Group for Research in Decision Analysis

Robust Optimization in Electric Power Systems

Andy Sun Georgia Institute of Technology, United States

This talk will present some recent advances of robust optimization in the operation of electric power systems. In particular, we will discuss two-stage and multi-stage adaptive robust optimization models and solution algorithms for security-constrained unit commitment problems; we will also introduce new modeling techniques using dynamic uncertainty sets and rolling-horizon adaptive robust models for economic dispatch of power systems with high penetration level of renewable energy resources.