In order to solve the problem of air pollution in the northern cities during the winter heating period, China is actively developing the “coal to gas” technology, which changes the combined heat and power units to gas-steam combined cycle units. In this paper, the mathematical model of the gas-steam combined cycle unit is established. With the minimum system cost as the objective function, a thermal power combined system scheduling model including the gas-steam combined cycle units is constructed. The gas-steam combined cycle units are used to replace the combined heat and power units. After that, the influence of the proportion changes of gas-steam combined cycle units and different wind power penetration rates on the wind power abandonment rate is analyzed. The example analysis shows that replacing the combined heat and power units with the gas-steam combined cycle units increases the operating cost, but it is beneficial to the power grid to absorb the abandoned wind power. This work is supported by Science and Technology Project of State Grid Corporation of China “Key Techniques Research and Application of Global Decision-making and Spot Market”.