Affine Policies for Flexibility Provision by Natural Gas Networks to Power Systems

Using flexibility from the coordination of power and natural gas systems helps with the integration of variable renewable energy in power systems. To include this flexibility into the operational decision-making problem, we propose a distributionally robust chance-constrained co-optimization of power and natural gas systems considering flexibility from short-term gas storage in pipelines, i.e., linepack. Recourse actions in both systems, based on linear decision rules, allow adjustments to the dispatch and operating set-points during real-time operation when the uncertainty in wind power production is revealed. We convexify the non-linear and non-convex power and gas flow equations using DC power flow approximation and second-order cone relaxation, respectively. Our coordination approach enables a study of the mitigation of short-term uncertainty propagated from the power system to the gas side. We analyze the results of the proposed approach on a case study and evaluate the solution quality via out-of-sample simulations performed ex-ante.