IDEAS home Printed from https://ideas.repec.org/a/eee/appene/v233-234y2019ip1065-1077.html
   My bibliography  Save this article

Stochastic planning of electricity and gas networks: An asynchronous column generation approach

Author

Listed:
  • Saldarriaga-Cortés, Carlos
  • Salazar, Harold
  • Moreno, Rodrigo
  • Jiménez-Estévez, Guillermo

Abstract

Planning networks within a multi-stage stochastic framework is becoming critical for improving the economic performance of investment decisions against the present levels of uncertainty. This problem, however, has been proved extremely challenging to be solved on real networks, especially when considering the interactions among various energy vectors. In this context, this paper proposes the use of Dantzig-Wolfe decomposition and parallel asynchronous column generation to solve a multi-stage stochastic planning of an integrated power and natural gas system, including non-linear effects of gas compressors reformulated in a mixed integer linear programming fashion. We compare the computational performance of the proposed approach against two alternatives: a parallel synchronous column generation approach and the counterfactual, monolithic approach, where the mixed integer linear program (without decomposition) is directly solved by a commercial solver. Our sources of long-term uncertainty are the locations and volumes of (i) new renewable generation (which may depend on policy objectives, regulatory incentives, etc. that are constantly evolving) and (ii) new demands. The model also ensures that the planned energy infrastructure can effectively be operated reliably against a large array of operating conditions originated by high variability of renewable generation outputs, multiple demand levels and hydro inflows. Through various case studies, we discuss and demonstrate the importance of stochastic and integrated planning of electricity and natural gas systems along with the benefits of asynchronous algorithms and decomposition techniques that can be parallelized.

Suggested Citation

  • Saldarriaga-Cortés, Carlos & Salazar, Harold & Moreno, Rodrigo & Jiménez-Estévez, Guillermo, 2019. "Stochastic planning of electricity and gas networks: An asynchronous column generation approach," Applied Energy, Elsevier, vol. 233, pages 1065-1077.
    • Handle: RePEc:eee:appene:v:233-234:y:2019:i::p:1065-1077
    DOI: 10.1016/j.apenergy.2018.09.148
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0306261918314594
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.apenergy.2018.09.148?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Saldarriaga-C., Carlos A. & Salazar, Harold, 2016. "Security of the Colombian energy supply: The need for liquefied natural gas regasification terminals for power and natural gas sectors," Energy, Elsevier, vol. 100(C), pages 349-362.
    2. Kavinesh J. Singh & Andy B. Philpott & R. Kevin Wood, 2009. "Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems," Operations Research, INFORMS, vol. 57(5), pages 1271-1286, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dranka, Géremi Gilson & Ferreira, Paula & Vaz, A. Ismael F., 2021. "A review of co-optimization approaches for operational and planning problems in the energy sector," Applied Energy, Elsevier, vol. 304(C).
    2. Devine, Mel T. & Russo, Marianna, 2019. "Liquefied natural gas and gas storage valuation: Lessons from the integrated Irish and UK markets," Applied Energy, Elsevier, vol. 238(C), pages 1389-1406.
    3. Wakui, Tetsuya & Hashiguchi, Moe & Yokoyama, Ryohei, 2020. "A near-optimal solution method for coordinated operation planning problem of power- and heat-interchange networks using column generation-based decomposition," Energy, Elsevier, vol. 197(C).
    4. Ji, Ling & Zhang, Beibei & Huang, Guohe & Wang, Peng, 2020. "A novel multi-stage fuzzy stochastic programming for electricity system structure optimization and planning with energy-water nexus - A case study of Tianjin, China," Energy, Elsevier, vol. 190(C).
    5. Wei, Congying & Wu, Qiuwei & Xu, Jian & Sun, Yuanzhang & Jin, Xiaolong & Liao, Siyang & Yuan, Zhiyong & Yu, Li, 2020. "Distributed scheduling of smart buildings to smooth power fluctuations considering load rebound," Applied Energy, Elsevier, vol. 276(C).
    6. Farrokhifar, Meisam & Nie, Yinghui & Pozo, David, 2020. "Energy systems planning: A survey on models for integrated power and natural gas networks coordination," Applied Energy, Elsevier, vol. 262(C).
    7. Wakui, Tetsuya & Hashiguchi, Moe & Yokoyama, Ryohei, 2021. "Structural design of distributed energy networks by a hierarchical combination of variable- and constraint-based decomposition methods," Energy, Elsevier, vol. 224(C).
    8. Khorramfar, Rahman & Mallapragada, Dharik & Amin, Saurabh, 2024. "Electric-gas infrastructure planning for deep decarbonization of energy systems," Applied Energy, Elsevier, vol. 354(PA).
    9. Masoud Khatibi & Abbas Rabiee & Amir Bagheri, 2023. "Integrated Electricity and Gas Systems Planning: New Opportunities, and a Detailed Assessment of Relevant Issues," Sustainability, MDPI, vol. 15(8), pages 1-32, April.
    10. Chen, Cong & Sun, Hongbin & Shen, Xinwei & Guo, Ye & Guo, Qinglai & Xia, Tian, 2019. "Two-stage robust planning-operation co-optimization of energy hub considering precise energy storage economic model," Applied Energy, Elsevier, vol. 252(C), pages 1-1.
    11. Arriet, Andrea & Matis, Timothy I. & Feijoo, Felipe, 2024. "Electricity sector impacts of water taxation for natural gas supply under high renewable generation," Energy, Elsevier, vol. 294(C).
    12. Martínez Sánchez, Ana M. & Saldarriaga Cortés, Carlos A. & Salazar, Harold, 2021. "An optimal coordination of seasonal energy storages: A holistic approach to ensure energy adequacy and cost efficiency," Applied Energy, Elsevier, vol. 290(C).
    13. Fernández, Mauricio & Muñoz, Francisco D. & Moreno, Rodrigo, 2020. "Analysis of imperfect competition in natural gas supply contracts for electric power generation: A closed-loop approach," Energy Economics, Elsevier, vol. 87(C).
    14. Hosseini, Seyed Hamid Reza & Allahham, Adib & Walker, Sara Louise & Taylor, Phil, 2020. "Optimal planning and operation of multi-vector energy networks: A systematic review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Merrick, James H. & Bistline, John E.T. & Blanford, Geoffrey J., 2024. "On representation of energy storage in electricity planning models," Energy Economics, Elsevier, vol. 136(C).
    2. Song, Chenhui & Xiao, Jun & Zu, Guoqiang & Hao, Ziyuan & Zhang, Xinsong, 2021. "Security region of natural gas pipeline network system: Concept, method and application," Energy, Elsevier, vol. 217(C).
    3. Natalia Duarte Forero & Donovan Arango Barrios & Jorge Duarte Forero, 2019. "Overview of Potential Use of Hydroxyl and Hydrogen as an Alternative Fuel in Colombia," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 525-534.
    4. Xianzheng Zhou & Chuangxin Guo & Yifei Wang & Wanqi Li, 2017. "Optimal Expansion Co-Planning of Reconfigurable Electricity and Natural Gas Distribution Systems Incorporating Energy Hubs," Energies, MDPI, vol. 10(1), pages 1-22, January.
    5. Villumsen, J.C. & Philpott, A.B., 2012. "Investment in electricity networks with transmission switching," European Journal of Operational Research, Elsevier, vol. 222(2), pages 377-385.
    6. Andrea Antenucci & Giovanni Sansavini, 2018. "Adequacy and security analysis of interdependent electric and gas networks," Journal of Risk and Reliability, , vol. 232(2), pages 121-139, April.
    7. Gong, Chengzhu & Gong, Nianjiao & Qi, Rui & Yu, Shiwei, 2020. "Assessment of natural gas supply security in Asia Pacific: Composite indicators with compromise Benefit-of-the-Doubt weights," Resources Policy, Elsevier, vol. 67(C).
    8. Robert Engel & Pablo Fernandez & Antonio Ruiz-Cortes & Aly Megahed & Juan Ojeda-Perez, 2022. "SLA-aware operational efficiency in AI-enabled service chains: challenges ahead," Information Systems and e-Business Management, Springer, vol. 20(1), pages 199-221, March.
    9. Wakui, Tetsuya & Hashiguchi, Moe & Yokoyama, Ryohei, 2021. "Structural design of distributed energy networks by a hierarchical combination of variable- and constraint-based decomposition methods," Energy, Elsevier, vol. 224(C).
    10. Zheng Zhang & Brian T. Denton & Xiaolan Xie, 2020. "Branch and Price for Chance-Constrained Bin Packing," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 547-564, July.
    11. Flores-Quiroz, Angela & Strunz, Kai, 2021. "A distributed computing framework for multi-stage stochastic planning of renewable power systems with energy storage as flexibility option," Applied Energy, Elsevier, vol. 291(C).
    12. Alejandro Castillo-Ramírez & Diego Mejía-Giraldo, 2021. "Measuring Financial Impacts of the Renewable Energy Based Fiscal Policy in Colombia under Electricity Price Uncertainty," Sustainability, MDPI, vol. 13(4), pages 1-28, February.
    13. Guerra, Omar J. & Tejada, Diego A. & Reklaitis, Gintaras V., 2019. "Climate change impacts and adaptation strategies for a hydro-dominated power system via stochastic optimization," Applied Energy, Elsevier, vol. 233, pages 584-598.
    14. Wakui, Tetsuya & Hashiguchi, Moe & Yokoyama, Ryohei, 2020. "A near-optimal solution method for coordinated operation planning problem of power- and heat-interchange networks using column generation-based decomposition," Energy, Elsevier, vol. 197(C).
    15. Gacitua, L. & Gallegos, P. & Henriquez-Auba, R. & Lorca, Á. & Negrete-Pincetic, M. & Olivares, D. & Valenzuela, A. & Wenzel, G., 2018. "A comprehensive review on expansion planning: Models and tools for energy policy analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 98(C), pages 346-360.
    16. Pimentel, Bruno S. & Mateus, Geraldo R. & Almeida, Franklin A., 2013. "Stochastic capacity planning and dynamic network design," International Journal of Production Economics, Elsevier, vol. 145(1), pages 139-149.
    17. Martínez Sánchez, Ana M. & Saldarriaga Cortés, Carlos A. & Salazar, Harold, 2021. "An optimal coordination of seasonal energy storages: A holistic approach to ensure energy adequacy and cost efficiency," Applied Energy, Elsevier, vol. 290(C).
    18. Osman Y. Özaltın & Oleg A. Prokopyev & Andrew J. Schaefer & Mark S. Roberts, 2011. "Optimizing the Societal Benefits of the Annual Influenza Vaccine: A Stochastic Programming Approach," Operations Research, INFORMS, vol. 59(5), pages 1131-1143, October.
    19. İ. Esra Büyüktahtakın, 2022. "Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs," Annals of Operations Research, Springer, vol. 309(1), pages 1-35, February.
    20. Hosseini, Seyed Hamid Reza & Allahham, Adib & Walker, Sara Louise & Taylor, Phil, 2020. "Optimal planning and operation of multi-vector energy networks: A systematic review," Renewable and Sustainable Energy Reviews, Elsevier, vol. 133(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:appene:v:233-234:y:2019:i::p:1065-1077. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/405891/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.