The optimization of microgrids present challenges such as managing distributed energy resources (DERs) and the high reliance on intermittent generation such as PV and wind turbines, which present an aleatory behavior. The most popular techniques to deal with the uncertainties are stochastic optimization, which comes with a high computational burden, and adaptive robust optimization (ARO), which is often criticized for the conservativeness of its solutions. In response to these drawbacks, this work proposes a mixed-integer linear programming (MILP) model using a data-driven robust optimization approach (DDRO) solved by a two-stage decomposition using the column-and-constraint generation algorithm (C&CG). The DDRO model uses historic data to create the bounds of its uncertainty set, eliminating the conservativeness created by the arbitrary definition of the uncertainty set that is seen in ARO while maintaining a low computational burden. The DDRO model applied was not previously utilized in MGs, only in bulk power
HIGHLIGHTS• Novel data-driven approach to uncertainties in microgrid resources• Faster convergence that stochastic optimization• Reduced conservativeness compared to robust optimization• Microgrid system with comprehensive selection of distributed energy resources