Stochastic Semidefinite Programming and AC Unit Commitment under uncertainty

T. Wollenberg

This talk will address unit commitment under uncertainty of load in alternating current (AC) power systems. The presence of uncertain data leads us to (risk averse) two-stage stochastic programs. To solve these programs to global optimality a recent semidefinite programming approach to the optimal power flow problem is used. This results in specific mixed-integer semidefinite stochastic programs whose structure is analyzed and for which a decomposition algorithm is presented.

Keywords: Stochastic Programming, Semidefinite Programming, Unit Commitment, Optimal Power Flow

Scheduled

WC1 Stochastic optimization
June 1, 2016  12:00 PM
Salón de actos

Other papers in the same session

Stochastic problems with decision dependent randomness - contamination and stress testing

M. Kopa, J. Dupačová

Conditional scenarios: An effective approach for Two-Stage Stochastic Linear Programming

C. Beltran-Royo

Latest news

  • 1/8/16
    Paper submission is open
  • 1/8/16
    Registration is open

Organizers

Sponsors

Cookie policy

We use cookies in order to be able to identify and authenticate you on the website. They are necessary for the correct functioning of it, and therefore they can not be disabled. If you continue browsing the website, you are agreeing with their acceptance, as well as our Privacy Policy.

Additionally, we use Google Analytics in order to analyze the website traffic. They also use cookies and you can accept or refuse them with the buttons below.

You can read more details about our Cookie Policy and our Privacy Policy.