Real-time Risk-averse Dispatch of an Integrated Electricity and Natural Gas System via Condi-tional Value-at-risk-based Lookup-table Ap-proximate Dynamic Programming

The real-time risk-averse dispatch problem of an integrated electricity and natural gas system(IEGS)is studied in this paper.It is formulated as a real-time conditional value-at-risk(CVaR)-based risk-averse dis-patch model in the Markov decision process framework.Because of its stochasticity,nonconvexity and nonlinearity,the model is difficult to analyze by traditional algorithms in an acceptable time.To address this non-deterministic polynomial-hard problem,a CVaR-based lookup-table approximate dynamic programming(CVaR-ADP)algo-rithm is proposed,and the risk-averse dispatch problem is decoupled into a series of tractable subproblems.The line pack is used as the state variable to describe the impact of one period’s decision on the future.This facilitates the reduction of load shedding and wind power curtailment.Through the proposed method,real-time decisions can be made according to the current information,while the value functions can be used to overview the whole opti-mization horizon to balance the current cost and future risk loss.Numerical simulations indicate that the pro-posed method can effectively measure and control the risk costs in extreme scenarios.Moreover,the decisions can be made within 10 s,which meets the requirement of the real-time dispatch of an IEGS.Index Terms—Integrated electricity and natural gas system,approximate dynamic programming,real-time dispatch,risk-averse,conditional value-at-risk.

Coordinated Dispatch of Integrated Electricity-Natural Gas System and the Freight Railway Network

With the significant development of liquefied natural gas(LNG)rail transport,the railway system is increasingly more closely connected with the integrated electricity-natural gas system(IEGS).To coordinate the economic operations of the two systems,this paper innovatively proposes a coordinated dispatch model of IEGS with LNG infrastructures and a freight railway network with LNG transport.First,an operational scheduling model of the railway network,considering energy consumption,is put forward for both LNG transmission and ordinary freight transport.Then,the coordinated dispatch problem of IEGS and the railway network is formulated into a mixed-integer linear programming model via the big M method and a modified incremental linearization approach.Finally,a bi-level optimization algorithm based on generalized benders decomposition(GBD)is presented to solve the coordinated dispatch problem due to the restrictions on exchanging private information.Case studies demonstrate the effectiveness of the proposed model and algorithm as well as the potential benefit for wind power accommodation.

Coordinated optimal dispatch and market equilibrium of integrated electric power and natural gas networks with P2G embedded

As power to gas(P2 G) technology gradually matures, the coupling between electricity networks and natural gas networks should ideally evolve synergistically.With the intent of characterizing market behaviors of integrated electric power and natural gas networks(IPGNs)with P2 G facilities, this paper establishes a steady-state model of P2 G and constructs optimal dispatch models of an electricity network and a natural gas network separately. In addition, a concept of slack energy flow(SEF) is proposed as a tool for coordinated optimal dispatch between the two networks. To study how the market pricing mechanism affects coordinated optimal dispatch in an IPGN, a market equilibrium-solving model for an IPGN is constructed according to game theory, with a solution based on the Nikaido-Isoda function. Case studies are conducted on a joint model that combines the modified IEEE 118-node electricity network and the Belgian 20-node gas network.The results show that if the game between an electric power company and a natural gas company reaches market equilibrium, not only can both companies maximize their profits, but also the coordinated operation of the coupling units, i.e., gas turbines and P2 G facilities, will contribute more to renewable energy utilization and carbon emission reduction.

Many-objective optimization for coordinated operation of integrated electricity and gas network

This paper develops a many-objective optimization model, which contains objectives representing the interests of the electricity and gas networks, as well as the distributed district heating and cooling units, to coordinate the benefits of all parties participated in the integrated energy system(IES). In order to solve the many-objective optimization model efficiently, an improved objective reduction(IOR) approach is proposed, aiming at acquiring the smallest set of objectives. The IOR approach utilizes the Spearman’s rank correlation coefficient to measure the relationship between objectives based on the Pareto-optimal front captured by the multi-objective group search optimizer with adaptive covariance and Lévy flights algorithm, and adopts various strategies to reduce the number of objectives gradually. Simulation studies are conducted on an IES consisting of a modified IEEE 30-bus electricity network and a 15-node gas network. The results show that the many-objective optimization problem is transformed into a bi-objective formulation by the IOR. Furthermore,our approach improves the overall quality of dispatch solutions and alleviates the decision making burden.

Reliability evaluation of integrated electricity–gas system utilizing network equivalent and integrated optimal power flow techniques

The wide utilization of gas-fired generation and the rapid development of power-to-gas technologies have led to the intensified integration of electricity and gas systems.The random failures of components in either electricity or gas system may have a considerable impact on the reliabilities of both systems.Therefore,it is necessary to evaluate the reliabilities of electricity and gas systems considering their integration.In this paper,a novel reliability evaluation method for integrated electricity-gas systems(IEGSs)is proposed.First,reliability network equivalents are utilized to represent reliability models of gas-fired generating units,gas sources(GSs),power-to-gas facilities,and other conventional generating units in IEGS.A contingency management schema is then developed considering the coupling between electricity and gas systems based on an optimal power flow technique.Finally,the time-sequential Monte Carlo simulation approach is used to model the chronological characteristics of the corresponding reliability network equivalents.The proposed method is capable to evaluate customers’reliabilities in IEGS,which is illustrated on an integrated IEEE Reliability Test System and Belgium gas transmission system.

Optimal Operation of Integrated Energy Systems Subject to Coupled Demand Constraints of Electricity and Natural Gas

This paper proposes a hybrid multi-objective optimization and game-theoretic approach(HMOGTA)to achieve the optimal operation of integrated energy systems(IESs)consisting of electricity and natural gas(E&G)utility networks,multiple distributed energy stations(DESs),and multiple energy users(EUs).The HMOGTA aims to solve the coordinated operation strategy of the electricity and natural gas networks considering the demand characteristics of DESs and EUs.In the HMOGTA,a hierarchical Stackelberg game model is developed for generating equilibrium strategies of DESs and EUs in each district energy network(DEN).Based on the game results,we obtain the coupling demand constraints of electricity and natural gas(CDCENs)which reflect the relationship between the amounts and prices of electricity and cooling(E&C)that DESs purchase from utility networks.Furthermore,the minimization of conflicting costs of E&G networks considering the CDCENs are solved by a multi-objective optimization method.A case study is conducted on a test IES composed of a 20-node natural gas network,a modified IEEE 30-bus system,and 3 DENs,which verifies the effectiveness of the proposed HMOGTA to realize fair treatment for all participants in the IES.

Cascading Failure Propagation Simulation in Integrated Electricity and Natural Gas Systems

The sharp increase in the total installed capacity of natural gas generators has intensified the dynamic interaction between the electricity and natural gas systems,which could induce cascading failure propagation across the two systems that deserves intensive research.Considering the distinct time response behaviors of the two systems,this paper discusses an integrated simulation approach to simulate the cascading failure propagation process of integrated electricity and natural gas systems(IEGSs).On one hand,considering instantaneous re-distribution of power flows after the occurrence of disturbance or failure,the steady-state AC power flow model is employed.On the other hand,gas transmission dynamics are represented by dynamic model to capture the details of its transition process.The interactions between the two systems,intensified by energy coupling components(such as gas-fired generator and electricity-driven gas compressor)as well as the switching among the operation modes of compressors during the cascading failure propagation process,are studied.An IEGS composed of the IEEE 30-bus electricity system and a 14-node 15-pipeline gas system is established to illustrate the effectiveness of the proposed simulation approach,in which two energy sub-systems are coupled by compressor and gas-fired generator.Numerical results clearly demonstrate that heterogeneous interactions between electricity and gas systems would trigger the cascading failure propagation between the two coupling systems.

Robust optimization for improving resilience of integrated energy systems with electricity and natural gas infrastructures

The integration of natural gas in electricity network requires a more reliable operating plan for increasing uncertainties in the whole system. In this paper, a threestage robust optimization model is proposed for resilient operation of energy system which integrates electricity and natural gas transmission networks with the objective of minimizing load curtailments caused by attacks. Nonconvex constrains are linearized in order to formulate the dual problem of optimal energy flow. Then, the proposed three-stage problem can be reformulated into a two-stage mixed integer linear program(MILP) and solved by Benders decomposition algorithm. Numerical studies on IEEE30-bus power system with 7-node natural gas network and IEEE 118-bus power system with 14-node natural gas network validate the feasibility of the proposed model for improving resilience of integrated energy system. Energy storage facilities are also considered for the resiliency analysis.

Stochastic Dynamic Economic Dispatch of Wind-integrated Electricity and Natural Gas Systems Considering Security Risk Constraints

As the proportion of wind power generation increases in power systems,it is necessary to develop new ways for wind power accommodation and improve the existing power dispatch model.The power-to-gas technology,which offers a new approach to accommodate surplus wind power,is an excellent way to solve the former.Hence,this paper proposes to involve power-to-gas technology in the integrated electricity and natural gas systems(IEGSs).To solve the latter,on one hand,a new indicator,the scale factor of wind power integration,is introduced into the wind power stochastic model to better describe the uncertainty of grid-connected wind power;on the other hand,for quantizing and minimizing the impact of the uncertainties of wind power and system loads on system security,security risk constraints are established for the IEGS by the conditional value-at-risk method.By considering these two aspects,an MILP formulation of a security-risk based stochastic dynamic economic dispatch model for an IEGS is established,and GUROBI obtained from GAMS is used for the solution.Case studies are conducted on an IEGS consisting of a modified IEEE 39-bus system and the Belgium 20-node natural gas system to examine the effectiveness of the proposed dispatch model.

Reliability Assessment of Integrated Electricity and Natural Gas Transmission Systems in Presence of Power-to-gas and Combined Heat and Power Technologies

Assessing the reliability of integrated electricity and gas systems has become an important issue due to the strong dependence of these energy networks through the power-to-gas(P2G)and combined heat and power(CHP)technologies.The current work,initially,presents a detailed energy flow model for the integrated power and natural gas system in light of the P2G and CHP technologies.Considering the simultaneous load flow of networks,a contingency analysis procedure is proposed,and reliability is assessed through sequential Monte Carlo simulations.The current study examines the effect of independent and dependent operation of energy networks on the reliability of the systems.In particular,the effect of employing both P2G and CHP technologies on reliability criteria is evaluated.In addition,a series of sensitivity analysis are performed on the size and site of these technologies to investigate their effects on system reliability.The proposed method is implemented on an integrated IEEE 24-bus electrical power system and 20-node Belgian natural gas system.The simulation procedure certifies the proposed method for reliability assessment is practical and applicable.In addition,the results prove connection between energy networks through P2G and CHP technologies can improve reliability of networks if the site and size of technologies are properly determined.

Multi-period integrated natural gas and electric power system probabilistic optimal power flow incorporating power-to-gas units

The increasing adoption of gas-fired power plants directly strengthens the coupling between electric power and natural gas systems. Current industrial practice in optimal power flow for electric power systems has not taken the security constraints of gas systems into consideration, resulting in an overly-optimistic solution. Meanwhile, the operation of electric power and natural gas systems is coupled over multiple periods because of the ramp rate limits of power generators and the slow dynamical characteristics of gas systems. Based on these motivations, we propose a multi-period integrated natural gas and electric power system probabilistic optimal power flow(M-GEPOPF) model, which includes dynamic gas flow models. To address the uncertainties originating from wind power and load forecasting, a probabilistic optimal power flow(POPF) calculation based on a three-point estimate method(3 PEM) is adopted. Moreover, power-togas(Pt G) units are employed to avoid wind power curtailment and enable flexible bi-directional energy flows between the coupled energy systems. An integrated IEEE RTS 24-bus electric power system and the Belgian 20-node natural gas system are employed as a test case to verify the applicability of the proposed M-GEPOPF model, and to demonstrate the potential economic benefits of Pt G units.

Optimal Energy Reserve Scheduling in Integrated Electricity and Gas Systems Considering Reliability Requirements

With the growing interdependence between the electricity system and the natural gas system,the operation uncertainties in either subsystem,such as wind fluctuations or component failures,could have a magnified impact on the reliability of the whole system due to energy interactions.A joint reserve scheduling model considering the cross-sectorial impacts of operation uncertainties is essential but still insufficient to guarantee the reliable operation of the integrated electricity and natural gas system(IEGS).Therefore,this paper proposes a day-ahead security-constrained unit commitment(SCUC)model for the IEGS to schedule the operation and reserve simultaneously considering reliability requirements.Firstly,the multi-state models for generating units and gas wells are established.Based on the multi-state models,the expected unserved energy cost(EUEC)and the expected wind curtailment cost(EWC)criteria are proposed based on probabilistic methods considering wind fluctuation and random failures of components in IEGS.Furthermore,the EUEC and EWC criteria are incorporated into the day-ahead SCUC model,which is nonconvex and mathematically reformulated into a solvable mixed-integer second-order cone programming(MISOCP)problem.The proposed model is validated using an IEEE 30-bus system and Belgium 20-node natural gas system.Numerical results demonstrate that the proposed model can effectively schedule the energy reserve to guarantee the reliable operation of the IEGS considering the multiple uncertainties in different subsystems and the cross-sectorial failure propagation.

Bi-Level Bidding and Multi-Energy Retail Packages for Integrated Energy Service Providers Considering Multi-Energy Demand Elasticity

How to effectively use the multi-energy demand elasticity of users to bid in the multi-energy market and formulate multi-energy retail packages is an urgent problem which needs to be solved by integrated energy service providers(IESPs)to attract more users and reduce operating costs.This paper presents a unified clearing of electricity and natural gas based on a bi-level bidding and multi-energy retail price formulation method for IESPs considering multi-energy demand elasticity.First,we propose an operating structure of IESPs in the wholesale and retail energy markets.The multi-energy demand elasticity model of retail-side users and a retail price model for electricity,gas,heat and cooling are established.Secondly,a bi-level bidding model for IESPs considering multi-energy demand elasticity is established to provide IESPs with wholesale-side bidding decisions and retail-side energy retail price decisions.Finally,an example is given to verify the proposed method.The results show that the method improves the total social welfare of the electricity and natural gas markets by 7.99%and the profit of IESPs by 1.40%.It can reduce the variance of the electricity,gas,and cooling load curves,especially the reduction of the variance of the electricity load curve can which reach 79.90%.It can be seen that the research in this paper has a positive effect on repairing the limitations of integrated energy trading research and improving the economics of the operation of IESPs.

考虑负荷柔性及网架调整的电–气联合调度模型

针对现有电–气联合调度方法对负荷柔性利用不充分、未考虑网架结构优化的局限,该文提出一种综合考虑"源侧"机组组合、"网侧"网架结构调整与"荷侧"电/气柔性负荷可削减/转移/平移/替代特性的"源–网–荷"协同的电–气联合系统日前调度模型,以充分释放电–气联合系统中网架结构的优化空间和柔性负荷的调节能力。利用"IEEE-39系统(10)20节点天然气系统"和"IEEE-118系统(10)40节点天然气系统"两个电–气联合系统算例,验证所提协同调度模型的有效性。仿真结果表明,在电–气联合运行中考虑柔性负荷的调节能力和网架结构调整,可以有效促进风电消纳、降低联合系统的运行成本。

综合能源系统分析的统一能路理论(一):气路

综合能源系统已成为国内外研究的热点与前沿,为实现不同能源网络研究的学科融合,基于电路理论中"场"到"路"的推演方法论,提出统一能路理论。作为系列论文的第一部分,该文以天然气网络为对象,基于质量守恒与动量守恒方程推导了分布参数的时域气路模型,利用傅里叶变换将气路映射至频域并通过二端口等值得到集总参数模型,实现了气路模型从偏微分方程向代数方程的简化。最后基于气路模型导出了天然气网络的网络矩阵和网络方程,与电力网络的网络矩阵和网络方程在数学形式上具有高度的统一性,从而奠定了气、电2种异质能流统一分析的理论基础。相比传统分析方法,气路方法具有更低的计算复杂度,算例结果表明其在计算效率上有显著优势。

考虑相依特性的电-气互联网络故障评估方法

随着电网和天然气网的耦合程度不断加深,电网与天然气网间的相依特性引发了新的系统安全运行问题,增加了电-气互联网络发生连锁故障的风险。为此,提出了一种考虑电网与天然气网间相依特性的电-气互联网络故障传播的影响分析方法。分析电-气互联网络的相依特性以及故障在两网间的传播机理;基于此分析电网与天然气网不同耦合程度下故障在两网间的传播特性;进而建立计及天然气网慢动态特性的电-气互联网络准稳态潮流模型,从系统供能效率与供能可靠性角度,采用负荷损失率和全局网络效能损失率指标评估分析电-气互联网络的故障传播及其对系统运行的影响,以此构建电-气互联网络连锁故障评估模型。

考虑压缩机不同运行状态的IES气网潮流分布式计算方法

压缩机运行状态的改变会造成气网工况变化,进而对电-气-热综合能源系统的稳态潮流产生影响。为求解压缩机不同运行状态下的综合能源系统气网潮流,文中分别对综合能源系统各子网络和能量耦合环节建模。考虑压缩机5种工作模式和2种驱动方式,针对含有多台不同运行状态压缩机的天然气网络,基于牛顿-拉夫逊法,提出保留压缩机管道整体求解的气网潮流计算方法,并拓展一种分离压缩机管道等效求解方法,以分布式计算方法顺序求解综合能源系统潮流。通过2个算例,验证了所提保留压缩机管道整体求解方法的精确性和有效性,弥补了现有气网潮流计算模型无法处理复杂气网工况且收敛性、通用性差的缺点,揭示了压缩机运行状态的改变对综合能源系统潮流的影响。

Optimal Operation of Energy Hub Based Micro-energy Network with Integration of Renewables and Energy Storages

This study proposes an optimized model of a micro-energy network(MEN)that includes electricity and natural gas with integrated solar,wind,and energy storage systems(ESSs).The proposed model is based on energy hubs(EHs)and it aims to minimize operation costs and greenhouse emissions.The research is motivated by the increasing use of renewable energies and ESSs for secure energy supply while reducing operation costs and environment effects.A general algebraic modeling system(GAMS)is used to solve the optimal operation problem in the MEN.The results demonstrate that an optimal MEN formed by multiple EHs can provide appropriate and flexible responses to fluctuations in electricity prices and adjustments between time periods and seasons.It also yields significant reductions in operation costs and emissions.The proposed model can contribute to future research by providing a more efficient network model(as compared with the traditional electricity supply system)to scale down the environmental and economic impacts of electricity storage and supply systems on MEN operation.

计及冷、热、电联产的气电互联网络最优调度

能源互联网的发展提高了系统的能效、经济性和安全性。储气备用不仅维护了气网自身的安全运行,还能支持燃气轮机出力快速变化,提供电网额外的灵活备用,这对平衡电网中的可再生能源和多能源负荷具有重要意义。此外,气电网络间的高效协调互补,与包括冷、热、电三联产设施在内的多能源应用的运行也有赖于充足的储气备用。为促进气电互联网络安全高效地运行,创新地将储气备用纳入调度优化,提出了一种含有三联产设施的气电互联网络的多目标最优调度模型,并使用NSGAII进行求解。算例分析显示了所提方法的有效性。

考虑电-气潮流的园区综合能源系统双层优化

在能源不断转型的今天,园区综合能源系统的发展成为能源领域前进的重要推动力。为了提高能源利用率,实现多能源间相互耦合,构建一种考虑电-气网络架构的园区综合能源系统与新型城镇双层优化调度模型,新型城镇运行成本最小为上层优化的目标,下层则是考虑电-气网络架构的园区综合能源系统优化经济调度。为求得双层模型的最优均衡解,将下层非凸非线性的约束进行松弛,并针对分布式可再生能源的不确定性采用可调鲁棒优化处理。最后,利用下层约束的KKT条件将双层优化模型转化为单层优化模型,对KKT互补条件进行线性化处理,并调用Gurobi求解器进行模型求解。通过算例分析,验证所提双层模型的可行性,合理性与经济性。