  The do-not-exceed (DNE) limit method was proposed to accommodate more
variable renewable generation (VRG) securely. However, the lack of involving
discrete recourse control precludes this method from gaining more flexibility
for better VRG integration. This letter formulates a multi-period DNE limit
model considering continuous and discrete recourse controls. This model belongs
to two-stage robust optimization with mixed integer recourse. A nested
column-and-constraint generation approach is employed to solve this model. Case
studies show the effectiveness of the proposed method.
