├── .gitignore ├── LICENSE ├── README.md ├── _config.yml ├── code ├── +aux │ ├── extract_dimdata.m │ └── replace_dimdata.m ├── calculate_sample_complexity.m ├── calculate_violation_probability.m ├── convex_approximation.m ├── estimate_violation_probability.m ├── extract_data.m ├── find_support_scenarios.m ├── get_sc_convex.m ├── get_sc_nonconvex.m ├── get_scenario_num_removed.m ├── get_scenario_problem_order.m ├── get_support_scenarios.m ├── get_violation_prob.m ├── prob.m ├── robust_clt.m ├── robust_counterpart.m ├── sample_average_approximation.m ├── scenario_approach.m └── test_yalmip.m ├── docs ├── 00-00-content.md ├── 00-21-probabilistic-point-covering.md ├── 01-00-scenario-approach.md └── 01-01-ex-scenario-approach-ppc.md ├── examples ├── ex_1DPC_gaussian.m ├── ex_case118.m ├── ex_case24_ieee_rts.m ├── ex_case30.m ├── ex_case3sc.m ├── ex_ccDCOPF.m ├── ex_extract_ccDCOPF.m ├── ex_generate_ccDCOPF_data.m ├── ex_overview.m ├── ex_overview.m~ ├── ex_robust_clt.m ├── ex_scenario_approach.m ├── ex_scenario_approach_ppc.m ├── ex_scenario_complexity.m ├── ex_visualize_ccDCOP.m └── using_optimizer.m ├── extras ├── ex_case24_ieee_rts-convex approximation-type-results-N=2048.mat ├── ex_case24_ieee_rts-obj-lower-bound.mat ├── ex_case24_ieee_rts-robust counterpart-results-N=2048.mat ├── ex_case24_ieee_rts-sample average approximation-sampling and discarding-results-N=2048.mat ├── ex_case24_ieee_rts-scenario approach-results.mat ├── ex_case24_ieee_rts-scenario-approach-epsilon.eps ├── ex_case24_ieee_rts-scenario-approach-objective.eps ├── main_analyze_ccDCOPF.m ├── plot_ccDCOPF.m ├── plot_convex_approx.m ├── plot_robust_counterpart_ccDCOPF.m ├── plot_sample_average_approx_ccDCOPF.m └── plot_scenario_approach_ccDCOPF.m ├── figures ├── 1d_pointcovering_feasibleregion.eps ├── 1d_pointcovering_feasibleregion.svg ├── ex_scenario_approach_ppc.eps ├── ex_scenario_approach_ppc.svg ├── points_covering_formulation.png └── wordcloud-stochastic.png └── results └── 1d_pointcovering_feasibleregion.mat /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/README.md -------------------------------------------------------------------------------- /_config.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/_config.yml -------------------------------------------------------------------------------- /code/+aux/extract_dimdata.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/+aux/extract_dimdata.m -------------------------------------------------------------------------------- /code/+aux/replace_dimdata.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/+aux/replace_dimdata.m -------------------------------------------------------------------------------- /code/calculate_sample_complexity.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/calculate_sample_complexity.m -------------------------------------------------------------------------------- /code/calculate_violation_probability.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/calculate_violation_probability.m -------------------------------------------------------------------------------- /code/convex_approximation.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/convex_approximation.m -------------------------------------------------------------------------------- /code/estimate_violation_probability.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/estimate_violation_probability.m -------------------------------------------------------------------------------- /code/extract_data.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/extract_data.m -------------------------------------------------------------------------------- /code/find_support_scenarios.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/find_support_scenarios.m -------------------------------------------------------------------------------- /code/get_sc_convex.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/get_sc_convex.m -------------------------------------------------------------------------------- /code/get_sc_nonconvex.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/get_sc_nonconvex.m -------------------------------------------------------------------------------- /code/get_scenario_num_removed.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/get_scenario_num_removed.m -------------------------------------------------------------------------------- /code/get_scenario_problem_order.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/get_scenario_problem_order.m -------------------------------------------------------------------------------- /code/get_support_scenarios.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/get_support_scenarios.m -------------------------------------------------------------------------------- /code/get_violation_prob.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/get_violation_prob.m -------------------------------------------------------------------------------- /code/prob.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/prob.m -------------------------------------------------------------------------------- /code/robust_clt.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/robust_clt.m -------------------------------------------------------------------------------- /code/robust_counterpart.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/robust_counterpart.m -------------------------------------------------------------------------------- /code/sample_average_approximation.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/sample_average_approximation.m -------------------------------------------------------------------------------- /code/scenario_approach.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/scenario_approach.m -------------------------------------------------------------------------------- /code/test_yalmip.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/code/test_yalmip.m -------------------------------------------------------------------------------- /docs/00-00-content.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/docs/00-00-content.md -------------------------------------------------------------------------------- /docs/00-21-probabilistic-point-covering.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/docs/00-21-probabilistic-point-covering.md -------------------------------------------------------------------------------- /docs/01-00-scenario-approach.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/docs/01-00-scenario-approach.md -------------------------------------------------------------------------------- /docs/01-01-ex-scenario-approach-ppc.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/docs/01-01-ex-scenario-approach-ppc.md -------------------------------------------------------------------------------- /examples/ex_1DPC_gaussian.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_1DPC_gaussian.m -------------------------------------------------------------------------------- /examples/ex_case118.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_case118.m -------------------------------------------------------------------------------- /examples/ex_case24_ieee_rts.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_case24_ieee_rts.m -------------------------------------------------------------------------------- /examples/ex_case30.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_case30.m -------------------------------------------------------------------------------- /examples/ex_case3sc.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_case3sc.m -------------------------------------------------------------------------------- /examples/ex_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_ccDCOPF.m -------------------------------------------------------------------------------- /examples/ex_extract_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_extract_ccDCOPF.m -------------------------------------------------------------------------------- /examples/ex_generate_ccDCOPF_data.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_generate_ccDCOPF_data.m -------------------------------------------------------------------------------- /examples/ex_overview.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_overview.m -------------------------------------------------------------------------------- /examples/ex_overview.m~: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_overview.m~ -------------------------------------------------------------------------------- /examples/ex_robust_clt.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_robust_clt.m -------------------------------------------------------------------------------- /examples/ex_scenario_approach.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_scenario_approach.m -------------------------------------------------------------------------------- /examples/ex_scenario_approach_ppc.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_scenario_approach_ppc.m -------------------------------------------------------------------------------- /examples/ex_scenario_complexity.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_scenario_complexity.m -------------------------------------------------------------------------------- /examples/ex_visualize_ccDCOP.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/ex_visualize_ccDCOP.m -------------------------------------------------------------------------------- /examples/using_optimizer.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/examples/using_optimizer.m -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-convex approximation-type-results-N=2048.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-convex approximation-type-results-N=2048.mat -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-obj-lower-bound.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-obj-lower-bound.mat -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-robust counterpart-results-N=2048.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-robust counterpart-results-N=2048.mat -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-sample average approximation-sampling and discarding-results-N=2048.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-sample average approximation-sampling and discarding-results-N=2048.mat -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-scenario approach-results.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-scenario approach-results.mat -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-scenario-approach-epsilon.eps: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-scenario-approach-epsilon.eps -------------------------------------------------------------------------------- /extras/ex_case24_ieee_rts-scenario-approach-objective.eps: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/ex_case24_ieee_rts-scenario-approach-objective.eps -------------------------------------------------------------------------------- /extras/main_analyze_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/main_analyze_ccDCOPF.m -------------------------------------------------------------------------------- /extras/plot_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/plot_ccDCOPF.m -------------------------------------------------------------------------------- /extras/plot_convex_approx.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/plot_convex_approx.m -------------------------------------------------------------------------------- /extras/plot_robust_counterpart_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/plot_robust_counterpart_ccDCOPF.m -------------------------------------------------------------------------------- /extras/plot_sample_average_approx_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/plot_sample_average_approx_ccDCOPF.m -------------------------------------------------------------------------------- /extras/plot_scenario_approach_ccDCOPF.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/extras/plot_scenario_approach_ccDCOPF.m -------------------------------------------------------------------------------- /figures/1d_pointcovering_feasibleregion.eps: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/figures/1d_pointcovering_feasibleregion.eps -------------------------------------------------------------------------------- /figures/1d_pointcovering_feasibleregion.svg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/figures/1d_pointcovering_feasibleregion.svg -------------------------------------------------------------------------------- /figures/ex_scenario_approach_ppc.eps: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/figures/ex_scenario_approach_ppc.eps -------------------------------------------------------------------------------- /figures/ex_scenario_approach_ppc.svg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/figures/ex_scenario_approach_ppc.svg -------------------------------------------------------------------------------- /figures/points_covering_formulation.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/figures/points_covering_formulation.png -------------------------------------------------------------------------------- /figures/wordcloud-stochastic.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/figures/wordcloud-stochastic.png -------------------------------------------------------------------------------- /results/1d_pointcovering_feasibleregion.mat: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/xb00dx/ConvertChanceConstraint-ccc/HEAD/results/1d_pointcovering_feasibleregion.mat --------------------------------------------------------------------------------