Tight and Compact Sample Average Approximation for Joint Chance-Constrained Problems with Applications to Optimal Power Flow
Published Online:2 Aug 2023https://doi.org/10.1287/ijoc.2022.0302
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Volume 35, Issue 6
November-December 2023
Pages 1215-1532, C2
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- Received:February 21, 2023
- Accepted:June 21, 2023
- Published Online:August 02, 2023
Copyright © 2023 The Author(s)
Cite as
Álvaro Porras, Concepción Domínguez, Juan Miguel Morales, Salvador Pineda (2023) Tight and Compact Sample Average Approximation for Joint Chance-Constrained Problems with Applications to Optimal Power Flow. INFORMS Journal on Computing 35(6):1454-1469.
https://doi.org/10.1287/ijoc.2022.0302
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The authors thankfully acknowledge the computer resources, technical expertise, and assistance provided by the Supercomputing and Bioinformatics Center of the University of Málaga.
