作者: Hui Zhang , Pu Li
DOI: 10.1109/TPWRS.2011.2154367
关键词: Random variable 、 Approximation theory 、 Linear approximation 、 Normal distribution 、 Electric power system 、 Computational complexity theory 、 Nonlinear system 、 Linear programming 、 Mathematics 、 Mathematical optimization
摘要: Solution approaches to chance constrained programming (CCP) have been recently developed and applied in many areas for optimization under uncertainty. Due to the nonlinear model with multiple uncertain variables as well as multiple output constraints, CCP has not been directly applied to optimal power flow (OPF) under uncertainty. The objective of this paper is twofold. First, we introduce the CCP approach to OPF under uncertainty and analyze the computational complexity of the chance constrained OPF …