A computationally efficient algorithm for computing convex hull prices

Author:

Knueven Bernard,Ostrowski James,Castillo Anya,Watson Jean-Paul

Funder

US Department of Energy

Publisher

Elsevier BV

Subject

General Engineering,General Computer Science

Reference44 articles.

1. A Bienstock-Zuckerberg-based algorithm for solving a network-flow formulation of the convex hull pricing problem;Alvarez;IEEE Transactions on Power Systems,2019

2. Andrianesis, P., Caramanis, M. C., & Hogan, W. W. (2020). Computation of convex hull prices in electricity markets with non-convexities using dantzig-wolfe decomposition. arXiv preprint arXiv:2012.13331.

3. Disjunctive programming: Properties of the convex hull of feasible points;Balas;Discrete Applied Mathematics,1998

4. The ieee reliability test system: A proposed 2019 update;Barrows;IEEE Transactions on Power Systems,2019

5. Partitioning procedures for solving mixed-variables programming problems;Benders;Numerische Mathematik,1962

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