Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty
From MaRDI portal
Publication:2140173
DOI10.1016/j.ejor.2021.10.051zbMath1506.90283OpenAlexW3041121977WikidataQ114184399 ScholiaQ114184399MaRDI QIDQ2140173
Frauke Liers, Alexander Martin, Jan-Patrick Clarner, Kevin-Martin Aigner
Publication date: 20 May 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.10.051
robust optimizationOR in energychance constrained programmingoptimal power flowdecision-dependent uncertainty
Applications of mathematical programming (90C90) Mixed integer programming (90C11) Stochastic programming (90C15) Robustness in mathematical programming (90C17)
Related Items
Robust DC optimal power flow with modeling of solar power supply uncertainty via R-vine copulas, Optimization over decision trees: a case study for the design of stable direct-current electricity networks, Asymptotically tight conic approximations for chance-constrained AC optimal power flow
Uses Software
Cites Work
- Decomposition algorithms for two-stage chance-constrained programs
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Sample average approximation method for chance constrained programming: Theory and applications
- An exact confidence region in multivariate calibration
- Robust solutions of linear programming problems contaminated with uncertain data
- Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties
- Uncertain convex programs: randomized solutions and confidence levels
- On safe tractable approximations of chance constraints
- Decision-dependent probabilities in stochastic programs with recourse
- A survey on conic relaxations of optimal power flow problem
- Distributionally robust facility location problem under decision-dependent stochastic demand
- On distributionally robust chance constrained programs with Wasserstein distance
- Recent advances in robust optimization: an overview
- Distributionally robust joint chance constrained problem under moment uncertainty
- On distributionally robust chance-constrained linear programs
- On mixing sets arising in chance-constrained programming
- A class of stochastic programs with decision dependent uncertainty
- Deriving robust counterparts of nonlinear uncertain inequalities
- The Sample Average Approximation Method for Stochastic Discrete Optimization
- Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
- On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems
- The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
- Chance-Constrained Programming with Joint Constraints
- Optimization under Decision-Dependent Uncertainty
- Eventual convexity of chance constrained feasible sets
- Chance Constrained Programming with Joint Constraints
- Convex Relaxation of Optimal Power Flow—Part I: Formulations and Equivalence
- Concavity and efficient points of discrete distributions in probabilistic programming.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item