A MIP framework for non-convex uniform price day-ahead electricity auctionsEURO Journal on Computational Optimization - Tập 5 - Trang 263-284 - 2015
Mehdi Madani, Mathieu Van Vyve
It is well known that a market equilibrium with uniform prices often does not exist in non-convex day-ahead electricity auctions. We consider the case of the non-convex, uniform-price Pan-European day-ahead electricity market “PCR” (Price Coupling of Regions), with non-convexities arising from so-called complex and block orders. Extending previous results, we propose a new primal-dual framework fo...... hiện toàn bộ
EditorialEURO Journal on Computational Optimization - - 2013
Martine Labbé, Maria Speranza
On the rate of convergence of the proximal alternating linearized minimization algorithm for convex problemsEURO Journal on Computational Optimization - Tập 4 - Trang 27-46 - 2015
Ron Shefi, Marc Teboulle
We analyze the proximal alternating linearized minimization algorithm (PALM) for solving non-smooth convex minimization problems where the objective function is a sum of a smooth convex function and block separable non-smooth extended real-valued convex functions. We prove a global non-asymptotic sublinear rate of convergence for PALM. When the number of blocks is two, and the smooth coupling func...... hiện toàn bộ
A tight MIP formulation of the unit commitment problem with start-up and shut-down constraintsEURO Journal on Computational Optimization - Tập 5 - Trang 177-201 - 2016
C. Gentile, G. Morales-España, A. Ramos
This paper provides the convex hull description of the single thermal Unit Commitment (UC) problem with the following basic operating constraints: (1) generation limits, (2) start-up and shut-down capabilities, and (3) minimum up and down times. The proposed constraints can be used as the core of any unit commitment formulation to strengthen the lower bound in enumerative approaches. We provide ev...... hiện toàn bộ
Solving wind farm layout optimization with mixed integer programs and constraint programsEURO Journal on Computational Optimization - Tập 2 - Trang 195-219 - 2014
Peter Y. Zhang, David A. Romero, J. Christopher Beck, Cristina H. Amon
The wind farm layout optimization problem is concerned with the optimal location of turbines within a fixed geographical area to maximize profit under stochastic wind conditions. Previously, it has been modeled as a maximum diversity (or
$$p$$
-di...... hiện toàn bộ