Iterative LP-Based Methods for the Multiperiod Optimal Electricity and Gas Flow Problem

Abstract

In light of the increasing coupling between electricity and gas networks, this paper introduces two novel iterative methods for efficiently solving the multiperiod optimal electricity and gas flow (MOEGF) problem. The first is an iterative MILP-based method and the second is an iterative LP-based method with an elaborate procedure for ensuring an integral solution. The convergence of the two approaches is founded on two key features. The first is a penalty term with a single, automatically tuned, parameter for controlling the step size of the gas network iterates. The second is a sequence of supporting hyperplanes and halfspaces for controlling the convergence of the electricity network iter..