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math.OC2018
A bicriteria perspective on L-Penalty Approaches - A corrigendum to Siddiqui and Gabriel's L-Penalty Approach for Solving MPECs
Kerstin Dächert, Sauleh Siddiqui, Javier Saez-Gallego +2
This paper presents a corrigendum to Theorems 2 and 3 in Siddiqui S, Gabriel S (2013), An SOS1-Based Approach for Solving MPECs with a Natural Gas Market Application, Networks and…
math.OC2016
Short-term Forecasting of Price-responsive Loads Using Inverse Optimization
Javier Saez-Gallego, Juan M. Morales
We consider the problem of forecasting the aggregate demand of a pool of price-responsive consumers of electricity. The price-response of the aggregation is modeled by an optimizat…
math.OC2015
A Data-driven Bidding Model for a Cluster of Price-responsive Consumers of Electricity
Javier Saez-Gallego, Juan M. Morales, Marco Zugno +1
This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel prog…