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Building optimal offer curves for an electricity spot market: a mixed-integer programming approach

J.M. Fernández-López, Á. Baíllo, S. Cerisola, R. Bellido

In this paper we present a mixed-integer programming approach to optimize the offer curves submitted by a power generation company to a day-ahead electricity market. Our method takes a base-offer curve as input data and proposes changes that increase the expected profit of the generation company while complying with a variety of constraints that the company may want to impose. The main advantage of this method is that, if the base-offer curve is valid, it is quite easy to guarantee that the optimized offer curve be valid for the day-ahead market of interest. A real-size numerical example in the context of the Spanish day-ahead market illustrates the potential of this approach.


Keywords: Electricity competition, Market models, Power generation scheduling.

Proceedings of the 15th PSCC, Power Systems Computing Conference, Liege, Belgium, 22-26 August 2005.

Publicado: agosto 2005.


    Líneas de investigación:

IIT-05-018A

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