关键词: 储能系统, 多市场交易, 双层优化模型, 混合整数线性规划, 市场出清

Abstract: As a new type of business entity with flexible regulation and rapid response characteristics, energy storage can participate in multiple market transactions such as electric energy and frequency regulation at the same time. In view of the lack of coordination in existing models, this paper constructs a two-layer optimization model for energy storage to participate in the electric energy and frequency regulation market: the upper layer optimizes its bidding and output strategies with the goal of maximizing revenue; the lower layer simulates market clearing to minimize the system's electricity purchase cost. By introducing complementary relaxation conditions and strong duality theory, the model is transformed into mixed integer linear programming, taking into account both solvability and scalability. The simulation results based on the IEEE 30-node system show that this strategy can reduce the system's electricity purchase cost by about 5.8%, increase energy storage revenue by more than 20%, and effectively improve resource allocation efficiency and subject economy. This model can provide decision support and mechanism reference for new entities such as energy storage to participate in multi-market transactions.

Key words: Energy storage system, multi-market trading, two-level optimization model, mixed integer linear programming, market clearing