Robust optimization

as one of the optimization methods utilizing disturbance molded by interval

is intended to find optimal decision under the worst disturbance conditions. It can be applied to power system dispatch and decision-making for its advantages

such as data availability

computing efficiency and applicability of large-scale systems

etc. First of all

on the basis of illustrating the characteristics of robust optimization itself

this paper introduces the application of robust optimization to unit commitment problems in power system

expounds the law of model-building under continuity and accidental disturbance

discusses the commonly used uncertainty sets and ways to limit the degree of conservatism. Secondly

this paper describes current researches on robust optimization in economic dispatch problems

presents the characteristics of three kinds of typical methods

including adaptive robust optimization

robust optimization considering affine policy and robust optimization with the objective to maximize the acceptable range of deviations. Finally

key problems and future direction in this field of research are discussed and analyzed. This work is supported by National Basic Research Program of China (973 Program) (No. 2013CB228205)

National Natural Science Foundation of China (No. 51007047)

Shandong Provincial Natural Science Foundation of China (No. ZR2014EEM022)

and Young Scholars Program of Shandong University (No. 2015WLJH43).