@conference { ,
	title = {Perspective cuts for solving the optimal electricity market bid problem with bilateral contracts},
	year = {2010},
	month = {11-14/07/2010},
	type = {Invited Presentation},
	address = {Lisboa},
	abstract = {The electric market regulation in Spain (MIBEL) establishes the rules for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral contracts and the optimal sale bids observing the MIBEL. The uncertainty of the spot prices is represented through scenario sets. We solve this model as a deterministic MIQP problem by using perspective cuts to improve the performance of Branch and Cut approach. Numerical results are reported.},
	keywords = {research; mixed nonlinear optimization; perspective cuts},
	URL = {http://euro2010lisbon.org/},
	author = {Eugenio Mijangos and F.-Javier Heredia}
}

