Robust unit commitment with dispatchable wind power

Germán Morales-España*, Álvaro Lorca, Mathijs M. de Weerdt

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

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The increasing penetration of uncertain generation such as wind and solar in power systems imposes new challenges to the unit commitment (UC) problem, one of the most critical tasks in power systems operations. The two most common approaches to address these challenges — stochastic and robust optimization — have drawbacks that restrict their application to real-world systems. This paper demonstrates that, by considering dispatchable wind and a box uncertainty set for wind availability, a fully adaptive two-stage robust UC formulation, which is typically a bi-level problem with outer mixed-integer program (MIP) and inner bilinear program, can be translated into an equivalent single-level MIP. Experiments on the IEEE 118-bus test system show that computation time, wind curtailment, and operational costs can be significantly reduced in the proposed unified stochastic–robust approach compared to both pure stochastic approach and pure robust approach, including budget of uncertainty.

Original languageEnglish
Pages (from-to)58-66
Number of pages9
JournalElectric Power Systems Research
Publication statusPublished - Feb 2018


  • Dispatchable wind
  • Robust optimization
  • Stochastic optimization
  • Unit commitment
  • Wind curtailment

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