Bowen Hua

Interdiction of a Mixed-Integer Linear System

  • Ross Baldick
  • Bowen Hua
  • Kevin Wood
    • Categories Applications - OR and Management Sciences, Integer Programming Tags , ,

    A system-interdiction problem can be modeled as a bilevel program in which the upper level models interdiction decisions and the lower level models system operation. This paper studies MILSIP, a mixed-integer linear system interdiction problem, which assumes binary interdiction decisions and models system operations through a mixed-integer linear program. To solve large-scale instances of MILSIP, … Read more

    Pricing in Multi-Interval Real-Time Markets

  • Ross Baldick
  • Eugene Litvinov
  • Bowen Hua
  • Dane Schiro
  • Tongxin Zheng
    • Categories Energy Tags , , , ,

    This paper examines multi-interval real-time markets in the context of US independent system operators (ISOs). We show that current ISO implementations that settle only the upcoming interval of the multi-interval solution can create incentive problems. Fundamentally, this is the result of each successive optimization problem treating historical losses as sunk costs. To solve the incentive … Read more