Universidad Pontificia Comillas
Instituto de Investigación Tecnológica
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[Principal] [Résumé/CV] [Material docente] [Operations Management] [Mathematical Methods] [Operations Research] [Técnicas de Optimización de Sistemas] [Modelado y Simulación de Sistemas] [Applied Optimization] [Statistics II] [Quantitative Decision Methods] [Optimization Techniques] [Deterministic Optimization] [Stochastic Optimization] [Investigación] [Open Models] [openSDUC] [openTEPES] [TEPES] [ROM] [StarNet] [FLOP] [iMetro]

Deterministic Optimization (Official Master's Degree in Research in Engineering Systems Modeling, year 2016-17)

News: Due date of the report January xx.


Operations Research (the science of better):
Discipline that applies advanced analytical methods to take decisions to improve operations of a company.

A New View of Analytics and Operations Research

, Learn About O.R., The Executive Guide to Operational Research, Operational Research and EURO

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

Life itself is a matter of OR

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.


Date
Theory
Additional readings
Applications

Sep 12, 2016

Extract of the syllabus of the subject. Additional bibliography.
Hand out of the class notes and web page for slides.

Algebraic modeling languages.


Sep 19, 2016
Algebraic modeling languages. Optimization Cases

Sep 26, 2016
Optimization Cases

Oct 3, 2016
Optimization Cases

Oct 10, 2016
LINEAR PROGRAMMING.
Introduction. Geometry. Properties. Graphical simplex method. Standard form. Basic solution. Partition.

Mathematical Programming Glossary

Linear Programming FAQ (2005)

2015 Linear Programming Software Survey

COmputational INfrastructure for Operations Research Projects

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


Oct 17, 2016
Reduced cost. Pivoting. Simplex method.

Task assignment

El Arte de Presentar

A very funny example: Kate Hartman: el arte de la indumentaria de comunicación


Oct 24, 2016
Tabular form. Initial basic feasible solution. Company Valuation

Oct 31, 2016

Revised simplex. Product form of the inverse. Base matrix factorization. Strategies of computing reduced costs. Dual problem. Dual variables. Economic interpretation.


Nov 7, 2016
Primal-dual interior point method.

Nov 14, 2016

Primal-dual interior point method.


Nov 21, 2016
MODELING OF MIXED INTEGER LINEAR PROGRAMMING PROBLEMS.
Piecewise linear. Convex and concave regions. Special ordered sets. Reformulation.

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

A simplified approach for modeling policymaker's decisions in the power sector

Nov 28, 2016

MIXED INTEGER LINEAR PROGRAMMING.
Branch and bound. Duality.

On-line Guide to Constraint Programming

Dec 5, 2016
Preprocessing. Branch and cut.

R.E. Bixby et al. MIP: Theory and Lab Closing the Gap

Optimal Allocation of Static VAR Compensators in the Electrical Grid

Dec 12, 2016
NONLINEAR OPTIMIZATION.
Unconstrained problem optimality conditions.

Nonlinear Programming FAQ (2007)

1998 Nonlinear Programming Software Survey

Timetable Problem

Gas portfolio optimization


Dec 17, 2016
Constrained problem optimality conditions. Unconstrained problem solution methods.

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).


Jan 9, 2017
Constrained problem solution methods.

Unit Commitment Optimization