Abstract
This paper proposes a distributed robust optimal dispatch model to enhance information security and interaction among the operators in the regional integrated energy system (RIES). Our model regards the distribution network and each energy hub (EH) as independent operators and employs robust optimization to improve operational security caused by wind and photovoltaic (PV) power output uncertainties, with only deterministic information exchanged across boundaries. This paper also adopts the alternating direction method of multipliers (ADMM) algorithm to facilitate secure information interaction among multiple RIES operators, maximizing the benefit for each subject. Furthermore, the traditional ADMM algorithm with fixed step size is modified to be adaptive, addressing issues of redundant interactions caused by suboptimal initial step size settings. A case study validates the effectiveness of the proposed model, demonstrating the superiority of the ADMM algorithm with adaptive step size and the economic benefits of the distributed robust optimal dispatch model over the distributed stochastic optimal dispatch model.
WITH escalating energy demands and pressing environmental challenges, research on integrated energy systems (IESs) has gained prominence [
With the large-scale integration of RESs and distributed energy sources such as distributed energy storage into the grid, the architecture and operation of RIESs are growing increasingly complex. Consequently, centralized dispatch systems introduce vulnerabilities in safeguarding operators’ information privacy due to their high communication demands. Therefore, the security and stability of RIES’ operation are not guaranteed. Moreover, the centralized dispatch amplifies operational uncertainties stemming from variations in wind and photovoltaic (PV) power outputs across the entire system, transforming local risks into global ones and undermining the original objective of achieving efficient and stable RIES operation.
Determining a suitable distributed algorithm that addresses information security concerns among operators and mitigates uncertainty caused by fluctuations in the wind and PV power outputs is crucial, which represents the primary focus of our research.
Uncertainties within RIES primarily arise from distributed clean energy outputs [
IES transcends the limitations of single energy sources and features the coupling of various energy systems using the coupler. While most existing research on IES operational models focuses on centralized dispatch [
Although optimization operations of RIESs have substantially progressed, several significant shortcomings in this domain exist. First, the predominant research focus of RIES operation is on centralized dispatch, with distributed dispatch occasionally considered, albeit primarily from a disparate regional or user-centric perspective. However, the distributed operation of RIESs and EHs remains underexplored. Second, most studies consider the operational uncertainties of the wind and PV power outputs of RIESs from the overall perspective overlooking local level uncertainties. Finally, the ADMM algorithm is often applied in distributed optimization research [
Therefore, we propose an optimal dispatch model for the RIES, where energy sources encompassing electricity, gas, and heating are integrated, while the distribution network and EHs operate independently for distributed operations. The main contributions of this paper are as follows:
1) A distributed robust optimal dispatch model for RIESs is proposed, where the distribution network and EHs operate autonomously, optimizing dispatch and decision-making without compromising the system’s overall integrity while preserving operator privacy.
2) The ADMM algorithm is optimized by substituting the fixed step size with an adaptive one, reducing iteration counts and the computation time. This approach mitigates the impact of arbitrary step size settings on computational efficiency.
The remainder of this paper is organized as follows. Section II presents the stochastic optimal dispatch model of RIESs. Section III proposes the distributed robust optimal dispatch model of RIESs. Section IV illustrates and discusses numerical simulation results from a case study. Section V outlines the findings of this paper.
This section presents a stochastic optimal dispatch model of RIESs that considers the uncertainty of renewable energy output.
We construct a centralized optimization model for the EH and electricity-gas-heat IES to minimize the day-ahead dispatch cost of the system. The cost encompasses expenses related to electricity and gas procurement, penalties associated with wind and PV power curtailment, and costs of pollutant emissions. The objective function is expressed as:
(1) |
where s denotes the scenario number; t represents the time period number; k is the EH number; is the probability of each scenario; and are the unit electricity and gas purchase costs, respectively; is the active power purchased from the grid; is the gas supply at the gas source; and are the penalty costs of PV and wind power curtailments, respectively; and are the PV and wind power curtailments, respectively; is the calorific value of natural gas; is the natural gas flow consumed by combined heat and power (CHP) unit; is the electric power consumed by EBs; and are the emissions of the
We establish the PDN with a radial topology, employing the linear Dist-Flow model [
(2) |
(3) |
(4) |
(5) |
(6) |
(7) |
(8) |
where and are the active and reactive transmission power from node i to j, respectively; and are the load power and EH interaction power, respectively, where the information on EH interaction power is deterministic and does not incorporate the scenario dimension in this paper; is the reactive power of micro-turbines; and are the load power at node j and the reactive power purchased from the upper grid, respectively; and are the voltage and reference voltage, respectively; and are the resistance and reactance of transmission line (i, j), respetcively; and are the upper and lower limits of the electric power, respectively; and are the upper and lower limits of the nodal voltage amplitude, respectively; and are the upper and lower limits of the active transmission power of transmission line (i, j), respectively; and and are the upper and lower limits of the reactive transmission power of transmission line (i, j), respectively.
Constraints (2) and (3) represent the nodal active and reactive power balances, respectively. Constraint (4) denotes the nodal voltage drop equation. Constraint (5) sets the upper and lower limit of the power purchased from the upper grid, while constraint (6) represents that of the nodal voltage amplitude. Finally, constraints (7) and (8) signify the transmission power of transmission line.
Similar to the PDN, the GDN adheres to the topological principles, characterized by its radial, branching, or mesh structure during design and construction. The GDN model can be expressed as [
(9) |
(10) |
(11) |
(12) |
(13) |
where is the deterministic natural gas consumption of the CHP unit; is the pipe flow of pipeline mn; is the Wey-mouth constant of pipeline mn; is the square of the nodal air pressure; and are the upper and lower limits for the square of nodal air pressure, respectively; and are the upper and lower limits of the gas supply at the gas source, respectively; and and are the upper and lower limits of the ramp rate at the gas source, respectively.
Constraint (9) represents the nodal flow balance. Constraint (10) depicts the relationship between pipe flow and nodal air pressure at both ends. Constraint (11) represents the upper and lower limits of the square of the nodal air pressure, while constraint (12) represents that of the gas supply at the gas source. Constraint (13) governs the ramp rate at the gas source.
The non-convex relationship between pipe flow and nodal air pressure (constraint (10)) can be convexified using second-order cone (SOC) relaxation, resulting in constraint (14), whose standard representation is illustrated in constraint (15). The relaxation of the non-convex constraint into a convex one facilitates determining the global optimal solution and enhances solution efficiency.
(14) |
(15) |
The TDN model is non-linear and non-convex, which is difficult to solve. Consequently, we adopt the widely used quality regulation model to characterize the TDN [
(16) |
(17) |
(18) |
(19) |
(20) |
(21) |
where u, v, and w denote the TDN node numbers; and are the temperatures of the pipeline uv at its start and end, respectively; and are the ambient and node temperatures, respectively; , , and are the pipe flows of the pipeline, load, and heat source, respectively; R is the specific thermal resistance of the pipeline; c is the specific heat capacity of water; is the density of water; is the pipe length; is the efficiency of the heat exchanger; and are the power of the load and heat source, respectively; and are the supply and return water temperatures of the load, respectively; and and are the supply and return water temperatures of the heat source, respectively.
The TDN model must adhere to the constraints of node temperature (22), supply and return water temperatures of the load (23) and (25), and supply and return water temperatures of the heat source (24) and (26) during the operation.
(22) |
(23) |
(24) |
(25) |
(26) |
where and are the upper and lower limits of the node temperature, respectively; and are the upper and lower limits of the supply water temperature of the load, respectively; and are the upper and lower limits of the return water temperature of the heat source, respectively; and are the upper and lower limits of the return water temperature of the load, respectively; and and are the upper and lower limits of the return water temperature of the heat source, respectively.
The integration of PDN, GDN, and TDN should be considered in the electricity-gas-heat IES, therefore, we use the EH as the node for modeling. The EH is a coupled component with various energy inputs and outputs, encompassing electricity, heating, gas, and other energy sources through energy conversion and storage processes. The operation of the EH-based IES shown in

Fig. 1 Operation of EH-based IES.
The electricity-gas-heat IES establishes connections between the PDN, GDN, and TDN through EH. The structure of the EH is shown in

Fig. 2 Structure of EH.
CHP unit generates electric energy by utilizing natural gas, which is transformed into heat energy limited by gas power constraints (27)-(30). Constraint (29) represents climbing constraint of the CHP unit, indicating its ability supporting rapid changes. EBs convert electric energy into heat energy. The electro-heat conversion equation of EBs is presented in (31), and electric power consumption constraints of EBs are denoted in (32) and (33). During the EES operation, the equations of power balance and the constraints of energy storage capacity, charging power, and discharging power are illustrated in (34)-(38), while those during the TES operation are illustrated in (39)-(43).
(27) |
(28) |
(29) |
(30) |
(31) |
(32) |
(33) |
(34) |
(35) |
(36) |
(37) |
(38) |
(39) |
(40) |
(41) |
(42) |
(43) |
where and are the efficiencies of CHP units that convert natural gas to electric and heat power, respectively; and are the electric and heat power generated by CHP units, respectively; and are the upper and lower limits of the ramp rate of CHP units, respectively; and are the upper and lower limits of gas power consumption, respectively; is the conversion efficiency of EB; is the heat power of EB; and are the upper and lower limits of the ramp rate of CHP units, respectively; and are the upper and lower limits of electric power consumption, respectively; , , and are the EES capacities in the period t, initial period, and end period, respectively; and are the upper and lower limits of EES capacity, respectively; and are the charging and discharging efficiencies of EES, respectively; and are the charging and discharging power of EES, respectively; and are the upper limits of the charging and discharging power of EES, respectively; , , and are the TES capacities in the period t, initial period, and end period, respectively; and are the upper and lower limits of TES capacity, respectively; and are the charging and discharging efficiencies of TES, respectively; and are the charging and discharging power of TES, respectively; and and are the upper limits of charging and discharging power of TES, respectively.
Constraints (44) and (45) correspond to the electric energy balance equation and heat energy balance equation during the operation of EH.
(44) |
(45) |
where and are the generated PV power and wind power in the EH, respectively; and and are the deterministic interactive power between the EH and PDN and between the EH and TDN, respectively.
The concept of ADMM algorithm was first proposed in [
(46) |
where and are the objective functions of two different subproblems; , , and are the coupling coefficient matrices between the variables; and and are the coupling variables between the two subproblems.
The ADMM algorithm allows the incorporation of the coupling variable constraints to the objective function (46) to acquire its augmented Lagrangian function:
(47) |
where is the augmented Lagrangian function; is the dual variable; and is the step size, .
Iterative solutions of two RIESs in different regions are detailed as:
(48) |
(49) |
(50) |
where is the iteration number; and are the coupling variables obtained after the iteration; and is the dual variable obtained after the iteration.
Optimization utilizing the standard ADMM algorithm involves an iterative process between two regions performed alternately in a predetermined orders 1-4, as shown in

Fig. 3 Optimization of two regions with standard ADMM algorithm.
The iteration process terminates when the original and dual residuals are below the minimal value, denoted as:
(51) |
(52) |
where and are the values of the original and dual residuals after the iteration, respectively; and and are the upper tolerance limits of the original and dual residuals, respectively.
The choice of step size significantly impacts the calculation speed of the ADMM algorithm, thus the ADMM algorithm with adaptive step size is adopted in this paper. It can automatically update the step size based on the relative relationship between the original and dual residuals, as shown in (53). This approach enhances the convergence speed at the start of the iteration and mitigates oscillation toward the end, subsequently resulting in significant improvements in calculation speed.
(53) |
where is the proportional coefficient between the original and dual residuals; and and are the acceleration and deceleration factors, respectively, which are used to increase and decrease the step size during the iteration. When the original residual increases, the step size is adjusted to modify the relationship between the coupling variables x and z, which will expedite the convergence of the original residual. When the dual residual increases, the step size is reduced to expedite the convergence of z and diminish the oscillation of the objective function.
Although the PDN, GDN, and TDN largely maintain independent operation, notable progress is being made in some domains [
The distributed optimization framework of the electricity-gas-heat IES with multiple EHs is depicted in

Fig. 4 Distributed optimization framework of electricity-gas-heat IES with multiple EHs.
Constraints (54)-(56) must be satisfied to achieve the distributed optimal operation of EHs in the IES. Constraint (54) represents that the interactive electric power injected in the PDN is equal to that exported from the EH . Constraint (55) represents that the interactive heat power injected in the TDN is equal to that exported from the EH . Constraint (55) denotes that the interactive gas power exported from the TDN is equal to that injected in the EH .
(54) |
(55) |
(56) |
Stochastic optimization techniques often rely on assumptions regarding specific probability distribution for handling uncertainties. However, accurately determining these probability distributions of random variables can be challenging. Robust optimization closely considers the worst-case scenarios during the optimization process, potentially yielding overly conservative outcomes. In contrast, the distributed robust approach leverages statistical characteristics for decision-making, avoiding high costs associated with excessive conservatism while not necessitating accurate probability distributions.
The adoption of the distributed robust optimal dispatch model stabilizes system fluctuations caused by the randomness of wind and PV power outputs of EH, enhancing the safe operation of IES. The objective is to minimize the optimal dispatch cost of the IES in the worst-case scenarios.
(57) |
The objective function can be simplified as:
(58) |
where denotes all the decision variables; and denotes the cost function in each scenario.
The objective function (58) can be converted into (59) for the solution.
(59) |
where is the one-dimensional decision variable. The cost function in the worst-case scenario could be obtained through (59).
In this way, the bi-level robust optimization model could be converted to a single-level one to be solved.
Compared with stochastic optimization and robust optimization techniques, distributed robust optimization bridges the gap between data and decision-making, employing statistical and optimization frameworks. Additionally, it inherits the solvability of robust optimization and the flexibility of stochastic programming for characterizing stochastic problems. The distributed robust optimization employs the worst-case scenarios to regularize the optimization problem, thus alleviating the solution problem associated with the low efficiency of the optimizer in stochastic optimization.
In distributed optimization, the optimization of the electricity-gas-heat IES with multiple EHs can be decomposed into the IES subproblems and k EH subproblems.
The augmented Lagrangian function of the IES subproblems is established as:
(60) |
where , , and are the dual variables governing the consistency of the electric power between PDN and EH, the consistency of the heat power between TDN and EH, and the consistency of the gas power between the GDN and EH, respectively; and is the step size in iteration.
The augmented Lagrangian functions of the k EH subproblems are depicted as:
(61) |
The original and dual residuals should satisfy the stopping criteria as depicted in constraints (62) and (63), respectively.
(62) |
(63) |
In the final model, (57) represents the overall objective function, (60) and (61) denote the objective functions for each subject, and (2)-(9), (11)-(14), (16)-(45), (53)-(56), (62), and (63) are the constraints.
We validated the proposed model in an electricity-gas-heat IES, comprising a modified 33-node PDN, a 20-node GDN [

Fig. 5 Test system structure of electricity-gas-heat IES.

Fig. 6 Electricity, gas, and heat load curves.
Among the three EHs, EH1 installs PV units, EH2 installs wind turbines, and EH3 does not install any renewable energy unit. CHP units and EBs can each consume up to 1 MW/h of gas and electric power, respectively. The capacity of EES/TES is 1 MWh. The peak-valley time-of-use electricity price is used for purchasing from the upper grid, while the natural gas price is fixed at 3.45 ¥/
Period | Electricity price (¥/kWh) | Gas price (¥/kWh) |
---|---|---|
Peak period (12:00-14:00, 19:00-22:00) | 1.188 | 0.349 |
Normal period (08:00-11:00, 15:00-18:00) | 0.871 | 0.349 |
Valley period (01:00-07:00, 23:00-24:00) | 0.475 | 0.349 |
Parameter | Value | Parameter | Value | Parameter | Value |
---|---|---|---|---|---|
200 kW | 200 kW | 1000 kW | |||
200 kW | 200 kW | 500 kWh | |||
900 kWh | 100 kWh | 300 kW | |||
300 kW | 500 kWh | 900 kWh | |||
100 kWh | 300 kW | 300 kW | |||
35% | 45.5% | 90% | |||
95% | 95% |

Fig. 7 Predicted wind power output curves.

Fig. 8 Predicted PV power output curves.
The optimal dispatch results are acquired after solving the proposed model. The electric/heat power balance is analyzed via the example of EH1 in Scenario 10, as shown in

Fig. 9 Electric/heat power balance of EH1 in Scenario 10. (a) Electric power balance. (b) Heat power balance.
Theoretically, distributed robust optimization promises the most robust operation strategy. This subsection compares and analyzes the results of distributed robust optimization and distributed stochastic optimization algorithms, as shown in
Algorithm | Cost (¥) | |||||
---|---|---|---|---|---|---|
RIES | EH1 | EH2 | EH3 | Load shedding | Total | |
Distributed robust optimization | 74380 | 1040 | 930 | 480 | 21790 | 98620 |
Distributed stochastic optimization | 73260 | 1030 | 920 | 540 | 27630 | 103380 |
It is observed that the operation costs of RIES, EH1, and EH2 obtained by the distributed robust optimization algorithm are marginally higher than those obtained by the distributed stochastic optimization algorithm. This is because the distributed stochastic optimization algorithm considers the operation cost in each scenario, while the distributed robust optimization algorithm solely considers the worst-case scenarios. Consequently, the distributed robust optimization algorithm is more conservative, but entails higher operation costs. At the same time, the distributed robust optimization algorithm involves lower operation risk and the cost of load shedding is much lower than that of the distributed stochastic optimization algorithm. Therefore, the total dispatch cost of the distributed robust optimization algorithm is lower than that of the distributed stochastic optimization algorithm.
The centralized optimization model and the proposed model with initial step sizes of 1, 3-7, 10, and 40 are solved, and the results are shown in
Model | ρ | RIES cost (¥) | EH1 cost (¥) | EH2 cost (¥) | EH3 cost (¥) | Total cost (¥) | Number of iterations | Computation time (s) |
---|---|---|---|---|---|---|---|---|
Centralized | 83540 | 1070 | 970 | 540 | 86120 | 155 | ||
Proposed | 1 | 83540 | 1070 | 970 | 540 | 86120 | 32 | 825 |
3 | 83540 | 1070 | 970 | 540 | 86120 | 34 | 799 | |
4 | 83540 | 1070 | 970 | 540 | 86120 | 26 | 637 | |
5 | 83540 | 1070 | 970 | 540 | 86120 | 29 | 696 | |
6 | 83540 | 1070 | 970 | 540 | 86120 | 32 | 765 | |
7 | 83540 | 1070 | 970 | 540 | 86120 | 32 | 772 | |
10 | 83540 | 1070 | 970 | 540 | 86120 | 40 | 965 | |
40 | 83540 | 1070 | 970 | 540 | 86120 | 38 | 1233 |
The dispatch center under centralized optimization manages the system including the PDN, GDN, TDN, and EH, which is infeasible under practical engineering conditions. However, distributed optimization allows the regional system operator to optimize the PDN, GDN, and TDN dispatch, while EH operators optimize the dispatch of EH. This approach reduces the information interaction and communication demand. Using the proposed model with the step size of 4, the cost convergence curves of the electricity-gas-heat IES and EHs are shown in

Fig. 10 Cost convergence curves of electricity-gas-heat IES and EHs using proposed model. (a) Operation cost of electricity-gas-heat IES. (b) Operation cost of EHs.
Algorithm | ρ | Number of iterations | Computation time (s) |
---|---|---|---|
Traditional ADMM | 1 | 70 | 1857 |
4 | 33 | 847 | |
40 | 163 | 3705 | |
ADMM with adaptive step size | 1 | 32 | 825 |
4 | 26 | 637 | |
40 | 38 | 1233 |

Fig. 11 Convergence curves of dual and original residual values of two algorithms using an initial step size of 1.
This paper proposes a distributed robust optimal dispatch model of RIES, taking into account the distribution network and each EH as independent operators. Robust optimization is employed within each operator to improve the operation security in cases of wind and PV power output uncertainties, with only deterministic information exchanged at the boundaries. In addition, the ADMM algorithm is implemented for the distributed optimization operation of the multi-energy RIES, maximizing the operational data safety and benefits for each entity. Furthermore, the traditional ADMM algorithm with fixed step size is modified to an ADMM algorithm with adaptive step size, effectively mitigating excessive information exchanges between operators resulting from suboptimal step size settings. The validity of the proposed model is validated using an example system, yielding the following results: ① the robust optimization entails higher operation costs than stochastic optimization, the latter results in a more significant load reduction in post-decision, which means that robust optimization costs less; ② the ADMM algorithm with adaptive step size achieves identical dispatch results as the centralized optimization algorithm. However, when the initial step size setting is suboptimal, it outperforms the traditional one. Therefore, the proposed model offers a new solution to the optimal dispatch issue of RIES involving various stakeholders. Future research will focus on energy sharing among EHs.
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