Modeling flexible generator operating regions via chance-constrained stochastic unit commitment

Solving Chance-Constrained Stochastic Programs via Sampling and Integer Programming

Various applications in reliability and risk management give rise to optimization problems with constraints involving random parameters, which are required to be satisfied with a pre-specified probability threshold. There are two main difficulties with such chance-constrained problems. First, checking feasibility of a given candidate solution exactly is, in general, impossible since this requir...

Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment

Chance-constrained programming with fuzzy stochastic coefficients

We consider fuzzy stochastic programming problems with a crisp objective function and linear constraints whose coefficients are fuzzy random variables, in particular of type L-R. To solve this type of problems, we formulate deterministic counterparts of chance-constrained programming with fuzzy stochastic coefficients, by combining constraints on probability of satisfying constraints, as well a...

Data-driven chance constrained stochastic program

Chance constrained programming is an effective and convenient approach to control riskin decision making under uncertainty. However, due to unknown probability distributions ofrandom parameters, the solution obtained from a chance constrained optimization problem canbe biased. In addition, instead of knowing the true distributions of random parameters, inpractice, only a series ...

Solving Security Constrained Unit Commitment by Particle Swarm Optimization

The issue of unit commitment is one of the most important economic plans in power system. In modern and traditional power systems, in addition to being economical of the planning, the issue of security in unit operation is also of great importance. Hence power system operation confronts units’ participation and input considering network security constrains. The issue of units’ participation is ...