A data-enhanced distributionally robust optimization method for economic dispatch of integrated electricity and natural gas systems with wind uncertainty

Baining Zhao, Tong Qian, Wenhu Tang and Qiheng Liang

Energy, 2022, vol. 243, issue C

Abstract: With growing penetrations of wind power in electricity systems, the coordinated dispatch of integrated electricity and natural gas systems is becoming a popular research topic. Distributionally robust optimization can cope with the wind uncertainty of integrated electricity and natural gas systems by providing optimal solutions for the worst-case probability distribution. However, limited historical wind data hinder the estimation of worst-case probability distribution. As a breakthrough in artificial intelligence, generative adversarial networks can be established to approximate a complex uncertain probability distribution from raw data and generate realistic data subject to the identical distribution. This paper proposes a data-driven optimization method for economic dispatch of integrated electricity and natural gas systems with wind uncertainty, whose probability distribution is free. Based on limited historical data, the data-driven generative adversarial network generates artificial wind power data, which helps to improve the estimation of worst-case probability distribution in distributionally robust optimization. Moreover, the robustness of optimization solutions can be adjusted cost-effectively by controlling the auxiliary data number. In a case study, optimization solutions of the proposed method are shown to achieve a lower probability of chance constraint violation at a nearly negligible cost increase compared with those from four typical optimization methods.

Keywords: Integrated electricity and natural gas systems; Economic dispatch; Distributionally robust optimization; Generative adversarial networks; Wind uncertainty (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (18)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:energy:v:243:y:2022:i:c:s0360544222000160

DOI: 10.1016/j.energy.2022.123113

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