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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
Decision Support Systems for the Energy Sector (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.2012.2204906
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: Decision Support Systems for the Energy Sector (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) September 2024
GOOD OPTIMIZATION MODELING PRACTICES with Pyomo (All You Wanted to Know About Practical Optimization
but Were Afraid to Ask) September 2024
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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 
