IDEAS home Printed from https://ideas.repec.org/a/eee/renene/v135y2019icp122-135.html
   My bibliography  Save this article

Two-stage distributionally robust coordinated scheduling for gas-electricity integrated energy system considering wind power uncertainty and reserve capacity configuration

Author

Listed:
  • Zhang, Yachao
  • Le, Jian
  • Zheng, Feng
  • Zhang, Yi
  • Liu, Kaipei

Abstract

As the interdependency between natural gas system and power system is significantly close and the integration of renewable energy with uncertainty and volatility greatly increased in the last decades, the operation security and economics of the gas-electricity integrated energy system has attracted growing concerns. A two-stage distributionally robust optimization (DRO) model is proposed to study the coordination optimization scheduling for this multi-energy coupled system considering wind power uncertainty. Integrating the advantages of stochastic programming and traditional adjustable robust optimization (ARO), DRO aims to minimize the expectation of the operation cost under the worst-case distribution over an ambiguity set. The operation constraints of the above two energy subsystems are fully considered, moreover, the feasibility check subproblem for the reserve capacity configuration by gas-fired units is built. As a result, the DRO model is solved in a master-subproblem framework. A case study is implemented on a 6-bus power system with a 7-node natural gas system to demonstrate the superiority of the proposed DRO model compared to the existing ARO and data-driven DRO models. Furthermore, the modified IEEE 24-bus system with a 10-node gas system is used to verify the effectiveness and practicability of the proposed model.

Suggested Citation

  • Zhang, Yachao & Le, Jian & Zheng, Feng & Zhang, Yi & Liu, Kaipei, 2019. "Two-stage distributionally robust coordinated scheduling for gas-electricity integrated energy system considering wind power uncertainty and reserve capacity configuration," Renewable Energy, Elsevier, vol. 135(C), pages 122-135.
    • Handle: RePEc:eee:renene:v:135:y:2019:i:c:p:122-135
    DOI: 10.1016/j.renene.2018.11.094
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960148118314137
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.renene.2018.11.094?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Melamed, Michal & Ben-Tal, Aharon & Golany, Boaz, 2018. "A multi-period unit commitment problem under a new hybrid uncertainty set for a renewable energy source," Renewable Energy, Elsevier, vol. 118(C), pages 909-917.
    2. Qadrdan, Meysam & Chaudry, Modassar & Jenkins, Nick & Baruah, Pranab & Eyre, Nick, 2015. "Impact of transition to a low carbon power system on the GB gas network," Applied Energy, Elsevier, vol. 151(C), pages 1-12.
    3. Joel Goh & Melvyn Sim, 2010. "Distributionally Robust Optimization and Its Tractable Approximations," Operations Research, INFORMS, vol. 58(4-part-1), pages 902-917, August.
    4. Xin Chen & Melvyn Sim & Peng Sun & Jiawei Zhang, 2008. "A Linear Decision-Based Approximation Approach to Stochastic Programming," Operations Research, INFORMS, vol. 56(2), pages 344-357, April.
    5. Bai, Linquan & Li, Fangxing & Cui, Hantao & Jiang, Tao & Sun, Hongbin & Zhu, Jinxiang, 2016. "Interval optimization based operating strategy for gas-electricity integrated energy systems considering demand response and wind uncertainty," Applied Energy, Elsevier, vol. 167(C), pages 270-279.
    6. Chen, Yue & Wei, Wei & Liu, Feng & Mei, Shengwei, 2016. "Distributionally robust hydro-thermal-wind economic dispatch," Applied Energy, Elsevier, vol. 173(C), pages 511-519.
    7. Pinto, Mauro S.S. & Miranda, Vladimiro & Saavedra, Osvaldo R., 2016. "Risk and unit commitment decisions in scenarios of wind power uncertainty," Renewable Energy, Elsevier, vol. 97(C), pages 550-558.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jiang, Sufan & Gao, Shan & Pan, Guangsheng & Liu, Yu & Wu, Chuanshen & Wang, Sicheng, 2021. "Congestion-aware robust security constrained unit commitment model for AC-DC grids," Applied Energy, Elsevier, vol. 304(C).
    2. Yang, Dechang & Wang, Ming & Yang, Ruiqi & Zheng, Yingying & Pandzic, Hrvoje, 2021. "Optimal dispatching of an energy system with integrated compressed air energy storage and demand response," Energy, Elsevier, vol. 234(C).
    3. Zhang, Yachao & Huang, Zhanghao & Zheng, Feng & Zhou, Rongyu & Le, Jian & An, Xueli, 2020. "Cooperative optimization scheduling of the electricity-gas coupled system considering wind power uncertainty via a decomposition-coordination framework," Energy, Elsevier, vol. 194(C).
    4. Zhou, Dengji & Yan, Siyun & Huang, Dawen & Shao, Tiemin & Xiao, Wang & Hao, Jiarui & Wang, Chen & Yu, Tianqi, 2022. "Modeling and simulation of the hydrogen blended gas-electricity integrated energy system and influence analysis of hydrogen blending modes," Energy, Elsevier, vol. 239(PA).
    5. Jun Dong & Anyuan Fu & Yao Liu & Shilin Nie & Peiwen Yang & Linpeng Nie, 2019. "Two-Stage Optimization Model for Two-Side Daily Reserve Capacity of a Power System Considering Demand Response and Wind Power Consumption," Sustainability, MDPI, vol. 11(24), pages 1-22, December.
    6. Ji, Ling & Zhang, Beibei & Huang, Guohe & Wang, Peng, 2020. "A novel multi-stage fuzzy stochastic programming for electricity system structure optimization and planning with energy-water nexus - A case study of Tianjin, China," Energy, Elsevier, vol. 190(C).
    7. Van-Hai Bui & Akhtar Hussain & Thai-Thanh Nguyen & Hak-Man Kim, 2021. "Multi-Objective Stochastic Optimization for Determining Set-Point of Wind Farm System," Sustainability, MDPI, vol. 13(2), pages 1-16, January.
    8. Hosseini, Seyed Hamid Reza & Allahham, Adib & Walker, Sara Louise & Taylor, Phil, 2021. "Uncertainty analysis of the impact of increasing levels of gas and electricity network integration and storage on Techno-Economic-Environmental performance," Energy, Elsevier, vol. 222(C).
    9. Nan Yang & Yu Huang & Dengxu Hou & Songkai Liu & Di Ye & Bangtian Dong & Youping Fan, 2019. "Adaptive Nonparametric Kernel Density Estimation Approach for Joint Probability Density Function Modeling of Multiple Wind Farms," Energies, MDPI, vol. 12(7), pages 1-15, April.
    10. Zhang, Yachao & Liu, Yan & Shu, Shengwen & Zheng, Feng & Huang, Zhanghao, 2021. "A data-driven distributionally robust optimization model for multi-energy coupled system considering the temporal-spatial correlation and distribution uncertainty of renewable energy sources," Energy, Elsevier, vol. 216(C).
    11. Bao, Minglei & Hui, Hengyu & Ding, Yi & Sun, Xiaocong & Zheng, Chenghang & Gao, Xiang, 2023. "An efficient framework for exploiting operational flexibility of load energy hubs in risk management of integrated electricity-gas systems," Applied Energy, Elsevier, vol. 338(C).
    12. Jiajia Li & Jinfu Liu & Peigang Yan & Xingshuo Li & Guowen Zhou & Daren Yu, 2021. "Operation Optimization of Integrated Energy System under a Renewable Energy Dominated Future Scene Considering Both Independence and Benefit: A Review," Energies, MDPI, vol. 14(4), pages 1-36, February.
    13. Chi, Lixun & Su, Huai & Zio, Enrico & Qadrdan, Meysam & Li, Xueyi & Zhang, Li & Fan, Lin & Zhou, Jing & Yang, Zhaoming & Zhang, Jinjun, 2021. "Data-driven reliability assessment method of Integrated Energy Systems based on probabilistic deep learning and Gaussian mixture Model-Hidden Markov Model," Renewable Energy, Elsevier, vol. 174(C), pages 952-970.
    14. Dong, Haiyan & Fu, Yanbo & Jia, Qingquan & Zhang, Tie & Meng, Dequn, 2023. "Low carbon optimization of integrated energy microgrid based on life cycle analysis method and multi time scale energy storage," Renewable Energy, Elsevier, vol. 206(C), pages 60-71.
    15. Hosseini, Seyed Hamid Reza & Allahham, Adib & Walker, Sara Louise & Taylor, Phil, 2020. "Optimal planning and operation of multi-vector energy networks: A systematic review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).
    16. Zhang, Yachao & Liu, Wei & Huang, Zhanghao & Zheng, Feng & Le, Jian & Zhu, Shu, 2021. "Distributionally robust coordination optimization scheduling for electricity-gas-transportation coupled system considering multiple uncertainties," Renewable Energy, Elsevier, vol. 163(C), pages 2037-2052.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Yachao & Huang, Zhanghao & Zheng, Feng & Zhou, Rongyu & Le, Jian & An, Xueli, 2020. "Cooperative optimization scheduling of the electricity-gas coupled system considering wind power uncertainty via a decomposition-coordination framework," Energy, Elsevier, vol. 194(C).
    2. Zhi Chen & Melvyn Sim & Huan Xu, 2019. "Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," Operations Research, INFORMS, vol. 67(5), pages 1328-1344, September.
    3. Gauvin, Charles & Delage, Erick & Gendreau, Michel, 2017. "Decision rule approximations for the risk averse reservoir management problem," European Journal of Operational Research, Elsevier, vol. 261(1), pages 317-336.
    4. Walid Ben-Ameur & Adam Ouorou & Guanglei Wang & Mateusz Żotkiewicz, 2018. "Multipolar robust optimization," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 395-434, December.
    5. Paula Rocha & Daniel Kuhn, 2013. "A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs," Journal of Optimization Theory and Applications, Springer, vol. 158(2), pages 576-589, August.
    6. Yang, Yuqi & Zhou, Jianzhong & Liu, Guangbiao & Mo, Li & Wang, Yongqiang & Jia, Benjun & He, Feifei, 2020. "Multi-plan formulation of hydropower generation considering uncertainty of wind power," Applied Energy, Elsevier, vol. 260(C).
    7. Dan A. Iancu & Mayank Sharma & Maxim Sviridenko, 2013. "Supermodularity and Affine Policies in Dynamic Robust Optimization," Operations Research, INFORMS, vol. 61(4), pages 941-956, August.
    8. Qadrdan, Meysam & Cheng, Meng & Wu, Jianzhong & Jenkins, Nick, 2017. "Benefits of demand-side response in combined gas and electricity networks," Applied Energy, Elsevier, vol. 192(C), pages 360-369.
    9. Marcus Ang & Yun Fong Lim & Melvyn Sim, 2012. "Robust Storage Assignment in Unit-Load Warehouses," Management Science, INFORMS, vol. 58(11), pages 2114-2130, November.
    10. Yun Fong Lim & Chen Wang, 2017. "Inventory Management Based on Target-Oriented Robust Optimization," Management Science, INFORMS, vol. 63(12), pages 4409-4427, December.
    11. Rahal, Said & Papageorgiou, Dimitri J. & Li, Zukui, 2021. "Hybrid strategies using linear and piecewise-linear decision rules for multistage adaptive linear optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1014-1030.
    12. Li, Guoqing & Zhang, Rufeng & Jiang, Tao & Chen, Houhe & Bai, Linquan & Li, Xiaojing, 2017. "Security-constrained bi-level economic dispatch model for integrated natural gas and electricity systems considering wind power and power-to-gas process," Applied Energy, Elsevier, vol. 194(C), pages 696-704.
    13. Haolin Ruan & Zhi Chen & Chin Pang Ho, 2023. "Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1002-1023, September.
    14. Joel Goh & Melvyn Sim, 2011. "Robust Optimization Made Easy with ROME," Operations Research, INFORMS, vol. 59(4), pages 973-985, August.
    15. Ayşe N. Arslan & Boris Detienne, 2022. "Decomposition-Based Approaches for a Class of Two-Stage Robust Binary Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 34(2), pages 857-871, March.
    16. Yanıkoğlu, İhsan & Gorissen, Bram L. & den Hertog, Dick, 2019. "A survey of adjustable robust optimization," European Journal of Operational Research, Elsevier, vol. 277(3), pages 799-813.
    17. Farough Motamed Nasab & Zukui Li, 2023. "Multistage Adaptive Robust Binary Optimization: Uncertainty Set Lifting versus Partitioning through Breakpoints Optimization," Mathematics, MDPI, vol. 11(18), pages 1-24, September.
    18. Yongzhen Li & Xueping Li & Jia Shu & Miao Song & Kaike Zhang, 2022. "A General Model and Efficient Algorithms for Reliable Facility Location Problem Under Uncertain Disruptions," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 407-426, January.
    19. Xiaokun Man & Hongyan Song & Huanhuan Li, 2023. "Estimating Hydropower Generation Flexibilities of a Hybrid Hydro–Wind Power System: From the Perspective of Multi-Time Scales," Energies, MDPI, vol. 16(13), pages 1-17, July.
    20. Fang, Xin & Hodge, Bri-Mathias & Jiang, Huaiguang & Zhang, Yingchen, 2019. "Decentralized wind uncertainty management: Alternating direction method of multipliers based distributionally-robust chance constrained optimal power flow," Applied Energy, Elsevier, vol. 239(C), pages 938-947.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:renene:v:135:y:2019:i:c:p:122-135. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/renewable-energy .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.