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Date
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Theory
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Readings
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Problems
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Practice
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Feb 3, 12
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Extract of the
syllabus.
Additional
bibliography.
Hand out of class notes
and web page for slides.
Survey (motivation, expectations, difficulty, etc.) |
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J.R. Alonso Una
Universidad nueva El País 12/01/2009
FAQs About O.R. & Analytics
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Feb 3, 12
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LECTURE NOTES
about Optimization mathematical modeling.
INTRODUCTION
TO OPTIMIZATION AND MODELING. OR definition. Historical
introduction.
Optimization definition. Classification of optimization
methods. Model and modeling. Steps in developing a model.
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L. Escudero y M.A. López SEIO
y la historia de la IO en España Boletín
de Estadística e Investigación Operativa 28 (1): 24-55,
Feb 2012
F. Petropoulos et al. Operational
Research: Methods and Applications March 2023 Operations Research
Time Line
Energy Systems Modeling (SADSE)
J. Toczek The
PuzzlOR
A. Ramos Some
IIT Operations Research Models for Electricity Markets
XIV Latin Ibero-American Congress on Operations Research
(CLAIO 2008) Cartagena de Indias, Colombia September
2008 (Presentation)
Sesión semiplenaria
M. Alvar, A. Arranz, A. Ramos, A. Sánchez, J. Villar
Parking
place demand and offer assignment IIT-09-019A
A. Ramos, M.T. Peña, A. Fernández, P. Cucala Mathematical
programming approach to underground timetabling problem
for maximizing time synchronization Revista
de Dirección, Organización y Administración de Empresas
CEPADE 35: 88-95 Junio 2008
S. Cerisola, A. Baillo, J.M. Fernandez-Lopez, A. Ramos,
R. Gollmer Stochastic
Power Generation Unit Commitment in Electricity Markets:
A Novel Formulation and A Comparison of Solution Methods
Operations Research 57 (1): 32-46 Jan-Feb 2009
S. Lumbreras and A. Ramos Optimal
Design of the Electrical Layout of an Offshore Wind
Farm: a Comprehensive and Efficient Approach Applying
Decomposition Strategies IEEE Transactions on
Power Systems 28 (2): 1434-1441, May 2013 10.1109/TPWRS.2012.22049066
P. Sánchez-Martín, A. Ramos, J.F. Alonso Probabilistic
mid-term transmission planning in a liberalized market
IEEE Transactions on Power Systems 20 (4): 2135-2142
Nov 2005
ROADEF/EURO
Challenge 2010: A large-scale energy management problem
with varied constraints
J.K. Delson and S.M. Shahidehpour Linear
Programming Applications to Power System Economics,
Planning and Operations IEEE Transactions on
Power Systems (7) 3: 1155-1163 Aug 1992
J. Board, Ch. Sutcliffe and W.T. Ziemba Applying
Operations Research Techniques to Financial Markets
Interfaces Vol 33. No. 2 pp. 12-24 Mar-Apr 2003
C. Barnhart, P. Belobaba, A.R. Odoni Applications
of Operations Research in the Air Transport Industry
Transportation Science Vol 37. No. 4 pp. 368-391 Nov
2003
H.E. Romeijn et al. A
New Linear Programming Approach to Radiation Therapy
Treatment Planning Problems Operations Research
(54) 2: 201-216 Mar-Apr 2006
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Diet problem. |
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Feb 6, 12
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MODELING
WITH LINEAR PROGRAMMING. Transportation problem.
Transhipment problem.
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Th.A. Grossman The
Spreadsheet Analytic Value Chain OR/MS Today Aug
2006 |
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Feb 7, 12
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Task assignment problem. |
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Feb 10, 12
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MODELING
WITH INTEGER LINEAR PROGRAMMING. Knapsack problem.
Set covering problem. Packing problem. Partition problem.
Travelling salesman problem (TSP). Fixed cost problem. |
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TSP
Art |
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Departmental
Computer System |
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Feb 10, 12
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Disjunctive constraints.
Satisfy k of N equations. Selection among N values. Simple
implications. Equivalences among logical propositions.
Complex logical propositions. |
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Feb 16, 12
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Selecting a basketball
team. |
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Team formation.
Assignment
of optimization practices with GAMS. |
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Feb 17, 12
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Data Bases.
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Optimization
cases |
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Feb 17, 12
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GAMS Development; Optimization:
Energy Systems Modeling (SADSE);
OR/MS-today Advertisement, August 2009
Algebraic
modeling languages.
Transportation problem: mathematical formulation and
coding in GAMS.
Execution and analysis of the results. GOOD
OPTIMIZATION MODELING PRACTICES with GAMS (All You Wanted
to Know About Practical Optimization but Were Afraid
to Ask) June 2022
GOOD
OPTIMIZATION MODELING PRACTICES with Pyomo (All You Wanted
to Know About Practical Optimization but Were Afraid
to Ask) June 2022
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Feb 20, 12
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Web servers management. Regional offices.
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Feb 24, 12
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Smartphone. Software update. |
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Feb 24, 12
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Practical session with GAMS.
NEOS
Server for Optimization
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Feb 27, 12
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Manufacturing microprocessors.
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Mar 2, 12
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Assembling control devices. |
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Mar 2, 12
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TV Company. Ticket distribution. |
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Mar 5, 12
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LECTURE NOTES
about Linear Optimization.
LINEAR
PROGRAMMING.
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Mathematical
Programming Glossary
Linear
and Discrete Optimization course from EPFL at coursera.org
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Practical case report.
Hand in of optimization practical cases with GAMS.
Comments about the modeling difficulties and GAMS practical
case and spent time.
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Mar 9, 12
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Hypothesis. Geometry. Properties. Simplex algorithm.
Graphical solution. Standard form.
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R. Elwes The
algorithm that runs the world New Scientist (2877)
Aug 2012 |
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Un
español resuelve un problema matemático
de hace medio siglo El Mundo 27/05/2010. Premio
Fulkerson 2015 de la Mathematical Optimization Society (MOS) y la American Mathematical Society (AMS)
iMetro:
Subway best route calculator
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Mar 9, 12
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Algebraic solution. |
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George
B. Dantzig, the father of linear programming
R.W. Cottle George
B. Dantzig: A Legendary Life in Mathematical Programming
Mathematical Programming (105) 1: 1-8 Jan 2006
R.W. Cottle George
B. Dantzig: Operations Research Icon Operations
Research (53) 6: 892-898 Nov-Dec 2005
J.C. Nash The
(Dantzig) Simplex Method for Linear Programming
Computing in Science & Engineering (2) 1: 29-31
Jan-Feb 2000
R.E. Bixby Solving
Real-World Linear Programs: a Decade and More of Progress
Operations Research (50) 1: 3-15 Jan-Feb 2002
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LP Problems 1, 2, 3,
4, 8, 9, 22, 24 |
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Mar 15, 12
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MIDTERM EXAM
year 2011-12
MIDTERM
EXAM year 2010-11
MIDTERM
EXAM year 2009-10
MIDTERM
EXAM year 2009-10 (MM)
MIDTERM
EXAM year 2008-09 (MM)
MIDTERM
EXAM year 2007-08 (MM)
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Mar 20, 12
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Exam review.
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Comments about midterm exam. |
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Mar 23, 12
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Multiple optima. |
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Mar 26, 12
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Degeneracy. Characterizing
the solutions. |
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Mar 30, 12
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Tabular form. |
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Mar 30, 12
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Obtaining an initial basic
feasible solution: two phase method.
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Javascript
SimpleX
PHPSimplex |
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Apr 13, 12
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DUALITY. Dual problem.
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Apr 13, 12
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Fundamental properties
of duality. Economical interpretation. Graphical interpretation
of dual variables and of reduced costs.
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Apr 16, 12
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Sensitivity analysis.
Changes in constraint bounds. Change in a coefficient
of a non basic variable. Introduction of a new variable.
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Apr 23, 12
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Change in a coefficient
of a basic variable. Introduction of a new constraint.
Dual simplex method.
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Apr 25, 12
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Presentation
of optimization practical cases.
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Apr 25, 12
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Presentation of optimization
practical cases. |
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Apr 27, 12
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LECTURE NOTES
about Mixed integer linear programming.
INTEGER
LINEAR PROGRAMMING. Example case. Branch and bound
method.
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R.E. Gomory Early
Integer Programming Operations Research (50) 1:
78-81 Jan-Feb 2002 |
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Problem Set MIP 2,
4, 1
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El Arte de
Presentar
Un ejemplo muy divertido
Kate
Hartman: el arte de la indumentaria de comunicación
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Apr 27, 12
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LECTURE NOTES
about Decision theory.
DECISION
THEORY.
Decision criteria. Example.
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G.M. Fernández and M.C. Escribano La Teoría de la Decisión: desde sus orígenes
hasta comienzos del siglo XIX Boletín de
Estadística e Investigación Operativa
(30) 3: 292-312, Nov 2014.
Leonid
Hurwicz, Eric S. Maskin y Roger B. Myerson 2007 Nobel
Price in Economic Sciences "for having laid the
foundations of mechanism design theory"
A. Mas-Colell Leo Hurwicz,
el pionero El País. 21 Octubre 2007
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May 4, 12
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Decision trees. Example.
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May 7, 12
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Bayesian analysis. Example. |
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Problem 1.
Problem set I+D,
Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)
Solution Problem set I+D,
Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)
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May 7, 12
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LECTURE NOTES
about Game theory.
GAME
THEORY.
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H. Singh Introduction
to Game Theory and Its Application in Electric Power
Markets IEEE Computer Applications in Power
(12)4: 18-22 Oct 1999
M. Shubik Game
Theory and Operations Research: Some Musings 50 Years
Later Operations Research (50) 1: 192-196 Jan-Feb
2002
P. Horner Game
Theory: A 'Nobel' Pursuit OR/MS Today (32) 6
Dec 2005
Aumann's
Work in Game Theory Leads to von Neumann Prize
OR/MS Today (32) 6 Dec 2005
Robert
J. Aumann and Thomas C. Schelling 2005 Nobel Price in
Economic Sciences "for having enhanced our understanding
of conflict and cooperation through game-theory analysis"
John
C. Harsanyi, John F. Nash Jr. and Reinhard Selten 1994
Nobel Price in Economic Sciences "for their
pioneering analysis of equilibria in the theory of non-cooperative
games"
John F. Nash Non-Cooperative
Games PhD Thesis. Princeton University. May
1950
A. Meca Génesis
y Evolución de la Teoría de Juegos. Sus
Orígenes en España Boletín de Estadística e Investigación
Operativa Vol 22 No 1 / Enero 2006
D. Ríos Varoufakis
en los juegos (no) olímpicos El País 26-jul-2015 Game
Theory course from Stanford University at coursera.org
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May 11, 12
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Equilibrium on pure and
mixed strategies. Cournot equilibrium. Bertrand equilibrium. |
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May 11, 12
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Problem set Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula
3x5, Suma nula 4x5)
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May 14, 12
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Solution problem set Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula 3x5,
Suma nula 4x5) |
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May 18, 12
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MULTICRITERIA
DECISION MAKING.
Multicriteria decision analysis. Pareto efficiency. |
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May 18, 12
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Multiobjective programming. Goal programming |
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May 31, 12
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FINAL
EXAM year 2011-12
FINAL
EXAM year 2010-11 (TOS)
FINAL
EXAM year 2009-10 (TOS)
FINAL
EXAM year 2008-09 (MM)
FINAL
EXAM year 2007-08 (MM)
FINAL EXAM year
2006-07 (MM) |
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Jul 9, 12
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RESIT
EXAM year 2011-12
RESIT
EXAM year 2010-11
RESIT
EXAM year 2009-10
RESIT
EXAM year 2008-09 (MM)
RESIT
EXAM year 2007-08 (MM)
RESIT EXAM year
2006-07 (MM) |
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Instituto
de Investigación Tecnológica 
