| Vorliegende Sprache |
eng |
| Hinweise auf parallele Ausgaben |
319296121 Buchausg. u.d.T.: ‡Complementarity modeling in energy markets |
| ISBN |
978-1-4419-6122-8 |
| Name |
Gabriel, Steven A. |
| Conejo, Antonio J. |
| ANZEIGE DER KETTE |
Conejo, Antonio J. |
| Name |
Fuller, J. David |
| Hobbs, Benjamin F. |
| Ruiz, Carlos |
| T I T E L |
Complementarity Modeling in Energy Markets |
| Verlagsort |
New York, NY |
| Verlag |
Springer |
| Erscheinungsjahr |
2013 |
| 2013 |
| Umfang |
Online-Ressource (XXVI, 629 p. 41 illus, digital) |
| Reihe |
International Series in Operations Research & Management Science ; 180 |
| Notiz / Fußnoten |
Description based upon print version of record |
| Weiterer Inhalt |
""Complementarity Modelingin Energy Markets""; ""Foreword""; ""Motivation for the Book""; ""What the Book Covers""; ""Conclusions and Possible Future Research Directions""; ""Contents""; ""Chapter 1 Introduction and Motivation""; ""1.1 Introduction""; ""1.2 Complementarity Models: Motivation and Description""; ""1.2.1 Illustrative Example. Three-Variable MCP""; ""1.2.2 Illustrative Example. Nonlinear Program Expressed as an MCP""; ""1.2.3 Illustrative Example. PIES Model""; ""1.2.4 Illustrative Example. Nash-Cournot Duopoly in Energy Production, Two Simultaneous Optimization Problems"". ""1.2.5 Illustrative Example. Generalized Nash Equilibria, Energy Production Duopoly""""1.2.6 Illustrative Example. Nash-Cournot Duopoly Expressed as a Variational Inequality""; ""1.2.7 Illustrative Example. Energy Network with Multiple Players""; ""1.2.8 Illustrative Example. MPEC""; ""1.3 Summary""; ""1.4 Appendix: Computational Issues for Selected Problems""; ""1.4.1 Illustrative Example 1.2.1""; ""1.4.2 Illustrative Example 1.2.4""; ""1.4.3 Illustrative Example 1.2.5""; ""1.4.4 Illustrative Example 1.2.7""; ""References""; ""Chapter 2 Optimality and Complementarity""; ""2.1 Introduction"". ""2.2 Optimization Problems""""2.2.1 Illustrative Example. Optimization Problem: Only Equality Constraints""; ""2.2.2 Illustrative Example. Optimization Problem: Unconstrained""; ""2.2.3 Illustrative Example. Optimization Problem: Equality and Inequality Constraints""; ""2.2.4 Linear Optimization Problems""; ""2.2.5 Illustrative Example. LP Problem: Primal-Dual Formulation""; ""2.3 Karush-Kuhn-Tucker Conditions""; ""2.3.1 Illustrative Example. KKT Conditions: Equality Constraints""; ""2.3.2 Illustrative Example. KKT Conditions: Equality and Inequality Constraints"". ""2.4 Constraint Qualifications""""2.4.1 Illustrative Example. Constraint Qualification: Regular Solution""; ""2.4.2 Illustrative Example. Constraint Qualification: Non-Regular Solution""; ""2.5 Sufficiency Conditions""; ""2.5.1 Illustrative Example. Sufficiency Conditions""; ""2.6 Mixed Linear Complementarity Problem, MLCP""; ""2.61 Illustrative Example. MLCP""; ""2.7 Equilibrium Problems, EP""; ""2.7.1 Illustrative Example. Equilibrium Conditions: No Constraints""; ""2.7.2 Illustrative Example. Equilibrium Conditions: Only Equality Constraints"". ""2.7.3 Illustrative Example. Equilibrium Conditions: Equality and Inequality Constraints""""2.7.4 Illustrative Example. Linear Equilibrium Problem""; ""2.8 Mathematical Programs with Equilibrium Constraints, MPEC""; ""2.8.1 Illustrative Example. MPEC: Only Equality Constraints""; ""2.8.2 Illustrative Example. MPEC: Both Equality and Inequality Constraints""; ""2.9 Equilibrium Problems with Equilibrium Constraints, EPEC""; ""2.9.1 Illustrative Example. EPEC: Only Equality Constraints""; ""2.9.2 Illustrative Example. EPEC: Both Equality and Inequality Constraints"". ""2.10 Non-Convexity and Non-Regularity Issues"" |
| Titelhinweis |
Buchausg. u.d.T.: ‡Complementarity modeling in energy markets |
| ISBN |
ISBN 978-1-4419-6123-5 |
| Klassifikation |
KJMD |
| KJT |
| BUS049000 |
| *90-02 |
| 90C33 |
| 90C90 |
| 91A80 |
| 91B26 |
| 91B42 |
| 91B52 |
| 00A71 |
| 90C46 |
| 658.40301 |
| 332.6440113 |
| HD30.23 |
| QR 530 |
| Kurzbeschreibung |
Introduction and Motivation -- Optimality and Complementarity -- Some Microeconomic Principles -- Equilibria and Complementarity Problems -- Variational Inequality Problems -- Optimization Problems Constrained by Optimization Problems -- Equilibrium Problems with Equilibrium Constraints -- Algorithm for LCPs, NCPs, and VIs -- Some Advanced Algorithms for VI Decomposition, MPCCs and EPECs -- Natural Gas Market Modeling -- Electricity and Environmental Markets -- Multicommodity Equilibrium Models: Accounting for Demand-Side Linkages |
| 2. Kurzbeschreibung |
This addition to the ISOR series introduces complementarity models in a straightforward and approachable manner and uses them to carry out an in-depth analysis of energy markets, including formulation issues and solution techniques. In a nutshell, complementarity models generalize: a. optimization problems via their Karush-Kuhn-Tucker conditions b. non-cooperative games in which each player may be solving a separate but related optimization problem with potentially overall system constraints (e.g., market-clearing conditions) c. economic and engineering problems that aren’t specifically derived from optimization problems (e.g., spatial price equilibria) d. problems in which both primal and dual variables (prices) appear in the original formulation (e.g., The National Energy Modeling System (NEMS) or its precursor, PIES). As such, complementarity models are a very general and flexible modeling format. A natural question is why concentrate on energy markets for this complementarity approach? As it turns out, energy or other markets that have game theoretic aspects are best modeled by complementarity problems. The reason is that the traditional perfect competition approach no longer applies due to deregulation and restructuring of these markets and thus the corresponding optimization problems may no longer hold. Also, in some instances it is important in the original model formulation to involve both primal variables (e.g., production) as well as dual variables (e.g., market prices) for public and private sector energy planning. Traditional optimization problems can not directly handle this mixing of primal and dual variables but complementarity models can and this makes them all that more effective for decision-makers |
| 1. Schlagwortkette |
Energiemarkt |
| Komplementarität <Wirtschaft> |
| Operations Research |
| Spieltheorie |
| Optimierung |
| ANZEIGE DER KETTE |
Energiemarkt -- Komplementarität -- Operations Research -- Spieltheorie -- Optimierung |
| SWB-Titel-Idn |
373364067 |
| Signatur |
Springer E-Book |
| Bemerkungen |
Elektronischer Volltext - Campuslizenz |
| Elektronische Adresse |
$uhttp://dx.doi.org/10.1007/978-1-4419-6123-5 |
| Internetseite / Link |
Volltext |
| Siehe auch |
Volltext |
| Siehe auch |
Cover |
| Siehe auch |
Inhaltstext |
