考虑地区发展阶段不确定性的电网投资决策鲁棒优化

doi:10.16183/j.cnki.jsjtu.2022.053

上海交通大学学报 ›› 2023, Vol. 57 ›› Issue (11): 1455-1464.doi: 10.16183/j.cnki.jsjtu.2022.053

所属专题：《上海交通大学学报》2023年“新型电力系统与综合能源”专题

• 新型电力系统与综合能源 • 上一篇下一篇

考虑地区发展阶段不确定性的电网投资决策鲁棒优化

黄琬迪¹, 张沈习¹(), 程浩忠¹, 陈丹², 翟晓萌², 吴霜²

1.上海交通大学电力传输与功率变换控制教育部重点实验室, 上海 200240
2.国网江苏省电力有限公司经济技术研究院,南京 210008

收稿日期:2022-03-05 修回日期:2022-06-14 接受日期:2022-07-13 出版日期:2023-11-28 发布日期:2023-12-01
通讯作者: 张沈习,副研究员,博士生导师;E-mail:willzsx@sjtu.edu.cn.
作者简介:黄琬迪(1997-),硕士生,从事电网投资优化、电力系统规划相关研究.
基金资助:
国家自然科学基金青年基金(51907123);国网江苏省电力有限公司科技项目(J2021153)

Robust Optimization of Power Grid Investment Decision-Making Considering Regional Development Stage Uncertainties

HUANG Wandi¹, ZHANG Shenxi¹(), CHENG Haozhong¹, CHEN Dan², ZHAI Xiaomeng², WU Shuang²

1. Key Laboratory of Control of Power Transmission and Conversion of the Ministry of Education, Shanghai Jiao Tong University, Shanghai 200240, China
2. Economic and Technological;Research Institute, State Grid Jiangsu Electric Power Co., Ltd., Nanjing 210008, China

Received:2022-03-05 Revised:2022-06-14 Accepted:2022-07-13 Online:2023-11-28 Published:2023-12-01

摘要/Abstract

摘要：

针对地区发展阶段具有不确定性和不同发展阶段下地区投资需求难以量化的问题,提出一种考虑地区发展阶段不确定性的电网投资决策鲁棒优化方法,以保证电网投资决策与实际发展需求的匹配程度,提高决策结果对投资组合风险与发展阶段不确定性的应对能力.首先,基于现代投资组合理论构建投资风险约束;其次,采用箱型不确定集对地区发展阶段不确定性进行表征,建立考虑发展阶段不确定性的电网投资决策鲁棒优化模型,模型中外层最小化问题求解最恶劣场景下的地区发展阶段不确定性变量,内层最大化问题求解最恶劣场景下能够使投资收益最大的决策方案;再次,根据强对偶理论将双层优化模型转化为可直接求解的单层模型,采用大M法对模型进行求解;最后,利用我国某东部沿海省份中13个地市的实际算例验证了该电网投资决策模型的适用性与有效性.

关键词: 发展阶段不确定性, 电网投资决策, 投资组合风险, 鲁棒优化, 强对偶理论

Abstract:

Aimed at the problem of uncertainties in the regional development stage and the difficulties in quantifying regional investment demand in different development stages, a robust optimization method for power grid investment decision-making considering regional development stage uncertainties is proposed to promise the matching degree between power grid investment decisions and development needs, and to improve the ability of decision-making results to deal with portfolio risks and uncertainties in regional development stage. First, investment risk constraints are constructed based on the modern portfolio theory. Then, a box uncertainty set is used to characterize uncertainties in regional development stage, and a robust optimization model for power grid investment decision-making considering uncertainties in development stage is established. In the optimization model, the outer minimization problem is used to solve the uncertain variables in regional development stage in the worst scenario, while inner maximization problem is used to obtain the decision-making plan that can maximize investment return in the worst scenario. Furthermore, according to the strong duality theory, the double-layer optimization model is transformed into a single-layer model that can be solved directly, and the big-M method is used to solve the model proposed. Finally, an actual example of 13 cities in an eastern coastal province verifies the applicability and effectiveness of the power grid investment decision-making model.

Key words: uncertainty in development stage, power grid investment decision-making, portfolio risk, robust optimization, strong dual theory

中图分类号:

TM715

黄琬迪, 张沈习, 程浩忠, 陈丹, 翟晓萌, 吴霜. 考虑地区发展阶段不确定性的电网投资决策鲁棒优化[J]. 上海交通大学学报, 2023, 57(11): 1455-1464.

HUANG Wandi, ZHANG Shenxi, CHENG Haozhong, CHEN Dan, ZHAI Xiaomeng, WU Shuang. Robust Optimization of Power Grid Investment Decision-Making Considering Regional Development Stage Uncertainties[J]. Journal of Shanghai Jiao Tong University, 2023, 57(11): 1455-1464.

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参考文献 19

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城网负荷增长情况	较慢增长率	中等增长率	较快增长率
年负荷平均增长率(建议值)	(0,7)	[7,12]	(12, +∞)
500 kV及以上	1.5~1.8	1.6~1.9	1.7~2.0
220~330 kV	1.6~1.9	1.7~2.0	1.8~2.1
35~110 kV	1.8~2.0	1.9~2.1	2.1~2.2

发展阶段	对应时段	发展潜力	发展增速	发展加速度
初始发展阶段	[0, t₁)	大	小	正
快速发展阶段	[t₁, t₂)	大	大	正
成熟发展阶段	[t₂, t₃)	小	大	负
后发展阶段	[t₃, ∞)	小	小	负

地区	t₁	t₂	t₃	容载比上下限
A	1994	2015	2031	1.7~2.0
B	1998	2016	2035	1.7~2.0
C	1990	2011	2030	1.6~1.9
D	1987	2006	2025	1.6~1.9
E	1990	2010	2026	1.6~1.9
F	1982	2008	2030	1.6~1.9
G	1992	2012	2030	1.6~1.9
H	1987	2010	2037	1.7~2.0
I	1997	2016	2032	1.6~1.9
J	1983	2010	2034	1.7~2.0
K	1977	2012	2046	1.8~2.1
L	1990	2014	2040	1.7~2.0
M	2000	2015	2030	1.6~1.9

发展阶段	投资需求增速范围
初始发展阶段	0.80~1.05
快速发展阶段	0.90~1.15
成熟发展阶段	0.90~1.20
后发展阶段	0.80~1.05

年份	投资风险/(亿元)²
年份	γ=0	γ=0.1
2020	0.315	0.319
2021	0.389	0.353
2022	0.478	0.414
2023	0.584	0.514
2024	0.706	0.678
2025	0.861	0.946
2026	1.015	1.433
2027	1.205	1.524
总计	5.554	5.181

考虑地区发展阶段不确定性的电网投资决策鲁棒优化

Robust Optimization of Power Grid Investment Decision-Making Considering Regional Development Stage Uncertainties

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参考文献 19

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年份	投资决策净利润/亿元
年份	γ=0	γ=0.05	γ=0.1	γ=0.15	γ=0.2
2020	57.514	57.719	57.536	57.241	56.324
2021	58.502	58.598	58.403	58.094	57.080
2022	59.483	59.535	59.334	59.003	57.941
2023	60.454	60.538	60.332	60.006	58.922
2024	61.417	61.605	61.395	61.066	60.018
2025	62.414	62.732	62.533	62.203	61.194
2026	63.282	63.855	63.700	63.373	62.471
2027	64.162	61.361	60.725	59.612	57.757
总计	651.879	649.001	644.620	641.418	629.283

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