4.7 Article

Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Computer Science, Software Engineering

Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity

Nam Ho-Nguyen et al.

Summary: This study focuses on enhancing existing mixed-integer programming formulations for distributionally robust chance-constrained programs with random right-hand sides over Wasserstein ambiguity sets. By revealing connections and providing improved formulations, the research shows significant reductions in overall solution times, enabling larger problem sizes to be handled effectively in practical applications.

MATHEMATICAL PROGRAMMING (2022)

Article Management

Distributionally robust facility location problem under decision-dependent stochastic demand

Beste Basciftci et al.

Summary: This paper discusses a distributionally robust facility location problem, highlighting the significant impact of facility location decisions on customer demand. The proposed decision-dependent distributionally robust optimization model demonstrates superior performance in profit and service quality across different scenarios.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2021)

Article Operations Research & Management Science

Solving joint chance constrained problems using regularization and Benders' decomposition

Lukas Adam et al.

ANNALS OF OPERATIONS RESEARCH (2020)

Review Management

A survey on conic relaxations of optimal power flow problem

Fariba Zohrizadeh et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2020)

Article Computer Science, Interdisciplinary Applications

Robust optimization for decision-making under endogenous uncertainty

Nikolaos H. Lappas et al.

COMPUTERS & CHEMICAL ENGINEERING (2018)

Article Engineering, Electrical & Electronic

Chance-Constrained AC Optimal Power Flow: Reformulations and Efficient Algorithms

Line Roald et al.

IEEE TRANSACTIONS ON POWER SYSTEMS (2018)

Article Engineering, Electrical & Electronic

Distributionally Robust Chance Constrained Optimal Power Flow with Renewables: A Conic Reformulation

Weijun Xie et al.

IEEE TRANSACTIONS ON POWER SYSTEMS (2018)

Article Mathematics, Applied

OPTIMIZATION UNDER DECISION-DEPENDENT UNCERTAINTY

Omid Nohadani et al.

SIAM JOURNAL ON OPTIMIZATION (2018)

Article Social Sciences, Mathematical Methods

Decision-dependent probabilities in stochastic programs with recourse

Lars Hellemo et al.

COMPUTATIONAL MANAGEMENT SCIENCE (2018)

Article Engineering, Electrical & Electronic

Chance-Constrained AC Optimal Power Flow for Distribution Systems With Renewables

Emiliano Dall' Anese et al.

IEEE TRANSACTIONS ON POWER SYSTEMS (2017)

Article Engineering, Electrical & Electronic

Efficient relaxations for joint chance constrained AC optimal power flow

Kyri Baker et al.

ELECTRIC POWER SYSTEMS RESEARCH (2017)

Article Computer Science, Software Engineering

Decomposition algorithms for two-stage chance-constrained programs

Xiao Liu et al.

MATHEMATICAL PROGRAMMING (2016)

Article Engineering, Electrical & Electronic

Chance-Constrained Transmission Switching With Guaranteed Wind Power Utilization

Feng Qiu et al.

IEEE TRANSACTIONS ON POWER SYSTEMS (2015)

Article Management

A practical guide to robust optimization

Bram L. Gorissen et al.

OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE (2015)

Article Engineering, Industrial

Stochastic network design for disaster preparedness

Xing Hong et al.

IIE TRANSACTIONS (2015)

Article Computer Science, Software Engineering

Deriving robust counterparts of nonlinear uncertain inequalities

Aharon Ben-Tal et al.

MATHEMATICAL PROGRAMMING (2015)

Article Operations Research & Management Science

Eventual convexity of chance constrained feasible sets

Wim van Ackooij

OPTIMIZATION (2015)

Review Management

Recent advances in robust optimization: An overview

Virginie Gabrel et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2014)

Article Automation & Control Systems

On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems

Kostas Margellos et al.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL (2014)

Article Mathematics, Applied

Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty

Daniel Bienstock et al.

SIAM REVIEW (2014)

Article Automation & Control Systems

Convex Relaxation of Optimal Power Flow-Part I: Formulations and Equivalence

Steven H. Low

IEEE TRANSACTIONS ON CONTROL OF NETWORK SYSTEMS (2014)

Article Management

On safe tractable approximations of chance constraints

Arkadi Nernirovski

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2012)

Article Engineering, Electrical & Electronic

A Chance-Constrained Two-Stage Stochastic Program for Unit Commitment With Uncertain Wind Power Output

Qianfan Wang et al.

IEEE TRANSACTIONS ON POWER SYSTEMS (2012)

Article Computer Science, Software Engineering

On mixing sets arising in chance-constrained programming

Simge Kuecuekyavuz

MATHEMATICAL PROGRAMMING (2012)

Article Operations Research & Management Science

Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications

B. K. Pagnoncelli et al.

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2009)

Article Mathematics, Applied

THE EXACT FEASIBILITY OF RANDOMIZED SOLUTIONS OF UNCERTAIN CONVEX PROGRAMS

M. C. Campi et al.

SIAM JOURNAL ON OPTIMIZATION (2008)

Article Engineering, Electrical & Electronic

Interior-point based algorithms for the solution of optimal power flow problems

Florin Capitanescu et al.

ELECTRIC POWER SYSTEMS RESEARCH (2007)

Article Computer Science, Software Engineering

A Class of stochastic programs with decision dependent uncertainty

Vikas Goel et al.

MATHEMATICAL PROGRAMMING (2006)

Article Operations Research & Management Science

On distributionally robust chance-constrained linear programs

G. C. Calafiore et al.

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2006)

Article Computer Science, Software Engineering

Uncertain convex programs: randomized solutions and confidence levels

G Calafiore et al.

MATHEMATICAL PROGRAMMING (2005)

Article Mathematics, Applied

The sample average approximation method for stochastic discrete optimization

AJ Kleywegt et al.

SIAM JOURNAL ON OPTIMIZATION (2001)

Article Computer Science, Software Engineering

Concavity and efficient points of discrete distributions in probabilistic programming

D Dentcheva et al.

MATHEMATICAL PROGRAMMING (2000)

Article Computer Science, Software Engineering

Robust solutions of Linear Programming problems contaminated with uncertain data

A Ben-Tal et al.

MATHEMATICAL PROGRAMMING (2000)

Article Engineering, Electrical & Electronic

Transmission management in the deregulated environment

RD Christie et al.

PROCEEDINGS OF THE IEEE (2000)