Complementarity, Not Optimization, is the Language of Markets
Complementarity, Not Optimization, is the Language of Markets
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DOI：
10.1109/oajpe.2020.3029134
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发表时间：
2020-10
影响因子：
3.8
通讯作者：
A. Conejo;Carlos Ruiz
中科院分区：
文献类型：
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作者：
A. Conejo;Carlos Ruiz
电力市场中的每个市场主体(生产者或消费者)都追求自己的目标，通常是为了使自己的利润最大化。这样，每个代理人在市场中的具体行为可以方便地描述为一个双层优化问题，上层问题代表代理人的逐利行为，下层问题代表市场的出清。该双层问题的目标函数和约束依赖于主体自身的决策变量，也依赖于其他主体的决策变量。理解市场的结果需要共同考虑和解决所有市场主体相互关联的双层问题，这超出了优化的范围。共同解决一组相互关联的两层(或单层)优化问题是互补性的范畴。在这篇文章中，在电力市场的背景下，我们使用教程的方法来回顾互补性。
Each market agent (producer or consumer) in a power market pursues its own objective, typically to maximize its own profit. As such, the specific behavior of each agent in the market is conveniently formulated as a bi-level optimization problem whose upper-level problem represents the profit seeking behavior of the agent and whose lower-level problem represents the clearing of the market. The objective function and the constraints of this bi-level problem depend on the agent’s own decision variables and on those of other agents as well. Understanding the outcomes of the market requires considering and solving jointly the interrelated bi-level problems of all market agents, which is beyond the purview of optimization. Solving jointly a set of bi-level (or single-level) optimization problems that are interrelated is the purview of complementarity. In this paper and in the context of power markets, we review complementarity using a tutorial approach.