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Security constrained robust unit commitment

Description
Robust formulations of the day-head unit commitment problem taking into account
1. load variation (a6electr_ro_hdem.mos) represented via scenarios
2. k contingencies (a6electr_ro_kcont.mos) represented via a 'cardinality' uncertainty set
Further explanation of this example: Whitepaper 'Robust Optimization with Xpress', Section 6 Robust unit commitment

Source Files
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Data Files

a6electr_ro_simple.dat

! Data file for a6electr_ro_hdem.mos'

! Time periods
LEN: [(1) 6 3 3 2 4 4 2]
DEM: [(1) 12000 32000 25000 36000 25000 30000 18000]

HDEM: [(2009 1) 11478 32532 24513 31933 26857 28719 15215
(2010 1) 12645 33077 25754 36624 29842 33801 17928
(2011 1) 10210 26190 28741 35351 25202 29008 18847
(2012 1) 10338 36533 26362 31585 24741 32857 18030
(2013 1) 10200 39145 26266 36500 23427 25884 15453
(2014 1) 11404 30733 24155 33901 25907 29356 18124]

! Power plants
PMIN:   [(1) 750 1000 1200 1800]
PMAX:   [(1) 1750 1500 2000 3500]
CSTART: [(1) 5000 1600 2400 1200]
CMIN:   [(1) 2250 1800 3750 4800]
CADD:   [(1) 2.7 2.2 1.8 3.8]
AVAIL:  [  10     5     9     5]
PLANT: [(u-1-1) 1 (u-1-2) 1 (u-1-3) 1 (u-1-4) 1 (u-1-5) 1 (u-1-6) 1 (u-1-7) 1 (u-1-8) 1
(u-1-9) 1 (u-1-10) 1 (u-2-1) 2 (u-2-2) 2 (u-2-3) 2 (u-2-4) 2 (u-2-5) 2 (u-3-1) 3
(u-3-2) 3 (u-3-3) 3 (u-3-4) 3 (u-3-5) 3 (u-3-6) 3 (u-3-7) 3 (u-3-8) 3 (u-3-9) 3
(u-4-1) 4 (u-4-2) 4 (u-4-3) 4 (u-4-4) 4 (u-4-5) 4]
UNITPLANT: [(u-1-1) 1 (u-1-2) 1 (u-1-3) 1 (u-1-4) 1 (u-1-5) 1 (u-1-6) 1 (u-1-7) 1 (u-1-8) 1
(u-1-9) 1 (u-1-10) 1 (u-2-1) 2 (u-2-2) 2 (u-2-3) 2 (u-2-4) 2 (u-2-5) 2 (u-3-1) 3
(u-3-2) 3 (u-3-3) 3 (u-3-4) 3 (u-3-5) 3 (u-3-6) 3 (u-3-7) 3 (u-3-8) 3 (u-3-9) 3
(u-4-1) 4 (u-4-2) 4 (u-4-3) 4 (u-4-4) 4 (u-4-5) 4]

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