Chance-constrained optimal dispatch of integrated electricity and natural gas systems considering medium and long-term electricity transactions

Abstract

A novel stochastic optimal dispatch model is proposed considering medium and long-term electricity transactions for a wind power integrated energy system using chance constrained programming. The electricity contract decomposition problem is introduced into the day-ahead optimal dispatch plan formulation progress. Considering the case that decomposition results may be not executable in the dispatch plan, a coordinated optimization strategy based on the Lagrange multiplier is proposed to eliminate the non-executable electric quantity. At the same time, the uncertainties and correlation of wind power are considered in the dispatch model, and the original stochastic dispatch problem is transformed into a mixed integer second-order cone programming problem using second-order cone relaxation and sample average approximation approach. Case study results demonstrate the validity of the proposed method.