Solving discretely constrained, mixed linear complementarity problems with applications in energy
نویسندگان
چکیده
This paper presents an approach to solving discretely constrained, mixed linear complementarity problems (DC-MLCPs). Such formulations include a variety of interesting and realistic models of which two are highlighted: a market-clearing auction typical in electric power markets but suitable in other more general contexts, and a network equilibrium suitable to energy markets as well as other gridbased industries. A mixed-integer, linear program is used to solve the DC-MLCP in which both complementarity as well as integrality are allowed to be relaxed. Theoretical and numerical results are provided to validate the approach. & 2012 Elsevier Ltd. All rights reserved.
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ورودعنوان ژورنال:
- Computers & OR
دوره 40 شماره
صفحات -
تاریخ انتشار 2013