Optimal deterministic and robust selection of electricity contracts

DOI10.1007/S10898-021-01032-ZMaRDI QIDQ2124812zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 11 April 2022

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://hal.uca.fr/hal-03257033/file/wcgo2019_paper.pdf

zbMATH Keywords

robust optimizationactive constraint setconvex separable optimizationelectricity contract

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Robustness in mathematical programming (90C17)

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Cites work

• A Fast Scaling Algorithm for Minimizing Separable Convex Functions Subject to Chain Constraints
• A linear programming approach to the electricity contract capacity problem
• A polynomial algorithm for minimum quadratic cost flow problems
• An O(n) algorithm for the linear multiple choice knapsack problem and related problems
• Complexity and algorithms for convex network optimization and other nonlinear problems
• Minimizing Separable Convex Functions Subject to Simple Chain Constraints
• Polynomial Methods for Separable Convex Optimization in Unimodular Linear Spaces with Applications
• Solving integer minimum cost flows with separable convex cost objective polynomially
• Solving the convex cost integer dual network flow problem
• The Price of Robustness

Cited in

(9)

• Short-term electricity procurement: a rolling horizon stochastic programming approach
• Minimising the expectation value of the procurement cost in electricity markets based on the prediction error of energy consumption
• Equilibrium seeking and optimal selection algorithms in peer-to-peer energy markets
• Optimal Offer Construction in Electricity Markets
• Optimal design of bilateral contracts for energy procurement
• Preface to the special issue dedicated to the 6th world congress on global optimization held in Metz, France, July 8--10, 2019
• A linear programming approach to the electricity contract capacity problem
• Optimal supply functions in electricity markets with option contracts and non-smooth costs
• Combined MCDA--IP approach for project selection in the electricity market

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