This paper presents a new approach for the contingency-constrained single-bus unit commitment problem. The proposed model explicitly incorporates an security criterion by which power balance is guaranteed under any contingency state comprising the simultaneous loss of up to generation units. Instead of considering all possible contingency states, which would render the problem intractable, a novel method based on robust optimization is proposed. Using the notion of umbrella contingency, the robust counterpart of the original problem is formulated. The resulting model is a particular instance of bilevel programming which is solved by its transformation to an equivalent single-level mixed-integer programming problem. Unlike previously reported contingency-dependent approaches, the robust model does not depend on the size of the set of credible contingencies, thus providing a computationally efficient framework. Simulation results back up these conclusions.

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