2 papers
math.OC2019
DC Optimal Power Flow with Joint Chance Constraints
Alejandra Pena-Ordieres, Daniel Molzahn, Line Roald +1
Managing uncertainty and variability in power injections has become a major concern for power system operators due to the increasing levels of fluctuating renewable energy connecte…
math.OC2019
Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
Alejandra Peña-Ordieres, James R. Luedtke, Andreas Wächter
We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as…