Microgrid is aimed at achieving the coexistence of flexibility and reliability on the power generation side, giving consideration to the forth putting of renewable energy and the stability of energy use. Based on this purpose, a microgrid with multi-energy, multi-energy storage structure and multi-type load is constructed. A multi-objective optimization model that considers microgrid compensation costs, abandonment costs, and operating income is proposed, and a demand response model to optimize energy storage and user participation in peak shaving are introduced. In order to deal with the uncertainty of wind and photovoltaic output, the WPP and PV output scenarios are reduced, the multi-objective model is transformed into a single - objective model through the decision analysis table, and the rough set theory is used to calculate the objective function weight. The analysis results of the calculation ex-ample show that scenario reduction can overcome the impact of uncertainty on system scheduling and demand response can solve the problem of poor matching between source and load. The interaction of DR and ESS can improve system sustainability.