Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions

DOI10.1016/j.ejor.2014.09.060zbMath1341.90092MaRDI QIDQ2630112

Mathieu Van Vyve, Mehdi Madani

Publication date: 25 July 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.09.060

zbMATH Keywords

integer programming; OR in energy; large scale optimization; auctions/bidding

Mathematics Subject Classification ID

90C11: Mixed integer programming

91G80: Financial applications of other theories

91B26: Auctions, bargaining, bidding and selling, and other market models

Uses Software

• COSMOS
• AIMMS