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Bernard Fortz (ULB Brussels)

Unit Commitment under Market Equilibrium Constraints (joint work with Luce Brotcorne, Fabio D'Andreagiovanni and Jérôme De Boeck)

Venue: HS 7 OMP1

Monday, 20.11.2017

We consider an extension of the Unit Commitment problem with a second level of decisions ensuring that the produced quantities are cleared at market equilibrium. In their simplest form, market equilibrium constraints are equivalent to the first-order optimality conditions of a linear program. The UC in contrast is usually a mixed-integer nonlinear program (MINLP), that is linearized and solved with traditional Mixed Integer (linear) Programming (MIP) solvers. Taking a similar approach, we are faced to a bilevel optimization problem where the first level is a MIP and the second level linear.

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Institut für Statistik und Operations Research
University of Vienna

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