電業自由化在世界各先進國家已行之有年，開放的電力市場可以增加電力供應及合理化電價，同時增進電力業的績效。但若市場設計不當可能會造成交易的不公平與危及系統安全性，故如何設計一個適當的運作規則成了電力市場重要的課題。
本文設計了一個電力系統日前競標市場，競標商品包括能量(Energy)、自動發電控制(Automatic Generation Control, AGC)以及備轉容量(Spinning Reserve, SR)等輔助服務。為了使問題更接近實際情況，本文在發電業的競標成本函數內加了閥點效應及禁止操作區，使標單撮合問題成為較複雜的非凸集函數問題。因此本文提出多重選擇粒子群演算法結合傳統的序列二次規劃法(Mutiple Particle Swam Optimization – Sequential Quadratic Programming, MPSO-SQP)，可快速準確地求解此問題。在系統安全方面，本文應用了等效電流注入法(Equivalent Current Injection, ECI)及順逆向潮流追蹤法來確認能量決標結果是否符合系統安全性限制及以目標函數為最小發電機變動量的最佳電力潮流(Optimal Power Flow, OPF)，計算出系統最佳調度量建議標單解決壅塞標單問題。
本文在IEEE 30bus系統上測試了離峰、平均與尖峰負載的市場運作流程，結果可供相關政策法規制定者參考。

The deregulated power market has been operated among many developed country all over the world for many years. It not only can promote the efficiency of the power industry, also can provide more power supply and rationalize the price of electricity. But if the market is not designed appropriately, it may cause unfair trade and endanger the power system security. So how to design a proper power market operating rule becomes a big issue.
This thesis designed a power system day-ahead bidding market prototype, includ-ing energy, automatic generation control, and spinning reserve for bidding. In order to make the problem more realistic, valve point effect and forbidden area are involved into the bidding function of generation companies. As a result, the matchmaking process becomes a complex nonconvex problem. And this thesis provided an improved Particle Swarm Optimization(PSO) combine with sequential quadratic programming, which can solve it efficiently. With respect to the system security, this thesis applied Equivalent Current Injection method (ECI) and Power Flow Tracing Method(PFTM) to check if the power bidding result match the system security constrain and solve the OPF problem to give a system optimize dispatch solution as a suggestion bidding sheet to manage the congestion problem.
This thesis tests the whole market operation process on IEEE 30bus system in off-peak load, average load, and peak load. The result can be a reference to policy and law makers.

論文審定書 i
誌謝 ii
摘要 iii
Abstract iv
目錄 v
圖次 ix
表次 xi
第一章 緒論 1
1.1 研究背景 1
1.2 論文貢獻 2
1.3 章節架構 2
第二章 電力市場 4
2.1 電力市場架構 4
2.2 電力市場之輔助服務 8
2.2.1 輔助服務之性質與種類 8
2.2.2 輔助服務之訂價[16] 10
2.3 本文日前電力市場設計 12
2.3.1 市場成員 12
2.3.2 市場競標 12
2.3.3系統安全性確認 13
2.3.4計價方式[15] 14
第三章 標單撮合之數學模型 16
3.1 問題描述 16
3.2 發電業之燃料成本曲線 16
3.2.1 閥點效應的成本函數 17
3.2.2 含有禁止操作區的成本函數 18
3.3.3 凸集函數與非凸集函數 18
3.3.4 配電業之需求曲線 20
3.3 改良粒子群演算法 20
3.3.1 傳統粒子群演算法 20
3.3.2 改良式粒子群最佳化演算法 24
3.3.3 改良式粒子群演算法用於選擇燃料成本區段 26
3.4 序列二次規劃法 29
3.4.1 二次規劃法 29
3.4.2 序列二次規劃法 30
3.5 標單撮合之求解流程 30
第四章 系統安全性確認之數學推導 32
4.1 前言 32
4.2 等效電流注入之負載潮流模型(Equivalent Current Injection, ECI) 32
4.2.1 具常數亞可比矩陣之負載潮流模型推導 32
4.2.2 電壓控制匯流排模型 34
4.3 等效電流為基礎之電力潮流追蹤法[37] 37
4.3.1 逆向潮流追蹤法(Upstream Tracing Method, UTM) 37
4.3.2 順向潮流追蹤法(Downstream Tracing Method, DTM) 42
4.4 ISO求解壅塞標單之系統最佳調度 47
第五章 案例測試與結果分析 50
5.1 前言 50
5.2 改良型粒子群演算法強韌性測試 55
5.3 案例一 離峰負載時之日前市場競標 56
5.3.1 能量競標 56
5.3.2 輔助服務競標 57
5.3.3 ISO系統安全性確認 60
5.4 案例二 平均負載之日前市場競標 61
5.4.1 能量競標 61
5.4.2 輔助服務競標 63
5.4.3 ISO系統安全性確認 65
5.5 案例三 尖峰負載時之日前市場競標 66
5.5.1 能量競標 66
5.5.2 輔助服務競標 67
5.5.3 ISO系統安全性確認 70
5.6 案例四 ISO計算系統之最佳發電量及PX重新競標 70
5.6.1 ISO計算系統之最佳發電量 70
5.6.2 PX重新競標 71
5.7 分析與討論 75
第六章 結論與未來研究方向 80
6.1 結論 80
6.2 未來研究方向 81
參考文獻 82

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