Documentation

[xb00dx]

Finish Documentation on the package before PESGM 2019

Both code comments and separate markdown files

• installation
• content
• core functions
  • prob() function
  • check_violation_probability()
• scenario approach
  • a toy example (point covering), illustrating
    • number of scenarios, support scenarios, and optimal solution
  • calculating scenario number (sample complexity based on different papers)
  • ancillary functions
    • given N, beta, calculate epsilon
    • given epsilon, beta, calculate N
  • comparison of sample complexity bounds
  • numerical example: chance-constrained DCOPF
• 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