Multi-stage robust optimization of a multi-energy coupled system considering multiple uncertainties

As an effective means to improve the efficient use of energy, multi-energy coupled systems have indicated the important direction for the development of Energy Internet in the foreseeable future. However, the uncertainties that exist in various energy networks present severe challenges to the implementation of this innovative system. In this regard, this paper proposed a multi-stage robust optimization model for the coordinated operation of an electricity-gas-transportation coupled system, which simultaneously considered the uncertainties of traffic demands, wind power, and gas fuel consumption by gas-fired units. To conform to the non-anticipative sequential decision-making process for power system scheduling, the multi-stage robust unit commitment (UC) problem was established and considered as the master problem, which was solved by introducing a linear affine rule and the robust counterpart method. The gas network operation feasibility checks in each period were then addressed as the subproblems, and the generalized benders decomposition-based decoupling-coordination strategy was developed to solve the above master-subproblems iteratively. Simulation results demonstrate that the proposed multi-stage robust UC model can achieve a scheduling solution with superior economic performance and reduced conservativeness compared to the two-stage robust UC model. Furthermore, the effectiveness of the decoupling-coordination solving strategy was verified for the multi-energy coupled system.