The invention relates to a
robust optimization method considering wind-solar space-
time correlation and distribution uncertainty. On the basis of historical data of wind and light output, a high-dimensional
ellipsoid set is constructed by adopting a minimum volume closed
ellipsoid algorithm, and the high-dimensional
ellipsoid set is corrected into a convex polyhedron which is more practical through an
orthogonal decomposition and scaling factor adjustment method, so that the spatial-
temporal correlation of the wind and light output is fitted more finely; in order to further integrate the probability distribution information of the wind and light output uncertainty, 1-norm and infinity-norm constraints are introduced, and a
confidence set is constructed to describe the
occurrence probability of a wind and light output prediction error scene. And secondly, establishing a day-ahead-intra-day two-stage
robust optimization mathematical model of the
integrated energy system, obtaining an optimal start-stop strategy of a unit according to a prediction scene in the day-ahead stage, and obtaining an optimal unit adjustment strategy according to a day-ahead scheduling strategy and a wind-light output limit scene in the intra-day stage. On the basis of the strong duality principle, a two-stage robust model is reconstructed into a form easy to solve, and then column and constraint generation (Column-and-Constraint Generation, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp, Camp; and carrying out iterative solution on the CG
algorithm, and verifying the effectiveness of the provided model through an example. According to the method provided by the invention, the spatial-
temporal correlation and uncertainty of wind and light output can be accurately captured, and reasonable consumption of
renewable energy sources is promoted.