Discretely-Constrained Mathematical Programs with Equilibrium Constraints in Energy
sponsor: N/A
Research Team (UMD): Steven A. Gabriel, Yohan Shim
Research Team (UCLM): Antonio Conejo, Raquel García-Bertrand
Research Team (UMA): Sebastian de la Torre
Abstract
Dr. Steven A. Gabriel, Yohan, Shim (Ph.D. candidate UMD), Dr. Antonio Conejo, Dr. Raquel García-Bertrand(UCLM=Universidad de Castilla- La Mancha, Ciudad Real, Spain), and Dr. Sebastian de la Torre (UMA=Universidad de Málaga) are developing methods to solve discretely-constrained mathematical programs with equilibrium constraints (MPECs) with applications in energy. These problems involve a upper planning level as well as a lower operational level. Typically the top level will constain some discrete variables (e.g., turning on/off generators, building pipelines) whose values will be fixed in the bottom level optimization or Nash-Cournot game.
Selected Recent Papers
- S.A. Gabriel, Y. Shim, A.J. Conejo, S. de la Torre, R. García-Bertrand, "A Benders Decomposition Method for Discretely-Constrained Mathematical Programs with Equilibrium Constraints with Applications in Energy," October 2007, in review.
Selected Recent Presentations
- Methods for MPEC Planning Problems in Energy (invited talk with Y. Shim, A. Conejo, R. Garcia-Bertrrand), INFORMS Conference, Pittsburgh, PA, November 5-8, 2006.
