Operational Research: scientific approach to the solution of problems in the management of
complex systems.
Operations
Research & Analytics: enable organizations to turn complex challenges into substantial opportunities. They transform data into information, and information into insights for making better decisions and
improving results 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 1, 21
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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 1, 21
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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 6, 21
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MODELING WITH LINEAR PROGRAMMING. Transportation problem. Transhipment problem. Task assignment problem.
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Th.A. Grossman The Spreadsheet Analytic Value
Chain OR/MS Today Aug 2006 |
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Sep 6, 21
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MODELING WITH INTEGER LINEAR PROGRAMMING. Knapsack problem. Set covering problem. Packing problem.
Partition problem. Travelling salesman problem (TSP). |
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TSP Art |
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Sep 8, 21
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Fixed-cost problem. |
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Sep 8, 21
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Disjunctive constraints. Satisfy k of N equations. Selection among N values. Logical propositions. |
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Three products. Charter flights. |
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Optimization cases |
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Sep 13, 21
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Bakery |
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Team formation. |
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Sep 13, 21
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Logical propositions. |
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Sep 15, 21
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Selecting a basketball team. |
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Sep 15, 21
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Job shop. Paper roll cut. |
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Assignment of optimization case studies with GAMS. |
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Sep 20, 21
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Absolute value. Maximum, minimum. |
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Sep 20, 21
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Car renting. Two pipelines. |
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Sep 22, 21
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MULTICRITERIA DECISION MAKING.
Multicriteria decision analysis. Pareto efficiency. Weighted-Sum Method. Compromise Programming. Goal Programming. |
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Sep 22, 21
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Factory of electronic parts. Staff selection.
Swimming pools. Sequencing tasks. Exams. Data base. |
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Sep 27, 21
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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.
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Sep 27, 21
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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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Sep 29, 21
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LECTURE NOTES about Linear Optimization.
LINEAR PROGRAMMING. Hypothesis. Geometry.
Properties.
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Mathematical Programming Glossary
R.E. Bixby A brief history of linear and mixed-integer programming computation
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Sep 29, 21
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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
Preliminary mathematical formulation of the optimization case study
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Oct 4, 21
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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 4, 21
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Problem Set LP |
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Oct 6, 21
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Problem Set LP |
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Oct 6, 21
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Problem Set LP |
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Oct 13, 21
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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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Oct 13, 21
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Sensitivity analysis. Changes in constraint bounds. |
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Oct 18, 21
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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 18, 21
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Example case. Branch and bound method.
MIDTERM EXAM |
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Problem Set MIP |
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Oct 20, 21
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Review MIDTERM EXAM |
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Oct 20, 21
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Review MIDTERM EXAM |
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Oct 25, 21
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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 25, 21
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Problems with constraints: optimality conditions. Necessary and sufficient Karush-Kuhn-Tucker conditions. |
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Oct 27, 21
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Problem set NLP
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Oct 27, 21
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Problem set NLP |
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Nov 3, 21
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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 3, 21
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Decision trees. Example.
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Problem set DT |
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Practical case report.
Hand in of optimization practical cases with GAMS. |
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Nov 8, 21
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Bayesian analysis. Example. |
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Problem set DT |
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Nov 8, 21
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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 10, 21
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Equilibrium on pure and mixed strategies.
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Problem set GT |
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Nov 10, 21
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Cournot equilibrium. Bertrand equilibrium. |
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Problem set GT |
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Nov 15, 21
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Problem set GT |
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Nov 15, 21
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Problem set GT |
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Nov 17, 21
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MIDTERM EXAM |
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Nov 17, 21
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DISCRETE EVENT SIMULATION MODELING
Components and Processes. Modeling by Simulation. Simulation languages
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2021 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 22, 21
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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
SimPy. Discrete event simulation for Python
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Nov 22, 21
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SIMULATION OUTPUT ANALYSIS
Finite-Horizon Analysis. Infinite-Horizon Analysis. |
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Nov 24, 21
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Simulation case study |
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Nov 24, 21
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Simulation case study |
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Nov 29, 21
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Problem set SIM
Quiz on Simulation
Quiz on Output Analysis
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Nov 29, 21
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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 1, 21
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Birth-Death process |
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Problem set QT |
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Dec 1, 21
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TEST: simulation case study
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Dec xx, 21
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LECTURE NOTES about Program Evaluation and Review Technique (PERT).
PROJECT PLANNING AND CONTROL. Critical path. PERT. Introducing costs. Ending date under risk or uncertainty |
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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 15, 21
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FINAL EXAM |
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Jun 17, 22
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RESIT EXAM |
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Instituto de Investigación Tecnológica 
