  Combined heat and power systems facilitate efficient interactions between
individual energy sectors for higher renewable energy accommodation. However,
the feasibility of operational strategies is difficult to guarantee due to the
presence of substantial uncertainties pertinent to renewable energy and
multi-energy loads. This paper proposes a novel efficient robust dispatch model
of combined heat and power systems based on extensions of disturbance invariant
sets. The approach has high computational efficiency and provides flexible and
robust strategies with an adjustable level of conservativeness. In particular,
the proposed robust dispatch method obtains operational strategies by solving a
nominal uncertainty-free dispatch problem, whose complexity is identical to a
deterministic problem. The robustness against uncertainties is enhanced by
endowing the nominal dispatch model with properly tightened constraints
considering time-variant uncertainty sets. Towards this end, a novel direct
constraint tightening algorithm is developed based on the dual norm to
calculate multi-period tightened constraints efficiently without linear
programming iterations. Furthermore, the budget uncertainty set is newly
combined with constraint tightening to flexibly adjust the conservativeness
level of robust solutions. The effectiveness of the proposed robust method is
demonstrated in simulation studies of a test system in terms of computational
efficiency, decision robustness and cost optimality.
