Hybrid Method of Two-stage Stochastic and Robust Unit Commitment

A two-stage unit commitment (UC) method for power systems under load uncertainty is proposed, where one of the worst-case or expected operating costs is minimized with the other bounded above by a predefined value. It is shown that the UC problem can be formulated as a mixed-integer linear programming problem and solved via Benders decomposition. While the weighted sum model (WSM) can be used to consider both types of operating costs simultaneously, it is not straightforward to find a pair of weights that lead to an acceptable UC solution reflecting the system operator's preference. The proposed method is more intuitive than the WSM in that its parameter, i.e., the allowable maximum worst-case or expected operating costs, has the same unit as that of the objective value, i.e., a monetary unit. A numerical experiment demonstrates the effectiveness of the proposed method.