Bi-Level Optimal Scheduling for Integrated Wind Farms and Power-to-Gas Facilities

The coordinated operation between wind power generation units and power to gas (P2G) facilities is considered as a promising development direction. Given this background, a bi-level coordinated operation strategy for wind farms and P2G facilities is developed in this paper. First, the bi-level structure for the virtual power plant (VPP) consisting wind farms and P2G facilities is illustrated and the relationship between wind farms and P2G facilities is model by Stackelberg game theory. Then, a bi-level optimal operation model with the objective of maximizing payoffs of both wind farms and P2G facilities are proposed. Uncertainties associated with fluctuant outputs from wind power units are represented by numerous scenarios generated using the well-established Latin hypercube sampling and the number of such generated scenarios is then reduced. Afterwards, the proposed bi-level bidding model is reformulated as a single-level mixed-integer linear programming (MILP) problem using Karush-Kuhn-Tucker (KKT) condition and the disjunctive constraints. Finally, a case study based on the data derived from Nordic market is conducted to demonstrate the effectiveness and feasibility of the proposed model.