The European power grid can be divided into several market areas where the price of electricity is determined in a day-ahead auction. Market participants can provide continuous hourly bid curves and combinatorial bids with associated quantities given the prices. The goal of our auction is to maximize the economic surplus of all participants subject to quantity constraints and price constraints....

Many reasoning task and combinatorial problems exhibit symmetries. Exploiting such symmetries has been proved to be very important in reducing search efforts. Breaking symmetries using additional constraints is currently one of the most used approaches. Extending such symmetry breaking techniques to quantified boolean formulae (QBF) is a very challenging task. In this paper, an approach to brea...

This paper proposes a general empirical framework to estimate the protection-for-sale model, where the protection regime shifts according to a sector’s market structure (perfectly or monopolistically competitive). We base the protection structure on Grossman and Helpman (1994) for the subset of perfectly competitive sectors and on Chang (2005) for the subset of monopolistically competitive sect...

Two problems related to packing identical rectangles within a polyhedron are tackled in the present work. Rectangles are allowed to differ only by horizontal or vertical translations and possibly ninety-degree rotations. The first considered problem consists in packing as many identical rectangles as possible within a given polyhedron, while the second problem consists in finding the smallest p...

For many multi-part visual object classes, the set of parts can vary not only in location but also in type. For example, player formations in American football involve various subsets of player types, and the spatial constraints between players depend largely upon which subset of player types constitutes the formation. In this paper, we consider the problem of learning to jointly localize and c...

In the paper we analyze the influence of implicit programming hypothesis and presence of state constraints on first order optimality conditions to mathematical programs with equilibrium constraints. In the absence of state constraints, we derive sharp stationarity conditions, provided the strong regularity condition holds. In the second part of the paper we suggest an exact penalization of stat...

We present a new framework for efficiently finding competitive solutions for the facility layout problem. This framework is based on the combination of two new mathematical programming models. The first model is a relaxation of the layout problem and is intended to find good starting points for the iterative algorithm used to solve the second model. The second model is an exact formulation of t...

In this paper, we consider the stochastic mathematical programs with equilibrium constraints, which includes two kinds of models called here-and-now and lower-level wait-andsee problems. We present a combined smoothing implicit programming and penalty method for the problems with a finite sample space. Then, we suggest a quasi-Monte Carlo approximation method for solving a problem with continuo...

We consider the dynamic optimization of chemical processes with changes in the number of equilibrium phases. Recent work has shown that transitions in the number of phases can be modeled as a mathematical program with equilibrium constraints (MPEC). This study generalizes the MPEC to consider dynamic characteristics. In particular, we describe a simultaneous discretization and solution strategy...

This paper investigates the ability of the largest producer in an electricity market to manipulate both the electricity and emission allowances markets to its advantage. A Stackelberg game to analyze this situation is constructed in which the largest firm plays the role of the leader, while the medium-sized firms are treated as Cournot followers with price-taking fringes that behave competitive...