| Mathematical Methods (4th IIND, year 2012-13) |
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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 5, 12
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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 5, 12
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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.
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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 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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Sep 7, 12
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Model and modeling. Steps in developing a model.
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Th.A. Grossman The
Spreadsheet Analytic Value Chain OR/MS Today Aug 2006 |
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Diet problem. |
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Sep 7, 12
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MODELING WITH LINEAR PROGRAMMING. Transportation problem. Transhipment problem. Task assignment
problem.
MODELING WITH INTEGER LINEAR PROGRAMMING. Knapsack problem. Set covering problem. |
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Sep 11, 12
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Packing problem. Partition problem. Travelling salesman problem (TSP). |
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TSP Art |
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Sep 11, 12
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Fixed cost problem. |
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Sep 12, 12-S
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Task sequencing in a machine.
Modeling Poblems # 1
Production of three products.
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Sep 12, 12-S
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Charter Flights. Bakery.
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Team formation. |
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Sep 18, 12
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Disjunctive constraints. Satisfy k of N equations. Selection among N values. Simple implications. |
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Selecting a basketball team. |
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Assignment of optimization practices with GAMS. |
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Sep 18, 12
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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 writing in GAMS. 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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Sep 19, 12-S
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Paper roll cut.
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Sep 19, 12-S
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Job shop.
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Sep 24, 12
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Car renting. |
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Sep 24, 12
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Swimming pools.
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Sep 26, 12
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Practical session with GAMS.
Execution and analysis of the results.
NEOS Server for Optimization
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Sep 26, 12
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Equivalences among logical propositions. Complex logical propositions. |
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Connecting two pipelines. |
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Oct 1, 12-S
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Sequencing tasks in two machines. Exams. |
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Optimization cases
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Oct 1, 12-S
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Data bases.
Solution Poblem set # 1
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Oct 3, 12
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SHORT EXAM year 2012-13
MIDTERM EXAM year 2011-12
MIDTERM EXAM year 2010-11
MIDTERM EXAM year 2009-10
MIDTERM EXAM year 2008-09
MIDTERM EXAM year 2007-08
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Oct 3, 12
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Practical session with GAMS. |
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Oct 8, 12
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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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Practical case report.
Hand in of optimization practical cases with GAMS. |
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Oct 8, 12
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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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Oct 10, 12
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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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Oct 10, 12
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Multiple optima. |
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LP Problems (1, 2, 3, 4, 8, 9, 22, 24) |
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Oct 15, 12
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Degeneracy. Characterizing the solutions.
Tabular form.
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Oct 15, 12
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Tabular form. |
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Oct 17, 12
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Obtaining an initial basic feasible solution: two phase method. |
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Javascript SimpleX
PHPSimplex |
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Oct 17, 12
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DUALITY. Dual problem. |
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Oct 22, 12
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Fundamental properties of duality. Economical interpretation. Graphical interpretation of dual variables and of reduced costs. |
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Oct 22, 12
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LP Problems (1, Degeneración, 8) |
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Oct 24, 12
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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. |
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Oct 24, 12
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LP Problems (22) |
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Oct 29 12
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Dual simplex method. |
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Oct 29, 12-S
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LP Problems (2, 3) |
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Oct 31, 12-S
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LP Problems (4, 9, 24) |
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Oct 31, 12-S
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Solution LP Problems 1, 2, 3, 4, 8, 9, 22, 24) |
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Nov 7, 12
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SHORT EXAM year 2012-13
MIDTERM EXAM year 2011-12
MIDTERM EXAM year 2010-11
MIDTERM EXAM year 2009-10
MIDTERM EXAM year 2008-09
MIDTERM EXAM year 2007-08
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Nov 7, 12
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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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Nov 12, 12-S
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Problem Set MIP 2, 4, 1
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Nov 12, 12
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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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Nov 14, 12
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Problems with constraints: optimality conditions. |
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Nov 14, 12
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Necessary and sufficient Karush-Kuhn-Tucker conditions. |
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Nov 19, 12-S
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Problem set Inventarios, Función cúbica con hiperplanos, Chequeo de puntos, Objetivo lineal, Problema 2, 3, 4A, 4B, 4C,
Triatlón, Función cúbica, Ciencias de la complejidad)
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Nov 19, 12-S
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Solution problem set Inventarios, Función cúbica con hiperplanos, Chequeo de puntos, Objetivo
lineal, Problema 2, 3, 4A, 4B, 4C, Triatlón, Función cúbica, Ciencias de la complejidad)
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Nov 21, 12-S
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Solution problem set Inventarios, Función cúbica con hiperplanos, Chequeo de puntos, Objetivo
lineal, Problema 2, 3, 4A, 4B, 4C, Triatlón, Función cúbica, Ciencias de la complejidad)
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Nov 21, 12
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LECTURE NOTES about Game theory.
GAME THEORY.
Equilibrium on pure and mixed strategies.
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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 26, 12
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Problem 22 |
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Nov 26, 12-S
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Problem set Móviles, Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula 3x5, Suma nula
4x5) |
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Hand in of the first version of the slides. |
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Nov 28, 12-S
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Solution problem set. Móviles, Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula 3x5, Suma nula 4x5)
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Nov 28, 12
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El Arte de Presentar
Un ejemplo muy divertido
Kate Hartman: el arte de la indumentaria de comunicación
Presentation of optimization practical cases.
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Dec 3, 12
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Presentation of optimization practical cases. |
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Dec 3, 12
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Presentation of optimization practical cases. |
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Dec 19, 12-S
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TERM EXAM year 2012-13
TERM EXAM year 2011-12
TERM EXAM year 2010-11
TERM EXAM year 2009-10
TERM EXAM year 2008-09
TERM EXAM year 2007-08
TERM EXAM year 2006-07
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Jan 15, 13
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Presentation of optimization practical cases. |
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Jan 15, 13
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Presentation of optimization practical cases. |
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Jan 17, 13-S
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Exam review. |
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Jan 17, 13-S
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Exam review. |
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Jan 22, 13
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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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Jan 22, 13
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Decision trees. Example.
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Jan 24, 13
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Bayesian analysis. Example. |
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Jan 24, 13-S
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Problem 1.
Problem set I%20D, Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso) |
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Jan 29, 13-S
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Problem 1.
Problem set I%20D, Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso) |
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Jan 29, 13-S
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Solution Problem set. I%20D, Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso) |
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Jan 31, 13
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LECTURE NOTES about Queuing theory.
QUEUING THEORY. Introduction
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Jan 31, 13
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Poisson process. M/M/1, M/M/s and M/M/s/K Systems. |
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C. Moler The world's largest matrix
computation Matlab News & Notes Oct 2002 |
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Problems 3 and 5. |
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Feb 5, 13
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Other queuing systems. Decision in queuing systems.
Queuing systems formulas. |
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Problem set Administración local, Dos procesadores, Descarga plataformas, Impresora, Feria, Consultas bancarias, Motores de
barco, Aula de ordenadores |
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Feb 5, 13
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Impresora, Feria, Consultas bancarias, Motores de barco, Aula de ordenadores
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Feb 7, 13
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Administración local, Dos procesadores, Descarga plataformas. |
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Feb 7, 13
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Problem 29.
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Feb 12, 13
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LECTURE NOTES about Simulation.
SIMULATION. Definition. Advantages and drawbacks. Elements of discrete event simulation.
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A. Patching, T. Lemoine and G. Kern Improving Car Body Production at PSA Peugeot Citroën Interfaces (33) 1: 36-49 Jan-Feb 2003 |
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Feb 12, 13
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Structure of a simulation model. Trace. Case study of a queuing system. |
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Feb 14, 13
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Simulation languages. |
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GPSS World Slides
GPSS World Results Slides
GPSS World Manual
GPSS World Student Version
J. Banks and R.R. Gibson The ABCs of Simulation Practice Analytics Magazine 16-21 Spring 2009
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Feb 14, 13
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Case study of a parallel system. Static reliability of a electric generation system. Reliability chronological model. |
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J. Van Hecke et. al. Sequential Probabilistic Methods for Power System Operation and Planning Electra No. 179 Aug 1998 |
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Instructions and several examples.
Assignment of simulation practices with GPSS.
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Feb 19, 13
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Pseudorandom number generation. Generation of random variables with continuous and discrete distributions. Inverse transform method. Simple acceptance-rejection
method. Random variables with a normal distribution. Statistical analysis of the results. |
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C. Moler The origins of Matlab Matlab News & Notes Dec 2004
C. Moler Random thoughts. 10^435 years is a very long time Matlab News & Notes Fall
1995
C. Moler Normal behavior. Ziggurat algorithm generates normally distributed
random numbers Matlab News & Notes Spring 2001
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Feb 19, 13
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Practical session with GPSS.
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Feb 21, 13
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Problem set Muelle circular, El apetito, Combinación de funciones, Impresoras,
Reparación I, Fondos de inversión, Trabajos a imprimir, Demanda mínima
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Feb 21, 13
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Practical session with GPSS.
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Feb 26-S, 13
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Solution problem set. Muelle circular, El apetito, Combinación de funciones, Impresoras |
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Feb 26-S, 13
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Solution problem set. Reparación I, Fondos de inversión, Trabajos a imprimir, Demanda mínima |
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Feb 28-S, 13
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Solution problem set. Reparación I, Fondos de inversión, Trabajos a imprimir, Demanda mínima
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Mar 1-S, 13
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MIDTERM EXAM year 2012-13, B
MIDTERM EXAM year 2011-12
MIDTERM EXAM year 2010-11
MIDTERM EXAM year 2009-10
MIDTERM EXAM year 2008-09
MIDTERM EXAM year 2007-08
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Mar 5, 13
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LECTURE NOTES about Optimization models of inventory management.
INVENTORY MANAGEMENT MODELS.
Static deterministic models of economic order with continuous revision. Dynamic deterministic models.
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H.E. Scarf Inventory Theory Operations Research (50) 1: 186-191 Jan-Feb 2002 |
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Mar 5, 13
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Static stochastic models of economic order with continuous revision. EOQ stochastic model. |
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Mar 7, 13
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Stochastic models of economic order with periodic revision.
Inventory formulas. |
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Mar 7, 13
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Problem set Taller de vehículos, Descuento por cantidad, entrega paulatina,
Análisis de gráficas, Texauto, Transporte, Atlántida, Contenedores, Tienda 24 horas) |
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Mar 12, 13
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Solution problem set. Taller de vehículos, Descuento por cantidad, entrega paulatina, Análisis de gráficas, Texauto, Transporte, Atlántida, Contenedores, Tienda 24 horas). |
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Mar 12, 13
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Solution problem set. Taller de vehículos, Descuento por cantidad, entrega paulatina, Análisis de gráficas, Texauto, Transporte, Atlántida, Contenedores, Tienda 24 horas). |
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Mar 14, 13
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LECTURE NOTES about Optimization models based in networks.
OPTIMIZATION IN NETWORKS. Introduction. |
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Grafos
A. Rodríguez Grafos: herramienta informática para el aprendizaje y resolución de problemas reales de teoría de grafos X Congreso de
Ingeniería de Organización. Valencia, España. Septiembre 2006 |
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Mar 14, 13
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Shortest path problem. |
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Lab report.
Hand in of simulation practices with GPSS. |
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Mar 21, 13
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Spanning tree. Maximum flow problem. |
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Mar 21, 13
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Minim cost flow problem. Compatible flow problem. |
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INTERNET DAY
Birthday of internet (data network) in 1969.
L. Kleinrock Creating a Mathematical Theory of Computer Networks Operations Research (50) 1: 125-131 Jan-Feb
2002 |
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Problem set Environmental Agency, Freighter, Maximum Flow through a network)
Solution problem set. Environmental Agency, Freighter, Maximum Flow through a network)
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Apr 2, 13
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Presentation of simulation practical cases. |
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Apr 2, 13
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Presentation of simulation practical cases. |
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Apr 4, 13
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Open questions |
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Apr 5, 13
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MIDTERM EXAM year 2012-13, B
MIDTERM EXAM year 2011-12
MIDTERM EXAM year 2010-11
MIDTERM EXAM year 2009-10
MIDTERM EXAM year 2008-09
MIDTERM EXAM year 2007-08
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Apr 9, 13
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Presentation of simulation practical cases. |
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Apr 9, 13
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Presentation of simulation practical cases. |
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Apr 11, 13
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LECTURE NOTES about Program Evaluation and Review Technique (PERT).
PROJECT PLANNING AND CONTROL. Critical path. |
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OpenProject
ProjectLibre
GanttProject
Microsoft Project
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Apr 11, 13
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PERT. Introducing costs. |
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Apr 16, 13
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Ending date under risk or uncertainty |
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Apr 16, 13
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Problem 4, 5 and 6 |
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Apr 18, 13
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Problem set Task sequencing, Training course, Seven activities with acceleration
cost, Activities with random duration, Investment with randomness) |
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Apr 18, 13
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Problem set Task sequencing, Training course, Seven activities with acceleration
cost, Activities with random duration, Investment with randomness) |
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Apr 23, 13
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Apr 23, 13
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Apr 25, 13
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Apr 25, 13
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May 17, 13
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FINAL EXAM year 2012-13
FINAL EXAM year 2011-12
FINAL EXAM year 2010-11
FINAL EXAM year 2009-10
FINAL EXAM year 2008-09
FINAL EXAM year 2007-08
FINAL EXAM year 2006-07
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Jun 24, 13
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RESIT EXAM year 2012-13
RESIT EXAM year 2011-12
RESIT EXAM year 2010-11
RESIT EXAM year 2009-10
RESIT EXAM year 2008-09
RESIT EXAM year 2007-08
RESIT EXAM year 2006-07
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Instituto de Investigación Tecnológica 
