Distributionally Robust Joint Chance-Constrained Dispatch for Electricity–Gas–Heat Integrated Energy System Considering Wind Uncertainty

Hui Liu, Zhenggang Fan, Haimin Xie and Ni Wang
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Hui Liu: School of Electrical Engineering, Guangxi University, Nanning 530004, China
Zhenggang Fan: School of Electrical Engineering, Guangxi University, Nanning 530004, China
Haimin Xie: School of Electrical Engineering, Guangxi University, Nanning 530004, China
Ni Wang: School of Electrical Engineering, Guangxi University, Nanning 530004, China

Energies, 2022, vol. 15, issue 5, 1-18

Abstract: With the increasing penetration of wind power, the uncertainty associated with it brings more challenges to the operation of the integrated energy system (IES), especially the power subsystem. However, the typical strategies to deal with wind power uncertainty have poor performance in balancing economy and robustness. Therefore, this paper proposes a distributionally robust joint chance-constrained dispatch (DR-JCCD) model to coordinate the economy and robustness of the IES with uncertain wind power. The optimization dispatch model is formulated as a two-stage problem to minimize both the day-ahead and the real-time operation costs. Moreover, the ambiguity set is generated using Wasserstein distance, and the joint chance constraints are used to ensure that the safety constraints (e.g., ramping limit and transmission limit) can be satisfied jointly under the worst-case probability distribution of wind power. The model is remodeled as a mixed-integer tractable programming issue, which can be solved efficiently by ready-made solvers using linear decision rules and linearization methods. Case studies on an electricity–gas–heat regional integrated system, which includes a modified IEEE 24-bus system, 20 natural gas-nodes, and 6 heat-node system, are investigated for verification. Numerical simulation results demonstrate that the proposed DR-JCCD approach effectively coordinates the economy and robustness of IES and can offer operators a reasonable energy management scheme with an acceptable risk level.

Keywords: distributionally robust optimization (DRO); integrated energy system (IES); joint chance constraints; linear decision rules (LDRs); Wasserstein distance (search for similar items in EconPapers)
JEL-codes: Q Q0 Q4 Q40 Q41 Q42 Q43 Q47 Q48 Q49 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

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