In this work we propose a two-step alternative clearing method of day-ahead electricity markets. In the first step, using the aggregation of bids, an approximate clearing is performed, and based on the outcome of this problem, the estimates for the clearing prices of individual periods are derived. These assumptions regarding the range of clearing prices explicitly determine the acceptance indicators for a subset of the original bids. In the subsequent stage, another round of clearing is performed to determine the acceptance indicators of the remaining bids and the market clearing prices. We show that the bid-aggregation based method may result in suboptimal solution or in an infeasible problem in the second step, but we also point out that these pitfalls of the algorithm may be avoided if a different aggregation pattern is used. We propose to define multiple different aggregation patterns, and to use parallel computing to enhance the performance of the algorithm. We test the proposed approach on setups of various problem sizes, and conclude that in the case of parallel computing with 4 threads a significant gain in computational speed may be achieved, with a high success rate.

翻译：本文提出了一种日前电力市场的两步式替代出清方法。第一步，通过聚合报价进行近似出清，并基于此问题的结果推导出各时段出清价格的估计值。这些关于出清价格范围的假设明确决定了原始报价子集的接受指标。在后续阶段，再进行一轮出清以确定剩余报价的接受指标及市场出清价格。研究表明，基于报价聚合的方法可能导致第二步出现次优解或不可行问题，但同时也指出，若采用不同的聚合模式可避免算法的这些缺陷。我们建议定义多种不同的聚合模式，并利用并行计算提升算法性能。在多种规模的问题实例上测试了所提方法，结果表明：在4线程并行计算的情况下，可在保持高成功率的同时显著提升计算速度。