  In this paper we study the so-called minimum income condition order, which is
used in some day-ahead electricity power exchanges to represent the
production-related costs of generating units. This order belongs to the family
of complex orders, which imply non-convexities in the market clearing problem.
We demonstrate via simple numerical examples that if more of such bids are
present in the market, their interplay may open the possibility of strategic
bidding. More precisely, we show that by the manipulation of bid parameters, a
strategic player may increase its own profit and potentially induce the
deactivation of an other minimum income condition order, which would be
accepted under truthful bidding. Furthermore, we show that if we modify the
objective function used in the market clearing according to principles
suggested in the literature, it is possible to prevent the possibility of such
strategic bidding, but the modification raises other issues.
