Two-Stage Robust Optimization of Multi-energy System Considering Integrated Demand Response

Abstract

High penetration of renewable energy, such as wind power, has brought threats to the security and reliability of power systems due to its uncertainty. To deal with hidden dangers of the imbalance of supply and demand, this paper proposes a model of integrated electrical, heating, natural gas and water distribution system. The price-based integrated demand response program has been formulated for the electrical, gas and water load. The thermal inertia of building materials is modeled to make full use of the thermal storage characteristic and provide a new means of heat demand response. Optimal schedule of the integrated demand response and the coordination among the multi-energy systems can promote the wind power accommodation and improve the operation cost. Considering the uncertainties of wind power and demands, a two-stage robust optimization method is developed, which can not only maximize the total profit but also make the system robust against the worst scenario. The proposed model is evaluated on an integrated test system to verify its correctness and superiority.