A MIP framework for non-convex uniform price day-ahead electricity auctions
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Publication:2397767
DOI10.1007/s13675-015-0047-6zbMath1368.90116arXiv1410.4468OpenAlexW2151848351MaRDI QIDQ2397767
Mehdi Madani, Mathieu Van Vyve
Publication date: 23 May 2017
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.4468
mixed integer programmingmarket couplingnon-convexitiesequilibrium pricesday-ahead electricity market auctions
Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Revisiting minimum profit conditions in uniform price day-ahead electricity auctions, Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
Cites Work
- Efficient market-clearing prices in markets with nonconvexities
- Electricity market near-equilibrium under locational marginal pricing and minimum profit conditions
- Block order restrictions in combinatorial electric energy auctions
- Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions
