Robust Co-Optimization Scheduling of Electricity and Natural Gas Systems via ADMM

The significant growth of gas-fired power plants and emerging power-to-gas (PtG) technology has intensified the interdependency between electricity and natural gas systems. This paper proposes a robust co-optimization scheduling model to study the coordinated optimal operation of the two energy systems. The proposed model minimizes the total costs of the two systems, while considering power system key uncertainties and natural gas system dynamics. Because of the limitation on exchanging private data and the challenge in managing complex models, the proposed co-optimization model is tackled via alternating direction method of multipliers (ADMM) by iteratively solving a power system subproblem and a gas system subproblem. The power system subproblem is solved by column-and-constraint generation (C&CG) and outer approximation (OA), and the nonlinear gas system subproblem is solved by converting into a mixed-integer linear programming model. To overcome nonconvexity of the original problem with binary variables, a tailored ADMM with a relax-round-polish process is developed to obtain high-quality solutions. Numerical case studies illustrate the effectiveness of the proposed model for optimally coordinating electricity and natural gas systems with uncertainties.