I was just reading the SOS2 constraints in GLPK for modeling piecewise linear functions and I wanted to check that I have understood the model so I have created an example formulation in GLPK mathprog and added it to the wikibook:

  http://en.wikibooks.org/wiki/GLPK/Modeling_tips

The model calculates the pool price from actual published price sensitivities in the Australian National Electricity Market for the QLD region.

Could someone please review and let me know if there are any problems and feel 
free to improve anything.

Regards,

Harley

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     Dr. Harley Mackenzie         ABN:   36 348 783 012

     HARD Software                Web:   www.hardsoftware.com
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     Newtown 3220, Australia      Email: [email protected]
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