A natural gas cash-out problem: a bilevel programming framework and a penalty function method

DOI10.1007/s11081-006-0347-zzbMath1178.90256OpenAlexW2068055433MaRDI QIDQ1027139

Roger Z. Ríos-Mercado, Vyacheslav V. Kalashnikov

Publication date: 30 June 2009

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-006-0347-z

zbMATH Keywords

natural gas marketcash-out penalty policy

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Linear programming (90C05)

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Uses Software

• GAMS

Cites Work

• The gap function of a convex program
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• Multilevel optimization: algorithms and applications
• Exact and inexact penalty methods for the generalized bilevel programming problem
• A hybrid tabu-ascent algorithm for the linear bilevel programming problem
• Solving two-level variational inequality
• A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities
• Unnamed Item