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Date
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Theory
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Additional readings
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Applications
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Sep 12, 2016
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Extract
of the syllabus of the subject. Additional
bibliography.
Hand out of the class notes
and web page for slides.
Algebraic modeling
languages.
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Sep 19, 2016
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Algebraic modeling languages. |
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Optimization
Cases |
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Sep 26, 2016
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Optimization
Cases |
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Oct 3, 2016
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Optimization
Cases |
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Oct 10, 2016
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LINEAR
PROGRAMMING.
Introduction. Geometry. Properties. Graphical simplex
method. Standard form. Basic solution. Partition. |
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Mathematical
Programming Glossary
Linear
Programming FAQ (2005)
2015
Linear Programming Software Survey
COmputational
INfrastructure for Operations Research Projects
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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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Oct 17, 2016
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Reduced cost. Pivoting.
Simplex method. |
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Task assignment
El
Arte de Presentar
A very funny example: Kate
Hartman: el arte de la indumentaria de comunicación
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Oct 24, 2016
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Tabular form. Initial
basic feasible solution. |
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Company Valuation |
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Oct 31, 2016
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Revised simplex. Product form of the inverse. Base
matrix factorization. Strategies of computing reduced
costs. Dual problem. Dual variables. Economic interpretation.
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Nov 7, 2016
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Primal-dual interior point method.
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Nov 14, 2016
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Primal-dual interior point method. |
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Nov 21, 2016
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MODELING
OF MIXED INTEGER LINEAR PROGRAMMING PROBLEMS.
Piecewise linear. Convex and concave regions. Special
ordered sets. Reformulation. |
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ROADEF/EURO
Challenge 2010: A large-scale energy management problem
with varied constraints
ROADEF/EURO
Challenge 2012: Machine reassignment
RAS
Problem Solving Competition 2010: Locomotive refueling
problem
RAS
Problem Solving Competition 2011: Train Design Optimization
G. Morales-España, J.M. Latorre, and A. Ramos Tight
and Compact MILP Formulation for the Thermal Unit Commitment
Problem IEEE Transactions on Power Systems 28
(4): 4897-4908, Nov 2013 10.1109/TPWRS.2013.2251373
G. Morales-España, J.M. Latorre, and A. Ramos Tight
and Compact MILP Formulation of Start-Up and Shut-Down
Ramping in Unit Commitment IEEE Transactions
on Power Systems 28 (2): 1288-1296, May 2013 10.1109/TPWRS.2012.2222938
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A simplified approach for modeling policymaker's
decisions in the power sector |
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Nov 28, 2016
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MIXED
INTEGER LINEAR PROGRAMMING.
Branch and bound. Duality.
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On-line
Guide to Constraint Programming |
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Dec 5, 2016
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Preprocessing. Branch
and cut. |
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R.E. Bixby et al. MIP:
Theory and Lab Closing the Gap
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Optimal Allocation of Static VAR Compensators
in the Electrical Grid |
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Dec 12, 2016
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NONLINEAR
OPTIMIZATION.
Unconstrained problem optimality conditions. |
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Nonlinear
Programming FAQ (2007)
1998
Nonlinear Programming Software Survey
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Timetable Problem
Gas portfolio optimization
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Dec 17, 2016
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Constrained problem optimality
conditions. Unconstrained problem solution methods. |
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S. Burer and A.N. Letchfordy Non-Convex
Mixed-Integer Nonlinear Programming: A Survey
February 2012
S. Leyffer and A. Mahajanm Nonlinear
Constrained Optimization: Methods and Software
March 2010
MINLP
Web based optimization (NEOS
Server for Optimization, Web
Enabled Optimisation WebOpt).
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Jan 9, 2017
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Constrained
problem solution methods. |
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Unit Commitment Optimization |
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Instituto
de Investigación Tecnológica 
