This article has been accepted for publication in a future issue of this journal, but has not been
fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TPWRS.2020.3018869, IEEE
Transactions on Power Systems
Convex Optimization of Integrated Power-Gas
Energy Flow Model With Applications to
Probabilistic Energy Flow
Wenhao Jia, Student Member, IEEE, Tao Ding, Senior Member, IEEE, Can Huang, Senior Member, IEEE,
Zekai Wang, Student Member, IEEE, Quan Zhou, Senior Member, IEEE, Mohammad Shahidehpour, Fellow, IEEE
Abstract—Energy flow calculation is a fundamental problem of
the integrated power and gas system (IPGS) operation and
planning. However, the nonlinear gas flow model introduces
major challenges to the energy flow calculation. In this paper, we
propose a tractably convex optimization model to solve the energy
flow problem in IPGSs. It is demonstrated that the proposed
optimization model has the same optimal solution as the original
nonlinear steady energy flow model. Also, piecewise linearization
is adopted to tightly linearize the nonlinear objective function of
the model, which transforms the formulated convex optimization
into a linear program one. Thus, the computation complexity of
the proposed energy flow model is significantly reduced as
compared with the existing methods. In addition, the proposed
model can be extended to probabilistic energy flow estimation.
Extensive case studies are conducted to validate the effectiveness
of the proposed energy flow model using three IPGSs.
Index Terms—Integrated power and gas system, nonlinear gas
flow, convex optimization, piecewise linearization, probabilistic
energy flow estimation.
I. INTRODUCTION
I ntegrated energy system (IES) offers a promising solution in
reducing operation and environment costs which enhances
the energy efficiency in coordination with multiple energy
systems [1]-[4]. With the increasing usage of natural gas-fired
units, the integrated power and gas system (IPGS) will play a
more important role in future energy services [5]-[6]. The
expansion planning [7]-[11] and operation of IPGS [12]-[15]
have attracted additional attentions to accommodating
renewable energy resources which can enhance power system
flexibilities.
In [7], a coordinated expansion planning model was
proposed considering the tradeoff between uses of gas and
electricity. Also, a multi-objective optimization model for the
This work was supported in part by National Key Research and Development
Program of China (2016YFB0901900), in part by National Natural Science
Foundation of China (Grant 51977166), in part by China Postdoctoral Science
Foundation (2017T100748), in part by Natural Science Foundation of Shaanxi
Province (Grant 2020KW-022), and in part by the auspices of the U.S.
Department of Energy by Lawrence Livermore National Laboratory under
Contract DE-AC52-07NA27344 with IM release number
LLNL-JRNL-813720.
W. Jia, T. Ding and Z. Wang are with the Department of Electrical
Engineering, Xi’an Jiaotong University, Xi’an, Shaanxi, 710049, China
(tding15@mail.xjtu.edu.cn).
C. Huang is with Lawrence Livermore National Laboratory, Livermore, CA
94550, USA (email: Huang38@llnl.gov).
Q. Zhou and M. Shahidehpour are with the ECE Department, Illinois Institute
of Technology, Chicago, IL 60616 USA.
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IPGS planning was presented based on the Elitist
Non-dominated Sorting Genetic Algorithm II (NSGA-II) [8].
Considering the gas storage, a detailed IPGS reliability model
was established to provide limiting conditions for the IPGS
planning [9]. Reference [10] formulated a multi-stage
stochastic programming model with non-anticipativity
constraints to refine planning decisions dynamically at various
stages for improving the accuracy of the expansion planning
model. Reference [11] developed a reliability-based optimal
planning model, where a minimal cut-maximal flow algorithm
was adopted to analyze the network flow and transfer
capabilities.
In [12], an optimal energy flow model in IPGS was proposed
by considering N-1 network security constraints. In [13], a
security-constrained unit commitment model with dynamic gas
constraints was formulated, where the impacts of natural gas
stored in pipelines was taken into account. The coordination
between distributed gas-fired generators and power-to-gas
equipment in an IPGS was exploited to enhance the
accommodation of various renewable energy resources [14].
The uncertainties associated with the increasing penetration of
renewable energy resources in power systems were considered
in a day-ahead dispatch model in [15].
The natural gas and hydrogen flows in pipelines follow
nonlinear equations including those of Weymouth, Panhandle
A, and Panhandle B in IPGS [16]. Several convexification
techniques and algorithms were adopted to deal with these
nonlinear gas flow equations [17]-[23]. In [17] and [18],
Newton-Raphson method was used to solve nonlinear gas flow
equations. Also, the primitive nonlinear equation can be
transformed into a mixed-integer linear programming model
(MILP) using first-order Taylor expansion linearization [19] or
piecewise linearization in [20]-[22]. In [23], the second-order
cone relaxation was adopted to address nonlinear gas flow
equations, which formed a mixed-integer second-order cone
programming problem (MISOCP). However, three problems
are not well addressed, including (i) How to determine a proper
initial point for IPGS; (ii) How to avoid the convergence
problem and ensure a feasible solution; and (iii) How to solve
the mixed-integer linear program, which is considered a
NP-hard problem and suffers from the curse of dimensionality,
in a cost-effective manner.
Accordingly, this paper proposes a convex optimization
model to solve the energy flow model in IPGS. The
Karush–Kuhn–Tucker (KKT) condition of this model has the
same mathematical structure as that of gas flow equations.
Therefore, the optimal solution of this convex model can satisfy
This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TPWRS.2020.3018869, IEEE
Transactions on Power Systems

gas pipeline flow equations and compressor pressure equations.
A piecewise linearization is adopted, which ensures a tight
linear program for the nonlinear model. The main contributions
of this paper are summarized as follows:
1) A tight linear program model is proposed to find the steady
energy flow solution by considering pipelines and compressors.
Compared with existing methods, the proposed model has three
advantages: (i) initial value can be arbitrary; (ii) convergence is
guaranteed. The energy flow will be attainable if the
optimization model is feasible; and (iii) computation burdens
are significantly reduced since the proposed model is
formulated as a P-problem rather than a NP-hard problem.
2) The steady-stage probabilistic energy flow model is set up
based on the convex optimization, where the probabilistic input
boundary condition is sampled and the probability distribution
of the energy flow is obtained using Monte Carlo Simulation.
The rest of the paper is organized as follows. Section II
presents the detailed modeling of the IPGS. Section III
proposes the convex optimization model for solving the
nonlinear gas equations, which can be transformed into a tight
linear program model using the piecewise linearization. Section
IV demonstrates the extension to the probabilistic energy flow
model. Section V presents the numerical results on three IPGSs.
Section IV concludes.
II. MODELING OF INTEGRATED POWER AND GAS SYSTEMS
A. Model of Gas System
The gas system, including natural gas, hydrogen, carbon
dioxide, is composed of gas pipelines, compressor stations, gas
sources and gas loads. The gas from the sources is transferred to
gas loads through pipelines in which the gas nodal pressure can
modeling that can address the pressure loss adopted the
absolute pressure boost  n   m [21], which means that the
compressor can precisely boost the pressure on the origin node
to a certain value, which can be formulated as
 n   m   nm   mn   nm , nm   (3)
where is the set of compressors, nm is the squared
pressure loss of compressor mn, nm is the absolute pressure
boost of compressor mn, and nm is the absolute squared
pressure boost considering the pressure loss of compressor
mn.
3) Nodal Gas Flow Balance: Nodes in the gas network include
those of source, load, and slack. For each node, the inlet gas
flow is equal to outlet gas flow, stated as
 fmn   f nm  Gm  Dm , m   (4)
mnGF nmGT
where GF/GT are the sets of gas pipelines with m as the
origin/end node, Gm and Dm are the gas source and load at
node m, respectively, and  is the set of gas nodes. Also, one
node is selected as slack node to provide the reference node
pressure, which is considered to be constant [21]:
 o  const (5)
where o represents the given slack node.
B. Model of Power System
A linear power flow model is presented in (6), where
(6a)-(6b) ensure active and reactive power balances at each
power system bus; (6c) and (6d) describe voltage magnitudes at
PV and slack buses, and the phase angle of slack bus,
respectively [27].
n n

drop due to friction losses against inner walls, which might PGic  PGig  PLi   GijV j   Bij'  j , i      (6a)
j 1 j 1
impair the normal operation. Thus, compressor stations are
n n
built at certain nodes to maintain the nodal pressure. c
QGi g
 QGi  QLi   BijV j   Gij j , i    (6b)
1) Pipeline Model: The gas flow in each pipeline is determined j 1 j 1
by the nodal pressure at both ends of the pipeline. For long
pipelines, The Weymouth, Panhandle A, and Panhandle B Vi  const , i    (6c)
equations were developed to characterize the relationship i  const , i   (6d)
between gas flow and pressure, as stated in [24],[25]: where n is the number of power system buses,  is the set of

 
f mn sign  f mn   Cmn pm2  pn2  Cmn  m   n  , mn   (1)
PQ buses,  and  are the sets of PV and slack buses,
and sign() is defined by respectively, Vi and θi are voltage magnitude and angle at bus i;
1 f mn  0 respectively, PGic / QGi
c
and PGig / QGi
g
are active/reactive power
sign  f mn    (2)
1 f mn  0 outputs of coal-fired and gas-fired generators at bus i,
where is the set of gas pipelines, m and n are the origin and respectively, PLi and QLi are active and reactive electric loads at
bus i, respectively, Yij and Yij’ are elements in the i-th row and
end nodes for gas pipeline mn, respectively, fmn is the gas flow the j-th column of Y (admittance matrix) and Y’ (admittance
through pipeline mn; pm and pn are the nodal pressures of nodes matrix without shunt elements), respectively, Gij and Bij are real
m and n, respectively,  is a constant scalar larger than 1 (e.g., and imaginary parts of Yij, respectively, Gij’ and Bij’ are real and
 = 2 in Weymouth equation,  = 1.8545 in Panhandle A imaginary parts of Yij’, respectively.
equation and  = 1.9607 in Panhandle B equation), Cmn is the
pipeline constant related to temperature, length, diameter, C. Coupling Equations of IPGS
friction, and etc., and π represent the squared nodal pressure p2 . The IPGS is closely coupled by gas-fired units. In general,
2) Compressor Model: The mathematical relationship between changes in gas demand resulted from changes in electricity
inlet and outlet pressures in a compressor can be specified in generation set points are expected to trigger the effects of the
several ways. A rough estimate used for planning model can be Brayton cycle as a result of the pressure differences. This may
expressed by the compression ratio πm/πn without considering affect the production rates. In this paper, we consider that
the pressure loss inside the compressor station [26]. Another production rates are constant for the convexity hypothesis

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Transactions on Power Systems

[28]-[29], so that the relationship between gas consumption and *

LDmV ,  ( fmn )
power generation for gas-fired units is stated as a linear
m
  *
fmn   *
fnm  Gm  Dm  0 (11c)
function (7). Certainly, this hypothesis can be enhanced by mnGF mnGT
using the piecewise linear production rates [30]. Then, we can have
PGig  m Dm , m    (7)
 mn mn  
 f *  sign f *  C *  * , mn  
mn m n   
where is the set of gas loads related to gas-fired units, and  *
m  n   mn   nm ,
*
mn   , Dm  V ,  (12)
m is the conversion coefficient of the gas-fired unit at gas node 
  fmn   fnm  Gm  Dm  0, m  
* *
m. The steady energy flow equations for the IPGS is formulated
as (1)-(7). mnGF nmGT

Furthermore, we construct  m* from m* to make the

III. PROPOSED MODEL FOR STEADY ENERGY FLOW OF IPGS
multiplier of the slack node equal to  o* , giving
A. Convex Optimization Model
 m*   n*  m*  n* ,  m, n     
In order to solve the nonlinear IPGS equations (1)-(7), we  * (13)
expect to set up a tractably convex optimization model, whose  o  const
KKT condition is isomorphic to the nonconvex nonlinear gas Accordingly, (12)-(13) have the same mathematical structure
equations [15], [28]. For that, an optimization model is set up as with (1)-(5), indicating that the KKT condition of the
follows: formulated convex optimization model (8) is isomorphic to the
 1
f mn nonlinear steady energy flow equations (1)-(7). As a result, the
min z     1 C    mn f mn (8a) optimal solution of (8) is equal to the solution of nonlinear
mn mn mn  equations (1)-(7). (Q.E.D.)
s.t.  f mn   fnm  Gm  Dm , m   (8b)
B. Piecewise Linearization of Objective Function
mnGF nmGT

Dm   V ,  , m    (8c) In order to further alleviate the computational burden for

solving the optimization model (8), a tight piecewise
where  V ,   represents the feasible region enclosed by linearization is adopted to linearize the higher-order part
 1
power system equations (6)-(7). In (9), the second derivatives ( g mn  f mn   f mn   1 Cmn ) of the objective function
of the objective function with respect to gmn and kmn are [15], [28]. The gas flow on each pipeline satisfies the physical
nonnegative since  >1. Thus, (8a) is a convex function, which
bound limit (i.e., f mn   f mn , f mn  ) which can be divided
max max
indicates that the proposed model (8) is a convex optimization
problem.
 2 g  f mn
 1
1 , f  2 ,..., f  Nmn  .
into Nm1 segments by Nmn breakpoints f mn mn mn  
 2 kmn
 2mn   0, 0 The values corresponding to gmn on these breakpoints are
 g   , g   ,..., g    .
2
 f mn Cmm f mn 1 2 N mn
 2 (9) mn mn mn Then, a continuous dummy variable
2 2
  zmn  g mn  k mn
 f 2  f 2  f 2  0 i   0,1 is introduced to the i-th breakpoint and the convex
 mn mn mn
hull is stated as
Corollary: The optimal solution of (8) is equal to the solution N mn N mn

of the steady IPGS energy flow equations in (1)-(7). f mn   (i )

f mn i ,  i =1, i  0,1 , mn   (14)
i 1 i 1
Proof: The Lagrange function of (8) is stated as:
 1 Accordingly, the nonlinear convex optimization model (8)
f mn
LDm V ,   f mn      1 C    mn f mn  can be converted into a linear program as follows
mn mn mn  N mn  i  
(10) min z     g mn i     mn f mn (15a)
   i 1  mn
 m   fmn   fnm  Gm  Dm  mn 

m   mnGF nmGT  s.t.  f mn   f nm  Gm  Dm , m   (15b)

where m is the multiplier corresponding to (8b). The optimal mnGF nmGT

Dm   V ,  , m    (15c)
solution *
f mn  mn    and multipliers m*  m    are
N mn N mn
obtained using the KKT conditions, which are stated as:
* *  *
f mn   (i )
f mn i ,  i =1, i  0,1 , mn   (15d)
LDmV ,  ( fmn ) fmn sign( f mn ) i 1 i 1
  m*  n*  0, mn   (11a) Since the objective function in (15a) is perturbed by the
fmn Cmn number of segments Nmn, the above linear program (15) is not
* degenerated and it has a unique optimal solution. The optimal
LDm V ,  ( f mn )
  mn  m*  n*  0, mn   (11b) solution of the linearized model (15) is stated as
f mn
V , , f
i
* *
i
*
mn , 
 m* ,i* , in which the power system solution

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Transactions on Power Systems

V , 
i
*
i
*
strictly satisfies  V ,   while there is an  *
z f mn  
*
 z f mn *
 z f mn      
*
 z f mn *
 z f mn *
 z f mn   (23)
approximate error between the gas system solution *
 
 z f mn      
*
 z f mn *
 z f mn *
 z f mn
f *
mn ,  *
 m* ,i* and the precise solution fmn ,  m* .  
Due to the uniqueness of the optimal solution for (15), it
z  f   z  f   z  f   z  f   z  f   z  f    (24)
*
mn
*
mn
*
mn
*
mn
*
mn
*
mn
*
     
suggests that for any point (e.g., fmn ) whose objective function (21) (18)

*
(e.g., z fmn  
) is close enough to the optimal objective value According to (16) and (24), we can deduce that there exists
* *
 fmn      . Specifically, we can derive
  , then this point (e.g.,
the δ(ε), such that fmn
* *
z fmn fmn ) will be close enough to the

optimal solution (e.g., *

fmn ). Meanwhile, z  fmn  is a
*
δ(ε) as follows. The expressions of z f mn   and z  f *
mn  are
formed by taking the optimal solutions into (15a), giving
continuous function over the compact set f mn    f mn
max max
, f mn .
 
  Nmn  i  * 
Therefore, for ∀ε>0, ∃δ(ε), we have
*
z f mn     g mn i     mn f mn
*
(25a)
 i 1
mn   mn
*
fmn *
 fmn      , if z f mn
* *
 z f mn      (16)
 Nmn  i  * 
 *
z f mn     gmni     mn fmn* (25b)
*
Now, we will show that z fmn *
is close enough to z fmn ,     mn  i 1  mn
Since gmn(i) and τmn are positive values, we can obtain
*
such that z f mn *
 z f mn  
 .    *
z f mn  
*
 z f mn =   gmni i* i*     mn  fmn*  fmn* 
Nmn

At first, the piecewise linear function for the continuous mn i 1 mn
 1
function g mn  f mn   f mn   1 Cmn is stated as
  gmni i* i*     mn  fmn*  fmn* 
Nmn

N mn 
i 
hmn  f mn    gmni , and let the approximate error between mn i 1 mn

i 1
 i
Nmn 
gmn(fmn) and hmn(fmn) be /2, which will be reduced by increasing     gmn    mn     
 mn i 1 
the number of segments Nmn [31]-[33].Then, when Nmn>N holds   mn 
for a given N, there is (27)
Nmn
 It can be found that we can choose different values of δ(ε) to
i 
  1 Cmn   gmn
 1
g mn  f mn   hmn  f mn   f mn i
i 1

2
, *
 
control the error z f mn *
 z f mn  
. Intuitively, when      0 ,

f mn    f mn
max max
, f mn  , (17)
   
*
z f mn *
 z f mn 
. In order to guarantee the condition that
Therefore, we have

hmn  fmn    gmn  fmn   hmn  fmn  + , fmn   fmn
max max
, fmn  (18)

 z f  z f
*
mn
*
mn    , we can choose  as
2 2 
By adding   mn f mn for each part, we can derive     (28)
 i
Nmn 
mn
   gmn    mn 
 mn i 1 
    mn 
z  fmn    z  fmn   z  fmn  + , fmn   fmn max max
, fmn  (19)

2 2 Finally, the proposed LP energy-flow model is written as:
Then, let Θ be the feasible region of the optimization model  N mn  i  
(8). It renders min z     g mn i     mn f mn (29a)
   
mn  i 1  mn
min z    min z min z   (20)
Vi ,i , fmn , m ,i   2  Vi ,i , fmn ,m  Vi ,i , fmn , m ,i   2 s.t.  f mn   f nm  Gm  Dm , m   (29b)
mnGF nmGT
Let the optimal gas flow solutions of (8) and (15) be
 o  const (29c)
V , , f
i
*
i
* *
mn ,  m* ,i*   arg min
Vi ,i , f mn , m ,i 
z (21a) N mn
f mn   (i )
f mn i , mn   (29d)
V i
*
, * *
i , f mn ,  *
m    arg

min z
 
Vi , i , f mn , m
(21b)
N mn
i 1

Taking (21) into (20) gives  i =1, i  0,1 , mn   (29e)

   
i 1
 
*
z fmn   z fmn
2
* *
 z fmn 
2
  (22) n n
PGic  PGig  PLi   GijV j   Bij'  j , i      (29f)
Furthermore, we can derive j 1 j 1

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n n
c
QGi g
 QGi  QLi   BijV j   Gij j , i    (29g) TASK I Power System Inputs: TASK II
a) Topology and basic parameters
j 1 j 1
b) Probability distribution of Sample N groups of
Vi  const , i    (29h) IPGS
electric loads and generators input stochastic
parameters through
i  const , i   (29i) Inputs
Gas System Inputs: Monte Carlo
a) Topology and basic parameters Simulation.
PGig  m Dm , m    (29j) b) Probability distribution of gas
loads and gas sources
IV. PROBABILISTIC ENERGY FLOW MODEL
In this section, the proposed energy flow model is extended Power System Outputs:
a) Bus voltage probability distribution TASK III
to a probabilistic energy flow model by considering uncertain b) Branch power flow probability distribution
load and generation characteristics in IPGS, including electric Solve N linear
loads, gas loads, power generator supplies and gas source TASK IV program models
supplies. These items are discussed as follows. (In Parallel)
Gas System Outputs:
1) Electric and Gas Load: Active power and gas loads follow a) Nodal gas pressure probability distribution
normal distributions as in (30a) and (30b) [34], where the b) Pipeline gas flow probability distribution
electric power factor is considered constant.
Fig. 1. Flowchart of IPGS probabilistic energy flow.
1   P   2 
f  PLi   exp  Li 2 PLi  (30a) In general, Monte Carlo Simulation are widely used in power
2 PLi  2 PLi  system analysis, especially in reliability evaluation,
probabilistic power flow and etc., since MCS is quite simple
1  Dm   Dm  2  and can provide considerably accurate results, although it needs
f  Dm   exp    (30b) a large number of computations. Fig. 1 depicts the probabilistic
2 Dm  2 Dm
2

energy flow model based on Monte Carlo Simulation by
QLi =PLi tan  (30c) randomly sampling N groups of input parameters from the
where  PLi and  Dm are the expected active electric and gas corresponding probability distribution functions. For each
sample, the corresponding energy flow is calculated using the
loads, respectively, and  PLi and  Dm are the standard proposed linearized energy flow model. Thus, the probabilistic
deviations of active electric and gas loads, respectively, and  energy flow of the IPGS can be determined by solving N linear
is the power factor angle. program models.
2) Generators: The unscheduled generator outages follow the
Binomial distribution [35]-[37]. The power outputs of
V. CASE STUDIES
coal-fired and gas-fired generators are stated as:
  In this section, the linear program based energy flow model
, P  0
 
 PGi   i  Gi  
, i      (31a) is studied for three IPGSs, i.e., 14-bus-11-node IPGS,
1  i , PGi  PGi 39-bus-20-node IPGS, and 118-bus-135-node IPGS. The
algorithm is performed on a workstation with AMD Radeon
i 
, QGi 0

 
 QGi    
, i   (31b) A10-8700P CPU (1.80 GHz) and 8.00 GB RAM using
1  i , QGi  QGi
MATLAB and GUROBI 8.0.1. The total number of segments
in the piecewise linearization is set as 100.
where  denotes the coal- and gas-fired generators at bus i,

 PGi 
and QGi are the expected active and reactive power A. Steady Energy Flow of 14-bus-11-node System
The topology of the 14-bus-11-node IPGS is presented in Fig.
outputs of the generator at bus i, respectively, and i is the 2. The power system is a modified IEEE 14-bus system, which
failure rate of the generator at bus i. includes 14 buses, 20 transmission lines, and 5 units [38]. The
3) Gas Source: The output gas flow from the gas source has gas system refers to GASLIB with 11 nodes, 3 gas sources, 2
several states from 0 to Gmmax and the gas supplies of the gas compressors, and 11 pipelines [39]. The gas-fired unit links the
sources are stated as [9]: bus 2 of the power system and node 4 of the gas system, and the
conversion coefficient is 0.005 Mm3/MWd. In the power
  m,1 , Gm  Gm,1 o
 system, B1 is the slack bus whose voltage is 1.06∠0 p.u. In the
  m,2 , Gm  Gm,2 gas system, N1 is the slack node with the pressure as 60 bar.
  Gm    (32)
 

 m,  , Gm  Gm, 
where  m,i is the probability corresponding to Gm  Gm,i

(i  1, 2, ,  ) and   m ,i  1 .
i 1

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G C C S S pressures will increase as the squared pressure boost of the

B2 B3
B8 N1 N3 compressors τ increases.
62
C τ = 0 bar2 τ = 100 bar 2
B1 τ = 50 bar 2 τ = 200 bar 2
N7
B5 B4
N8 N9 58

Nodal pressure (bar)

C N2 N4
B6 B9 N10
B7 S 54
B11 B10
B12

N5 50
N6
N11
B13 B14 B2

Electricity load Gas load Bus Integrated bus Pipeline 46

Gas load of gas-fied generator Node Integrated node Transmission line 1 6 2 7 3 4 5 8 9 10 11
Compressor G Gas-fied generator C Coal-fied generator S Gas source Node
Fig. 2. Topology of the 14-bus-11-node IPGS. Fig. 4. Nodal pressures solved with different τ.

1) Steady state energy flow with different gas flow equations: B. Steady Energy Flow in the 39-bus-20-node System
We consider the following three cases for different gas flow Fig. 5 depicts the topology of 39-bus-20-node IPGS. The
equations, where the absolute pressure boost of the power system is a modified IEEE 39-bus system, which
compressors are all set as zero (i.e.,   0 bar2). includes 14 buses, 20 transmission lines, 6 coal-fired generators,
Case 1: Pipeline gas flow is modeled using the Weymouth and 4 gas-fired generators [38]. The gas system is a modified
equation. Belgium 20-node natural gas system with 20 nodes, 6 gas
Case 2: Pipeline gas flow is modeled using the Panhandle A sources, 3 compressors, and 23 pipelines [40]. The parameters
equation. of gas-fired generators and compressors are presented in [41],
Case 3: Pipeline gas flow is modeled using the Panhandle B respectively. B31 is the slack bus of the power system with a
o
equation. voltage of 0.982 ∠0 p.u. The lower and upper bounds of
The steady state IPGS energy flow is calculated for the three voltage magnitudes are set as 0.96 p.u. and 1.07 p.u.,
cases using the proposed linear program model. In Fig. 3, gas respectively. In the gas system, N1 is the slack node with a
pressure in Case 1is lower than those in Cases 2 and 3. The pressure of 55 bar. Lower and upper bounds of nodal gas
differences become greater at the nodes that are located farther pressure are set as 25 bar and 70 bar, respectively.
from the slack node, such as N5, N6 and N11. Thus, the G C
B30 B37
proposed gas flow model must consider actual gas system
B25 B26 B28 B29
conditions.
B2
62 B27
B38
B1 B3 B18 B17
Case 1: Weymouth equation C
Case 2: Panhandle A equation
B39 B15 B16
Case 3 :Panhandle B equation B21
58
Nodal pressure (bar)

C B24 B36
B4
B14
C
B5 B12 B13
54 B9 B6 B11
B23
B19
B7 B22
B20
50 B10
B33
B34 B35
B8 B31 B32
C G G C G

46 S
1 26 7 3 4 5 8 9 10 11 S
N5 Electricity load
Node N1 N6
Gas load
Fig. 3. Nodal gas pressures for the three cases. N4 N7
S N2 Gas load of gas-
fied generator
2) Steady Energy flow with different operating conditions of N3
S Bus
compressors: For a high-pressured gas transmission system, S N9
Integrated bus
N14 N12
the Weymouth equation is adopted for illustration. In Fig. 4, the N15 N10 Pipeline
N8 Transmission line
steady IPGS energy flow is solved for different conditions, N17
N11
S Node
including τ0 bar2, τ50 bar2, τ100 bar2, and τ200 bar2. When N16
N13
Integrated node
τ0 bar2, the gas pressures are lower at nodes that are farther N18
Compressor
from the slack node. The pressures at N5, N6 and N11 are much G Gas-fied generator
lower than the pressures at other nodes due to the pressure loss N19
C Coal-fied generator
that occurs during the gas transportation. The nodal gas
S Gas source
N20
Fig. 5. Topology of the 39-bus-20-node IPGS.

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80
Increase the electric loads by:
Increase the gas loads by: 1.08 0% 135% 137% 160%
70 0% 7% 8% 10%

Bus voltage magnitude (p.u.)

1.06
60
Nodal pressure (bar)

1.04
50
1.02
40 1
53
30 Feasible 0.98
4 Feasible
0.96
20 Infeasible 0.96
Infeasible
20 0.94 12
10
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 0 3 6 9 12 15
18 21 24 27 30 33 36 39
Node Bus
Fig. 6. Nodal pressure results under different gas load levels. Fig. 7. Bus voltage magnitudes under different electric load levels.

C B1 C B41 C B42 B53 C C C N28 B73 B72 N124 N50 N120 N36
B2 B40 B55
C N26 N25 N125 N39 N121
B117 B33 B39 B54 B56 B59
N57 N123
B3 G N116 N34
B12 B52 B63 N117 B49 N127 N108
B11 B44 B57 B58
C B4 N52
N126 N10 N107 N122 N40
B14 B35 B37
B13 B43
N134 B61 N58
B15 C B60
B34 B48 B50 N53 N33 N44 N61 N46 N109
G B7 B51
N54 N128
G B45 B64 N118 N47 N29
B5 C C B46 N110
B6
B16 B19 B36 B67 N37 N49 N119 N111 N14 N43 N70
C N105
C G N27 N135 N112 N62
B17
B18 B38 B61 S N132
B47 N63 N41 N51 N130 N16 N69 N133
B9 B10
G
B49 G C
C B73 G B90 N113 N7 N64
B20 C B62
G B113 B71 B68 C
N68 N17 N19 N66 N129
B45
B66 N30 N115 B18
G N114 N86
B8 B69 B116
B30 B72 N4 N38 N35 N3 N45
C B65 N131 N15 N32 S
B29 B31
C B21 C C N73
B24 B70 B79 N102
B28 C B32
B22
N21 N23 N48 N56 N94 N91 N12 N67 N85 N22
C B76 B78 B81 G
B118 B99 N6
B115
B26 C C N95
B80 N55 N89 N106 N9 N97 N77 N18 N65 N84 N99
B114 C B74
B25
B27 B23 B106 N13 B19 N90
B25 B75 B77 B97 B104 B105 N103 N71 N8 N79 N72 N20 N1 N92 N2
C B83 C B98 S N100
G C C C S B59 N82 N5 N104 N101 B6
Electricity load B84 B82 B96 N11
B88 B100 N96 N59 N93
Bus B107 Gas load Pipeline S S
C C B89
B95 B103 N60
N31
Integrated bus B93 B94 B108 Node Integrated node N76
Transmission line
B85 C C N88 N24 N78
B109 Gas load of gas-fied generator N98 N87 N74
G Gas-fied generator B86 B90 B92 B8
B102 B110 C C Compressor S Gas source N87 N81 N80
C Coal-fied generator C B101 N42 N75 N83
B111 C
B87 G B91 C B112
Fig. 8. Topology of the 118-bus-135-node IPGS.

Fig. 6 shows the nodal gas pressures for different gas load of the power system with voltage of 1.035∠0 p.u. In the gas
o

levels. When gas load is not larger than 7%, the nodal gas system, N100 is the slack node with a pressure of 60 bar. The
pressures are maintained to be higher than the allowable lower squared pressure boost of each compressor is set as 100 bar2
bound (i.e., 25bar) and the energy flow is feasible. When the (i.e., τ100 bar2). The standard deviations of electric and gas
increased gas load is 8% or more, the energy flow becomes loads are both set as 10% of expected loads, and the failure rate
infeasible. Fig. 7 shows the bus voltages for different electric of each generator is set as 1%. The probabilistic characteristics
load levels, which illustrate that the maximum allowed load of gas supplies are given in [41].
increment is about 136%. When the increased electric load is The sampling time of the Monte-Carlo simulation is set as
higher than the maximum allowable load increment, the bus 5000. Figs. 9 and 10 show the probability distributions of the
voltage of B12 is lower than the allowable lower bound and the bus voltage of B118 and the nodal gas pressure of N5,
energy flow becomes infeasible. respectively. The bus voltage and nodal pressure solved in the
C. Probabilistic Energy Flow in the 118-bus-135-node system steady state are 0.9509 p.u. and 41.18 bar. In Figs. 9 and 10,
both the bus voltage of B118 and the nodal gas pressure of N5
Fig. 8 depicts the topology of 118-bus-135-node IPGS. The fluctuate around their steady-state values. The bus voltage of
power system is a modified IEEE 118-bus system, which
B118 fluctuates between 0.949 p.u. (i.e., 0.2% of the
includes are 118 buses, 186 transmission lines, 42 coal-fired
steady-state voltage) and 0.953 p.u. (i.e., +0.2% of the
generators, and 12 gas-fired generators [38]. The gas system is
steady-state voltage). In the gas system, the pressure fluctuation
referred to as GASLIB with 135 nodes, 6 gas sources, 29
at N5 is much larger, which is 30 bar (i.e., 27.15% of the
compressors, and 141 pipelines [39]. The parameters of
steady-state gas pressure) to 45 bar (i.e., +9.28% of the
gas-fired generators are available in [41]. B69 is the slack bus

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(p.u.)
steady-state gas pressure). Figs. 11 and 12 show the probability

Active power flow of line 65-68

1.2
PDF 1.0
distributions of active power flow on transmission line

Cumulative probability
4 CDF

Probability density
B65-B68 and gas flow on the pipeline N11-N31, respectively, 0.8
0.015
1
where power and gas flows fluctuate around their steady-state 2
0.5
values. The gas flow direction does not change during the 0.4 0 0.992
fluctuation, but there is about 20% probability that the active 0 3 4 5

power direction on line B65-B68 will be reversed.

-2 0 0
Moreover, the probabilistic voltage/pressure security of the 0 2500 5000 -2 -1 0 1 2 3
Simulation times Active power flow of line 65-68(p.u.)
IPGS can be analyzed based on the probabilistic energy flow.
Fig. 11. Probability distribution of the active power flow in line 65-68.
The probabilistic security constraints of the bus voltage and the
nodal gas pressure are stated as: (1000m3/h)
55
0.1 1.0

Gas flow of pipeline 11-31

PDF

 

Cumulative probability
Probability density
P  min
 m    m, m 
max 0.08 CDF
 m m 45
 (33) 0.06
 min
 P Vi  Vi  Vi
max
 i , i   35
0.04
0.5

0.02
where m and i are the thresholds of the violation in bus
25 0 0
voltages and nodal pressures, respectively. 0 2500 5000 25 35 45 55
3
Specifically, the range of the allowable bus voltage is set as Simulation times Gas flow of pipeline 11-31 (1000m /h)

 0.95,1.06  p.u. and the range of allowable nodal pressure is set Fig. 12. Probability distribution of the gas flow in pipeline 11-31.

D. Computational Performance and Solution Precision

as 30,90 bar. The thresholds of the probabilistic constraints
for both bus voltage and nodal pressure are assumed to be 0.95
(i.e.,  m = i  0.95 ), which implies that the probability of the
bus voltage and nodal gas pressure to reside within the security
range must be larger than 95%. In Fig. 9, the probability of bus
voltage at B118 lower than 0.95 p.u. is 0.18, which implies that
the limit probabilistic voltage security constraint is violated.
Under such a case, the operation condition of the power system
should be adjusted to raise the steady-state bus voltage for
ensuring the probabilistic voltage security. In Fig. 10, the
probability that the gas pressure at node N5 is lower than 30 bar
is about 0.01, and the probabilistic nodal pressure security
constraint is satisfied.
0.955
Voltage of bus 118 (p.u.)
In this section, we test the computational performance of the
proposed energy flow model in the three IPGSs with different
numbers of segments. Table I presents the computational time
when the number of segments are set as 20, 50, 100, and 200,
respectively, which indicates that the proposed model can
quickly solve the energy flow in the three IPGSs. Also, the
computational time would not increase significantly with the
increased number of segments. In the 118-bus-135-node IPGS,
when the number of segments is set as 200, the computational
time is still only 0.2849 seconds.
The solution precision with different numbers of segments is
also analyzed. Considering the 14-bus-11-node IPGS, the
maximum relative errors of the piecewise linearized function
500 1.0 and the pipeline gas flows are presented in Table II. The
PDF
approximate errors of the proposed linearized energy flow

Cumulative probability

400 CDF 0.8

Probability density

0.953
model are reduced with the increasing number of segments.
300 0.6
0.951 When the number of segments is 200, the maximum relative
0.4
200 error of the linearized objective function is 3.11e-04 and that of
0.949 100 0.2 the optimal solutions is smaller than 0.0854.
0.947 0 0 TABLE I COMPUTATIONAL PERFORMANCE ON THREE IPGSS
0 2500 5000 0.948 0.95 0.952 0.954
Simulation times Voltage of bus 118 (p.u.) Times (s)
Fig. 9. Probability distribution of the voltage at bus 118. Test system
20 Seg. 50 Seg. 100 Seg. 200 Seg.
50 14-bus-11-node 0.0096 0.0122 0.0137 0.0185
Gas pressure of node 5(bar)

0.3 PDF CDF 1.0 39-bus-20-node 0.0119 0.0165 0.0199 0.0318

Cumulative probability

118-bus-135-node 0.0306 0.0567 0.1348 0.2849

Probability density

40 -3
× 10
0.2 3 0.01
TABLE II IMPACT OF THE SEGMENT NUMBERS ON SOLUTION PERFORMANCE
2 0.5
1 Maximum relative
30 0.1 20 Seg. 50 Seg. 100 Seg. 200 Seg.
0 0 error
20 25 30
Piecewise
0 0 0.0364 0.0052 0.0012 3.11e-04
20 linearized function
0 2500 5000 30 35 40 45
Simulation times Gas pressure of node 5(bar) Pipeline gas flow 0.4176 0.2189 0.1333 0.0854
Fig. 10. Probability distribution of the gas pressure at node 5.

VI. CONCLUSIONS
This paper proposed a linearized energy flow model for
IPGSs. The optimal solution of the convex model is
demonstrated to tightly satisfy nonlinear gas flow equations
and linear power flow equations. Furthermore, the proposed
model is extended to the estimation of probabilistic energy

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flows. Simulation results from three IPGSs show that the
optimal solution of the proposed linear program model can
precisely satisfy the gas flow equations. Moreover, a higher
solution accuracy can be achieved by increasing the number of
segments by only slightly increasing the computational
complexity. Finally, the probabilistic IPGS voltage/pressure
security is analyzed which suggests that the fluctuation range of
the nodal gas pressure is usually larger than that of the bus
voltage.
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Weihao Jia (S’20) received the B.S. degree from the School of Electrical
Engineering, Xi’an Jiaotong University, Xi’an, China, in 2020. He is currently
working toward the M.S. degree at Xi'an Jiaotong University. His major
research interests include power system optimization and renewable energy
This article has been accepted for publication in a future issue of this journal, but has not been fully edited. Content may change prior to final publication. Citation information: DOI 10.1109/TPWRS.2020.3018869, IEEE
Transactions on Power Systems

10

integration. He is a University Distinguished Professor, and Bodine Chair Professor and

Director of the Robert W. Galvin Center for Electricity Innovation at Illinois
Institute of Technology. He is a member of the US National Academy of
Engineering, Fellow of IEEE, Fellow of the American Association for the
Tao Ding (SM’19) received the B.S.E.E. and M.S.E.E. degrees from Southeast Advancement of Science (AAAS), and Fellow of the National Academy of
University, Nanjing, China, in 2009 and 2012, respectively, and the Ph.D. Inventors (NAI).
degree from Tsinghua University, Beijing, China, in 2015. During 2013 and
2014, he was a Visiting Scholar in the Department of Electrical Engineering
and Computer Science, University of Tennessee, Knoxville, TN, USA. He is
currently an Associate Professor in the State Key Laboratory of Electrical
Insulation and Power Equipment, the School of Electrical Engineering, Xi’an
Jiaotong University. His current research interests include electricity markets,
power system economics and optimization methods, and power system
planning and reliability evaluation. He has published more than 60 technical
papers and authored by “Springer Theses” recognizing outstanding Ph.D.
research around the world and across the physical sciences—Power System
Operation with Large Scale Stochastic Wind Power Integration. He received
the excellent master and doctoral dissertation from Southeast University and
Tsinghua University, respectively, and Outstanding Graduate Award of Beijing
City. Dr. Ding is an Editor of IEEE Transactions on Power Systems, IET
Generation, Transmission & Distribution, CSEE Journal of Power and Energy
Systems.

Can Huang (S’13-M’16-SM’18) received the B.S.E.E degree from Hohai

University, Nanjing, China, in 2008, the M.S.E.E. degree from Southeast
University, Nanjing, China, in 2011, and the Ph.D. degree in Electrical
Engineering from the University of Tennessee, Knoxville, TN, USA, in 2016.
Now he is a Research Staff with Lawrence Livermore National Laboratory,
Livermore, CA, USA. His current research interests include smart sensors, data
analytics, and machine learning for energy and power systems, cyber-physical
systems, and Internet of Things.

Zekai Wang (S’20) received the B.S. degree from the School of Electrical
Engineering, Xi’an Jiaotong University, Xi’an, China, in 2018. He is currently
working toward the M.S. degree at Xi'an Jiaotong University. His major
research interests include power system optimization and resilience.

Quan Zhou (SM’19) received the B.S. and M.S. degrees from the Department
of Electrical Engineering, Shanghai Jiao Tong University, Shanghai, China, in
2011 and 2016, respectively. He received the Ph.D. degree from Illinois
Institute of Technology, Chicago, IL, USA, in 2019. He is currently a Senior
Research Associate in the Robert W. Galvin Center for Electricity Innovation at
Illinois Institute of Technology. His research interests include microgrid
operation and control, cyber-physical systems, 5G wireless communications,
smart cities, and energy economics.

Mohammad Shahidehpour (F’01) received an Honorary Doctorate degree

from the Polytechnic University of Bucharest, Bucharest, Romania, in 2009.

0885-8950 (c) 2020 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission. See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.
Authorized licensed use limited to: Cornell University Library. Downloaded on August 25,2020 at 17:20:00 UTC from IEEE Xplore. Restrictions apply.