Mathematical programming and electricity markets. (With comments and rejoinder)

DOI10.1007/BF02579062zbMath1016.90015OpenAlexW1480177926WikidataQ34302629 ScholiaQ34302629MaRDI QIDQ5945249

Antonio J. Conejo, Francisco Javier Prieto

Publication date: 6 March 2002

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02579062

zbMATH Keywords

large-scale optimizationcompetitive marketelectric powermixed-integer optimization

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Production models (90B30) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (5)

Futures Market Trading for Electricity Producers and Retailers ⋮ Structuring Bilateral Energy Contract Portfolios in Competitive Markets ⋮ Bilevel optimization applied to strategic pricing in competitive electricity markets ⋮ A two-stage stochastic programming model for electric energy producers ⋮ Electricity day-ahead markets: computation of Nash equilibria

Uses Software

• SNOPT
• CPLEX
• GAMS

Cites Work

• Partitioning procedures for solving mixed-variables programming problems
• Multi-stage stochastic optimization applied to energy planning

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