Affinely Adjustable Robust Optimization Model and Algorithm for Unit Commitment Problem
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    Abstract:

    A unit commitment optimization method based on affinely adjustable robust optimization is proposed for power system scheduling with uncertainty,especially when large-scale intermittent energy integrated.An affinely adjustable robust optimal model of uncertainty unit commitment is developed.The affine relationship between decision variables and uncertain parameters is established by linear decision rules.Therefore,the two-stage model can be reformulated into a single stage optimization problem.On this basis,the problem can be transformed to a standard mixed integer programming model through duality theory.Analysis of test system shows the effectiveness of the proposed algorithm.

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History
  • Received:November 30,2016
  • Revised:January 15,2017
  • Adopted:April 12,2017
  • Online: June 26,2017
  • Published:
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