Sample Robust Scheduling of Electricity-Gas Systems Under Wind Power Uncertainty

Abstract: This paper adopts a two-stage sample robust optimization (SRO) model to address the wind power penetrated unit commitment optimal energy flow (UC-OEF) problem for IEGSs. The two-stage SRO model can be approximately transformed into a computationally efficient form. Specifically, we employ linear decision rules to simplify the proposed UC-OEF model. Moreover, we further enhance the tractability of the simplified model by exploring its structural features and, accordingly, develop a solution method.