Journées de l'optimisation 2018
HEC Montréal, Québec, Canada, 7 — 9 mai 2018
MA11 Game theory
7 mai 2018 10h30 – 12h10
Salle: Xerox Canada (48)
Présidée par Bernard Fortz
3 présentations
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10h30 - 10h55
Hub interdiction problem: Alternate solution approaches
We study the hub interdiction problem. The problem is modeled as a 2-stage sequential game, resulting in a bi-level mixed integer program. We present alternate approaches to reduce the model to single level, followed by efficient exact methods to solve the problem to optimality.
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10h55 - 11h20
Optimal policy for reforming energy subsidies in presence of heterogeneous consumers and suppliers
To raise the necessary public support for the energy consumption subsidies reform, a prevalent recommendation is to redistribute its revenue among the affected consumers. However, the main challenge to design a feasible and optimal policy is the scale and target of compensation payments, particularly in the presence of heterogeneous consumers and suppliers of non-energy goods. We study the problem of a social planner, which aims to maximize the national gain of reform while expecting a minimum purchasing power for the households. We analyze the impact of heterogeneity on the feasibility range of such a reform and compare the result of different compensation policies.
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11h20 - 11h45
Unit commitment under market equilibrium constraints
We consider an extension of the Unit Commitment problem with a second level of decisions ensuring that the produced quantities are cleared at market equilibrium. In their simplest form, market equilibrium constraints are equivalent to the first-order optimality conditions of a linear program. The UC in contrast is usually a mixed-integer nonlinear program (MINLP), that is linearized and solved with traditional Mixed Integer (linear) Programming (MIP) solvers. Taking a similar approach, we are faced to a bilevel optimization problem where the first level is a MIP and the second level linear.