Electricity is different from other commodities in at least three important respects: it cannot currently be stored efficiently, it flows through the electricity grid according to the laws of electromagnetism rather than directly from a producer to a consumer, and at any moment supply and demand must match almost exactly to avoid blackouts or other issues. The capacity of the transmission network also limits the amounts of power that can be injected or withdrawn at certain locations. Therefore, in order for an electricity grid to function safely and efficiently, the configuration and physical limits of the grid and the locations of generation and consumption must be taken into account when making decisions about consumption and production. To this end, many grid operators around the world have adopted a spatial and temporal pricing mechanism known as Locational Marginal Pricing (LMP) [1]. This mechanism sets potentially different prices at hundreds or thousands of important locations (nodes) throughout an electricity grid. These prices are part of the solution to an optimal power flow (OPF) problem [2], and represent the increase in optimized total system costs as a result of a small increase in the amount of power consumed at a location at a specific time.