Universidad Pontificia Comillas
Instituto de Investigación Tecnológica
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Deterministic Optimization (Máster Universitario en Investigación en Modelado de Sistemas de Ingeniería, año 2009-10)

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

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

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
Presentations

Oct 7, 2009

Comment about syllabus of the subject.
Hand out of the class notes and web page for slides.
LINEAR PROGRAMMING.
Introduction. Geometry. Properties. Graphical simplex method.

Mathematical Programming Glossary

Linear Programming FAQ (2005)

2009 Linear Programming Software Survey


Oct 14, 2009
Standard form. Basic solution. Partition. Task assignment

Oct 21, 2009
Reduced cost. Pivoting. Simplex method. Tabular form. Tabular form.

General Equilibrium Model

Underground Train Scheduling in Complex topologies


Oct 28, 2009
Initial basic feasible solution. Revised simplex.

Bin packing

Medium tyerm hydrothermal coordination model


Nov 4, 2009
Product form of the inverse. Base matrix factorization. Strategies of computing reduced costs.

PV Fields

Antenna deployment


Nov 11, 2009
Dual problem. Dual variables. Economic interpretation.

Routing problem

Clustering


Nov 18, 2009

Primal-dual interior point method.

Task assignment

Nov 25, 2009

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

General Equilibrium Model


Dec 2, 2009
MIXED INTEGER LINEAR PROGRAMMING.
Branch and bound. Duality.

Bin packing

Medium tyerm hydrothermal coordination model


Dec 9, 2009

PV Fields

Antenna deployment

Underground Train Scheduling in Complex topologies


Dec 16, 2009
Preprocessing. Branch and cut.

Routing problem

Clustering


Jan 20, 2009
NONLINEAR OPTIMIZATION.
Unconstrained problem optimality conditions.

Nonlinear Programming FAQ (2007)

1998 Nonlinear Programming Software Survey

Task assignment


Jan 27, 2010
Unconstrained problem solution methods.

Underground train Scheduling in Complex topologies


Feb 2, 2010
Constrained problem optimality conditions.

Medium tyerm hydrothermal coordination model


Feb 10, 2010
Constrained problem solution methods. Conjugate gradient.

MINLP
COmputational INfrastructure for Operations Research COIN/OR.
Web based optimization (NEOS Server for Optimization, Web Enabled Optimisation WebOpt).
On-line Guide to Constraint Programming

Antenna deployment






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