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Visn. Nac. Akad. Nauk Ukr. 2018. (4):53-67
https://doi.org/10.15407/visn2018.04.053

S.Ye. Saukh
Pukhov Institute for Modelling in Energy Engineering of the National Academy of Sciences of Ukraine, Kyiv

MATHEMATICAL MODELING OF COMPETITIVE EQUILIBRIUM IN ELECTRICITY MARKETS
According to the materials of scientific report at the meeting of the Presidium of NAS of Ukraine, February 28, 2018

The report analyzes world tendencies in the development of energy complexes modeling systems and the possibility of using existing systems in modern conditions of decentralized management of energy complexes. The requirements for ensuring the adequacy of energy complexes modeling systems in market conditions are formulated. A generalized mathematical model of the competitive equilibrium on the electricity market in the form of a system of nonlinear programming problems and its equivalent form — a complementary problem — is presented. On the base of computational experiments power markets modeling, significant limitations on using well-known solvers of complementary problems are identified. Original methods of solving large-scale complementary problems are presented and the advantages of the solver created on the base of such methods are shown. The particulars in the application of the modeling methodology for the construction of adequate mathematical models of energy markets and the advantages of the proposed methods for solving complementary problems are demonstrated through the test problems of modeling the equilibrium states of the electricity market of Ukraine as well as united electricity market of Benelux countries, France and Germany.
Keywords: energy market, equilibrium state, modeling methodology, complementary problem, solver of large-scale complementary problems, computational experiment.

Language of article: ukrainian

 

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