Benders' decomposition for the two-stage security constrained robust unit commitment problem

For both regulated and deregulated electric power markets, due to the integration of renewable energy generation and uncertain demand, a large amount of spinning reserve is required to maintain the reliability of the power systems in traditional approaches. In this paper, we propose a two-stage robust integer programming model to address the unit commitment (UC) problem under both supply and demand uncertainty. In our approach, uncertain problem parameters are assumed to be within a given polyhedral uncertainty set. We analyze solution schemes to solve this problem that include an exact solution approach, and an efficient heuristic approach that provides a tight lower bound for the general robust UC problem. The final computational experiments on a modified IEEE 118-bus system verify the effectiveness of our approaches, as compared to the worst-case scenario generated by the nominal model without considering the uncertainty.