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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
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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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: 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.
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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 
