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

doi:10.16183/j.cnki.jsjtu.2022.053

Abstract

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

CLC Number:

TM715

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.

Figures/Tables 10

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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