Research on Performance Improvement Method of Real-time Power Market Optimization Engine

The essence of real-time power market clearing calculation is a linear programming problem, which needs to be solved by an optimization solver. With the maturity of linear programming mathematical algorithms and the continuous development of computer technology, the computational performance gap of linear programming solvers such as CPLEX, COPT and Mindopt is gradually narrowing. How to call the optimization solver efficiently has become an important factor affecting the actual production application of the real-time power market optimization engine. To meet this demand, this paper first constructs a real-time power market clearing mathematical model. Then, an optimization solver call performance improvement method is proposed. Finally, the effectiveness of the proposed performance improvement method is verified by an example test for a specific optimization solver.