Solving Electric Market Quadratic Problems by Branch and Fix Coordination Methods

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.
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Dietmar Hömberg; Fredi Tröltzsch. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. Springer, IFIP Advances in Information and Communication Technology, AICT-391, pp.511-520, 2013, System Modeling and Optimization. 〈10.1007/978-3-642-36062-6_51〉
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F. Heredia, Cristina Corchero, Eugenio Mijangos. Solving Electric Market Quadratic Problems by Branch and Fix Coordination Methods. Dietmar Hömberg; Fredi Tröltzsch. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. Springer, IFIP Advances in Information and Communication Technology, AICT-391, pp.511-520, 2013, System Modeling and Optimization. 〈10.1007/978-3-642-36062-6_51〉. 〈hal-01347578〉

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