Service interruption on Monday 11 July from 12:30 to 13:00: all the sites of the CCSD (HAL, EpiSciences, SciencesConf, AureHAL) will be inaccessible (network hardware connection).
Skip to Main content Skip to Navigation
Conference papers

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.
Document type :
Conference papers
Complete list of metadata

Cited literature [9 references]  Display  Hide  Download
Contributor : Hal Ifip Connect in order to contact the contributor
Submitted on : Thursday, July 21, 2016 - 11:37:05 AM
Last modification on : Monday, November 16, 2020 - 3:56:03 PM


Files produced by the author(s)


Distributed under a Creative Commons Attribution 4.0 International License



F. -Javier Heredia, Cristina Corchero, Eugenio Mijangos. Solving Electric Market Quadratic Problems by Branch and Fix Coordination Methods. 25th System Modeling and Optimization (CSMO), Sep 2011, Berlin, Germany. pp.511-520, ⟨10.1007/978-3-642-36062-6_51⟩. ⟨hal-01347578⟩



Record views


Files downloads