Montag, 20. November 2017, 16:45 - 17:45 iCal

ISOR Colloquium

"Unit Commitment under Market Equilibrium Constraints (joint work with Luce Brotcorne, Fabio D'Andreagiovanni and Jérôme De Boeck)"

Speaker: Bernard Fortz (ULB Brussels)

HS 7 (#1.303), 1st floor
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag


We consider an extension of the Unit Commitment problem with a second level of decisions ensuring that the produced quantities are cleared at market equilibrium. In their simplest form, market equilibrium constraints are equivalent to the first-order optimality conditions of a linear program. The UC in contrast is usually a mixed-integer nonlinear program (MINLP), that is linearized and solved with traditional Mixed Integer (linear) Programming (MIP) solvers. Taking a similar approach, we are faced to a bilevel optimization problem where the first level is a MIP and the second level linear.

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Veranstalter

Institut für Statistik und Operations Research


Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at