A Chance-Constrained Decentralized Operation of Multi-Area Integrated Electricity–Natural Gas Systems With Variable Wind and Solar Energy

Abstract

This article presents a decentralized decision-making strategy for the multi-area integrated electricity and natural gas system (IEGS). Independent system operators (ISOs) in the electric power sector and natural gas system operators (NGSOs) in the natural gas sector operate their respective systems independently with the consideration that a limited set of information is shared, and the information privacy and decision-making independence are preserved among operators. In this article, uncertainties associated with the proliferation of variable wind and solar generation as well as load forecast errors are addressed in a chance-constrained programming framework, and the loss of load probability (LOLP) as well as the transmission line overload probability (TLOP) are introduced to ensure a secure and economic operation of IEGS. The proposed multi-area & multi-layer problem is solved by a hierarchical iterative algorithm in which the inner loop deals with the collaboration between ISO and NGSO in each area, and the collaboration among areas is managed by the outer loop. Finally, case studies are carried out on two multi-area IEGSs with different sizes in which numerical results demonstrate the effectiveness of the proposed methods.