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dc.contributor.authorHeredia, F.-Javier (Francisco Javier)
dc.contributor.authorCorchero García, Cristina
dc.contributor.authorMijangos Fernández, Eugenio
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa
dc.identifier.citationHeredia, 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.
dc.description.abstractThe 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
dc.format.extent10 p.
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Spain
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització
dc.subject.lcshOperations research
dc.titleSolving electric market quadratic problems by branch and fix coordination methods
dc.typePart of book or chapter of book
dc.subject.lemacOptimització i investigació operativa
dc.contributor.groupUniversitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::90 Operations research, mathematical programming::90B Operations research and management science
dc.rights.accessOpen Access
dc.description.versionPostprint (published version)
local.citation.authorHeredia, F.; Corchero, C.; Mijangos, E.
local.citation.publicationNameSystem modeling and optimization

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