14th Power Systems Computation Conference - PSCC 2002, Sevilla (España). 24-28 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: 24-jun-2002
Cita:
Á. Baíllo, M. Ventosa, M. Rivier, A. Ramos, G. Relaño, "Bidding in a day-ahead electricity market: a comparison of decomposition techniques", presentado en 14th Power Systems Computation Conference - PSCC 2002, Sevilla, España, 24-28 junio 2002
IIT-02-004A
