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Chance constrained programming (CCP) is a powerful framework for addressing optimization problems under uncertainty. In this paper, we introduce a novel Gradient-Guided Diffusion-based Optimization framework, termed GGDOpt, which tackles…

Optimization and Control · Mathematics 2025-10-15 Boyang Zhang , Zhiguo Wang , Ya-Feng Liu

To capture the stochastic characteristics of renewable energy generation output, the chance-constrained unit commitment (CCUC) model is widely used. Conventionally, analytical solution for CCUC is usually based on simplified probability…

Optimization and Control · Mathematics 2019-05-30 Yue Yang , Wenchuan Wu , Bin Wang , Mingjie Li

Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Ghulam Mohy-ud-din , Yunqi Wang , Rahmat Heidari , Frederik Geth

The effective management of stochastic characteristics of renewable power generations is vital for ensuring the stable and secure operation of power systems. This paper addresses the task of optimizing the chance-constrained…

Systems and Control · Electrical Eng. & Systems 2024-01-05 Yuanxi Wu , Zhi Wu , Yijun Xu , Huan Long , Wei Gu , Shu Zheng , Jingtao Zhao

The chance constrained optimal power flow (CC-OPF) essentially finds the low-cost generation dispatch scheme ensuring operational constraints are met with a specified probability, termed the security level. While the security level is a…

Optimization and Control · Mathematics 2025-06-24 Shenglu Wang , Kairui Feng , Mengqi Xue , Yue Song

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…

Optimization and Control · Mathematics 2019-05-07 Line Roald , Göran Andersson

The probabilistic characteristics of daily wind speed are not well captured by simple density functions such as Normal or Weibull distribuions as suggested by the existing literature. The unmodeled uncertainties can cause unknown influences…

Systems and Control · Computer Science 2018-09-17 Weigao Sun , Mohsen Zamani , Hai-Tao Zhang , Yuanzheng Li

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…

Optimization and Control · Mathematics 2022-02-15 Simge Küçükyavuz , Ruiwei Jiang

In this paper, we develop a distributionally robust chance-constrained formulation of the Optimal Power Flow problem (OPF) whereby the system operator can leverage contextual information. For this purpose, we exploit an ambiguity set based…

Optimization and Control · Mathematics 2022-10-05 Adrián Esteban-Pérez , Juan M. Morales

Many engineered systems, such as energy and transportation infrastructures, are networks governed by non-linear physical laws. A primary challenge for operators of these networks is to achieve optimal utilization while maintaining safety…

Optimization and Control · Mathematics 2018-03-08 Tillmann Weisser , Line Roald , Sidhant Misra

The integration of large-scale renewable generation has major implications on the operation of power systems, two of which we address in this work. First, system operators have to deal with higher degrees of uncertainty due to forecast…

Systems and Control · Computer Science 2019-06-17 Andreas Venzke , Lejla Halilbasic , Adelie Barre , Line Roald , Spyros Chatzivasileiadis

The uncertainty of multiple power loads and renewable energy generations (PLREG) in power systems increases the complexity of power flow analysis for decision-makers. The chance-constrained method can be applied to model the optimization…

Optimization and Control · Mathematics 2021-11-12 Ren Hu , Qifeng Li

As the share of renewables in the grid increases, the operation of power systems becomes more challenging. The present paper proposes a method to formulate and solve chance-constrained optimal power flow while explicitly considering the…

Systems and Control · Computer Science 2019-04-04 T. Mühlpfordt , L. Roald , V. Hagenmeyer , T. Faulwasser , S. Misra

Chance-constrained optimization (CCO) has been widely used for uncertainty management in power system operation. With the prevalence of wind energy, it becomes possible to consider the wind curtailment as a dispatch variable in CCO.…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Xingyu Lei , Zhifang Yang , Junbo Zhao , Juan Yu

One of the most common control decisions faced by power system operators is the question of how to dispatch generation to meet demand for power. This is a complex optimization problem that includes many nonlinear, non convex constraints as…

Optimization and Control · Mathematics 2013-06-14 Russell Bent , Daniel Bienstock , Michael Chertkov

Given the increased percentage of wind power in power systems, chance-constrained optimal power flow (CC-OPF) calculation, as a means to take wind power uncertainty into account with a guaranteed security level, is being promoted. Compared…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Mengshuo Jia , Gabriela Hug , Yifan Su , Chen Shen

Designing robust algorithms for the optimal power flow (OPF) problem is critical for the control of large-scale power systems under uncertainty. The chance-constrained OPF (CCOPF) problem provides a natural formulation of the trade-off…

Optimization and Control · Mathematics 2025-01-23 Eli Brock , Haixiang Zhang , Javad Lavaei , Somayeh Sojoudi

Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this work, we study the sample average approximation (SAA) of…

Optimization and Control · Mathematics 2025-04-30 Peng Wang , Rujun Jiang , Qingyuan Kong , Laura Balzano

As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate,…

Optimization and Control · Mathematics 2022-04-04 Haoming Shen , Ruiwei Jiang

We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…

Optimization and Control · Mathematics 2018-10-11 Ashish R. Hota , Ashish Cherukuri , John Lygeros