Stochastic contingency analysis for the unit commitment with natural gas constraints

The continuing liberalization and interconnection of energy markets worldwide has raised concerns about the inherent interdependency between primary energy supply and electric systems. With the growing interaction among energy carriers, limitations on the fuel delivery are increasingly relevant to the operation of power systems. One such issue is the impact of fuel supply in the Unit Commitment (UC). The contribution of this paper focuses on the development of a MIP UC that integrates the power and natural gas networks for the analysis of infrastructure outages. The problem is formulated as a two-stage stochastic optimization problem in which the first stage optimizes commitment and production decisions and the second computes deviations in levels of production and energy flows according to possible network contingencies. Case studies integrate the IEEE 24-bus system and Belgian high-calorific gas network to compute the effect of network uncertainty in the UC, showing the importance of interactions among energy systems.