考虑条件风险价值的配电网开关规划最优模型

Optimal Switch Planning Model of Distribution Network Considering Conditional Value at Risk

摘要:

安装开关设备能够有效提升配电网可靠性，减少系统停电损失成本，但是故障发生的随机性给开关规划方案的价值带来投资风险，为此提出了考虑条件风险价值的配电网开关规划模型。该模型可以规划开关的数量和配置点位，使期望利润最大化并最小化投资风险，其中：故障的随机性利用序贯蒙特卡洛模拟法和快速前代消除技术建模；风险利用条件风险价值表示，通过风险偏好系数将期望利润和条件风险价值整合到同一目标函数中以考虑电网公司的风险偏好。该模型被建模成混合整数线性模型的形式，能够利用CPLEX等商业求解器在有效的运行时间内求解。最后，以RBTS4配电系统作为算例进行仿真分析。结果表明了在开关规划问题中考虑条件风险价值的必要性，并分析了不同关键参数对开关规划方案的影响。

Abstract:

The installation of switch equipment can effectively improve the reliability of distribution network and reduce the cost of power outages. However, the random of failures will affect the value of switch planning scheme, which will bring financial risks. Therefore, an optimal switch planning model of distribution network considering conditional value at risk is proposed to deal with this risk. The model can plan the number and configuration location of switches, which can maximize the expected profit and minimize the financial risk. Among them, the random of failures is modeled by sequential Monte Carlo simulation and fast forward reduction technology, and the risk is expressed by the conditional value at risk. The expected profit and the conditional value at risk are integrated into the same objective function through the risk index to consider the risk appetite of grid company. The model is modeled as a mixed integer linear model, which can be solved within effective runtime by using commercial solvers such as CPLEX. Finally, the RBTS4 distribution system is taken as a case for simulation analysis.The result shows the necessity of considering conditional value at risk in optimal switch planning problem, and the influence of different key parameters on switch planning scheme is analyzed.