F.-Javier Heredia - Academic web site

The paper A new optimal electrcity market bid model solved through perspective cuts has been recently published in the journal TOP, Springer (preprint available here). In this work, the perspective cut methodology for the resolution of large scale quadratic semi-continuous optimization problems are porposed to solve stochastic programming models arising in some optimal bid electrcitiy market related problems. The numerical results obtained show the efficiency of this methodology compared with standard mixed quadratic optimization solvers. This work is a partial result of the tasks developed in the research project DPI2008-02153 of the MINECO.