Computation of Convex Hull Prices in Electricity Markets with Non-Convexities using Dantzig-Wolfe Decomposition.
Panagiotis AndrianesisMichael C. CaramanisWilliam W. HoganPublished in: CoRR (2020)
Keyphrases
- convex hull
- electricity markets
- dantzig wolfe decomposition
- market clearing
- mixed integer
- mixed integer programming
- market participants
- software agents
- bidding strategies
- convex sets
- variational inequalities
- feasible solution
- training samples
- competitive market
- valid inequalities
- business models
- data points
- set partitioning
- cutting plane
- column generation
- dynamic programming
- finite set of points