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 = aTxk + 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 {cT + aT + bT, 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.