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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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Jan 13, 15
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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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Jan 16, 15
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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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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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Jan 16, 15
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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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Jan 27, 15
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Task assignment problem. |
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Jan 29, 15
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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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Jan 30, 15
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Data Bases. Web server
management.
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Optimization
cases |
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Jan 30, 15
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Disjunctive constraints.
Satisfy k of N equations. Selection among N values. Simple
implications. |
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Regional offices.
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Feb 3, 15
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Equivalences among logical
propositions. Complex logical propositions. |
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Feb 9, 15
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Selecting
a basketball team. |
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Feb 13, 15
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Team formation.
Assignment
of optimization practices with GAMS.
GAMS Development; Optimization:
Energy Systems Modeling (SADSE);
OR/MS-today Advertisement, August 2009
Algebraic modeling
languages.
Transportation problem: mathematical formulation and
coding in GAMS.
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Feb 13, 15
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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 17, 15
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MOCK
EXAM |
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Feb 20, 15
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Gymnastics team |
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Feb 20, 15
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Manufacturing microprocessors.
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Feb 24, 15
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Practical session with GAMS.
NEOS
Server for Optimization
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Feb 24, 15
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MULTICRITERIA
DECISION MAKING.
Multicriteria decision analysis. Pareto efficiency. Weighted-Sum
Method. Epsilon-Constraint Method. Goal Attainment Method. |
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Feb 25, 15
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Factory
of electronic parts. |
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Feb 25, 15
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Staff selection. |
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Mar 6, 15
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MIDTERM
EXAM year 2014-15
MIDTERM
EXAM year 2012-13
MIDTERM
EXAM year 2011-12
MIDTERM
EXAM year 2010-11 (TOS)
MIDTERM
EXAM year 2009-10 (TOS)
MIDTERM
EXAM year 2009-10 (MM)
MIDTERM
EXAM year 2008-09 (MM)
MIDTERM
EXAM year 2007-08 (MM)
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Mar 9, 15
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Exam review.
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Comments about midterm exam. |
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Mar 9, 15
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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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Mar 10, 15
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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 17, 15
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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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Problem Set LP (1, 2, 3, 4, 8, 9, 22, 24) |
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Mar 20, 15
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Multiple optima. |
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Mar 20, 15
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Degeneracy. Characterizing
the solutions. Tabular form. |
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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 24, 15
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Obtaining an initial basic
feasible solution: two-phase method. |
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xxx, 15
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DUALITY. Dual problem.
Fundamental properties of duality. Economical interpretation.
Graphical interpretation of dual variables and of reduced
costs.
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Javascript
SimpleX
PHPSimplex |
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xxx, 15
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Sensitivity analysis.
Changes in constraint bounds. Change in a coefficient
of a non basic variable. Introduction of a new variable.
Change in a coefficient of a basic variable. Introduction
of a new constraint. Dual simplex method. |
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Apr 7, 15
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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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Apr 10, 15
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El
Arte de Presentar
A very funny example
Kate
Hartman: el arte de la indumentaria de comunicación
Presentation
of optimization practical cases.
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Apr 10, 15
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Presentation of optimization
practical cases. |
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Apr 14, 15
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Presentation of optimization
practical cases. |
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Apr 17, 15
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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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Apr 17, 15
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Decision trees. Example.
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Apr 21, 15
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Bayesian analysis. Example. |
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Apr 24, 15
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DT Problem set (I+D,
Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)
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Apr 24, 15
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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
Game
Theory courses in Open Education DataBase
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Apr 26, 15
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Equilibrium on pure and
mixed strategies. |
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GT Problem set (Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula 3x5,
Suma nula 4x5) |
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xxx, 15
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Cournot equilibrium. Bertrand equilibrium. |
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May 7, 15
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FINAL
EXAM year 2014-15
FINAL
EXAM year 2012-13
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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Jun 22, 15
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RESIT
EXAM year 2014-15
RESIT
EXAM year 2012-13
RESIT
EXAM year 2011-12
RESIT
EXAM year 2010-11 (TOS)
RESIT
EXAM year 2009-10 (TOS)
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 
