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math.OC2015
Fixed-charge transportation problems on trees
Gustavo Angulo, Mathieu Van Vyve
We consider a class of fixed-charge transportation problems over graphs. We show that this problem is strongly NP-hard, but solvable in pseudo-polynomial time over trees using dyna…
math.OC2015
Revisiting minimum profit conditions in uniform price day-ahead electricity auctions
Mehdi Madani, Mathieu Van Vyve
We examine the problem of clearing day-ahead electricity market auctions where each bidder, whether a producer or consumer, can specify a minimum profit or maximum payment conditio…
math.OC2014
A MIP framework for non-convex uniform price day-ahead electricity auctions
Mehdi Madani, Mathieu Van Vyve
It is well-known that a market equilibrium with uniform prices often does not exist in non-convex day-ahead electricity auctions. We consider the case of the non-convex, uniform-pr…