We consider the optimization problem implementing current market rules for European day-ahead electricity markets. We propose improved algorithmic approaches for that problem. First, a new MIP formulation is presented which avoids the use of complementarity constraints to express market...

Strict Linear Pricing in non-convex markets is a mathematical impossibility. In the context of electricity markets, two different classes of solutions have been proposed to this conundrum on both sides of the Atlantic. We formally describe these two approaches in a common framework, review and...

Much progress has been made in recent years in solving certain classes of production planning problems using mixed integer programming. One of the major challenges is how to make this expertise available and easy to use to the non-specialist and to the practitioners. Here we describe a modeling...

We consider production planning problems with the restriction that all integer variables model setups. Since finding a feasible solution of such problems is in general NP-complete, the classical approaches have been the use of heuristics to find good feasible solutions on the one hand, or...

The main result of this paper is to provide an O(n3) algorithm for the single item constant capacity lotsizing problem with backlogging and a general number of installable batches, i.e in each time period t we may install up to mt multiples of the batch capacity, where the mt are given and are...

In this paper we examine a variant of the uncapacitated lot-sizing model of Wagner-Whitin that includes fixed charges on the stocks. Such a model is natural in a production environment where stocking is a complex operation. The problem can also be seen as a single source uncapacitated fixed...