Chance-Constrained Optimization applied to the Optimal Power Flow problem: a MIP approach
C. Domínguez Sánchez, J. M. Morales González, S. Pineda, Á. Porras Cabrera
Chance-Constrained Programming (CCP) is one of the main methods to deal with uncertainty when the feasibility of all the constraints is not required. It allows to obtain solutions specifying a desired acceptable level of reliability (or a tolerance to risky outcomes) by means of a probability, leading to less conservative solutions at the expense of models with non-convex feasible regions. CCPs find applications in power systems, supply chain problems and portfolio optimization problems, among others.
In general, the probability distribution is unknown or difficult to deal with. The Sample Average Approximation (SAA) allows for a deterministic reformulation of the problem assuming a finite discrete distribution. The resulting model is equivalent to a MIP. In this work, we propose preprocessing techniques and valid inequalities to tighten the resultant MIPs, and we apply our results to the Optimal Power Flow problem.
Keywords: Combinatorial Optimization, Chance-constrained problems, Probabilistic constraints, Mixed-integer optimization, Optimal Power Flow
Scheduled
Integer and Combinatorial Optimization
June 10, 2022 4:00 PM
Grade Hall
Other papers in the same session
A. Elorza, L. Hernando, J. A. Lozano
J. Bautista-Valhondo
A. Unzueta, L. Escudero, M. A. Garin Martín
A. Alonso Ayuso, L. F. Escudero, J. F. Monge Ivars
Latest news
-
6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
-
5/31/22
YouTube Channel
The menu label is already on the web from where you can see the live broadcasts: inauguration, plenary sessions, round tables,... Don't forget to enter the YouTube channel and subscribe!!!!
-
5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
-
5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
-
5/16/22
Social Events
All social events are included with the payment of the corresponding registration.
