S.Ye. Saukh, Dr Sc. (Eng.),
Pukhov Institute for Problems of Modeling in Energy Engineering, NAS of Ukraine (15 General Naumov St, Kyiv, 03164, Ukraine, e-mail:
Èlektron. model. 2018, 40(3):03-32
https://doi.org/10.15407/emodel.40.03.003
ABSTRACT
Peculiarities of development of energy engineering modeling systems under conditions of market mechanisms of energy complex management have been analyzed. The requirements on ensuring the adequacy of energy modeling systems in market conditions have been formulated. The generalized mathematical model of the competitive equilibrium on the electricity market has been presented in the form of a system of problems of mathematical programming with complementarity constraints. The search for the solution of such a system of problems we reduce to finding a solu tion of large scale mixed nonlinear complementary problem in the form of a Karush-Kuhn-Tucker system. A collection of original methods is presented for solving individual subtasks arising from the application of the quasi-Newtonian method for solving complementary problems of large dimension. The benefits of our solver (ICRS) created on the original methodology in comparison with the worldwide PATH solver are shown. A model of equilibrium states of the electricity market of Ukraine is presented in the form of a detailed description of the system of tasks of mathematical programming with complementarity constraints. The computational experiments show the application of the methodology for constructing adequate mathematical models of energy markets and propose methods for solving a system of problems of mathematical programming with complementarity constraints.
KEYWORDS
energy market, equilibrium state, modeling methodology, mathematical programming, complementary problem, solver of large-scale complementary problems, computational experiment.
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