Robust optimization(RO)is an important tool to solve dispatch problem for power system with large scale renewable energy. Comparing with stochastic optimization and risk-constrained unit commitment
over-conservativeness is a major shortcoming for RO. The conservativeness of RO is directly infected by uncertainty set. The temporal correlation characteristics of wind farm output are studied and a time-correlation constraint based on Pearson correlation coefficient is established. Then
the constraint is simplified and applied in robust unit commitment(RUC)by using discrete characteristics of uncertainty set. The solution of sub problem in Bender's decomposition is improved. Based on column and constraint generation algorithm
a new solution for RO with discrete uncertainty set is developed. Numerical experiments are performed with the actual data of wind farms. The results show that the proposed algorithm can improve RUC performance without jeopardize system robustness.