Nonlinear Complementarity Approach to Capacity Allocation Problem in Reserve Markets
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@Article{JICS-1-183,
author = {},
title = {Nonlinear Complementarity Approach to Capacity Allocation Problem in Reserve Markets},
journal = {Journal of Information and Computing Science},
year = {2024},
volume = {1},
number = {3},
pages = {183--188},
abstract = {In competitive electric reserve markets, the suppliers face the optimal allocation problem of their
reserve capacities in order to purse their profit maximizing. Under this background, we develop a capacity
allocation model as nonlinear programming. Nonlinear complementarity method is utilized to search for the
optimal solution. And smoothing technique is applied to get a system of smooth equations, which can be
solved by the Newton method. Numerical result shows the validity of the method.
},
issn = {1746-7659},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/jics/22843.html}
}
TY - JOUR
T1 - Nonlinear Complementarity Approach to Capacity Allocation Problem in Reserve Markets
AU -
JO - Journal of Information and Computing Science
VL - 3
SP - 183
EP - 188
PY - 2024
DA - 2024/01
SN - 1
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jics/22843.html
KW - Nonlinear Complementarity, Portfolio Theory, Reserve Market.
AB - In competitive electric reserve markets, the suppliers face the optimal allocation problem of their
reserve capacities in order to purse their profit maximizing. Under this background, we develop a capacity
allocation model as nonlinear programming. Nonlinear complementarity method is utilized to search for the
optimal solution. And smoothing technique is applied to get a system of smooth equations, which can be
solved by the Newton method. Numerical result shows the validity of the method.
. (2024). Nonlinear Complementarity Approach to Capacity Allocation Problem in Reserve Markets.
Journal of Information and Computing Science. 1 (3).
183-188.
doi:
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