Robust Security-Constrained Unit commitment with recourse cost requirement

With increasing renewable energy resources, price-sensitive loads, and electric-vehicle charging stations in the power grid, uncertainties on both power generation and consumption sides become critical factors in Security-Constrained Unit Commitment (SCUC) problem. Recently, min-max robust optimization approaches are employed to solve SCUC problem. A novel robust SCUC approach is proposed in this paper. The contributions of this paper are: 1) The solution to robust unit commitment and dispatch can be directly used in day-ahead market as it overcomes two issues, conservativeness and absence of robust dispatches, which are two largest obstacles to applying robust SCUC in real markets; 2) A new concept recourse cost, similar to reserve requirement, is proposed to define the upper bound of re-dispatch cost when uncertainties are revealed; 3) Extended Affinely Adjustable (EAA) approximation is employed to accelerate the computation. The preliminary simulation results validated the effectiveness of the proposed approach.