Solving electric market quadratic problems by branch and fix coordination methods
Visualitza/Obre
10.1007/978-3-642-36062-6_51
Inclou dades d'ús des de 2022
Cita com:
hdl:2117/19418
Tipus de documentCapítol de llibre
Data publicació2013
EditorSpringer
Condicions d'accésAccés obert
Llevat que s'hi indiqui el contrari, els
continguts d'aquesta obra estan subjectes a la llicència de Creative Commons
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Reconeixement-NoComercial-SenseObraDerivada 3.0 Espanya
Abstract
The electric market regulation in Spain (MIBEL) establishes the rules for bilateral and futures contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral and futures contracts between the thermal units and the optimal sale bids for the thermal units observing the MIBEL regulation. The uncertainty of the spot prices is represented through scenario sets. We solve this model on the framework of the Branch and Fix Coordination metodology as a quadratic two-stage stochastic problem. In order to gain computational efficiency, we use scenario clusters and propose to use perspective cuts. Numerical results are reported
CitacióHeredia, F.; Corchero, C.; Mijangos, E. Solving electric market quadratic problems by branch and fix coordination methods. A: "System modeling and optimization". Springer, 2013, p. 511-520.
ISBN978-3-642-36061-9
Versió de l'editorhttp://link.springer.com/chapter/10.1007%2F978-3-642-36062-6_51
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