Combined methods for dynamic spatial auction market models

An equilibrium model for description of behavior of a system of auction markets joined by transmission lines subject to joint balance and capacity flows constraints for a certain time period is suggested. We treat this model as an extended primal-dual system of variational inequalities or a saddle p...

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Bibliographic Details
Published inOptimization and engineering Vol. 13; no. 3; pp. 401 - 416
Main Authors Allevi, Elisabetta, Gnudi, Adriana, Konnov, Igor V.
Format Journal Article
LanguageEnglish
Published Boston Springer US 01.09.2012
Springer Nature B.V
Subjects
Control
Dynamical systems
Dynamics
Engineering
Environmental Management
Financial Engineering
Inequalities
Markets
Mathematical models
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Saddle points
Splitting
Systems Theory
Proximal method
Variational inequality problem
System of auction markets
Splitting method
Spatial equilibrium model
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ISSN1389-4420
1573-2924
DOI10.1007/s11081-011-9154-2

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Summary:An equilibrium model for description of behavior of a system of auction markets joined by transmission lines subject to joint balance and capacity flows constraints for a certain time period is suggested. We treat this model as an extended primal-dual system of variational inequalities or a saddle point problem. Several splitting type methods are proposed to find its solution.
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ISSN:1389-4420
1573-2924
DOI:10.1007/s11081-011-9154-2