Solving certain complementarity problems in power markets via convex programming

DOI10.1007/s11750-022-00627-3zbMath1504.90167OpenAlexW4220978233MaRDI QIDQ2085814

G. Constante-Flores, S. Constante-Flores, Antonio J. Conejo

Publication date: 19 October 2022

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-022-00627-3

zbMATH Keywords

convex programmingMPECspower markets

Mathematics Subject Classification ID

Convex programming (90C25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Why there is no need to use a big-\(M\) in linear bilevel optimization: a computational study of two ready-to-use approaches

Uses Software

• BARON
• Gurobi
• MATPOWER
• APOGEE
• DCCP

Cites Work

• Unnamed Item
• An SOS1-based approach for solving MPECs with a natural gas market application
• Global optimization of bilinear programs with a multiparametric disaggregation technique
• Complementarity modeling in energy markets
• Optimization in engineering. Models and algorithms
• Is bilevel programming a special case of a mathematical program with complementarity constraints?
• Bilevel programming: a survey
• An exact reformulation algorithm for large nonconvex nLPs involving bilinear terms
• Linear and nonlinear programming.
• Decision making under uncertainty in electricity markets
• Evaluating the strategic behavior of cement producers: an equilibrium problem with equilibrium constraints
• A note on linearized reformulations for a class of bilevel linear integer problems
• DC programming and DCA: thirty years of developments
• Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
• BARON: A general purpose global optimization software package
• Computing locally optimal solutions of the Bilevel Optimization problem using the KKT approach
• Variations and extension of the convex-concave procedure
• DC Programming and DCA for General DC Programs
• Analysis of MILP Techniques for the Pooling Problem
• A Representation and Economic Interpretation of a Two-Level Programming Problem
• The Concave-Convex Procedure
• Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
• Introduction to global optimization.
• A survey on mixed-integer programming techniques in bilevel optimization