Method for quickly optimizing dual-layer power economic dispatch

The invention discloses a method for quickly optimizing dual-layer power economic dispatch. The method comprises the steps that an upper power grid realizes an optimization policy of electricity prices in a mode of midpoint approximation; each lower virtual power plant performs optimization calculation on response power of an electricity price through distributed calculation; and optimal supply power and optimal power grid social cost of each virtual power plant are obtained with an interactive calculation method of the upper power grid and the lower virtual power plant. An algorithm for quickly optimizing dual-layer power economic dispatch does not need to convert a dual-layer planning problem into a single-layer planning problem through a KKT condition, thereby having relatively high application prospects and application values; the computing burden of the upper power grid is not increased with increase in number of virtual power plants, so that the difficult problem of dramatic increase in calculation amount of power grid regulation control caused by excess dispatch control quantity in a rapid development environment of a modern power grid can be solved; and each lower virtual power plant only needs to provide supply power in different electricity prices for the power grid and does not need to provide detailed information, so that the privacy is ensured.