This is an implementation of the two-stage robust optimization algorithm for C&CG. This project mainly contains two parts:

• Implementation of the C&CG algorithm based on [1].
• Application of the C&CG to two-stage robust optimization of economic dispatch of Microgrid based on [2].

1. CCG_kkt.py: use KKT conditions to solve the C&CG sub-problem.
2. CCG_dual.py: use dual method to solve the C&CG sub-problem.
3. Microgrid_CCG_dual.m: application of C&CG algorithm to two-stage robust economic dispatch of Microgrid.

• All files are calling GUROBI solve. So please make sure you have installed GUROBI first.
• File 1 and 2 use GUROBI Python API. So make sure you have installed gurobipy first. It is very easy by using following commands:

pip install gurobipy

or if you are using Anaconda, you can use following commands:

conda install -c gurobi gurobi

• NumPy and Matplotlib are used to plot the results.
• File 3 uses YALMIP.

• File 1 and 2 need 3 times iterations to solve the problem while the original thesis only needs 2 times. I still haven't figure out why.
• I failed to use KKT conditions to implement the Microgrid economic dispatch problem.

Results can be found in the CCG and Microgrid folders.

[1] Zeng, Bo, and Long Zhao. "Solving two-stage robust optimization problems using a column-and-constraint generation method." Operations Research Letters 41, no. 5 (2013): 457-461.

[2] 刘一欣,郭力,王成山.微电网两阶段鲁棒优化经济调度方法[J].**电机工程学报,2018,38(14):4013-4022+4307.DOI:10.13334/j.0258-8013.pcsee.170500.