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

DOI10.1080/02331934.2013.801473MaRDI QIDQ2868917zbMATH OpenOpenAlexWikidataFDO

Authors George Kozanidis, Eftychia Kostarelou, Panagiotis Andrianesis, George Liberopoulos

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

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

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Cites work

• Bilevel optimization applied to strategic pricing in competitive electricity markets
• Efficient market-clearing prices in markets with nonconvexities
• 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
• Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
• Weak via strong Stackelberg problem: New results

Cited in

(10)

• 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
• Extensions for Benders cuts and new valid inequalities for solving the European day-ahead electricity market clearing problem efficiently
• Bilevel aggregator-prosumers' optimization problem in real-time: a convex optimization approach
• A semivectorial bilevel programming approach to optimize electricity dynamic time-of-use retail pricing
• An application of genetic algorithm to a bidding problem in electricity markets
• A computationally efficient approach to optimizing offers in centrally committed electricity markets
• Optimal day-ahead bidding strategy for electricity retailer with inner-outer 2-layer model system based on stochastic mixed-integer optimization
• Bilevel optimization applied to strategic pricing in competitive electricity markets
• Bilevel optimization: theory, algorithms, applications and a bibliography

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Uses Software

• LINDO
• LINGO

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