An extreme-point subdifferential method for convex hull pricing in energy and reserve markets-part i: Algorithm structure

IEEE Transactions on Power Systems

Volumn 28, Issue 3, 2013, Pages 2111-2120

  Wang, Gui ^a   Shanbhag, Uday V ^b   Zheng, Tongxin ^c   Litvinov, Eugene ^c   Meyn, Sean ^a  

^a United States of America   (United States)

^b The Pennsylvania State University   (United States)

^c Business Architecture and Technology   (United States)

Author keywords

Convex hull price; electricity markets; energy reserve co optimization; Lagrangian relaxation; nondifferentiable optimization; unit commitment; uplift payments

Indexed keywords

CO-OPTIMIZATION; CONVEX HULL; ELECTRICITY MARKET; LAGRANGIAN RELAXATION; NON-DIFFERENTIABLE OPTIMIZATION; UNIT COMMITMENT; UPLIFT PAYMENTS;

ALGORITHMS; COMMERCE; COMPUTATIONAL GEOMETRY; ECONOMICS; OPTIMIZATION; PROBLEM SOLVING;

COSTS;

EID: 84880916646     PISSN: 08858950     EISSN: None     Source Type: Journal    
DOI: 10.1109/TPWRS.2012.2229302     Document Type: Article

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