Energy management of multi-microgrid system with renewable energy using data-driven distributionally robust optimization

By clustering multiple microgrids (MGs), a multi-microgrid (MMG) system plays a significant role in integrating a large amount of renewable generation. However, the large-scale utilization of renewable energy also brings uncertainties to MMG energy management. In this work, a novel comprehensive bi-level MMG energy management model considering uncertainties of renewable energy is first developed which includes unit commitment (UC) problem and other models in the lower MG level. Then considering the non-convexity of the bi-level problem, a decomposition method called analytical target cascading (ATC) is employed to deal with it by decentralization. With regard to the energy management of each individual MG, a two-stage distributionally robust model is developed which describes the uncertainties from probability distribution of renewable generation with a metric-based ambiguity set. Moreover, an efficient solution scheme based on column and constraint generation (CCG) algorithm and a decomposition method without duality is designed to handle the MG energy management problem. Finally, we implement extensive experiments to corroborate the effectiveness of the proposed approach. Particularly, the optimal solution from the proposed method can attain 2.98% less cost compared with that from robust optimization (RO) method and achieve 86.17% less energy trading amount than that in independent mode.