This talk will present some recent advances of robust optimization in the operation of electric power systems. In particular, we will discuss two-stage and multistage adaptive robust optimization models and solution algorithms for security-constrained unit commitment problems; we will also introduce new modeling techniques using dynamic uncertainty sets and rolling-horizon adaptive robust models for economic dispatch of power systems with high penetration level of renewable energy resources.
Andy Sun is an assistant professor in the H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology. He received B.E. degree from Tsinghua University in Electronic Engineering and doctoral degree from Massachusetts Institute of Technology in Operations Research. He was a postdoctoral researcher at IBM Thomas J. Watson Research Center from 2011-2012. He won a second place in the INFORMS George Dantzig Dissertation Award in 2011. His research interests are in the areas of robust optimization, large-scale optimization, and mathematical modeling of electric power systems. Dr. Sun has been working with the ISO New England on robust optimization in power system operations.