A subgradient-based cutting plane method to calculate convex hull market prices

2009 IEEE Power and Energy Society General Meeting, PES '09

Volumn , Issue , 2009, Pages

  Wang, Congcong ^a   Luh, Peter B ^a   Gribik, Paul ^b   Zhang, Li ^b   Peng, Tengshun ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b Midwest Independent Transmission System Operator Inc   (United States)

Author keywords

Convex hull pricing; Cutting plane methods; Electricity markets; Lagrangian relaxation

Indexed keywords

ALGORITHM CONVERGENCE; ANALYTIC CENTER; COMPUTATIONALLY EFFICIENT; CONVEX HULL; CUTTING PLANE METHODS; CUTTING PLANES; DUAL PROBLEM; ECONOMIC DISPATCH PROBLEMS; ELECTRICITY MARKET; INTEGER VARIABLES; LAGRANGIAN RELAXATION; LINEAR COMBINATIONS; MARKET PRICE; OPTIMAL MULTIPLIER; PIECEWISE LINEAR; PRICING MODELS; SUBGRADIENT; TESTING RESULTS; TIME-CONSUMING PROCESS; UNIT COMMITMENTS;

COMMERCE; COMPUTATIONAL GEOMETRY; CONVERGENCE OF NUMERICAL METHODS; LAGRANGE MULTIPLIERS; PIECEWISE LINEAR TECHNIQUES; POTENTIAL ENERGY; POTENTIAL ENERGY SURFACES;

COSTS;

EID: 71849118755     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/PES.2009.5275310     Document Type: Conference Paper

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