Complementarity Modeling in Energy Markets

by Steven A. Gabriel, Antonio J. Conejo, J. David Fuller, Benjamin F. Hobbs, Carlos Ruiz

Introduction and Motivation -- Optimality and Complementarity -- Some Microeconomic Principles -- Equilibria and Complementarity Problems -- Variational Inequality Problems -- Optimization Problems Constrained by Optimization Problems -- Equilibrium Problems with Equilibrium Constraints -- Algorithm for LCPs, NCPs, and VIs -- Some Advanced Algorithms for VI Decomposition, MPCCs and EPECs -- Natural Gas Market Modeling -- Electricity and Environmental Markets -- Multicommodity Equilibrium Models: Accounting for Demand-Side Linkages

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Year of publication:	2013
Authors:	Gabriel, Steven A.
Other Persons:	Conejo, Antonio J. (contributor) ; Fuller, J. David (contributor) ; Hobbs, Benjamin F. (contributor) ; Ruiz, Carlos (contributor)
Publisher:	New York, NY : Springer
Subject:	Energiemarkt \| Energy market \| Spieltheorie \| Game theory \| Finanzmathematik \| Mathematical finance \| Operations Research \| Operations research \| Komplementarität <Wirtschaft> \| Optimierung
Description of contents:	Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

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Extent:	Online-Ressource (XXVI, 629 p. 41 illus, digital)
Series:	International Series in Operations Research & Management Science ; 180 SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record ""Complementarity Modelingin Energy Markets""; ""Foreword""; ""Motivation for the Book""; ""What the Book Covers""; ""Conclusions and Possible Future Research Directions""; ""Contents""; ""Chapter 1 Introduction and Motivation""; ""1.1 Introduction""; ""1.2 Complementarity Models: Motivation and Description""; ""1.2.1 Illustrative Example. Three-Variable MCP""; ""1.2.2 Illustrative Example. Nonlinear Program Expressed as an MCP""; ""1.2.3 Illustrative Example. PIES Model""; ""1.2.4 Illustrative Example. Nash-Cournot Duopoly in Energy Production, Two Simultaneous Optimization Problems"" ""1.2.5 Illustrative Example. Generalized Nash Equilibria, Energy Production Duopoly""""1.2.6 Illustrative Example. Nash-Cournot Duopoly Expressed as a Variational Inequality""; ""1.2.7 Illustrative Example. Energy Network with Multiple Players""; ""1.2.8 Illustrative Example. MPEC""; ""1.3 Summary""; ""1.4 Appendix: Computational Issues for Selected Problems""; ""1.4.1 Illustrative Example 1.2.1""; ""1.4.2 Illustrative Example 1.2.4""; ""1.4.3 Illustrative Example 1.2.5""; ""1.4.4 Illustrative Example 1.2.7""; ""References""; ""Chapter 2 Optimality and Complementarity""; ""2.1 Introduction"" ""2.2 Optimization Problems""""2.2.1 Illustrative Example. Optimization Problem: Only Equality Constraints""; ""2.2.2 Illustrative Example. Optimization Problem: Unconstrained""; ""2.2.3 Illustrative Example. Optimization Problem: Equality and Inequality Constraints""; ""2.2.4 Linear Optimization Problems""; ""2.2.5 Illustrative Example. LP Problem: Primal-Dual Formulation""; ""2.3 Karush-Kuhn-Tucker Conditions""; ""2.3.1 Illustrative Example. KKT Conditions: Equality Constraints""; ""2.3.2 Illustrative Example. KKT Conditions: Equality and Inequality Constraints"" ""2.4 Constraint Qualifications""""2.4.1 Illustrative Example. Constraint Qualification: Regular Solution""; ""2.4.2 Illustrative Example. Constraint Qualification: Non-Regular Solution""; ""2.5 Sufficiency Conditions""; ""2.5.1 Illustrative Example. Sufficiency Conditions""; ""2.6 Mixed Linear Complementarity Problem, MLCP""; ""2.61 Illustrative Example. MLCP""; ""2.7 Equilibrium Problems, EP""; ""2.7.1 Illustrative Example. Equilibrium Conditions: No Constraints""; ""2.7.2 Illustrative Example. Equilibrium Conditions: Only Equality Constraints"" ""2.7.3 Illustrative Example. Equilibrium Conditions: Equality and Inequality Constraints""""2.7.4 Illustrative Example. Linear Equilibrium Problem""; ""2.8 Mathematical Programs with Equilibrium Constraints, MPEC""; ""2.8.1 Illustrative Example. MPEC: Only Equality Constraints""; ""2.8.2 Illustrative Example. MPEC: Both Equality and Inequality Constraints""; ""2.9 Equilibrium Problems with Equilibrium Constraints, EPEC""; ""2.9.1 Illustrative Example. EPEC: Only Equality Constraints""; ""2.9.2 Illustrative Example. EPEC: Both Equality and Inequality Constraints"" ""2.10 Non-Convexity and Non-Regularity Issues""
ISBN:	978-1-4419-6123-5 ; 978-1-4419-6122-8
Other identifiers:	10.1007/978-1-4419-6123-5 [DOI]
Classification:	Versorgungswirtschaft ; Methoden und Techniken der Betriebswirtschaft
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014016110