A linearized energy hub operation model at the presence of uncertainties: An adaptive robust solution approach

Summary This paper presents a new adaptive robust operation optimization approach for energy hub (EH) to identify the optimal decisions on purchased energy carriers, upstream network interactions, and storing/conversion of the energy resources considering uncertainties. In this regard, a linearized framework for EH operation is first introduced. The proposed model is used to develop an EH including electrical energy, natural gas, and direct heat as inputs and electricity and heat demands as outputs. The electrical input energy is provided considering both purchased energy from upstream market and a photovoltaic (PV) generation, operated by the EH operator (EHO). The proposed approach characterizes the uncertain nature of loads, energy prices, and PV generations through polyhedral uncertainty sets, while the robustness of the proposed model can be controlled using the budget of uncertainty. The proposed adaptive robust model is formulated as a min‐max‐min optimization problem, which cannot be solved directly through an off‐the‐shelf optimization package. Thus, a new method, consisting decomposition + primal cutting plane + duality theory + exact linearization + post‐optimization analysis, is introduced to determine the EH optimal solution. The performance of the proposed approach is evaluated through a comprehensive case study.