Optimum day-ahead clearing for high proportion hydropower market considering complex hydraulic connection

Abstract

Over the past few decades, China has built a batch of high proportion hydropower systems (HPHSs) in southwest China. In these HPHSs, it is very common that the upstream and downstream stations belong to different stakeholders. This situation often leads to unreasonable clearing results with a mismatch between power generation and water release when the upstream and downstream power stations independently participate in the electricity spot market. In addition, HPHSs have highly non-convex nonlinear constraints. The integrated consideration of the above factors and other operational constraints make the day-ahead market clearing (DAMC) for HPHSs very challenging. Therefore, this paper proposes a novel practical DAMC method to determine the optimal quarter-hourly clearing plan of hydropower stations for HPHSs. First, the non-convex nonlinear hydraulic constraints of cascade hydropower stations are replaced by a set of linear dynamic constraints (LDCs), reducing the computational complexity. Second, a mixed-integer linear programming model coupled with LDCs is constructed to minimize the total purchase cost. Third, a control boundary update strategy is proposed to update the LDCs through accurate hydraulic checks. The above steps constitute an iterative solution framework of “model optimization-constraint update”, which ensures the efficiency of the model solution and the feasibility of clearing results. The developed method is applied to China Yunnan Power Grid, a high proportion hydropower grid, to optimize the DAMC results for hydropower stations. Different hydrological and price scenarios such as high bid price, low bid price, flood season, and dry season are selected to verify the effectiveness of the presented method. The experiments demonstrate that the proposed method can effectively avoid the mismatch problem between power generation and water release and obtain reasonable hydropower clearing results in an acceptable computational time. The study provides a valuable technical approach for the DAMC of HPHSs in China and other places worldwide.