This work concerns the formulation and solution of a multi-period security-constrained optimal power flow problem for real-time electricity market operations. The solution of the proposed problem is intended to be part of the core pricing procedure for electricity trading in open markets where...

The problem of calculating the optimal dispatch and prices in a single-period electricity auction in a wholesale electricity market is considered here. The novel necessary and sufficient conditions of optimality for this problem are derived and computational algorithms for solving these...

Tucker's well-known combinatorial lemma states that for any given symmetric triangulation of the n-dimensional unit cube and for any integer labeling that assigns to each vertex of the triangulation a label from the set {1,2,...n,-1,-2,....-n} with the property that antipodal vertices on the...

Tucker's well-known combinatorial lemma states that for any given symmetric triangulation of the n-dimensional unit cube and for any integer labeling that assigns to each vertex of the triangulation a label from the set {1,2,...n,-1,-2,....-n} with the property that antipodal vertices on the...

In this paper we give an account of the approach to nonlinear econometric modelling proposed by Hamilton (2001) and briefly describe some of the methods of nonlinear optimization that may be used in the Gauss computer program provided by Hamilton for the implementation of his methodology. The...