Robust optimization in power systems: a tutorial overview

This paper provides a tutorial overview of robust optimization in power systems, including robust optimization and adaptive robust optimization. We also introduce distributionally robust optimization. For illustration purposes, we describe and analyze a short-term operation problem and a long-term planning one. The operation problem allows identifying the transmission line whose failure has the higher impact on the operation of the system (worst contingency). From a planning perspective, we describe and analyze the problem of identifying which are the most critical transmission lines (vulnerabilities) to be protected against intentional attacks or natural disasters. We provide as well a distributionally robust version of this problem. The operation problem is a robust optimization one, while the planning problem is an adaptive robust optimization one, including a distributionally robust variant.