Electronic companion for the research paper "Energy and Reserves Dispatch with Distributionally Robust Joint Chance Constraints" This repository contains the supplementary material for the paper "Energy and Reserves Dispatch with Distributionally Robust Joint Chance Constraints". This is joint work by Christos Ordoudis, Viet Anh Nguyen, Daniel Kuhn and Pierre Pinson. Christos Ordoudis and Pierre Pinson are partly funded by the Danish Strategic Research Council (DSF) through projects “5s-Future Electricity Markets”, No. 12-132636/DSF and “CITIES”, No. 1305-00027B/DSF.
In this repository, we provide:
- Electronic companion.
- The source code implemented in Matlab using YALMIP.
This document contains proofs of the prepositions in the original manuscript, a nomenclature, data for the IEEE 24-bus RTS and parameters related to the reformulation of distributionally robust chance constraints, as well as additional results.
The source code is implemented in Matlab using YALMIP. The main file runs with the help of src codes. The optimization problems for Bonferroni and Zymler approximation, as well as the real-time optimal power flow are given in different folders. Additionally, we provide all the data used for the test-case and wind power.