{"587307":{"#nid":"587307","#data":{"type":"event","title":"DOS Seminar - Weijun Xie","body":[{"value":"\u003Cp\u003ETITLE:\u0026nbsp; On Deterministic Reformulations of Distributionally Robust Chance Constrained Program\u003C\/p\u003E\r\n\r\n\u003Cp\u003EABSTRACT:\u003C\/p\u003E\r\n\r\n\u003Cp\u003EA chance constrained optimization problem involves multiple uncertain constraints, i.e. constraints with stochastic parameters, that are required to be satisfied with probability at least a pre-specified threshold. In a distributionally robust chance constrained program (DRCCP), the chance constraint is required to hold for all probability distributions of the stochastic parameters from a given family of distributions, called an ambiguity set. In this work, we consider DRCCP involving linear uncertain constraints and an ambiguity set specified by convex moment inequalities. In general, a DRCCP is nonconvex and hence NP-hard to optimize. We develop deterministic reformulations of such problems and establish sufficient conditions under which these formulations are convex and tractable. We further approximate DRCCP by a system of single chance constraints, one for each uncertain constraint. The tractability of such approximation has been \u0026ldquo;an open question\u0026rdquo; since 2006. We provide sufficient conditions under which the approximation set is equivalent to the feasible region of DRCCP and can be reformulated as a convex program. Finally, we present a chance constrained optimal power flow model to illustrate the proposed methodology.\u003C\/p\u003E\r\n","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"DOS Seminar - Weijun Xie"}],"uid":"27187","created_gmt":"2017-02-13 14:31:17","changed_gmt":"2017-04-13 21:12:53","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2017-02-14T11:00:00-05:00","event_time_end":"2017-02-14T12:00:00-05:00","event_time_end_last":"2017-02-14T12:00:00-05:00","gmt_time_start":"2017-02-14 16:00:00","gmt_time_end":"2017-02-14 17:00:00","gmt_time_end_last":"2017-02-14 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[{"id":"1795","name":"Seminar\/Lecture\/Colloquium"}],"invited_audience":[{"id":"78761","name":"Faculty\/Staff"},{"id":"78771","name":"Public"},{"id":"78751","name":"Undergraduate students"},{"id":"174045","name":"Graduate students"}],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}