pumped storage power station in the province, the winning bids within the province shall be allocated to each pumped storage power station in the province. 1.3: The final winning bid amount for each pumped storage power station is the sum of the winning bid amounts allocated to it in the inter-provincial market and the intra-provincial market; specifically as shown in formula (7); In step 1, the market operation framework of the pumped storage cluster in the two-tier electricity market includes: 1.4: The provincial power trading center determines the inter-provincial market power purchase and sale demand and peak-shaving capacity trading demand of other market members, excluding the provincial pumped storage cluster, based on the province's power generation resources and load demand. The provincial power company acts as an agent to participate in the inter-provincial power energy market and the inter-provincial peak-shaving auxiliary service market. 1.5: The inter-provincial power trading center organizes the joint clearing of the inter-provincial power energy market and the inter-provincial peak-shaving ancillary service market based on the declaration information submitted by agents and pumped storage clusters in each province; at the same time, the provincial power trading center organizes the joint clearing of the provincial power energy market and the provincial peak-shaving ancillary service market based on the declaration information submitted by the provincial pumped storage clusters and other market members in the province. In step 2, the objective function of the upper-level pumped storage cluster bidding decision model is shown in equation (1): (1); In formula (1): The total revenue of the pumping station cluster; The total revenue of pumped storage clusters in the inter-provincial electricity market and the inter-provincial peak-shaving ancillary service market; For pumped storage clusters in Total revenue from the provincial electricity market and the provincial peak-shaving ancillary services market; Number the provinces; in, and The calculation formulas are shown in equations (2) and (3): (2); (3); In the above formula, The sum of the revenues of pumped storage clusters in the inter-provincial electricity and peak-shaving ancillary services market; for The sum of revenues from the province's pumped storage clusters participating in the province's electricity and peak-shaving ancillary services market; , , These are the clearing prices for the inter-provincial electricity market, the clearing prices for the upper peak-shaving capacity and the lower peak-shaving capacity in the inter-provincial peak-shaving ancillary service market; , They are respectively Pumped storage clusters are the first in the inter-provincial electricity market The winning bid for the power generation and pumping capacity of the section; , They are respectively Pumped storage clusters are the first in the inter-provincial peak-shaving ancillary service market. The upper and lower peak-shaving capacities of the section won the bid; , , They are respectively Clearing price of inter-provincial electricity market and Clearing prices for upstream and downstream peak-shaving capacity in the provincial peak-shaving ancillary services market; , They are respectively Pumped storage clusters within the province rank first in the province's electricity market. The winning bid for the power generation and pumping capacity of the section; , They are respectively The pumped storage clusters within the province rank first in the province's peak-shaving ancillary service market. The upper and lower peak-shaving capacities of the section won the bid; The number of segments in a segmented quantity and price quotation system. For the trading moment; In step 2, the constraints of the upper-level pumped storage cluster bidding decision model mainly include the quantity and price quotation constraints for the pumped storage cluster to participate in market transactions, as well as the operational constraints of each pumped storage power station within the pumped storage cluster: 1) Price limits for pumped storage clusters: (4); In equation (4): , These represent the upper and lower limits of the bid price for pumped storage clusters to purchase electricity in the inter-provincial electricity market; , These represent the upper and lower limits of the price quoted by pumped storage clusters for selling electricity in the inter-provincial electricity market; , The pumped storage clusters are respectively The upper and lower limits of the price for purchasing electricity in the provincial electricity market; , The pumped storage clusters are respectively The upper and lower limits of electricity price quotes in the provincial electricity market; , These represent the upper and lower limits of the price quoted by pumped storage clusters for selling their lower peak-shaving capacity in the inter-provincial peak-shaving auxiliary service market; , These represent the upper and lower limits of the price quoted by pumped storage clusters for selling peak-shaving capacity in the inter-provincial peak-shaving auxiliary service market; , The pumped storage clusters are respectively The upper and lower limits of the price for selling lower peak-shaving capacity in the provincial peak-shaving ancillary service market; , The pumped storage clusters are respectively The upper and lower limits of the price for peak-shaving ancillary services sold in the provincial market; 2) Monotonicity constraint of bids for pumped storage clusters: (5); In formula (5): for The pumped storage cluster purchases electricity from the inter-provincial power market. Segment price; for The pumped storage cluster sells electricity in the inter-provincial power market. Segment price; for Constant pumping cluster The first batch of electricity purchased from the provincial electricity market Segment price; for Constant pumping cluster The first electricity sold in the provincial electricity market Segment price; for The peak-shaving capacity of pumped storage clusters sold in the inter-provincial peak-shaving ancillary service market is the first Segment price; for The pumped storage cluster sells its peak-shaving capacity in the inter-provincial peak-shaving ancillary service market. Segment price; for Constant pumping cluster The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; for Constant pumping cluster The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; 3) Reporting constraints for pumped storage clusters: When participating in intra-provincial transactions, pumped storage clusters... Always The pumping or power generation capacity declared by the province should not exceed The sum of the maximum pumping or power generation capacity of all pumped storage power stations within the province; Meanwhile... The total pumping or power generation capacity declared by the pumped storage cluster in the inter-provincial and intra-provincial markets should not exceed the total maximum pumping or power generation capacity of the pumped storage power stations in each province, as shown in equation (6): (6); In formula (6): , For pumped storage clusters, the inter-provincial electricity market Time of the first The power generation and pumping volume of the section; for Province The maximum power generation capacity of each pumped storage power station; , These are the pumped storage clusters in the inter-provincial peak-shaving ancillary service market. Time of the first Reported peak-shaving capacity of the upper and lower sections; for Province The maximum pumping power of each pumped storage power station; , They are respectively Provincial pumped storage clusters in the provincial electricity market Time of the first The power generation and pumping volume of the section; , They are respectively Provincial pumped storage clusters in the provincial peak-shaving ancillary service market Time of the first Reported peak-shaving capacity of the upper and lower sections; , They are respectively Province The rated power generation and pumping capacity of each pumped storage power station; 4) Operational constraints of pumped storage power stations: ①: In pumped storage clusters, the winning bid power and peak-shaving capacity of each pumped storage power station are composed of two parts: the winning bid amount in inter-provincial transactions and the winning bid amount in intra-provincial transactions, as shown in equation (7): (7); In equation (7): , They are respectively Province The pumped storage power station Power generation and pumping capacity at any given time; , They are respectively Province The pumped storage power station The power generation capacity that is constantly won in inter-provincial and intra-provincial electricity trading; , They are respectively Province The pumped storage power station Pumping power that is constantly won in inter-provincial and intra-provincial electricity trading; , They are respectively Province The pumped storage power station The peak-shaving capacity that was won in the bid at any given time; , They are respectively Province The pumped storage power station The peak-shaving capacity that is constantly won in the inter-provincial and intra-provincial peak-shaving ancillary service markets; , They are respectively Province The pumped storage power station The peak-shaving capacity won in the inter-provincial and intra-provincial peak-shaving ancillary service markets at all times; ②: Each pumped storage power station must meet the maximum power constraint and reservoir capacity constraint, where the maximum power constraint is shown in equation (8): (8); In equation (8): , All are 0-1 state variables, used to represent the power generation and pumping status of the pumped storage cluster; The storage capacity constraint is shown in equation (9): (9); In equation (9): , They are respectively Province The pumped storage power station The upper and lower storage capacities at any given time; , They are respectively Province The minimum and maximum reservoir capacity of each pumped storage power station; , They are respectively Province Minimum and maximum reservoir capacity of each pumped storage power station; In step 3, a joint clearing model for the lower-level inter-provincial electricity energy-peak-shaving ancillary service market is established as follows: The joint clearing model of the inter-provincial electricity and peak-shaving ancillary service market simultaneously considers electricity and peak-shaving ancillary service transactions. With the maximization of inter-provincial social welfare as the objective function, it solves for the bidding situation of pumped storage clusters in the inter-provincial electricity and peak-shaving ancillary service markets and the power flow on each inter-provincial interconnection line; where: the purchase cost of electricity by buyers in the inter-provincial electricity market is shown in equation (10): (10); In formula (10): The cost of electricity purchased by buyers in the inter-provincial electricity market; , They are respectively inter-provincial traders Always in the inter-provincial electricity market The quoted price and winning bid power for the electricity purchase demand of the segment; In the inter-provincial and intra-provincial peak-shaving ancillary service markets, apart from pumped storage clusters, thermal power units in each province only provide lower peak-shaving capacity, and hydropower units in each province only provide upper peak-shaving capacity; the cost for buyers to purchase peak-shaving capacity in the inter-provincial peak-shaving ancillary service market is shown in equation (11): (11); In equation (11): The cost for buyers to purchase peak-shaving capacity in the inter-provincial peak-shaving ancillary services market; , They are respectively inter-provincial traders Always at the forefront of the inter-provincial peak-shaving ancillary service market Quotations for peak-shaving capacity purchase demand and winning bids for peak-shaving capacity; , They are respectively inter-provincial traders Always at the forefront of the inter-provincial peak-shaving ancillary service market The bidding price and the winning bid for the peak-shaving capacity purchase demand; The electricity sales cost for sellers in the inter-provincial electricity market is shown in equation (12): (12); In equation (12): The cost of electricity sold by sellers in the inter-provincial electricity market; , They are respectively inter-provincial traders Always in the inter-provincial electricity market The quoted price and winning bid power for the electricity sold in each segment; The cost for sellers in the inter-provincial peak-shaving ancillary service market to sell peak-shaving capacity is shown in equation (13): (13); In equation (13): The cost for sellers to sell peak-shaving capacity in the inter-provincial peak-shaving ancillary service market; , They are respectively inter-provincial traders The first batch of peak-shaving capacity sold in the inter-provincial peak-shaving ancillary service market. The bidding price and the peak-shaving capacity of the winning bid; , They are respectively inter-provincial traders The first peak-shaving capacity sold in the inter-provincial peak-shaving ancillary service market. The bidding price and the peak-shaving capacity of the winning bid; To further ensure the economic efficiency of inter-provincial mutual assistance, the transmission cost of inter-provincial interconnection lines is considered as shown in equation (14): (14); In equation (14): For inter-provincial power transmission costs; Inter-provincial connection line The cost of power transmission; , Inter-provincial connecting lines exist The slack variables of the current at any given moment; The objective function of the joint clearing model for the inter-provincial electricity energy-peak-shaving ancillary services market is shown in equation (15): (15); In equation (15): The social welfare value for the joint clearing of the inter-provincial electricity market and the inter-provincial peak-shaving ancillary service market; In step 3, the joint clearing model for the inter-provincial electricity-peak-shaving ancillary services market mainly considers the following constraints: transaction balance constraints, winning bid constraints, winning bid allocation constraints, and inter-provincial tie-line power constraints. (1) The transaction balance constraints of the inter-provincial electricity market and the peak-shaving ancillary service market are shown in equations (16) and (17), respectively: (16); (17); The Lagrange dual multiplier corresponding to equation (16) is the clearing price of the inter-provincial electricity market. ; The Lagrange dual multipliers corresponding to equation (17) are the upper and lower peak-shaving capacity prices at the clearing of the inter-provincial peak-shaving ancillary service market. and ; (2) The winning bids of inter-provincial traders and pumped storage clusters in each segment should meet the bid-price curves they have declared, as shown in equation (18): (18); In formula (18): , They are respectively Provincial inter-provincial traders in the inter-provincial electricity market Time of the first The electricity sales and purchase demands declared by the segment; , These are the pumped storage clusters in the inter-provincial electricity market. Time of the first The power generation and pumping capacity of the section that won the bid; , All are binary variables, respectively Monitor the power generation and pumping status of the pumped storage cluster at all times; , These are the pumped storage clusters in the inter-provincial electricity market. Time of the first The declared power generation and pumping capacity of the section; , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The bidder won the right to sell peak-shaving capacity both above and below the designated level. , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The winning bidder will purchase peak-shaving demand both upstream and downstream; , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The segment declared the sale of peak-shaving capacity, both upper and lower. , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The demand for peak-shaving services declared by the segment; , These represent the respective categories of pumped storage clusters in the inter-provincial peak-shaving ancillary services market. Time of the first The upper and lower peak-shaving capacities of the section won the bid; , These represent the respective categories of pumped storage clusters in the inter-provincial peak-shaving ancillary services market. Time of the first The segment declared the sale of peak-shaving capacity, both upper and lower. (3) Constraints on the allocation of winning bids: ①: The winning bid volume of inter-provincial traders needs to be allocated to various units within the province, and the allocation of the bid volume should satisfy equation (19): (19); In equation (19): , , as well as They are respectively Thermal power, wind power, photovoltaic power and hydropower in the inter-provincial electricity market The amount won at any given time; This refers to the segment number in a segmented quantity and price quotation system. , , , These are the unit numbers for thermal power, wind power, photovoltaic power, and hydropower, respectively. for Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The segment declared the sale of peak-shaving capacity; for Province The first hydropower station in The peak-shaving capacity that is awarded at any given time; for Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The segment declared the sale of reduced peak-shaving capacity; for Province The first thermal power plant in The peak-shaving capacity that was awarded at any given time; , , as well as They are respectively The maximum winning bid power of thermal power, wind power, photovoltaic power and hydropower in the inter-provincial electricity market; , They are respectively The largest winning bid capacity of provincial hydropower and thermal power in the inter-provincial peak-shaving ancillary service market; ②: The winning bid volume of pumped storage clusters in the inter-provincial market needs to be allocated to various pumped storage power stations in each province, and the allocation of the volume should satisfy equation (20): (20); (4) Power constraints of inter-provincial connecting lines: ①: Inter-provincial connection line exist The current flow at any given time is shown in equation (21), and this current flow should satisfy equation (22): (twenty one); (twenty two); In the formula: for Inter-provincial communication lines The trend; for Provincial connection line The power transmission distribution factor; For connecting lines Maximum transmission power; ②: The slack variables for both forward and reverse current flows should satisfy equation (23): (twenty three); In equation (23): , They are respectively Inter-provincial communication lines The positive and negative current slack variables; In step 3, a joint clearing model for the provincial electricity-peak-shaving ancillary services market is established, as follows: When establishing the joint clearing model for the provincial electricity energy-peak-shaving ancillary service market, the provincial markets of multiple provinces in the region are considered simultaneously. When conducting provincial transactions, the provincial markets are independent of each other, and the objective function is to maximize the social welfare within the province to solve the bidding situation of the pumped storage clusters in the provincial market. in The electricity purchase cost for buyers in the provincial electricity market is shown in equation (24): (twenty four); In equation (24): for Electricity purchase costs for buyers in the provincial electricity market; , They are respectively Province individual users Always at the forefront of the provincial electricity market The quoted price and winning bid power for the electricity purchase demand of the segment; For pumped storage clusters Always The first step in the province's electricity market to extract water Segment price; For pumped storage clusters Always The first electricity purchase in the provincial electricity market The pumping power of the section that won the bid; The electricity purchase cost of the provincial power grid in the provincial peak-shaving ancillary service market is shown in formula (25): (25); In equation (25): for The electricity purchase cost of the provincial power grid in the provincial peak-shaving ancillary service market; , They are respectively Provincial power grid Always at the forefront of the provincial peak-shaving ancillary service market The bidding price for peak-shaving capacity and the demand for peak-shaving capacity in the winning bid; , They are respectively Provincial power grid Always at the forefront of the provincial peak-shaving ancillary service market The bidding price for peak-shaving capacity and the demand for peak-shaving capacity in the winning bid; The electricity sales cost for sellers in the provincial electricity market is shown in equation (26): (26); In equation (26): for Electricity sales costs for sellers in the provincial electricity market; for Province The thermal power unit ranked first in the provincial electricity market. Time of the first The price of the segment; for Province The wind farm ranked [number]th in the provincial electricity market. Time of the first The price of the segment; for Province The photovoltaic power station ranked first in the provincial electricity market. Time of the first The price of the segment; for Province The hydropower station ranked first in the province's electricity market. Time of the first The price of the segment; For pumped storage clusters Always The first generation of electricity in the provincial electricity market Segment price; Apart from pumped storage clusters, thermal power units in each province only provide downward peak-shaving capacity, while hydropower units only provide upward peak-shaving capacity. The cost for sellers in the provincial peak-shaving ancillary service market to sell peak-shaving capacity is shown in equation (27): (27); In equation (27): for The cost for sellers in the provincial peak-shaving ancillary service market to sell peak-shaving capacity; , They are respectively Province Hydropower station Always at the forefront of the provincial peak-shaving ancillary service market The quoted price and winning bid for peak-shaving capacity in the segment; , They are respectively Province One thermal power unit Always at the forefront of the provincial peak-shaving ancillary service market The bidding price and winning bid capacity for the peak-shaving capacity of the segment; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. The capacity of the section was won; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. The capacity of the section was won; The objective function for the joint clearing of the provincial electricity energy-peak-shaving ancillary service market is shown in equation (28): (28); In equation (28): for The social welfare of the joint clearing out of the provincial electricity energy-peak-shaving ancillary services market; Similar to the inter-provincial market, the joint clearing model for the intra-provincial electricity-peak-shaving ancillary services market considers transaction balance constraints, winning bid constraints, and winning bid allocation constraints for intra-provincial pumped storage clusters: 1) The balance constraints for the trading of provincial electricity and peak-shaving ancillary services are shown in equations (29) and (30), respectively: (29); (30); The Lagrange dual multiplier corresponding to equation (29) is: Clearing price of electricity in the provincial electricity market ; The Lagrange dual multipliers corresponding to equation (30) are respectively The pricing of upstream and downstream peak-shaving capacity in the provincial peak-shaving ancillary service market after market clearing and ; 2) The constraints on the number of bids won in the provincial market are shown in equation (31): (31); Equation (31): for Province One thermal power unit Always at the forefront of the provincial electricity market The power declared by the segment; for Province wind farm Always at the forefront of the provincial electricity market The power declared by the segment; for Province Photovoltaic power station Always at the forefront of the provincial electricity market The power declared by the segment; for Province wind farm Always at the forefront of the provincial electricity market The power declared by the segment; for Province load Always at the forefront of the provincial electricity market The electricity purchase demand declared by the section; for Province One thermal power unit Always the first in the provincial peak-shaving ancillary service market Reported peak-shaving capacity of the segment; for Province Hydropower station Always the first in the provincial peak-shaving ancillary service market Reported peak-shaving capacity of the segment; 3) The winning bid volume of the pumped storage cluster in the provincial market needs to be allocated to each pumped storage power station in the province, and the allocation of its volume should satisfy the following equation (32): (32); In step 4, the model proposed in this invention is a two-level optimization model with bilinear terms, making it difficult to solve directly. First, based on the KKT theorem, the inter-provincial and intra-provincial joint clearing models are transformed into KKT conditions embedded in the upper-level pumped storage bidding decision model, converting the model into a single-level mixed-integer nonlinear model. Then, the McCormick envelope method is used to approximate the linearization of the bilinear terms in the model, transforming it into a single-level mixed-integer linear model. The specific method is as follows: 4.1: For the lower-level model, the kkt function built into the Yalmip toolbox in MATLAB is used to convert the inter-provincial market joint clearing model (10)~(23) and the intra-provincial market joint clearing model (24)~(32) of each province in the region into multiple sets of KKT conditions embedded in the upper-level model, and the two-level optimization model is converted into a single-level model. 4.2: For the bilinear terms in the model, the McCormick envelope method is used for approximate linearization. In equation (1) For example: ①: Introducing auxiliary variables As shown in equation (33): (33); Among them: inter-provincial electricity market Clearing price of electricity at any time and pumped storage clusters Power generation at the time of winning the bid It is non-negative and satisfies equations (34) and (35): (34); (35); In the formula: , These represent the lower and upper limits of the clearing price range for the inter-provincial electricity market, respectively. , The respective roles of pumped storage clusters in the inter-provincial electricity market The lower and upper limits of the winning bid power generation range at any given time; ②: Auxiliary variables The constraint of equation (36) should be satisfied: (36); In summary, this can be achieved by introducing auxiliary variables through equation (33) and supplementing the constraints in equation (36). For the linearization of other bilinear terms in equations (1) and (2), the same method can be used to approximate linearization. This invention provides an optimized method for pumped storage clusters to jointly participate in multi-coupled market transactions within a region, with the following beneficial effects: 1) This invention proposes a bidding format for multiple pumped storage power stations in a region to participate in the inter-provincial and intra-provincial electricity and peak-shaving auxiliary service markets in a "cluster" form, a market operation framework and trading strategy, which effectively enhances the market position of pumped storage power stations and promotes the coordinated optimization of resources in the region under market conditions. 2) This invention establishes a two-layer optimization model for multiple pumped storage power stations in a region to jointly participate in a multi-coupled market in a "cluster" form; the upper layer model considers the market revenue of multiple markets in the pumped storage cluster, and establishes a bidding decision model for the pumped storage cluster with the objective function of maximizing total revenue; the lower layer adopts a joint clearing mode of the electricity market and the peak-shaving ancillary service market, and establishes clearing models for inter-provincial and intra-provincial markets respectively with the objective function of maximizing social welfare, and solves the optimal transaction results for the pumped storage cluster to participate in multiple markets; 3) This invention uses the KKT theorem combined with the McCormick envelope method to approximate the solution of the two-layer mixed integer nonlinear model. The two-layer mixed integer nonlinear model is transformed into a single-layer mixed integer nonlinear model by the KKT theorem, and then the bilinear terms in the model are approximated by the McCormick envelope method, which effectively reduces the complexity of the model and improves the engineering applicability of the model. Attached Figure Description The present invention will be further described in detail below with reference to the accompanying drawings and specific embodiments: Figure 1 This is an overall flowchart of the present invention; Figure 2 The winning bid power and clearing price results for pumped storage clusters in the inter-provincial electricity market; Figure 3The winning bid capacity and clearing price results for pumped storage clusters in the inter-provincial peak-shaving ancillary service market; Figure 4 The winning bids and clearing prices for pumped storage clusters in the provincial electricity markets of three provinces; Figure 5 The winning bid capacity and peak-shaving capacity clearing price results for pumped storage clusters in the provincial peak-shaving ancillary service market of three provinces; Figure 6 The results of the winning bids allocated to each pumped storage power station within the pumped storage cluster; Detailed Implementation The following section describes the overall process. Figure 1 This invention provides a detailed description of an optimized method for pumped storage clusters to jointly participate in multi-coupled market transactions within a region, which mainly includes the following steps: S1. Determine the architectural configuration for pumped storage clusters to participate in the two-tier electricity market: Based on the province's power generation resources and load demand, the provincial power trading center determines the power purchase and sale, as well as peak-shaving capacity sales or purchase needs of other market members (excluding provincial pumped storage clusters) in the inter-provincial market. The provincial power company acts as an agent to participate in the inter-provincial power energy-peak-shaving ancillary services market. The inter-provincial power trading center organizes the joint clearing of the inter-provincial power energy-peak-shaving ancillary services market based on the bidding information submitted by the inter-provincial trading agents and pumped storage clusters. At the same time, the provincial power trading centers organize the joint clearing of the provincial power energy-peak-shaving ancillary services market based on the bidding information submitted by the provincial pumped storage clusters and other market members within the province. S2. Establish a two-layer optimization model for pumped storage clusters to participate in multi-coupled market transactions: When participating in the inter-provincial electricity and peak-shaving ancillary service market, the pumped storage power stations within the region jointly participate in the market as an inter-provincial pumped storage cluster, and use a unified bidding method to clear the market through bidding. When participating in the intra-provincial electricity and peak-shaving ancillary service market, the pumped storage power stations within the province then form an intra-provincial pumped storage cluster to uniformly bid for electricity and peak-shaving ancillary services in the intra-provincial market. Taking the maximization of the total revenue of the pumped storage cluster as the objective function, and considering the bidding constraints of the pumped storage cluster in multiple markets and the operational constraints of each pumped storage power station, a bidding decision model for the pumped storage cluster is established as the upper-level model to determine the optimal bidding result of the pumped storage cluster. The lower-level model simultaneously considers the inter-provincial and intra-provincial electricity and peak-shaving ancillary service markets of multiple provinces within the region. It establishes joint clearing models of the inter-provincial and intra-provincial electricity and peak-shaving ancillary service markets with the objective function of maximizing social welfare, and solves the market clearing results. S3. Solving a two-level mixed-integer nonlinear programming model: First, based on the KKT theorem, the inter-provincial and intra-provincial joint clearing models are transformed into KKT conditions and embedded into the bidding decision model of the upper-level pumped storage cluster, thus transforming the model into a single-layer mixed-integer nonlinear model. Then, the McCormick envelope method is used to approximate the linearization of the bilinear terms in the model, transforming the model into a single-layer mixed-integer linear model. In actual operation, the model can be solved in a single stage, avoiding multiple iterative clearing processes and improving the engineering practicality of this invention. S4. Finally, output the optimal trading result of the pumping cluster to guide actual trading strategies; The bidding results for pumped storage power stations participating in the inter-provincial and intra-provincial electricity and peak-shaving ancillary services markets in a "cluster" format are as follows: Figures 2-5 As shown, Since periods 1 to 8 represent the off-peak load periods for each province, the electricity sales prices quoted by inter-provincial traders and intra-provincial generating units are relatively low during these periods. Figure 2 and Figure 4 During this period, the pumped storage cluster purchases electricity and pumps water. Because the prices quoted by individual generating units in the provincial market are lower than those quoted by inter-provincial traders in the inter-provincial market, the pumped storage cluster will allocate more pumping capacity to the provincial electricity market to reduce electricity purchase costs. Figure 4 The pumping power purchased by the winning bidder in the provincial power market is significantly higher than that of the pumped water purchase. Figure 5 The winning bid power in the inter-provincial market; simultaneously, during periods of low load, there is significant demand for peak-shaving ancillary services in both inter-provincial and intra-provincial markets. Pumped storage clusters will allocate a portion of their pumping capacity to these peak-shaving transactions during these periods to maximize overall revenue. Figure 3 and Figure 5 During periods 1 to 8, the pumped storage cluster won bids for lower peak-shaving power. Periods 9 to 12 and 18 to 21 are peak load periods. During these periods, the purchase prices of electricity from inter-provincial traders and intra-provincial loads are relatively high. Pumped storage clusters can maximize arbitrage opportunities by generating electricity during these periods, hence their high generation capacity. Simultaneously, the purchase prices of electricity from inter-provincial traders are higher than those from intra-provincial loads, leading pumped storage clusters to allocate more generation capacity to the inter-provincial electricity market. Figure 2 The winning bids for power generation capacity of medium-capacity pumped storage clusters in the inter-provincial power market are significantly higher than those of other types of pumped storage clusters. Figure 4 The winning bid power in the provincial electricity markets of various provinces; during peak load periods, there is demand for peak shaving in both inter-provincial and intra-provincial peak shaving ancillary services markets, but intra-provincial peak shaving resources are relatively scarce, and the peak shaving demand in each province is mainly met by pumped storage clusters, therefore Figure 3 and Figure 5 The pumped storage cluster won bids for a relatively high peak-shaving capacity during this period; Periods 13 to 17 and 22 to 24 are periods of flat load demand in each province. During these periods, the electricity purchase prices of inter-provincial traders and intra-provincial loads are also flat. Figure 2 and Figure 4 Arbitrage opportunities still exist for pumped-storage power generation during this period; during periods of flat load, provincial power grids have no peak-shaving demand, therefore... Figure 3 and Figure 5 The medium-sized pumped storage tank cluster failed to win the bid; Figure 2 and Figure 4 In China, the clearing price trend in the inter-provincial electricity market and the intra-provincial electricity market is consistent with the peak-valley-flat trend of load demand; at the same time Figure 3 and Figure 5 Bidding for medium- and low-load peak shaving only occurs during periods of low load, while bidding for high-load peak shaving only occurs during periods of high load. Furthermore, the clearing price trend of peak shaving capacity is consistent with the demand trend of peak shaving capacity. Therefore, the clearing price in this invention can effectively reflect the supply and demand relationship in the electricity market and the peak shaving ancillary service market. Figure 6 The power and peak-shaving capacity allocated to each pumped storage power station within the pumped storage cluster are as follows: Since the pumped storage cluster pumps water during off-peak periods, from period 1 to period 8, each pumped storage power station within the cluster pumps water according to the power allocated in inter-provincial and intra-provincial electricity trading. The pumped storage cluster generates electricity during peak load periods and flat load periods to profit from arbitrage; therefore, from period 9 to period 24, each pumped storage power station within the cluster generates electricity. In peak-shaving ancillary service trading, during off-peak periods, provincial power grids and inter-provincial traders have a demand for downward peak shaving; therefore, during this period, each pumped storage power station within the cluster is allocated downward peak-shaving capacity. Similarly, during peak load periods, each pumped storage power station is allocated upward peak-shaving capacity. During flat load periods, provincial power grids and inter-provincial traders have no peak-shaving demand; therefore, each pumped storage power station does not win a bid for peak-shaving capacity during flat load periods. In summary, in inter-provincial and intra-provincial electricity market transactions, pumped storage clusters can effectively profit by purchasing electricity and pumping water during periods of low electricity prices and discharging it during periods of higher prices. Simultaneously, under market conditions, pumped storage clusters can win bids for higher down-shaving capacity during off-peak periods and higher up-shaving capacity during peak periods, providing peak-shaving resources for provincial power grids during peak and off-peak periods. Furthermore, pumped storage clusters have a high success rate in bidding for inter-provincial electricity and peak-shaving ancillary services, fully leveraging the profit potential of pumped storage power stations while promoting the coordinated optimization of inter-provincial resources. This invention presents an optimization method for pumped storage power plants to jointly participate in multi-coupled market transactions within a region. First, it proposes a bidding mechanism, market operation framework, and transaction strategy for inter-provincial and intra-provincial multi-coupled markets within pumped storage clusters. Second, it establishes a two-layer optimization model considering multi-coupled market transactions. The upper layer constructs a bidding decision model with the objective of maximizing the total revenue of the pumped storage cluster across multiple markets, while the lower layer constructs a joint clearing model for the electricity-peak-shaving ancillary service market with the objectives of maximizing social welfare between and within provinces. Finally, it uses the KKT theorem combined with the McCormick envelope method to solve the model. This invention effectively enhances the market bargaining power of pumped storage power plants, fully explores the inter-provincial mutual benefit and peak-shaving service value of pumped storage clusters, and balances cluster economic benefits with optimal allocation of regional resources. It can be directly applied to market-based transaction decisions for regional pumped storage clusters.
Claims
1. An optimized method for pumped storage clusters to jointly participate in multi-coupled market transactions within a region, characterized by: Includes the following steps: Step 1: Construct a trading framework for pumped storage clusters to participate in the inter-provincial and intra-provincial electricity markets, and determine the reporting and bidding format and market operation framework of pumped storage clusters in the two-level electricity markets; Step 2: Taking the maximization of the total revenue of the pumped storage cluster in multiple markets between and within the province as the objective function, and combining the quotation and bidding constraints of the pumped storage cluster with the operational constraints of each pumped storage power station within the pumped storage cluster, construct an upper-level pumped storage cluster bidding decision model. Step 3: Using the maximization of social welfare between provinces and the maximization of social welfare within each province as objective functions, establish corresponding joint clearing models for the lower-level inter-provincial electricity energy-peak-shaving ancillary service market and joint clearing models for the electricity energy-peak-shaving ancillary service market within each province. Step 4: Based on the two-layer optimization model consisting of the upper-layer pumped storage cluster bidding decision model and the lower-layer inter-provincial and intra-provincial electricity-peak-shaving ancillary service market joint clearing model, the KKT theorem is used to transform the two-layer optimization model into a single-layer mixed-integer nonlinear model. Then, the McCormick envelope method is used to linearize the bilinear terms in the single-layer mixed-integer nonlinear model to obtain the single-layer mixed-integer linear model and solve it to obtain the optimal trading results of the pumped storage cluster in each market.
2. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 1, is characterized in that: In step 1, the bidding format for pumped storage clusters in the two-tier electricity market includes: 1.1: When participating in the inter-provincial electricity market and the inter-provincial peak-shaving auxiliary service market, all pumped storage power stations in the region shall be auctioned off in the form of inter-provincial pumped storage clusters using a unified bidding method. The winning bids shall be allocated to each pumped storage power station based on the maximum trading capacity of each pumped storage power station and the transmission cost of the inter-provincial interconnection line. 1.2: When participating in the provincial electricity market and the provincial peak-shaving auxiliary service market, pumped storage power stations within the province shall be auctioned off in the provincial market in the form of provincial pumped storage clusters using a unified bidding method. Based on the maximum trading capacity of each pumped storage power station in the province, the winning bids within the province shall be allocated to each pumped storage power station in the province. 1.3: The final winning bid volume for each pumped storage power station is the sum of the winning bid volumes allocated to it in the inter-provincial market and the intra-provincial market.
3. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 2, is characterized in that: In step 1, the market operation framework of the pumped storage cluster in the two-tier electricity market includes: 1.4: The provincial power trading center determines the inter-provincial market power purchase and sale demand and peak-shaving capacity trading demand of other market members, excluding the provincial pumped storage cluster, based on the province's power generation resources and load demand. The provincial power company acts as an agent to participate in the inter-provincial power energy market and the inter-provincial peak-shaving auxiliary service market. 1.5: The inter-provincial power trading center organizes the joint clearing of the inter-provincial power market and the inter-provincial peak-shaving ancillary service market based on the declaration information submitted by agents and pumped storage clusters in each province; at the same time, the provincial power trading center organizes the joint clearing of the provincial power market and the provincial peak-shaving ancillary service market based on the declaration information submitted by the provincial pumped storage clusters and other market members in the province.
4. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 3, is characterized in that: In step 2, the objective function of the upper-level pumped storage cluster bidding decision model is shown in equation (1): (1); In formula (1): The total revenue of the pumping station cluster; The total revenue of pumped storage clusters in the inter-provincial electricity market and the inter-provincial peak-shaving ancillary service market; For pumped storage clusters in Total revenue from the provincial electricity market and the provincial peak-shaving ancillary services market; Number the provinces; in, and The calculation formulas are shown in equations (2) and (3): (2); (3); In the above formula, The sum of the revenues of pumped storage clusters in the inter-provincial electricity and peak-shaving ancillary services market; for The sum of revenues from the province's pumped storage clusters participating in the province's electricity and peak-shaving ancillary services market; , , These are the clearing prices for the inter-provincial electricity market, the clearing prices for the upper peak-shaving capacity and the clearing prices for the lower peak-shaving capacity in the inter-provincial peak-shaving ancillary service market. , They are respectively Pumped storage clusters are the first in the inter-provincial electricity market The winning bid for the power generation and pumping capacity of the section; , They are respectively Pumped storage clusters are the first in the inter-provincial peak-shaving ancillary service market. The upper and lower peak-shaving capacities of the section are included in the bid. , , They are respectively Clearing price of inter-provincial electricity market and Clearing prices for upstream and downstream peak-shaving capacity in the provincial peak-shaving ancillary services market; , They are respectively Pumped storage clusters within the province rank first in the province's electricity market. The winning bid for the power generation and pumping capacity of the section; , They are respectively The pumped storage clusters within the province rank first in the province's peak-shaving ancillary service market. The upper and lower peak-shaving capacities of the section are included in the bid. The number of segments in a segmented quantity and price quotation system. This is the time for the transaction.
5. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 4, is characterized in that: In step 2, the constraints of the upper-level pumped storage cluster bidding decision model include the quantity and price quotation constraints for the pumped storage cluster to participate in market transactions, as well as the operational constraints of each pumped storage power station within the pumped storage cluster: 1) Price limits for pumped storage clusters: (4); In equation (4): , These represent the upper and lower limits of the bid price for pumped storage clusters to purchase electricity in the inter-provincial electricity market; , These represent the upper and lower limits of the price quoted by pumped storage clusters for selling electricity in the inter-provincial electricity market; , The pumped storage clusters are respectively The upper and lower limits of the price for purchasing electricity in the provincial electricity market; , The pumped storage clusters are respectively The upper and lower limits of electricity price quotes in the provincial electricity market; , These represent the upper and lower limits of the price quoted by pumped storage clusters for selling their lower peak-shaving capacity in the inter-provincial peak-shaving auxiliary service market; , These represent the upper and lower limits of the price quoted by pumped storage clusters for selling peak-shaving capacity in the inter-provincial peak-shaving auxiliary service market; , The pumped storage clusters are respectively The upper and lower limits of the price for selling lower peak-shaving capacity in the provincial peak-shaving ancillary service market; , The pumped storage clusters are respectively The upper and lower limits of the price for peak-shaving ancillary services sold in the provincial market; 2) Monotonicity constraint of bids for pumped storage clusters: (5); In formula (5): for The pumped storage cluster purchases electricity from the inter-provincial power market. Segment price; for The pumped storage cluster sells electricity in the inter-provincial power market. Segment price; for Constant pumping cluster The first batch of electricity purchased from the provincial electricity market Segment price; for Constant pumping cluster The first electricity sold in the provincial electricity market Segment price; for The peak-shaving capacity of pumped storage clusters sold in the inter-provincial peak-shaving ancillary service market is the first Segment price; for The pumped storage cluster sells its peak-shaving capacity in the inter-provincial peak-shaving ancillary service market. Segment price; for Constant pumping cluster The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; for Constant pumping cluster The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; 3) Reporting constraints for pumped storage clusters: When participating in intra-provincial transactions, pumped storage clusters... Always The pumping or power generation capacity declared by the province should not exceed The sum of the maximum pumping or power generation capacity of all pumped storage power stations within the province; Meanwhile... The total pumping or power generation capacity declared by the pumped storage cluster in the inter-provincial and intra-provincial markets should not exceed the total maximum pumping or power generation capacity of the pumped storage power stations in each province, as shown in equation (6): (6); In formula (6): , For pumped storage clusters, the inter-provincial electricity market Time of the first The power generation and pumping volume of the section; for Province The maximum power generation capacity of each pumped storage power station; , These are the pumped storage clusters in the inter-provincial peak-shaving ancillary service market. Time of the first Reported peak-shaving capacity for the upper and lower sections; for Province The maximum pumping power of each pumped storage power station; , They are respectively Provincial pumped storage clusters in the provincial electricity market Time of the first The power generation and pumping volume of the section; , They are respectively Provincial pumped storage clusters in the provincial peak-shaving ancillary service market Time of the first Reported peak-shaving capacity for the upper and lower sections; , They are respectively Province The rated power generation and pumping capacity of each pumped storage power station; 4) Operational constraints of pumped storage power stations: ①: In pumped storage clusters, the winning bid power and peak-shaving capacity of each pumped storage power station are composed of two parts: the winning bid amount in inter-provincial transactions and the winning bid amount in intra-provincial transactions, as shown in equation (7): (7); In equation (7): , They are respectively Province The pumped storage power station Power generation and pumping capacity at any given time; , They are respectively Province The pumped storage power station The power generation capacity that is constantly won in inter-provincial and intra-provincial electricity trading; , They are respectively Province The pumped storage power station Pumping power that is constantly being won in inter-provincial and intra-provincial electricity trading; , They are respectively Province The pumped storage power station The peak-shaving capacity that was won in the bid at any given time; , They are respectively Province The pumped storage power station The peak-shaving capacity that is constantly won in the inter-provincial and intra-provincial peak-shaving ancillary service markets; , They are respectively Province The pumped storage power station The peak-shaving capacity won in the inter-provincial and intra-provincial peak-shaving ancillary service markets at all times; ②: Each pumped storage power station must meet the maximum power constraint and reservoir capacity constraint, where the maximum power constraint is shown in equation (8): (8); In equation (8): , All are 0-1 state variables, used to represent the power generation and pumping status of the pumped storage cluster; The storage capacity constraint is shown in equation (9): (9); In equation (9): , They are respectively Province The pumped storage power station The upper and lower storage capacities at any given time; , They are respectively Province The minimum and maximum reservoir capacity of each pumped storage power station; , They are respectively Province The minimum and maximum reservoir capacity of each pumped storage power station.
6. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 5, is characterized in that: In step 3, a joint clearing model for the lower-level inter-provincial electricity energy-peak-shaving ancillary service market is established as follows: The joint clearing model of the inter-provincial electricity and peak-shaving ancillary service market simultaneously considers electricity and peak-shaving ancillary service transactions. With the maximization of inter-provincial social welfare as the objective function, it solves for the bidding situation of pumped storage clusters in the inter-provincial electricity and peak-shaving ancillary service markets and the power flow on each inter-provincial interconnection line; where: the purchase cost of electricity by buyers in the inter-provincial electricity market is shown in equation (10): (10); In formula (10): The cost of electricity purchased by buyers in the inter-provincial electricity market; , They are respectively inter-provincial traders Always in the inter-provincial electricity market The quoted price and winning bid power for the electricity purchase demand of the segment; In the inter-provincial and intra-provincial peak-shaving ancillary service markets, apart from pumped storage clusters, thermal power units in each province only provide lower peak-shaving capacity, and hydropower units in each province only provide upper peak-shaving capacity; the cost for buyers to purchase peak-shaving capacity in the inter-provincial peak-shaving ancillary service market is shown in equation (11): (11); In equation (11): The cost for buyers to purchase peak-shaving capacity in the inter-provincial peak-shaving ancillary services market; , They are respectively inter-provincial traders Always at the forefront of the inter-provincial peak-shaving ancillary service market Quotations for peak-shaving capacity purchase demand and winning bids for peak-shaving capacity; , They are respectively inter-provincial traders Always at the forefront of the inter-provincial peak-shaving ancillary service market The bidding price and the winning bid for the peak-shaving capacity purchase demand; The electricity sales cost for sellers in the inter-provincial electricity market is shown in equation (12): (12); In equation (12): The cost of electricity sold by sellers in the inter-provincial electricity market; , They are respectively inter-provincial traders Always in the inter-provincial electricity market The quoted price and winning bid power for the electricity sold in each segment; The cost for sellers in the inter-provincial peak-shaving ancillary service market to sell peak-shaving capacity is shown in equation (13): (13); In equation (13): The cost for sellers to sell peak-shaving capacity in the inter-provincial peak-shaving ancillary service market; , They are respectively inter-provincial traders The first batch of peak-shaving capacity sold in the inter-provincial peak-shaving ancillary service market. The bidding price and the peak-shaving capacity of the winning bid; , They are respectively inter-provincial traders The first peak-shaving capacity sold in the inter-provincial peak-shaving ancillary service market. The bidding price and the peak-shaving capacity of the winning bid; To further ensure the economic efficiency of inter-provincial mutual assistance, the transmission cost of inter-provincial interconnection lines is considered as shown in equation (14): (14); In equation (14): For inter-provincial power transmission costs; Inter-provincial connection line The cost of power transmission; , Inter-provincial connecting lines exist The slack variables of the current at any given moment, both positive and negative.
7. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 6, is characterized in that: The objective function of the joint clearing model for the inter-provincial electricity energy-peak-shaving ancillary services market is shown in equation (15): (15); In equation (15): The social welfare value for the joint clearing of the inter-provincial electricity market and the inter-provincial peak-shaving ancillary service market.
8. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 7, is characterized in that: In step 3, the joint clearing model for the inter-provincial electricity-peak-shaving ancillary services market considers constraints including transaction balance constraints, winning bid constraints, winning bid allocation constraints, and inter-provincial tie-line power constraints. (1) The transaction balance constraints of the inter-provincial electricity market and the peak-shaving ancillary service market are shown in equations (16) and (17), respectively: (16); (17); The Lagrange dual multiplier corresponding to equation (16) is the clearing price of the inter-provincial electricity market. ; The Lagrange dual multipliers corresponding to equation (17) are the upper and lower peak-shaving capacity prices at the clearing of the inter-provincial peak-shaving ancillary service market. and ; (2) The winning bids of inter-provincial traders and pumped storage clusters in each segment should meet the bid-price curves they have declared, as shown in equation (18): (18); In equation (18): , They are respectively Provincial inter-provincial traders in the inter-provincial electricity market Time of the first The electricity sales and purchase demands declared by the segment; , These are the pumped storage clusters in the inter-provincial electricity market. Time of the first The power generation and pumping capacity of the section that won the bid; , All are binary variables, respectively Monitor the power generation and pumping status of the pumped storage cluster at all times; , These are the pumped storage clusters in the inter-provincial electricity market. Time of the first The declared power generation and pumping capacity of the section; , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The bidder won the right to sell peak-shaving capacity both above and below the designated level. , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The winning bidder will purchase peak-shaving demand both upstream and downstream; , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The segment declared the sale of peak-shaving capacity, both upper and lower. , They are respectively Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The demand for peak-shaving services declared by the segment; , These represent the respective categories of pumped storage clusters in the inter-provincial peak-shaving ancillary services market. Time of the first The upper and lower peak-shaving capacities of the section are included in the bid. , These represent the respective categories of pumped storage clusters in the inter-provincial peak-shaving ancillary services market. Time of the first The segment declared the sale of peak-shaving capacity, both upper and lower. (3) Constraints on the allocation of winning bids: ①: The winning bid volume of inter-provincial traders needs to be allocated to various units within the province, and the allocation of the bid volume should satisfy equation (19): (19); In equation (19): , , as well as They are respectively Thermal power, wind power, photovoltaic power and hydropower in the inter-provincial electricity market The amount won at any given time; This refers to the segment number in a segmented quantity and price quotation system. , , , These are the unit numbers for thermal power, wind power, photovoltaic power, and hydropower, respectively. for Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The segment declared the sale of peak-shaving capacity; for Province The first hydropower station in The peak-shaving capacity that is awarded at any given time; for Inter-provincial traders in the province in the inter-provincial peak-shaving ancillary services market Time of the first The segment declared the sale of reduced peak-shaving capacity; for Province The first thermal power plant in The peak-shaving capacity that was awarded at any given time; , , as well as They are respectively The maximum winning bid power of thermal power, wind power, photovoltaic power and hydropower in the inter-provincial electricity market; , They are respectively The largest winning bid capacity of provincial hydropower and thermal power in the inter-provincial peak-shaving ancillary service market; ②: The winning bid volume of pumped storage clusters in the inter-provincial market needs to be allocated to various pumped storage power stations in each province, and the allocation of the volume should satisfy equation (20): (20); (4) Power constraints of inter-provincial connecting lines: ①: Inter-provincial connection line exist The current flow at any given time is shown in equation (21), and this current flow should satisfy equation (22): (21); (22); In the formula: for Inter-provincial communication lines The trend; for Provincial connection line The power transmission distribution factor; For connecting lines Maximum transmission power; ②: The slack variables for both forward and reverse current flows should satisfy equation (23): (23); In equation (23): , They are respectively Inter-provincial communication lines The positive and negative current slack variables.
9. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 8, is characterized in that: In step 3, a joint clearing model for the provincial electricity-peak-shaving ancillary services market is established, as follows: When establishing the joint clearing model for the provincial electricity energy-peak-shaving ancillary service market, the provincial markets of multiple provinces in the region are considered simultaneously. When conducting provincial transactions, the provincial markets are independent of each other, and the objective function is to maximize the social welfare within the province to solve the bidding situation of the pumped storage clusters in the provincial market. in The electricity purchase cost for buyers in the provincial electricity market is shown in equation (24): (24); In equation (24): for Electricity purchase costs for buyers in the provincial electricity market; , They are respectively Province individual users Always at the forefront of the provincial electricity market The quoted price and winning bid power for the electricity purchase demand of the segment; For pumped storage clusters Always The first step in the province's electricity market to extract water Segment price; For pumped storage clusters Always The first electricity purchase in the provincial electricity market The pumping power of the section that won the bid; The electricity purchase cost of the provincial power grid in the provincial peak-shaving ancillary service market is shown in formula (25): (25); In equation (25): for The electricity purchase cost of the provincial power grid in the provincial peak-shaving ancillary service market; , They are respectively Provincial power grid Always at the forefront of the provincial peak-shaving ancillary service market The bidding price for peak-shaving capacity and the demand for peak-shaving capacity in the winning bid; , They are respectively Provincial power grid Always at the forefront of the provincial peak-shaving ancillary service market The bidding price for peak-shaving capacity and the demand for peak-shaving capacity in the winning bid; The electricity sales cost for sellers in the provincial electricity market is shown in equation (26): (26); In equation (26): for Electricity sales costs for sellers in the provincial electricity market; for Province The thermal power unit ranked first in the provincial electricity market. Time of the first The price of the segment; for Province The wind farm ranked [number]th in the provincial electricity market. Time of the first The price of the segment; for Province The photovoltaic power station ranked first in the province's electricity market. Time of the first The price of the segment; for Province The hydropower station ranked first in the province's electricity market. Time of the first The price of the segment; For pumped storage clusters Always The first generation of electricity in the provincial electricity market Segment price; Apart from pumped storage clusters, thermal power units in each province only provide downward peak-shaving capacity, while hydropower units only provide upward peak-shaving capacity. The cost for sellers in the provincial peak-shaving ancillary service market to sell peak-shaving capacity is shown in equation (27): (27); In equation (27): for The cost for sellers in the provincial peak-shaving ancillary service market to sell peak-shaving capacity; , They are respectively Province Hydropower station Always at the forefront of the provincial peak-shaving ancillary service market The quoted price and winning bid for peak-shaving capacity in the segment; , They are respectively Province One thermal power unit Always at the forefront of the provincial peak-shaving ancillary service market The bidding price and winning bid capacity for the peak-shaving capacity of the segment; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. The capacity of the section was won; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. Segment price; For pumped storage clusters Always The provincial peak-shaving ancillary service market sells the first batch of peak-shaving capacity. The capacity of the section was won; The objective function for the joint clearing of the provincial electricity energy-peak-shaving ancillary service market is shown in equation (28): (28); In equation (28): for The social welfare of the joint clearing out of the provincial electricity energy-peak-shaving ancillary services market; Similar to the inter-provincial market, the joint clearing model for the intra-provincial electricity-peak-shaving ancillary services market considers transaction balance constraints, winning bid constraints, and winning bid allocation constraints for intra-provincial pumped storage clusters: 1) The balance constraints for the trading of provincial electricity and peak-shaving ancillary services are shown in equations (29) and (30), respectively: (29); (30); The Lagrange dual multiplier corresponding to equation (29) is: Clearing price of electricity in the provincial electricity market ; The Lagrange dual multipliers corresponding to equation (30) are respectively The pricing of upstream and downstream peak-shaving capacity in the provincial peak-shaving ancillary service market after market clearing and ; 2) The constraints on the number of bids won in the provincial market are shown in equation (31): (31); Equation (31): for Province One thermal power unit Always at the forefront of the provincial electricity market The power declared by the segment; for Province wind farm Always at the forefront of the provincial electricity market The power declared by the segment; for Province Photovoltaic power station Always at the forefront of the provincial electricity market The power declared by the segment; for Province wind farm Always at the forefront of the provincial electricity market The power declared by the segment; for Province load Always at the forefront of the provincial electricity market The electricity purchase demand declared by the section; for Province One thermal power unit Always the first in the provincial peak-shaving ancillary service market Reported peak-shaving capacity of the segment; for Province Hydropower station Always the first in the provincial peak-shaving ancillary service market Reported peak-shaving capacity of the segment; 3) The winning bid volume of the pumped storage cluster in the provincial market needs to be allocated to each pumped storage power station in the province, and the allocation of its volume should satisfy the following equation (32): (32)。 10. The optimized method for joint participation of pumped storage clusters in multi-coupled market transactions within a region, as described in claim 9, is characterized in that: In step 4, firstly, based on the KKT theorem, the inter-provincial and intra-provincial joint clearing models are transformed into KKT conditions and embedded into the upper-level pumped storage bidding decision model, thus transforming the model into a single-layer mixed-integer nonlinear model. Then, the McCormick envelope method is used to approximate the linearization of the bilinear terms in the model, transforming the model into a single-layer mixed-integer linear model. The specific method is as follows: 4.1: For the lower-level model, the kkt function built into the Yalmip toolbox in MATLAB is used to convert the inter-provincial market joint clearing model (10)~(23) and the intra-provincial market joint clearing model (24)~(32) of each province in the region into multiple sets of KKT conditions embedded in the upper-level model, and the two-level optimization model is converted into a single-level model. 4.2: For the bilinear terms in the model, the McCormick envelope method is used for approximate linearization. In equation (1) For example: ①: Introducing auxiliary variables As shown in equation (33): (33); Among them: inter-provincial electricity market Clearing price of electricity at any time and pumped storage clusters Power generation at the time of winning the bid It is non-negative and satisfies equations (34) and (35): (34); (35); In the formula: , These represent the lower and upper limits of the clearing price range for the inter-provincial electricity market, respectively. , The respective roles of pumped storage clusters in the inter-provincial electricity market The lower and upper limits of the winning bid power generation range at any given time; ②: Auxiliary variables The constraint of equation (36) should be satisfied: (36); In summary, this can be achieved by introducing auxiliary variables through equation (33) and supplementing the constraints in equation (36). Linearization.