Portfolio-optimization for energy brokers

Objective

Fulfillment of demand minimizing cost using varying sources of supply like stock exchange trades and power plants. Optimization shall operate using different strategies depending on whether long-term or short-term provisions are looked at. Possible strategies are

  • 100% fulfillment of demand
  • volume-neutral
  • value-neutral

Solution

Development of a mathematical optimization model that takes into account all restraints and propositions; development of interfaces to operate and manage the model and embedment into existing IT-landscape