2 Books

Antonio J. Conejo’s books are available at Amazon. Among them:

  • Makoto Tanaka, Antonio J. Conejo, Afzal S. Siddiqui, Economics of Power Systems, 2022

This book describes the latest microeconomic concepts and operations research (OR) techniques needed to comprehend the design and operation of power markets, as well as the actions of their agents: producers, consumers, operators, and regulators. This is critical when it comes to addressing a constantly evolving power system environment that incorporates an increasing number of no-marginal-cost renewable sources, increasingly competitive storage facilities, increasingly responsive demands, and widespread communication channels that allow distributed decision-making. Such evolving environments call for a re-examination of the microeconomic concepts and OR techniques required by graduate students and practitioners in the electric energy field.

This accessible, tutorial-style book features numerous illustrative examples to help readers grasp the economic concepts and OR procedures used by power market professionals. The authors explain these concepts and procedures and present a vision of a renewable-dominated marketplace. Each chapter also includes exercises.

  • Xu Andy Sun, Antonio J. Conejo, Robust Optimization in Electric Energy Systems, 2022

This book covers robust optimization theory and applications in the electricity sector. The advantage of robust optimization with respect to other methodologies for decision making under uncertainty are first discussed. Then, the robust optimization theory is covered in a friendly and tutorial manner. Finally, a number of insightful short- and long-term applications pertaining to the electricity sector are considered.

Specifically, this book includes: robust set characterization, robust optimization, adaptive robust optimization, hybrid robust-stochastic optimization, applications to short- and medium-term operations problems in the electricity sector, and applications to long-term investment problems in the electricity sector.

  • Antonio Gómez-Expósito, Antonio J. Conejo, Claudio A. Cañizares (Editors), Electric Energy Systems: Analysis and Operation, 2nd Edition, 2018.

Electric Energy Systems, Second Edition, offers highly comprehensive and detailed coverage of power systems operations, uniquely integrating technical and economic analyses. The book fully develops classical subjects such as load flow, short-circuit analysis, and economic dispatch within the context of the new deregulated, competitive electricity markets. With contributions from 24 internationally recognized specialists in power engineering, the text also presents a wide range of advanced topics including harmonic load flow, state estimation, and voltage and frequency control as well as electromagnetic transients, fault analysis, and angle stability.

  • Antonio J. Conejo, Luis Baringo, Power System Operations, 2018.

This book addresses operation problems in power systems, and includes power system modeling, power system steady-state analysis, power system state estimation, and electricity markets.
The book provides an appropriate blend of theoretical background and practical applications. This feature makes the book of interest for students in electrical engineering and other engineering specialties, as well as for practitioners.
Studying this book provides an understanding of current power system operation problems, and includes:
(a) the formulation of operation problems,
(b) the familiarization with efficient solution algorithms for such problems, and
(c) insights into these problems through the detailed analysis of numerous illustrative examples.
Applications are developed up to working algorithms (coded in GNU Octave and GAMS) that can be readily used. This feature strengthens the interest of the book both from a learning perspective and from the point of view of the practitioner.

  • Ramteen Sioshansi, Antonio J. Conejo, Optimization in Engineering. Models and Algorithms, 2017.

This textbook covers the fundamentals of optimization, including linear, mixed-integer linear, nonlinear, and dynamic optimization techniques, with a clear engineering focus. It carefully describes classical optimization models and algorithms using an engineering problem-solving perspective, and emphasizes modeling issues using many real-world examples related to a variety of application areas. Providing an appropriate blend of practical applications and optimization theory makes the text useful to both practitioners and students, and gives the reader a good sense of the power of optimization and the potential difficulties in applying optimization to modeling real-world systems. The book is intended for undergraduate and graduate-level teaching in industrial engineering and other engineering specialties. It is also of use to industry practitioners, due to the inclusion of real-world applications, opening the door to advanced courses on both modeling and algorithm development within the industrial engineering and operations research fields.

  • Antonio J. Conejo, Luis Baringo Morales, S. Jalal Kazempour, Afzal S. Siddiqui, Investment in Electricity Generation and Transmission, 2016.

This book provides an in-depth analysis of investment problems pertaining to electric energy infrastructure, including both generation and transmission facilities. The analysis encompasses decision-making tools for expansion planning, reinforcement, and the selection and timing of investment options.
In this regard, the book provides an up-to-date description of analytical tools to address challenging investment questions such as: (1) How can we expand and/or reinforce our aging electricity transmission infrastructure?, (2) How can we expand the transmission network of a given region to integrate significant amounts of renewable generation?, (3) How can we expand generation facilities to achieve a low-carbon electricity production system? (4) How can we expand the generation system while ensuring appropriate levels of flexibility to accommodate both demand-related and production-related uncertainties? (5) How can we choose among alternative production facilities? (6) What is the right time to invest in a given production or transmission facility?
Written in a tutorial style and modular format, the book includes a wealth of illustrative examples to facilitate comprehension. It is intended for advanced undergraduate and graduate students in the fields of electric energy systems, operations research, management science, and economics. Practitioners in the electric energy sector will also benefit from the concepts and techniques presented here.

  • Juan M. Morales, Antonio J. Conejo, Henrik Madsen, Pierre Pinson, Marco Zugno, Integrating Renewables in Electricity Markets, 2014.

As stochastic renewable production units become ubiquitous throughout electric energy systems, an increasing level of flexible backup provided by non-stochastic units and other system agents is needed if supply security and quality are to be maintained. Within the context above, this book provides up-to-date analytical tools to address challenging operational problems such as: (1) The modeling and forecasting of stochastic renewable power production, (2) The characterization of the impact of renewable production on market outcomes, (3) The clearing of electricity markets with high penetration of stochastic renewable units, (4) The development of mechanisms to counteract the variability and unpredictability of stochastic renewable units so that supply security is not at risk, (5) The trading of the electric energy produced by stochastic renewable producers, (6) The association of a number of electricity production facilities, stochastic and others, to increase their competitive edge in the electricity market, (7) The development of procedures to enable demand response and to facilitate the integration of stochastic renewable units.

  • Steven A. Gabriel, Antonio J. Conejo, J. David Fuller, Benjamin F. Hobbs, Carlos Ruiz, Complementarity Modeling in Energy Markets, 2013.

This book introduces complementarity models in a straightforward and approachable manner and uses them to carry out an in-depth analysis of energy markets, including formulation issues and solution techniques. In a nutshell, complementarity models generalize: a. optimization problems via their Karush-Kuhn-Tucker conditions b. on-cooperative games in which each player may be solving a separate but related optimization problem with potentially overall system constraints (e.g., market-clearing conditions) c. economic and engineering problems that aren’t specifically derived from optimization problems (e.g., spatial price equilibria) d. problems in which both primal and dual variables (prices) appear in the original formulation (e.g., The National Energy Modeling System (NEMS) or its precursor, PIES). As such, complementarity models are a very general and flexible modeling format. A natural question is why concentrate on energy markets for this complementarity approach? s it turns out, energy or other markets that have game theoretic aspects are best modeled by complementarity problems. The reason is that the traditional perfect competition approach no longer applies due to deregulation and restructuring of these markets and thus the corresponding optimization problems may no longer hold. Also, in some instances it is important in the original model formulation to involve both primal variables (e.g., production) as well as dual variables (e.g., market prices) for public and private sector energy planning. Traditional optimization problems can not directly handle this mixing of primal and dual variables but complementarity models can and this makes them all that more effective for decision-makers.

  • Antonio J. Conejo, Miguel Carrión, Juan M. Morales, Decision Making Under Uncertainty in Electricity Markets, 2010.

This book provides models and procedures to be used by electricity market agents to make informed decisions under uncertainty. These procedures rely on well established stochastic programming models, which make them efficient and robust. Particularly, these techniques allow electricity producers to derive offering strategies for the pool and contracting decisions in the futures market. Retailers use these techniques to derive selling prices to clients and energy procurement strategies through the pool, the futures market and bilateral contracting. Using the proposed models, consumers can derive the best energy procurement strategies using the available trading floors. The market operator can use the techniques proposed in this book to clear simultaneously energy and reserve markets promoting efficiency and equity. The techniques described in this book are of interest for professionals working on energy markets, and for graduate students in power engineering, applied mathematics, applied economics, and operations research.

Electric Energy Systems

  • Antonio Gómez-Expósito, Antonio J. Conejo, Claudio Cañizares (Editors), Electric Energy Systems: Analysis and Operation, 2008.

This book offers highly comprehensive and detailed coverage of power systems operations, uniquely integrating technical and economic analyses. The book fully develops classical subjects such as load flow, short-circuit analysis, and economic dispatch within the context of the new deregulated, competitive electricity markets. With contributions from 24 internationally recognized specialists in power engineering, the text also presents a wide range of advanced topics including harmonic load flow, state estimation, and voltage and frequency control as well as electromagnetic transients, fault analysis, and angle stability.

  • Antonio J. Conejo, Enrique Castillo, Roberto Mínguez, Raquel García-Bertrand, Decomposition Techniques in Mathematical Programming. Engineering and Science Applications, 2006.

This textbook for students and practitioners presents a practical approach to decomposition techniques in optimization. It provides an appropriate blend of theoretical background and practical applications in engineering and science, which makes the book interesting for practitioners, as well as engineering, operations research and applied economics graduate and postgraduate students. “Decomposition Techniques in Mathematical Programming” is based on clarifying, illustrative and computational examples and applications from electrical, mechanical, energy and civil engineering as well as applied mathematics and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and provides rigorous decomposition algorithms as well as heuristic ones. Practical applications are developed up to working algorithms that can be readily used. The theoretical background of the book is deep enough to be of interest to applied mathematicians. It includes end of chapter exercises and the solutions to the even numbered exercises are included as an appendix.

  • Enrique Castillo, Antonio J. Conejo, Pablo Pedregal, Ricardo Garcia, Natalia Alguacil, Building and Solving Mathematical Programming Models in Engineering and Science, 2001.

Modeling is one of the most effective, commonly used tools in engineering and the applied sciences. In this book, the authors deal with mathematical programming models both linear and nonlinear and across a wide range of practical applications.
Whereas other books concentrate on standard methods of analysis, the authors focus on the power of modeling methods for solving practical problems-clearly showing the connection between physical and mathematical realities-while also describing and exploring the main concepts and tools at work. This highly computational coverage includes: (1) Discussion and implementation of the GAMS programming system, (2) Unique coverage of compatibility, (3) Illustrative examples that showcase the connection between model and reality, (4) Practical problems covering a wide range of scientific disciplines, as well as hundreds of examples and end-of-chapter exercises, (5) Real-world applications to probability and statistics, electrical engineering, transportation systems, and more.
Building and Solving Mathematical Programming Models in Engineering and Science is practically suited for use as a professional reference for mathematicians, engineers, and applied or industrial scientists, while also tutorial and illustrative enough for advanced students in mathematics or engineering.