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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 
