Robust look-ahead power dispatch is an effective and secure approach to account for uncertainties in wind power. Based on the robust look-ahead power dispatch model proposed in our previous work, in this paper, we focus on coping with adjustable uncertainty sets to reduce the conservativeness of robust dispatch (RD). Robust look-ahead power dispatch with adjustable uncertainty sets is formulated using robust optimization (RO) and is transformed into biconvex programming. Several strategies exploiting different levels of uncertainty information are developed to adjust the conservativeness by varying the desired confidence level. Monte Carlo simulations are carried out to compare the performance of the proposed approaches with another popular strategy. Test results show that the proposed method is effective in reducing the conservativeness of RD and ensuring system security with controllable risk. Experiments on large-scale benchmark systems show the scalability of the proposed method.
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Li et al. (2015) studied this question.
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