Two-stage network constrained robust unit commitment problem

Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan

Research output: Contribution to journalArticlepeer-review

84 Scopus citations


For a current deregulated power system, a large amount of operating reserve is often required to maintain the reliability of the power system using traditional approaches. In this paper, we propose a two-stage robust optimization model to address the network constrained unit commitment problem under uncertainty. In our approach, uncertain problem parameters are assumed to be within a given uncertainty set. We study cases with and without transmission capacity and ramp-rate limits (The latter case was described in Zhang and Guan (2009), for which the analysis part is included in Section 3 in this paper). We also analyze solution schemes to solve each problem that include an exact solution approach and an efficient heuristic approach that provides tight lower and upper bounds for the general network constrained robust unit commitment problem. The final computational experiments on an IEEE 118-bus system verify the effectiveness of our approaches, as compared to the nominal model without considering the uncertainty.

Original languageEnglish (US)
Pages (from-to)751-762
Number of pages12
JournalEuropean Journal of Operational Research
Issue number3
StatePublished - May 1 2014
Externally publishedYes


  • Mixed integer programming
  • Optimization under uncertainty
  • Transmission capacity limits
  • Unit commitment

ASJC Scopus subject areas

  • Computer Science(all)
  • Modeling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management


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