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Bidding in a Day-Ahead Electricity Market: A Comparison of Decomposition Techniques

Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, G. Relaño

14th Power systems computation conference -PSCC,Session 7, paper 2, page 1-7, Sevilla (España). 24 junio 2002


Resumen:
Daily bidding is an activity of paramount importance for generation companies operating in dayahead electricity markets. The authors have developed a strategic bidding procedure based on stochastic programming to obtain optimal bids. In this paper, this large-scale mathematical programming problem is solved under the Benders and Lagrangian relaxation frameworks to determine the adequacy of these techniques to solve the optimal bidding problem. Numerical examples illustrate the conclusions of this research.


Palabras clave: Competitive electricity market, bidding, Benders decomposition, Lagrangian relaxation.


Fecha de publicación: junio 2002.



Cita:
Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, G. Relaño, Bidding in a Day-Ahead Electricity Market: A Comparison of Decomposition Techniques, 14th Power systems computation conference -PSCC,Session 7, paper 2, page 1-7, Sevilla (España). 24-28 Junio 2002.


    Líneas de investigación:
  • *Programación de la Operación a Corto Plazo, Elaboración de Ofertas y Análisis de Reservas de Operación

IIT-02-004A

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