Data-driven distributionally robust chance-constrained optimization with Wasserstein metric

Journal of Global Optimization ◽

10.1007/s10898-020-00966-0 ◽

2020 ◽

Author(s):

Ran Ji ◽

Miguel A. Lejeune

Keyword(s):

Constrained Optimization ◽

Data Driven ◽

Wasserstein Metric ◽

Distributionally Robust

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Data-Driven Distributionally Robust Chance-Constrained Optimization With Wasserstein Metric

SSRN Electronic Journal ◽

10.2139/ssrn.3201356 ◽

2018 ◽

Cited By ~ 3

Author(s):

Ran Ji ◽

Miguel Lejeune

Keyword(s):

Constrained Optimization ◽

Data Driven ◽

Wasserstein Metric ◽

Distributionally Robust

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Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

Mathematical Programming ◽

10.1007/s10107-017-1172-1 ◽

2017 ◽

Vol 171 (1-2) ◽

pp. 115-166 ◽

Cited By ~ 139

Author(s):

Peyman Mohajerin Esfahani ◽

Daniel Kuhn

Keyword(s):

Robust Optimization ◽

Data Driven ◽

Wasserstein Metric ◽

Distributionally Robust Optimization ◽

Performance Guarantees ◽

Distributionally Robust

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Data-driven affinely adjustable distributionally robust framework for unit commitment based on Wasserstein metric

IET Generation Transmission & Distribution ◽

10.1049/iet-gtd.2018.5552 ◽

2019 ◽

Vol 13 (6) ◽

pp. 890-895 ◽

Cited By ~ 8

Author(s):

Wenting Hou ◽

Rujie Zhu ◽

Hua Wei ◽

Hiep TranHoang

Keyword(s):

Unit Commitment ◽

Data Driven ◽

Wasserstein Metric ◽

Distributionally Robust ◽

Robust Framework

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Data-Driven Distributionally Robust Unit Commitment With Wasserstein Metric: Tractable Formulation and Efficient Solution Method

IEEE Transactions on Power Systems ◽

10.1109/tpwrs.2020.3014808 ◽

2020 ◽

Vol 35 (6) ◽

pp. 4940-4943

Author(s):

Xiaodong Zheng ◽

Haoyong Chen

Keyword(s):

Efficient Solution ◽

Solution Method ◽

Unit Commitment ◽

Data Driven ◽

Wasserstein Metric ◽

Distributionally Robust

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Doubly Robust Data‐driven Distributionally Robust Optimization

Applied Modeling Techniques and Data Analysis 1 ◽

10.1002/9781119821588.ch4 ◽

2021 ◽

pp. 75-90

Author(s):

Jose Blanchet ◽

Yang Kang ◽

Fan Zhang ◽

Fei He ◽

Zhangyi Hu

Keyword(s):

Robust Optimization ◽

Data Driven ◽

Distributionally Robust Optimization ◽

Distributionally Robust ◽

Doubly Robust

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Data‐driven distributionally robust optimization of shale gas supply chains under uncertainty

AIChE Journal ◽

10.1002/aic.16488 ◽

2018 ◽

Vol 65 (3) ◽

pp. 947-963 ◽

Cited By ~ 16

Author(s):

Jiyao Gao ◽

Chao Ning ◽

Fengqi You

Keyword(s):

Robust Optimization ◽

Supply Chains ◽

Shale Gas ◽

Data Driven ◽

Distributionally Robust Optimization ◽

Distributionally Robust ◽

Gas Supply

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A data-driven distributionally robust coordinated dispatch model for integrated power and heating systems considering wind power uncertainties

International Journal of Electrical Power & Energy Systems ◽

10.1016/j.ijepes.2018.07.008 ◽

2019 ◽

Vol 104 ◽

pp. 255-258 ◽

Cited By ~ 13

Author(s):

Yue Shui ◽

Hongjun Gao ◽

Lingfeng Wang ◽

Zhenbo Wei ◽

Junyong Liu

Keyword(s):

Wind Power ◽

Data Driven ◽

Heating Systems ◽

Distributionally Robust

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Data-driven distributionally robust optimization approach for reliable travel-time-information-gain-oriented traffic sensor location model

Transportation Research Part B Methodological ◽

10.1016/j.trb.2018.05.009 ◽

2018 ◽

Vol 113 ◽

pp. 91-120 ◽

Cited By ~ 6

Author(s):

Ning Zhu ◽

Chenyi Fu ◽

Shoufeng Ma

Keyword(s):

Robust Optimization ◽

Travel Time ◽

Information Gain ◽

Location Model ◽

Data Driven ◽

Optimization Approach ◽

Sensor Location ◽

Distributionally Robust Optimization ◽

Distributionally Robust ◽

Time Information

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Data-Driven Tuning for Chance-Constrained Optimization: Two Steps Towards Probabilistic Performance Guarantees

IEEE Control Systems Letters ◽

10.1109/lcsys.2021.3096826 ◽

2021 ◽

pp. 1-1

Author(s):

Ashley M. Hou ◽

Line A. Roald

Keyword(s):

Constrained Optimization ◽

Data Driven ◽

Performance Guarantees

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Data-Driven Distributionally Robust Model for Trading Strategy of Energy Retailers Considering Distributed Generation and Interruptible Load

10.1109/icpsasia52756.2021.9621619 ◽

2021 ◽

Author(s):

Meng Yang ◽

Yang Chen ◽

Zelong Lu ◽

Zhiwei Tang

Keyword(s):

Distributed Generation ◽

Trading Strategy ◽

Data Driven ◽

Interruptible Load ◽

Robust Model ◽

Distributionally Robust

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