Robust Scheduling With Temporal Decomposition of Integrated Electrical-Heating System Based on Dynamic Programming Formulation

To realize the potential of the integrated electrical-heating systems (IEHS) for coping with the uncertain renewable energy, a reserve scheduling model based on the dynamic programming transformed multi-stage adaptive robust optimization (DMRO) is proposed in this article. The DMRO model enforces the non-anticipativity of scheduling process via temporal decomposed framework, and enhances the formulation flexibility for time-coupled equipment, such as energy storage systems (ESS). The whole scheduling model is split into two problems under the decomposition constructure, which consists of a reserve interval generation (RG) problem for making the unit commitment and systems' reserve plan, and a multi-stage economic operation (EO) problem aiming with simulating the worst-case scheduling process. To obtain the global optimal, a nested Benders decomposition algorithm is employed to solve the DMRO model. Case studies on the 6-Bus-5-node IEHS and the 118-Bus-24-node IEHS demonstrate the effectiveness of the proposed model and the solution methodology.