robust Unit Commitment (UC) model has been intensively investigated as an effective approach to hedge against randomness and risks. All existing robust UC formulations consider uncertainties in demand and/or cost. We ...
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ISBN:
(纸本)9781509032709
robust Unit Commitment (UC) model has been intensively investigated as an effective approach to hedge against randomness and risks. All existing robust UC formulations consider uncertainties in demand and/or cost. We observe that, nevertheless, a power system could be seriously affected by surrounding temperature and there is a strong relationship among the efficiency of gas generators, demand and temperature. With that observation, we develop a robust optimization model considering correlated uncertainties in temperature and demand forecasting, and the impact of the former one on generating efficiency. Numerical experiments are conducted on a typical IEEE test system to analyse our formulation and the impact of uncertain temperature.
robust optimization problems are conventionally solved by reformulation as non-robust problems. We propose a direct method to separate split cuts for robustmixed-integer programs with polyhedral uncertainty sets. The...
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robust optimization problems are conventionally solved by reformulation as non-robust problems. We propose a direct method to separate split cuts for robustmixed-integer programs with polyhedral uncertainty sets. The method generalizes the well-known cutting plane procedure of Balas. Computational experiments show that applying cutting planes directly is favorable to the reformulation approach. It is thus viable to solve robust MIP problems in a branch-and-cut framework using a generalized linear programming oracle. (C) 2012 Elsevier B.V. All rights reserved.
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