Complementarity Modeling in Energy Markets

Volume 180 of the series International Series in Operations Research & Management Science pp 221-262


Optimization Problems Constrained by Complementarity and Other Optimization Problems

  • Steven A. GabrielAffiliated withDepartment of Civil and Environmental Engineering, University of Maryland
  • , Antonio J. ConejoAffiliated withUniversity of Castilla – La Mancha
  • , J. David FullerAffiliated withDepartment of Management Sciences, University of Waterloo
  • , Benjamin F. HobbsAffiliated withDepartment of Geography and Environmental Engineering, The Johns Hopkins University
  • , Carlos RuizAffiliated withEuropean Foundation for New Energy – EDF École Centrale Paris and Supélec

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This chapter provides a friendly introduction to the analysis of optimization problems constrained by complementarity and other optimization problems. These problems are also known as bilevel problems [3], and the field of study to which they belong, hierarchical optimization. Throughout this chapter, we refer to them using the acronym OPcOPs, Optimization Problems constrained by other Optimization Problems, which explicitly indicates a hierarchy.