This paper presents an adaptive robust network-constrained AC unit commitment (AC-UC) model. This model is formulated as a min-max-min optimization problem, which allows representing the uncertain nature of wind power productions in terms of bounded intervals. A tri-level decomposition algorithm using primal and dual cutting planes is introduced to solve this AC-UC problem and to find a robust commitment schedule withstanding the worst realizations of uncertain wind power. To reduce the computation burden and to obtain a tractable formulation, the AC power flow equations are convexified using a Signomial transformation. The proposed AC-UC model is illustrated using the IEEE 24-bus reliability test system. Simulation results demonstrate the efficiency of the proposed approach.
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Amjady et al. (2016) studied this question.
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