Energy and reserve scheduling under an N-K security criterion via robust optimization

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review


Research units

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


This paper presents a new approach to simultaneously schedule energy and reserve in an electricity market. 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 contingencies, 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 contingency set, thus providing a computationally efficient framework. Simulation results back up these conclusions.


Original languageEnglish
Title of host publication17th Power Systems Computation Conference, PSCC 2011
Publication statusPublished - 1 Jan 2011
MoE publication typeA4 Article in a conference publication
EventPower Systems Computation Conference - Stockholm, Sweden
Duration: 22 Aug 201126 Aug 2011
Conference number: 17


ConferencePower Systems Computation Conference
Abbreviated titlePSCC

    Research areas

  • Bilevel programming, Energy and reserve scheduling, N-K security criterion, Robust optimization, Umbrella contingencies

ID: 34872553