Distributionally robust co-optimization of energy and reserve dispatch for integrated electricity-gas-heating systems

Abstract

The interconnection of electricity-gas-heating systems has received widespread attention due to its ability to improve the accommodation of renewable energy sources (RESs). This paper proposes a two-stage distributionally robust optimization (DRO) model for coordinating the energy and reserve of Integrated electricity-gas-heating systems (IEGHSs) in conjunction with the uncertainties of multiple wind power output. The Dirichlet process mixture model (DPMM) is applied to extract uncertainty parameters information from historical data and construct uncertainty sets that consider the correlations between the output uncertainties of multiple wind farms. The original problem is decomposed using the column and constraint generation (C&CG) algorithm and further transformed using duality theory to enhance computational efficiency. The effectiveness and economy of the proposed model are demonstrated based on the numerical results of a realistic IEGHSs with multiple wind power installations.