News:
Operations Research & Analytics: enable organizations to
turn complex challenges into substantial opportunities by transforming data into information, and information into insights for making better decisions and improving
results. 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 The current table reflects in a realistic way the course development during the several sessions.
It allows the student to know in advance what is going to happen in each session in order to prepare the subject and to organize its work adequately.
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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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Sep 10, 20
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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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Sep 10, 20
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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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Sep 11, 20
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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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Team formation. |
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Sep 11, 20
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Task assignment problem. |
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Sep 17, 20
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MODELING WITH INTEGER LINEAR PROGRAMMING. Knapsack problem. Set covering problem. Packing problem. Partition problem. |
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Sep 17, 20
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Travelling salesman problem (TSP). Fixed cost problem. |
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TSP Art
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Optimization cases
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Sep 18, 20
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Three products. Charter flights.
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Sep 18, 20
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Disjunctive constraints. Satisfy k of N equations. Selection among N values. |
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Sep 24, 20
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Logical propositions. Absolute value. Maximum, minimum. |
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Sep 24, 20
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Selecting a basketball team.
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Sep 25, 20
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Bakery. Job shop. |
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Sep 25, 20
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Paper roll cut. |
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Oct 1, 20
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Car renting. Two pipelines |
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Oct 1, 20
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MULTICRITERIA DECISION MAKING.
Multicriteria decision analysis. Pareto efficiency. Weighted-Sum Method. Compromise Programming. Goal Programming. |
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Factory of electronic parts. Staff selection.
Swimming pools. Sequencing tasks. Exams. Data base.
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Preliminary mathematical formulation of the optimization case study |
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Oct 2, 20
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Assignment of optimization case studies 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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Oct 2, 20
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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
Practical session with GAMS. NEOS Server for Optimization
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Oct 8, 20
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LECTURE NOTES about Linear Optimization.
LINEAR PROGRAMMING. Hypothesis. Geometry. Properties.
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Mathematical Programming Glossary
Linear and Discrete Optimization course from EPFL at coursera.org
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Oct 8, 20
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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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Oct 9, 20
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Algebraic solution. Multiple optima. Degeneracy. Characterizing the solutions. Obtaining an initial basic feasible solution: two-phase method. |
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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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Javascript SimpleX
PHPSimplex
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Oct 9, 20
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Problem Set LP
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Oct 15, 20
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Problem Set LP |
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Oct 15, 20
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Problem Set LP |
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Oct 16, 20
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Problem Set LP |
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Oct 16, 20
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MIDTERM EXAM year 2019-20
MOCKUP EXAM
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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Oct 22, 20
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Problem Set LP |
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Oct 22, 20
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DUALITY. Dual problem. Fundamental properties of duality. Economical interpretation.
Graphical interpretation of dual variables and of reduced costs. Sensitivity analysis. Changes in constraint bounds. |
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Oct 23, 20
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LECTURE NOTES about Mixed integer linear programming.
INTEGER LINEAR PROGRAMMING. Example case.
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R.E. Gomory Early Integer Programming Operations Research (50) 1: 78-81 Jan-Feb 2002 |
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Oct 23, 20
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Example case. Branch and bound method.
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Problem Set MIP
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Oct 29, 20
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LECTURE NOTES about Nonlinear optimization.
Modeling NLP.
NONLINEAR PROGRAMMING. Introduction. Problems without constraints: optimality conditions.
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H.W. Kuhn Being in the Right Place at the Right Time Operations Research (50) 1: 132-134
Jan-Febr 2002
Entrevista a Mar Hershenson Anales de Mecánica y Electricidad (LXXXII) II: 3-10
Mar-Abr 2005 |
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Oct 29, 20
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Problems with constraints: optimality conditions. Necessary and sufficient Karush-Kuhn-Tucker conditions. |
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Oct 30, 20
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Problem set NLP
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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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Oct 30, 20
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Problem set NLP |
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Nov 6, 20
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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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Nov 6, 20
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Decision trees. Example.
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Problem set DT
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Nov 12, 20
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Bayesian analysis. Example. |
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Problem set DT |
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Nov 12, 20
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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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Nov 19, 20
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Equilibrium on pure and mixed strategies.
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Problem set GT
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Nov 19, 20
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Cournot equilibrium. Bertrand equilibrium. |
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Problem set DT |
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Nov 20, 20
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Problem set DT
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Nov 20, 20
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MOCK EXAM
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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Nov 26, 20
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DISCRETE EVENT SIMULATION MODELING
Components and Processes. Modeling by Simulation. Simulation languages
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Simulation Software Survey. OR/MS Today
Winter Simulation Conference 2021
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J. Banks and R.R. Gibson The ABCs of Simulation Practice Analytics Magazine 16-21 Spring 2009 |
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Nov 26, 20
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Introduction to ARENA
Arena
Arena Industry Solutions: Rockwell Arena simulation 3D - manufacture
Rockwell Arena simulation 3D - Bike manufacturer
Arena Simulation of Cobequid Blood Clinic
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Nov 27, 20
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SIMULATION OUTPUT ANALYSIS
Finite-Horizon Analysis. Infinite-Horizon Analysis. |
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Nov 27, 20
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Problem set SIM
Quiz on Simulation
Quiz on Output Analysis
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Dec 3, 20
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Simulation case study |
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Dec 3, 20
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Simulation case study |
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Dec 4, 20
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QUEUEING THEORY
Poisson processes
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C. Moler The world's largest matrix computation Matlab News & Notes Oct
2002 |
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Dec 4, 20
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Birth-Death process |
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Dec 10, 20
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TEST: simulation case study
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Dec 10, 20
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Problem set QT |
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Dec 11, 20
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LECTURE NOTES about Program Evaluation and Review Technique (PERT).
PROJECT PLANNING AND CONTROL. Critical path. PERT. Introducing costs. |
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Problems 4, 5 and 6. Problem set Task sequencing, Training course, Seven activities with acceleration
cost, Activities with random duration, Investment with randomness)
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OpenProject
ProjectLibre
GanttProject
Microsoft Project
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Dec 11, 20
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Ending date under risk or uncertainty
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Dec 15, 20
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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 25, 21
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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 
