Security-Constrained Multi-Period Economic Dispatch with Renewable Energy Utilizing Distributionally Robust Optimization

Xi Lu, Ka Wing Chan, Shiwei Xia, Bin Zhou, Xiao Luo

Research output: Journal article publicationJournal articleAcademic researchpeer-review

40 Citations (Scopus)


This paper presents a security-constrained multi-period economic dispatch model (M-SCED) for systems with renewable energy sources (RES). A two-stage framework is adopted to model initial operation plans and recourse actions before and after the uncertainty realization of RES power. For ensuring superior system economic efficiency, distributionally robust optimization (DRO) is utilized to evaluate the expectations of operation costs affected by RES uncertainty. Practical issues, including boundedness of uncertainty and inaccurate information, are considered in modeling uncertainty in DRO. Within the framework of DRO, robust optimization is integrated to enhance system security. Besides, decision variables after the first period in M-SCED are approximated by segregated linear decision rules to achieve computational tractability without substantially degrading the model accuracy. A Constraint Generation algorithm is proposed to solve this problem with comprehensive case studies illustrating the effectiveness of the proposed M-SCED.

Original languageEnglish
Pages (from-to)768-779
JournalIEEE Transactions on Sustainable Energy
Issue number2
Publication statusPublished - Apr 2019


  • distributionally robust optimization
  • Economic dispatch
  • multi-period
  • renewable energy
  • robust optimization
  • two-stage
  • uncertainty

ASJC Scopus subject areas

  • Renewable Energy, Sustainability and the Environment

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