@conference { ,
	title = {Solving electricity market quadratic problems by Branch and Fix Coordination methods},
	year = {2011},
	month = {12-16/09/2011},
	type = {contributed presentation},
	address = {Berlin},
	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 between the thermal units and the optimal sale bids for the thermal units observing the MIBEL regulation. The uncertainty of the spot prices is represented through scenario sets. We solve this model on the framework of the Branch and Fix Coordination
metodology as a quadratic, two-stage stochastic  problem. Numerical  results are reported. },
	keywords = {research; optimal bid; day-ahead electricity market; branch and fix coordination; perspective cuts; bilateral contracts; futures contracts; stochastic programming},
	URL = {http://www.ifip2011.de/},
	author = {F.-Javier Heredia and Cristina Corchero and Eugenio Mijangos}
}

