This paper presents a new approach for the
contingency-constrained single-bus unit commitment problem.
The proposed model explicitly incorporates an n-K security
criterion by which power balance is guaranteed under any
contingency state comprising the simultaneous loss of up to K
generation units. Instead of considering all possible contingency
states, which would render the problem intractable, a novel
method based on robust optimization is proposed. Using the
notion of umbrella contingency, the robust counterpart of the
original problem is formulated. The resulting model is a
particular instance of bilevel programming which is solved by its
transformation to an equivalent single-level mixed-integer
programming problem. Unlike previously reported contingency-dependent approaches, the robust model does not depend on the
size of the set of credible contingencies, thus providing a computationally efficient framework. Simulation results back up
these conclusions.
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