Purpose – The purpose of this paper is to investigate the gaming equilibrium among fossil‐fueled generation companies (GenCos), wind generation companies, the grid company and customers participating in an emission trading (ET) market and the day‐ahead electricity market....

In this paper, we propose interior-point algorithms for <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$P_* (\kappa )$$</EquationSource> </InlineEquation>-linear complementarity problem based on a new class of kernel functions. New search directions and proximity measures are defined based on these functions. We show that if a strictly feasible starting point is available,...</equationsource></inlineequation>

The class of fully semimonotone matrices is well known in the study of the linear complementarity problem. Stone [(1981) Ph.D. thesis, Dept. of Operations Research, Stanford University, Stanford, CA] introduced this class and conjectured that the principal minors of any fully semimonotone...