Robust Microgrid Dispatch With Flexible Recourse States via Accelerated C & CG Algorithm

To accomplish more practical scheduling of microgrids under source-load uncertainties, this paper proposes a novel recourse-cost constrained adaptive robust optimization (RC-ARO) model with integer recourse variables. Firstly, the dispatch plan in the nominal scenario is optimized in the first-stage of the proposed RC-ARO model to get the minimal operation cost, then the adjustment plan in the worst-case scenario is determined in the second-stage that minimizes the recourse-cost. It has overcome the defect that conventional ARO can only get the worst-cost scheduling plans. Besides, a new column-and-constraint generation (C& CG) algorithm with alternating optimization procedure (AOP) is developed to accelerate the solution of traditional nested-C& CG. Finally, case studies demonstrate the effectiveness and superiority of the proposed RC-ARO model and the novel solution algorithm.