IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v205y2025i2d10.1007_s10957-025-02642-3.html
   My bibliography  Save this article

An Extended C&CG Algorithm for Solving Two-Stage Robust Optimization of Economic and Feasible Scheduling

Author

Listed:
  • Ruibin Chen

    (Zhejiang University)

  • Zhejing Bao

    (Zhejiang University)

  • Lingxia Lu

    (Zhejiang University)

  • Miao Yu

    (Zhejiang University)

Abstract

The extensively researched column-and-constraint-generation (C&CG) algorithm, which utilizes the KKT (Karush–Kuhn–Tucker) condition or duality theory to reformulate the subproblem, encounters challenges when solving two-stage robust optimization (TSRO) problems with extreme parameters that could adversely affect the feasibility of the second-stage decision. After the analysis of the original C&CG algorithm, an extended C&CG algorithm with multiple subproblems is proposed to overcome the challenges, which decompose a TSRO model into the master problem and several subproblems searching for the worst-case scenarios. A simple linear case is given to show the shortcoming of the traditional C&CG algorithm and the advantage of the extended C&CG algorithm. Then, a TSRO model for the scheduling optimization of electricity system considering the optimal power flow (OPF) is proposed, in order to explore the effectiveness of the extended C&CG algorithm in handling the general optimization problem while considering the feasibility. Finally, the proposed solving method is validated by case studies.

Suggested Citation

  • Ruibin Chen & Zhejing Bao & Lingxia Lu & Miao Yu, 2025. "An Extended C&CG Algorithm for Solving Two-Stage Robust Optimization of Economic and Feasible Scheduling," Journal of Optimization Theory and Applications, Springer, vol. 205(2), pages 1-29, May.
    • Handle: RePEc:spr:joptap:v:205:y:2025:i:2:d:10.1007_s10957-025-02642-3
    DOI: 10.1007/s10957-025-02642-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-025-02642-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-025-02642-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. He, Chuan & Wu, Lei & Liu, Tianqi & Wei, Wei & Wang, Cheng, 2018. "Co-optimization scheduling of interdependent power and gas systems with electricity and gas uncertainties," Energy, Elsevier, vol. 159(C), pages 1003-1015.
    2. Liu, Yixin & Guo, Li & Wang, Chengshan, 2018. "A robust operation-based scheduling optimization for smart distribution networks with multi-microgrids," Applied Energy, Elsevier, vol. 228(C), pages 130-140.
    3. G. Cobos, Noemi & Arroyo, José M. & Alguacil, Natalia & Street, Alexandre, 2018. "Network-constrained unit commitment under significant wind penetration: A multistage robust approach with non-fixed recourse," Applied Energy, Elsevier, vol. 232(C), pages 489-503.
    4. Qiu, Haifeng & Gu, Wei & Liu, Pengxiang & Sun, Qirun & Wu, Zhi & Lu, Xi, 2022. "Application of two-stage robust optimization theory in power system scheduling under uncertainties: A review and perspective," Energy, Elsevier, vol. 251(C).
    5. Jin, Xiaoyu & Liu, Benxi & Liao, Shengli & Cheng, Chuntian & Zhang, Yi & Zhao, Zhipeng & Lu, Jia, 2022. "Wasserstein metric-based two-stage distributionally robust optimization model for optimal daily peak shaving dispatch of cascade hydroplants under renewable energy uncertainties," Energy, Elsevier, vol. 260(C).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Jin & Zhao, Zhipeng & Zhou, Jinglin & Cheng, Chuntian & Su, Huaying, 2024. "Co-optimization for day-ahead scheduling and flexibility response mode of a hydro–wind–solar hybrid system considering forecast uncertainty of variable renewable energy," Energy, Elsevier, vol. 311(C).
    2. Cheng, Wenjie & Zhao, Zhipeng & Cheng, Chuntian & Yu, Zhihui & Gao, Ying, 2024. "Optimizing peak shaving operation in hydro-dominated hybrid power systems with limited distributional information on renewable energy uncertainty," Renewable Energy, Elsevier, vol. 237(PC).
    3. Qiu, Haifeng & Gu, Wei & Liu, Pengxiang & Sun, Qirun & Wu, Zhi & Lu, Xi, 2022. "Application of two-stage robust optimization theory in power system scheduling under uncertainties: A review and perspective," Energy, Elsevier, vol. 251(C).
    4. Qiu, Haifeng & Sun, Qirun & Lu, Xi & Beng Gooi, Hoay & Zhang, Suhan, 2022. "Optimality-feasibility-aware multistage unit commitment considering nonanticipative realization of uncertainty," Applied Energy, Elsevier, vol. 327(C).
    5. Qiu, Haifeng & You, Fengqi, 2020. "Decentralized-distributed robust electric power scheduling for multi-microgrid systems," Applied Energy, Elsevier, vol. 269(C).
    6. Qing, Ke & Huang, Qi & Du, Yuefang & Jiang, Lin & Bamisile, Olusola & Hu, Weihao, 2023. "Distributionally robust unit commitment with an adjustable uncertainty set and dynamic demand response," Energy, Elsevier, vol. 262(PA).
    7. Jiang, Sufan & Gao, Shan & Pan, Guangsheng & Zhao, Xin & Liu, Yu & Guo, Yasen & Wang, Sicheng, 2020. "A novel robust security constrained unit commitment model considering HVDC regulation," Applied Energy, Elsevier, vol. 278(C).
    8. Zhou, Yuzhou & Zhao, Jiexing & Zhai, Qiaozhu, 2021. "100% renewable energy: A multi-stage robust scheduling approach for cascade hydropower system with wind and photovoltaic power," Applied Energy, Elsevier, vol. 301(C).
    9. Jiang, Sheng-Long & Wang, Meihong & Bogle, I. David L., 2023. "Plant-wide byproduct gas distribution under uncertainty in iron and steel industry via quantile forecasting and robust optimization," Applied Energy, Elsevier, vol. 350(C).
    10. Wang, Jin & Zhao, Zhipeng & Zhou, Jinglin & Cheng, Chuntian & Su, Huaying, 2024. "Developing operating rules for a hydro–wind–solar hybrid system considering peak-shaving demands," Applied Energy, Elsevier, vol. 360(C).
    11. Kang, Kai & Su, Yifan & Yang, Peng & Wang, Zhaojian & Liu, Feng, 2025. "Securing long-term dispatch of isolated microgrids with high-penetration renewable generation: A controlled evolution-based framework," Applied Energy, Elsevier, vol. 381(C).
    12. Zhou, Liangsong & Wei, Xiaolong & Suvorov, Anton & Safaraliev, Murodbek, 2024. "Operation of coupled power-gas networks with hydrogen refueling stations, responsive demands and storage systems: A novel stochastic framework," Energy, Elsevier, vol. 309(C).
    13. Jani, Ali & Jadid, Shahram, 2023. "Two-stage energy scheduling framework for multi-microgrid system in market environment," Applied Energy, Elsevier, vol. 336(C).
    14. Ji, Haoran & Wang, Chengshan & Li, Peng & Song, Guanyu & Yu, Hao & Wu, Jianzhong, 2019. "Quantified analysis method for operational flexibility of active distribution networks with high penetration of distributed generators," Applied Energy, Elsevier, vol. 239(C), pages 706-714.
    15. Keyong Hu & Qingqing Yang & Lei Lu & Yu Zhang & Shuifa Sun & Ben Wang, 2025. "Two-Stage Distributionally Robust Optimal Scheduling for Integrated Energy Systems Considering Uncertainties in Renewable Generation and Loads," Mathematics, MDPI, vol. 13(9), pages 1-30, April.
    16. Xuewei Pan & Fan Yang & Peiwen Ma & Yijin Xing & Jinye Zhang & Lingling Cao, 2022. "A Game-Theoretic Approach of Optimized Operation of AC/DC Hybrid Microgrid Clusters," Energies, MDPI, vol. 15(15), pages 1-22, July.
    17. Zhao, Shihao & Li, Kang & Yang, Zhile & Xu, Xinzhi & Zhang, Ning, 2022. "A new power system active rescheduling method considering the dispatchable plug-in electric vehicles and intermittent renewable energies," Applied Energy, Elsevier, vol. 314(C).
    18. Dranka, Géremi Gilson & Ferreira, Paula & Vaz, A. Ismael F., 2021. "A review of co-optimization approaches for operational and planning problems in the energy sector," Applied Energy, Elsevier, vol. 304(C).
    19. Geng, Xinmin & Zhou, Ye & Zhao, Weiqiang & Shi, Li & Chen, Diyi & Bi, Xiaojian & Xu, Beibei, 2024. "Pricing ancillary service of a Francis hydroelectric generating system to promote renewable energy integration in a clean energy base: Tariff compensation of deep peak regulation," Renewable Energy, Elsevier, vol. 226(C).
    20. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024. "Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy," Energy Economics, Elsevier, vol. 129(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:205:y:2025:i:2:d:10.1007_s10957-025-02642-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.