Sample Robust Scheduling of Electricity-Gas Systems Under Wind Power Uncertainty

Abstract

Bulk integrated electricity and gas systems (IEGSs) introduce complex coupling relations and induce synergistic operation challenges. The growing uncertainty arising from the renewable power generation in the IEGS further aggravates the synergistic problems. Considering the availability of historical wind power generation data, this paper adopts a two-stage sample robust optimization (SRO) model, which is equivalent to the two-stage distributionally robust optimization (DRO) model with a type−∞ Wasserstein ambiguity set, to address the wind power penetrated unit commitment optimal energy flow (UC-OEF) problem for the IEGS. Compared to the equivalent DRO model, the two-stage SRO model can be approximately transformed into a computationally efficient form. Specifically, we employ linear decision rules to simplify the proposed UC-OEF model. Moreover, we further enhance the tractability of the simplified model by exploring its structural features and, accordingly, develop a solution method. Simulation results on two IEGSs validate the effectiveness of the proposed model and solution method.