Mixed integer parametric bilevel programming for optimal strategic bidding of energy producers in day-ahead electricity markets with indivisibilities

DOI10.1080/02331934.2013.801473zbMath1278.90275OpenAlexW2087843871WikidataQ105787218 ScholiaQ105787218MaRDI QIDQ2868917

George Kozanidis, George Liberopoulos, Panagiotis Andrianesis, Eftychia Kostarelou

Publication date: 19 December 2013

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2013.801473

zbMATH Keywords

parametric integer programmingday-ahead electricity marketsenergy producersmixed integer bilevel optimizationoptimal strategic bidding

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Related Items (3)

An exact solution algorithm for integer bilevel programming with application in energy market optimization ⋮ Bilevel programming solution algorithms for optimal price-bidding of energy producers in multi-period day-ahead electricity markets with non-convexities ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Uses Software

• LINDO
• LINGO

Cites Work

• Efficient market-clearing prices in markets with nonconvexities
• Weak via strong Stackelberg problem: New results
• Bilevel optimization applied to strategic pricing in competitive electricity markets
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Exceptional Paper—Parametric and Postoptimality Analysis in Integer Linear Programming
• Market power analysis in electricity markets using supply function equilibrium model
• Parametric Mixed Integer Programming: An Application to Solid Waste Management
• The Mixed Integer Linear Bilevel Programming Problem

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