Papers by Juan Pablo Luna
SIAM Journal on Optimization
Equilibrium problems with equilibrium constraints are challenging both theoretically and computat... more Equilibrium problems with equilibrium constraints are challenging both theoretically and computationally. However, they are appropriate modeling formulations in a number of important areas, such as energy markets, transportation planning, and logistics. Typically, these problems are characterized as bilevel Nash-Cournot games. For instance, the equilibrium price in an energy market involves top-level decisions of the generators that feed the bottom-level problem of an independent system operator. From a bilevel programming point of view, of particular concern is the fact that the outcome of the equilibrium problem corresponds to computing the optimistic solution of the associated bilevel problems. By contrast, the dual-primal regularization proposed in this work yields equilibrium prices with minimal norm, a feature that corresponds to the pessimistic paradigm. Our approach provides a continuous selection of price signals that proves useful in guiding the solution process when solving such problems computationally, via the mixed complementarity formulations. We prove existence theorems for a specific equilibrium, and convergence of the proposed regularization scheme. Our numerical results using the PATH solver illustrate the proposal. In particular, we exhibit that, in the given context, PATH with the regularization approach computes a genuine equilibrium almost always, while without regularization the outcome is quite the opposite.
Demand response is currently being tested by the Brazilian independent system operator, ONS, and ... more Demand response is currently being tested by the Brazilian independent system operator, ONS, and by the trading chamber, CCEE. The program considers the reduction of consumption of some registered clients, as an alternative to dispatching thermal power plants according to merit order. The DESSEM computational tool, developed by CEPEL, is currently run by the ONS to define the next-day dispatch for the whole country. The results obtained using an academic version of DESSEM are used to benchmark and compare DESSEM's performance to relocate the load of demand offered by the operator to different clients under different configurations of the power system. Pros and cons are analyzed for different mathematical formulations, particularly regarding their impact on prices, operating costs, and computational times. Special attention is paid to determining the robustness of the considered models for a variety of optimality requirements for solving the unit-commitment problem.
Computational Optimization and Applications, 2019
We develop new variants of Benders decomposition methods for variational inequality problems. The... more We develop new variants of Benders decomposition methods for variational inequality problems. The construction is done by applying the general class of Dantzig-Wolfe decomposition of [14] to an appropriately defined dual of the given variational inequality, and then passing back to the primal space. As compared to previous decomposition techniques of the Benders kind for variational inequalities, the following improvements are obtained. Instead of rather specific single-valued monotone mappings, the framework includes a rather broad class of multi-valued maximally monotone ones, and single-valued nonmonotone. Subproblems' solvability is guaranteed instead of assumed, and approximations of the subproblems' mapping are allowed (which may lead, in particular, to further decomposition of subproblems, which may otherwise be not possible). In addition, with a certain suitably chosen approximation, variational inequality subproblems become simple bound-constrained optimization problems, thus easier to solve.
Mathematical Programming, 2016
We consider two models for stochastic equilibrium: one based on the variational equilibrium of a ... more We consider two models for stochastic equilibrium: one based on the variational equilibrium of a generalized Nash game, and the other on the mixed complementarity formulation. Each agent in the market solves a single-stage risk-averse optimization problem with both here-and-now (investment) variables and (production) wait-and-see variables. A shared constraint couples almost surely the wait-and-see decisions of all the agents. An important characteristic of our approach is that the agents hedge risk in the objective functions (on costs or profits) of their optimization problems, which has a clear economic interpretation. This feature is obviously desirable, but in the risk-averse case it leads to variational inequalities with set-valued operators-a class of problems for which no established software is currently available. To overcome this difficulty, we define a sequence of approximating differentiable variational inequalities based on smoothing the nonsmooth risk measure in the agents' problems, such as average or conditional value-at-risk. The smoothed variational inequalities can be tackled by the PATH solver, for example. The approximation scheme is shown to converge, including the case when smoothed problems are solved approximately. An interesting by-product of our proposal is that the smoothing approach allows us to show existence of an equilibrium for the original problem. To assess the proposed technique, numerical results are presented. The first set of experiments is on randomly generated equilibrium problems, for which we compare the proposed methodology with the standard smooth reformulation of average value-at-risk minimization (using additional variables to rewrite the associated max-function). The second set of experiments deals with a part of the real
Sustainability
The Sistema de Evaluación de Impacto Ambiental (Environmental Impact Assessment System—SEIA) eval... more The Sistema de Evaluación de Impacto Ambiental (Environmental Impact Assessment System—SEIA) evaluates all projects potentially harmful to human health and the environment in Chile. Since its establishment, many projects approved by the SEIA have been contested by organized communities, especially in the energy sector. The question guiding our research is whether socio-environmental conflicts affect the evaluation times and the approval rates of projects under assessment. Using a novel database comprising all energy projects assessed by the SEIA, we analyzed 380 energy projects that entered the SEIA review process between 2012 and 2017 and matched these projects with protest events. Using linear and logit regression, we find no association between the occurrence of protests aimed at specific projects and the probability of project approval. We do, however, find that projects associated with the occurrence of protest events experience significantly longer review times. To assess the ...
Journal of Quantitative Description: Digital Media
A growing body of literature has noted an age pattern in the sharing of false news in social medi... more A growing body of literature has noted an age pattern in the sharing of false news in social media, with older people sharing more often misinformation than younger users. In this article we supplement this literature by documenting two distinct but complementary phenomena: Facebook users share more content as they get older regardless of whether it is political; and that this increment in sharing activity as age increases is more intense with political and partisan URLs. Based on the Facebook Privacy-Protected Full URLs Data Set, a vast Facebook database with demographic information of those who saw and shared links on Facebook in 46 countries, we investigate the impact of age on link-sharing activity. We found that in 43 countries, the average age of people who shared links was considerably higher than the age of those who saw the links. In a more detailed study, with Facebook users in South America, we find that the average age increases consecutively in the sharing of non-politi...
Revista de ciencia política (Santiago), 2012
"i am convinced that the enemies of the nation do take advantage of the confusion about this ques... more "i am convinced that the enemies of the nation do take advantage of the confusion about this question of the state. and i keep asking myself what the hell is the state (…) the state is an artificial command, made out of paper, without a heart" (aparicio saravia, letter to nepomuceno saravia, campamento Los duraznos, september 11, 1902). 1 * Queremos agradecer a andreas Feldmann y diego rossello por sus valiosos comentarios, así como a los réferis anónimos de rcp por su invaluable lectura. aprovechamos la oportunidad para agradecer al núcleo milenio para la estatalidad y democracia en américa Latina (ns 100014) y los proyectos FOndecYt nº 1110565 y nº 1110368 por todo el apoyo prestado para la realización de este trabajo. 1 traducido y citado por López-alves, 2000.
Revista de ciencia política (Santiago), 2009
* aprovechamos la oportunidad en agradecer al proyecto FOndecYt nº 1060749 por todo el apoyo pres... more * aprovechamos la oportunidad en agradecer al proyecto FOndecYt nº 1060749 por todo el apoyo prestado para la realización de este trabajo, así como a los réferis anónimos de rcp por su invaluable lectura.
Latin American Politics and Society, 2011
Mainwaring and Scully's concept of party system institutionalization (PSI) has greatly influe... more Mainwaring and Scully's concept of party system institutionalization (PSI) has greatly influenced the literature on parties and party systems. This article contributes to the “revisionist” literature on PSI by exploring the recent evolution of the concept's four dimensions in Chile. It finds that the Chilean party system is not homogenously institutionalized (as conventionally argued) but is simultaneously frozen at the elite level and increasingly disconnected from civil society. In this regard, it approaches some recent descriptions of the Brazilian party system, a prototypical example of an “inchoate” party system that has gained stability over time without developing roots in society. This article argues that the current operationalization of the concept of PSI is problematic. Not only should all four dimensions of the concept be simultaneously measured, probably through multiple indicators for each one, but their trends across time and space should also be better integr...
The analysis of party voter linkages presented in this paper illustrates the risks of conflating ... more The analysis of party voter linkages presented in this paper illustrates the risks of conflating party system stability and programmatic structuring in a one-dimensional concept of party system institutionalization, showing that while electoral volatility has remained low over time, programmatic structuring has weakened and party-voter linkages have significantly mutated. Moreover, the data also suggests that social fragmentation and inequality have enabled parties to combine different linkage-types with constituents, thereby minimizing the sustainability trade offs identified in Kitschelt's original analytical framework. In conclusion, both conceptual innovation and alternative empirical strategies are needed to better describe and explain the heterogeneous and socially segmented linkage strategies that ambitious politicians are crafting in Latin America in pursuit of a winning electoral coalition.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2021
We examine how different pricing frameworks deal with non-convex features typical of day-ahead en... more We examine how different pricing frameworks deal with non-convex features typical of day-ahead energy prices when the power system is hydro-dominated, like in Brazil. For the system operator, requirements of minimum generation translate into feasibility issues that are fundamental to carry the generated power through the network. When utilities are remunerated at a price depending on Lagrange multipliers computed for a system with fixed commitment, the corresponding values sometimes fail to capture a signal that recovers costs. Keeping in mind recent discussions for the Brazilian power system, we analyse mechanisms that provide a compromise between the needs of the generators and those of the system operator. After characterizing when a price supports a generation plan, we explain in simple terms dual prices and related concepts, such as minimal uplifts and bi-dual problems. We present a new pricing mechanism that guarantees cost recovery to all agents, without over-compensations. I...
WIDER Working Paper, 2016
This study has been prepared within the UNU-WIDER project on 'The political economy of social pro... more This study has been prepared within the UNU-WIDER project on 'The political economy of social protection systems', which is part of a larger research project on 'The economics and politics of taxation and social protection'.
Challenges of Party-Building in Latin America
SSRN Electronic Journal, 2016
Journal of Democracy, 2016
Abstract: This concluding essay proposes a reassessment of Guillermo O’Donnell’s treatment of hor... more Abstract: This concluding essay proposes a reassessment of Guillermo O’Donnell’s treatment of horizontal and vertical accountability in his conceptualization of “delegative democracy.” In a situation that parallels that of the 1990s, today several Latin American democracies are characterized by the erosion of horizontal accountability under powerful presidents. In contrast to O’Donnell’s notion of delegative democracy, however, other democracies in the region seem to display a strengthening of horizontal accountability and the subsequent erosion of vertical accountability. In such cases, crises of representation have crystallized. We conclude that deficits of vertical accountability should be stressed in future assessments of the region, and argue in favor of expanding the “minimal” conceptualization of this dimension of delegative democracy to make sense of current developments.
Revista De Ciencia Politica, 2011
This study of Uruguay's Frente Amplio explores four central questions for the analysis of the... more This study of Uruguay's Frente Amplio explores four central questions for the analysis of the "new Latin American left." How did a leftist alternative emerge and grow inside an institutionalized party system? How do the socioeconomic and political factors that enabled the rise of the left in Uruguay differ from those observed in other Latin American cases? How did Frente
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Papers by Juan Pablo Luna