Groupe d’études et de recherche en analyse des décisions

Robust Optimization in Electric Power Systems

Andy Sun Georgia Institute of Technology, États-Unis

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.