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
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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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:
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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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) June 2022
GOOD
OPTIMIZATION MODELING PRACTICES with Pyomo (All You Wanted
to Know About Practical Optimization but Were Afraid
to Ask) June 2022
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 
