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Offering Strategy Via Robust Optimization
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DOI：10.1109/TPWRS.2010.2092793.png)
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Abstract
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This paper provides a technique to build hourly offering curves for a price-taker producer participating in a pool. The technique relies on solving a sequence of robust mixed-integer linear programming problems. Instead of using price predictions as input data, price confidence intervals are considered. These intervals are successively divided into a sequence of nested subintervals, which allow formulating a collection of meaningful and easy-to-solve robust mixed-integer linear programming problems. The solutions of these problems provide adequate information to build hourly offering curves.
Keywords:
Mixed-integer linear programming
optimal offering
pool
price-taker producer
robust optimization
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