Robust Day-Ahead Scheduling of Electricity and Natural Gas Systems via a Risk-Averse Adjustable Uncertainty Set Approach

The requirement for energy sustainability drives the development of renewable energy technologies and gas-fired power generation. The increasing installation of gas-fired units significantly intensifies the interdependency between the electricity system and natural gas system. The joint scheduling of electricity and natural gas systems has become an attractive option for improving energy efficiency. This paper proposes a robust day-ahead scheduling model for electricity and natural gas system, which minimizes the total cost including fuel cost, spinning reserve cost and cost of operational risk while ensuring the feasibility for all scenarios within the uncertainty set. Different from the conventional robust optimization with predefined uncertainty set, a new approach with risk-averse adjustable uncertainty set is proposed in this paper to mitigate the conservatism. Furthermore, the Wasserstein-Moment metric is applied to construct ambiguity sets for computing operational risk. The proposed scheduling model is solved by the column-and-constraint generation method. The effectiveness of the proposed approach is tested on a 6-bus test system and a 118-bus system.