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

Research output: Contribution to journalArticle


Research units

  • Pontifícia Universidade Católica do Rio de Janeiro
  • University of Castilla-La Mancha


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

    Research areas

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

ID: 16008032