A mixed-integer SDP solution to distributionally robust unit commitment with second order moment constraints

• Main Authors: Zheng, Xiaodong, Chen, Haoyong, Xu, Yan, Li, Zhengmao, Lin, Zhenjia, Liang, Zipeng
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Electrical and electronic engineering; Distributionally Robust Optimization; Mixed-integer Semidefinite Programming
• Online Access: https://hdl.handle.net/10356/145371
• Institution: Nanyang Technological University

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of stochastic parameters can be inferred from historical data, a...