The primary goal of this work was to develop a model that solved the market clearing problem while abiding by all the special requirements set by the European power ex- changes. The methodology that we applied is derived from Madani and Van Vyve, who referred to it as the Primal-Dual approach. It is assumed that the optimal set of blocks for the market clearing problem is known a priori. The integrality constraints of the market clearing problem are then replaced with inequalities that force the decision variables of the blocks to their optimal values, resulting in an LP. Next, the dual of this problem is defined, so that now the dual variables related to the constraints forcing the blocks to be accepted or rejected. can be interpreted as upper boundaries to the incurred losses or missed opportunity costs, respectively. Finally, a new problem is defined that includes all constraints from the original MILP (including integrality constraints) as well as the dual problem, and in which all dual variables related to the upper bound of incurred losses are set to zero. The resulting MILP now satisfies all requirements. Modifications to Madani and Van Vyve's model were made to include different kind of block orders and a flow based intuitive network model, while maintaining uniform prices.