Segmented Real-time Dispatch Model and Stochastic Robust Optimization for Power-gas Integrated Systems with Wind Power Uncertainty

Abstract

This paper develops a segmented real-time dispatch model for power-gas integrated systems (PGISs), where power-to-gas (P2G) devices and traditional automatic generation control units are cooperated to manage wind power uncertainty. To improve the economics of the real-time dispatch in regard to the current high operation cost of P2Gs, the wind power uncertainty set is divided into several segments, and a segmented linear decision rule is developed, which assigns adjustment tasks differently when wind power uncertainty falls into different segments. Thus, the P2G operation with high costs can be reduced in real-time adjustment. Besides, a novel segmented stochastic robust optimization is proposed to improve the efficiency and robustness of PGIS dispatch under wind power uncertainty, which minimizes the expected cost under the empirical wind power distribution and builds up the security constraints based on the robust optimization. The expected cost is formulated using a Nataf conversion-based multi-point estimate method, and the optimal number of estimate points is determined through sensitivity analysis. Furthermore, a difference-of-convex optimization with a partial relaxation rule is developed to solve the non-convex dispatch problem in a sequential optimization framework. Numerical simulations in two testing cases validate the effectiveness of the proposed model and solving method.

Keywords

• Power-gas integrated system
• robust optimization
• real-time dispatch
• multi-point estimate method
• difference-of-convex optimization