Robust Day-Ahead Dispatch for Integrated Power-Heat-Gas Microgrid considering Wind Power Uncertainty

Table 3

The solution of the model using C&CG.

Step 1	Initialize lower and upper bounds UB = +∞ and LB = −∞. Set the iteration no. k = 0 and the convergence gap ε > 0.
Step 2	Solve MP. Derive an optimal solution (, ηk, y1, …, yk), and update the lower bound LB = a^Txk + ηk.
Step 3	Solve SP3 with respect to the fixed (, η, y1, …, yk) from MP. Obtain the solution (, ) and update uk+1 =  and UB = min {c^T + a^T + b^T, UB}.
Step 4	If UB − LB ≤ ε, return the solution x =  and the algorithm terminates. Otherwise, create a variable yk+1 and add constraint equations (27)–(29) to MP. And then update k = k+1 and go back to step 2.