This paper presents a Mixed Integer Linear Programming (MILP) formulation to optimize the Security Constrained Unit Commitment problem, integrating three areas: electrical, hydraulic, and natural gas. The model considers thermal generation from natural gas units and other fossil fuel units, hydraulic generation, pumped storage units, hydraulic head effects for the generation and pumping modes, power flow transmission constraints, natural gas supply and transportation, gas flows in single pipelines and pipelines with compressors, and line-pack for gas pipelines. The original model is hard to solve due to nonconvexities and nonlinearities of several constraints, but with the application of correct linearization techniques, accurate MILP model...