Galina Orlinskaya

An Exact Projection-Based Algorithm for Bilevel Mixed-Integer Problems with Nonlinearities

  • Maximilian Merkert
  • Galina Orlinskaya
  • Dieter Weninger
    • Categories (Mixed) Integer Nonlinear Programming, Game Theory, Global Optimization Tags , , , ,

    We propose an exact global solution method for bilevel mixed-integer optimization problems with lower-level integer variables and including nonlinear terms such as, \eg, products of upper-level and lower-level variables. Problems of this type are extremely challenging as a single-level reformulation suitable for off-the-shelf solvers is not available in general. In order to solve these problems … Read more

    Optimal Design of Retailer-Prosumer Electricity Tariffs Using Bilevel Optimization

  • Veronika Grimm
  • Lars Schewe
  • Martin Schmidt
  • Galina Orlinskaya
  • Gregor Zöttl
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences Tags , , , ,

    We compare various flexible tariffs that have been proposed to cost-effectively govern a prosumer’s electricity management – in particular time-of-use (TOU), critical-peak-pricing (CPP), and a real-time-pricing tariff (RTP). As the outside option, we consider a fixed-price tariff (FP) that restricts the specific characteristics of TOU, CPP, and RTP, so that the flexible tariffs are at … Read more

    On Electricity Market Equilibria with Storage: Modeling, Uniqueness, and a Distributed ADMM

  • Julia Grübel
  • Thomas Kleinert
  • Vanessa Krebs
  • Lars Schewe
  • Martin Schmidt
  • Johannes Thürauf
  • Galina Orlinskaya
    • Categories Convex Optimization, Parallel Algorithms, Quadratic Programming Tags , , , , , ,

    We consider spot-market trading of electricity including storage operators as additional agents besides producers and consumers. Storages allow for shifting produced electricity from one time period to a later one. Due to this, multiple market equilibria may occur even if classical uniqueness assumptions for the case without storages are satisfied. For models containing storage operators, … Read more