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GAMS软件电力行业案例——50赫兹电力交易竞卖优化

德国的Energiewende(能量系统的过渡)的目的是对可再生能源(RES)为基础的电力系统。在2015年,大约30%的能源是可再生能源。2025年可再生能源能达到40-45%的比例,2035年达到55-60%。这些能源大部分都是基于脉动风电和太阳能发电。为了实现这一目标,就需要高效率地匹配发电和需求。


交易市场

实现这一目标的一个重要因素就是辅助服务的组织。这些都是传输系统运营商(TSOs)用来平稳短期失衡的快速反应发生器。TSOs通过竞卖市场采购平衡储备。潜在的供应商提供相关的报价,而TSOs选择最具成本效益的投标组合来满足需求。

得到多个传输运营商的支持,50Hertz传输公司,德国东部TSO和Elia集团的分部,管理一个互联网平台来收集投标并对平衡储备的竞卖进行描述。在最快反应储备的一级储备中,该平台选择了奥地利、比利时、德国、法国、荷兰和瑞士(2017年1月的状态)的储备供应商。竞卖结果必须尊重客观和具有法律约束力的甄选程序的所有标准。特别是,选择的成本效益必须得到保证。此外,竞卖跟密集型的电力交易过程整合(交易所或场外交易,竞卖或连续交易)和网络操作处理许多不同的参与者和数据通信。


优化解决方案

作为一种及时、稳健地计算竞卖结果的技术解决方案,选择了优化软件GAMS。竞卖转化为一个混合整数优化问题,每个国家都有一定的储备需求。储备的交易可能会受出口限制和核心份额的影响(一个国家最大进口总额)。根据具体的产品,在竞卖中允许不同投标类型:可分割的或不可分割的,有条件或无条件的。可分割的出价可以选择少于他们的出价总额,而条件投标是一组投标,其中只有一个单一的出价可以选择。选择组合投标,所有国家的需求选择最低的投标金额。一个特殊性就是同等最优解的问题。根据竞卖条件,不改变总成本的投标,会按时间顺序排列。这是特殊性是同等最优解的问题。执行成本最小化,可以用附加条件限制投标时间的最小化,从而限制任何成本的增加。选择CPLEX求解器应用扩展的解决方案池,不会忽略任何可能的组合。

储备市场目前的特点是市场设计和区域范围的不断变化。由于实行这个解决方案,使这些变化的组合简单而直接。总的来说,尽管面临“Energiewende”的挑战,储备市场的组织变得越有效的降低消费者的电力成本。


The Auctioning Markets

One important element to achieve that is the organization of ancillary services. Those are fast reacting generators used by the transmission system operators (TSOs) to smooth short-term imbalances. These balancing reserves are procured by the TSOs via auctioning markets. Potential suppliers place related offers and the TSOs select the most cost-efficient combination of bids to cover the requirements.

Supported by several TSOs, the 50Hertz Transmission GmbH, TSO of Eastern Germany and part of the Elia group, manages an internet platform to collect bids and execute described auctions of balancing reserves. In the case of primary reserve, which is the fastest reacting reserve, suppliers for the reserve demand of Austria, Belgium, Germany, France, the Netherlands and Switzerland (status of January 2017) are selected by the platform. The outcome of the auction has to respect all criteria of an objective and legally binding selection process. In particular, the cost effectiveness of the selection has to be guaranteed. Additionally, the auctions are integrated into a dense process of power trading (exchange or OTC, auctions or continuous trading) and grid operation addressing many different players and data communication.


The Optimization Solution

As a technical solution for a timely and robust calculation of the auction results, the optimization software GAMS was chosen. The auctions translate to a mixed-integer optimization problem in which each country has a certain reserve demand. Exchanges of reserves are possible with respect to export limits and core shares (maximal total import for a country). Depending on the specific product, different kinds of bids are allowed in the auctions: divisible and indivisible bids and conditional or unconditional bids. Divisible bids can be selected with less than their bid volume while conditional bids are bundles of bids out of which only one single bid can be selected. A combination of bids is selected so that the demand in all countries is covered with minimal costs. A particularity is the event of equally optimal solutions. According to the auction conditions, the bids that were chronologically placed first have priority – when not altering the total costs. This is solved by two sequential optimizations. A cost minimization is executed, followed by a minimization of the bid time stamps with an additional condition restricting any increase in costs. CPLEX is the selected solver applying an extended solution pool so that no possible combination is neglected.


The reserve market is currently characterized by many ongoing changes of market design and regional scope. Thanks to the implemented solution, the incorporation of these changes was easy and straightforward. In total, the organization of the reserve market becomes more and more efficient reducing the electricity costs for all consumers despite the challenges of the “Energiewende”.