Adaptive robust optimization for daily power system operation

Robust optimization, as a powerful paradigm for optimization under uncertainty, has recently attracted increasing attention in power system operations. In particular, adaptive robust optimization models have been proposed for the day-ahead unit commitment as well as real-time economic dispatch problems in power systems with a high penetration level of renewable energy sources. In this paper, we review the recent advances in this area and propose some new ideas in uncertainty modeling and robust optimization formulations.