An equilibrium model for description of behavior of a system of auction markets joined by transmission lines subject to joint balance and capacity flows constraints for a certain time period is suggested. We treat this model as an extended primal-dual system of variational inequalities or a saddle point problem. Several splitting type methods are proposed to find its solution.

Combined methods for dynamic spatial auction market models

ALLEVI, Elisabetta;GNUDI, Adriana;
2012-01-01

Abstract

An equilibrium model for description of behavior of a system of auction markets joined by transmission lines subject to joint balance and capacity flows constraints for a certain time period is suggested. We treat this model as an extended primal-dual system of variational inequalities or a saddle point problem. Several splitting type methods are proposed to find its solution.
journal article - articolo
2012
Allevi, Elisabetta; Gnudi, Adriana; Konnov, IGOR V.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/28510
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