Optimization of Inter-provincial Spot Market Power Purchase Agency Strategies for Grid Companies with Active Participation from User-Side Entities

With the development of new power systems, user-side resources participating in inter-provincial spot markets face challenges posed by uncertainty. This paper proposes a two-stage robust optimization-based inter-provincial spot market agency power purchase strategy optimization method for grid companies. The method uses bounded symmetric uncertainty sets to characterize the bidding and execution deviations of user-side resources, and constructs a two-stage robust optimization model with the objective of minimizing the worst-case total system operating cost. The model considers inter-provincial interconnection line safety and critical area supply constraints, and is efficiently solved through mixed-integer linear programming. The results show that compared with the traditional deterministic clearing model, the proposed method can effectively reduce the involuntary load shedding rate while only slightly increasing the expected operating cost. The model’s solution time meets the requirements of actual dispatch cycles, providing power market operators with a tool for quantifiable decision-making and effectively enhancing the stability and resilience of inter-provincial spot markets. This study offers new insights and methods for addressing user-side resource uncertainty and optimizing inter-provincial spot market operation strategies.