ConvertChanceConstraint-ccc
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Documentation
Finish Documentation on the package before PESGM 2019
Both code comments and separate markdown files
- [x] installation
- [ ] content
- [ ] core functions
- [ ]
prob()
function - [x]
check_violation_probability()
- [ ]
- [ ] scenario approach
- [x] a toy example (point covering), illustrating
- [x] number of scenarios, support scenarios, and optimal solution
- [x] calculating scenario number (sample complexity based on different papers)
- [ ] ancillary functions
- [ ] given N, beta, calculate epsilon
- [x] given epsilon, beta, calculate N
- [ ] comparison of sample complexity bounds
- [ ] numerical example: chance-constrained DCOPF
- [x] a toy example (point covering), illustrating
- [ ] sample average approximation
- [ ] a toy example (point covering)
- [ ] numerical example: chance-constrained DCOPF
- [ ] robust optimization
- [ ] a toy example (point covering)
- [ ] numerical example: chance-constrained DCOPF
Based on the markdown files, build the project page