An interconnected multi-microgrids (IMMGs) system takes advantage of various complementary power sources and effectively coordinates the energy sharing/trading among the MGs and the main grid to improve the stability, reliability, and energy efficiency of the system. The core of this structure is to achieve the optimal distribution of energy sharing through proper strategies. However, the volatility and intermittent characteristics of renewable resources, time-varying loads in the MGs, their correlated power generations, and the coupled energy among the MGs during energy trading, all bring about new challenges to achieving a stable operation and optimal scheduling in the power system. Many solutions have been proposed to solve these problems. In this paper, we provide an overview of the current energy management systems (EMS) in IMMGs, focusing on the IMMG structure, EMS objectives, timescales, and scheduling optimization structure. We then provide a review of the distributed optimization algorithms in IMMGs. We conclude this survey with a discussion of future directions.