Contingency-constrained unit commitment with n-K security criterion: A robust optimization approach

Alexandre Street*, Fabrício Oliveira, José M. Arroyo

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

209 Citations (Scopus)


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.

Original languageEnglish
Article number5659501
Pages (from-to)1581-1590
Number of pages10
JournalIEEE Transactions on Power Systems
Issue number3
Publication statusPublished - Aug 2011
MoE publication typeA1 Journal article-refereed


  • Bilevel programming
  • contingency-constrained unit commitment
  • n-K security criterion
  • robust optimization
  • umbrella contingency


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