WEI Ziyu, WANG Lei, SUO Xun, et al. Multi-stage Mixed-integer Robust Optimization for Unit Commitment With Piecewise Mixed Decision Rules[J]. 2026, 46(4): 1443-1457.
DOI:
WEI Ziyu, WANG Lei, SUO Xun, et al. Multi-stage Mixed-integer Robust Optimization for Unit Commitment With Piecewise Mixed Decision Rules[J]. 2026, 46(4): 1443-1457. DOI: 10.13334/j.0258-8013.pcsee.242306.
Multi-stage Mixed-integer Robust Optimization for Unit Commitment With Piecewise Mixed Decision Rules
Multi-stage optimization for unit commitment considering dispatch non-anticipativity (DN) serves as a key approach to overcoming the operational risks in the day-ahead/real-time dispatch paradigm
and to ensuring the reliable operation of power systems with renewable energy integration under strong uncertain environment. Firstly
a DN-oriented multi-stage robust mixed-integer optimization model for unit commitment with piecewise mixed decision rules (PMDR) is advanced. Additionally
the structural properties of the PMDR-based model are analyzed
and
by integrating the proposed a priori theorem for identifying critically binding scenarios (CBSs) with the high-dimensional convex-hull equivalence construction
an efficient solution method—featuring warm-start strategies
the linear strong-duality paradigm
and an improved cutting-plane scheme—is subsequently developed. Numerical results
including a posteriori assessment on the augmented IEEE 39-bus test systems
demonstrate the effectiveness of the proposed model
solution method
and the a priori acquisition theorem of CBSs
while a broader analysis highlights its applicability across diverse research domains.