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Deterministic Optimization (Máster Universitario en Investigación en Modelado de Sistemas de Ingeniería, año 2011-12)

News
The report is due on Sunday January 29.


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

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
Presentations

Sep 13, 2011

Extract of the syllabus of the subject. Additional bibliography.
Hand out of the class notes and web page for slides.
LINEAR PROGRAMMING.
Introduction. Geometry. Properties. Graphical simplex method. Standard form.

Mathematical Programming Glossary

Linear Programming FAQ (2005)

2013 Linear Programming Software Survey

El Arte de Presentar

Un ejemplo muy divertido
Kate Hartman: el arte de la indumentaria de comunicación


Sep 20, 2011
Basic solution. Partition. Reduced cost. Pivoting. Simplex method. Good Optimization Modeling Practices Task assignment

Sep 27, 2011
Tabular form. Initial basic feasible solution.

Shelf-scheduling of a flexible load aggregator with EVs.
Bidding strategies for wind power producers in the Netherlands.


Oct 4, 2011
Revised simplex. Product form of the inverse. Base matrix factorization. Strategies of computing reduced costs. Dual problem.

Optimization of the HVDC Supergrid in the North Sea.
Optimal Location of Energy Accumulators in a Metro Railway.


Oct 11, 2011
Dual variables. Economic interpretation.

EV Charging Strategies for Load Leveling.
Ordinal optimization applied to OWL.


Oct 18, 2011

Primal-dual interior point method.

Decyphering text.
Machine assignment.


Oct 25, 2011

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

Worker scheduling.
University timetabling.


Nov 8, 2011
MIXED INTEGER LINEAR PROGRAMMING.

Electricity market-clearing with stochastic security formulation and case studies.
Vent location for smoke evacuation.


Nov 15, 2011
Branch and bound. Duality. On-line Guide to Constraint Programming

Shelf-scheduling of a flexible load aggregator with EVs.
Bidding strategies for wind power producers in the Netherlands


Nov 22, 2011
Preprocessing.

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 (accepted)

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 (accepted) 10.1109/TPWRS.2012.2222938

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

Optimization of the HVDC Supergrid in the North Sea


Nov 29, 2011
Branch and cut.

Optimal Location of Energy Accumulators in a Metro Railways.
EV Charging Strategies for Load Leveling.


Dec 13, 2011
NONLINEAR OPTIMIZATION.
Unconstrained problem optimality conditions.

Nonlinear Programming FAQ (2007)

1998 Nonlinear Programming Software Survey

Ordinal optimization applied to OWL.
Improving Unit Commitment Formulations. Tightening the MILP Formulation


Dec 20, 2011
Constrained problem optimality conditions. Unconstrained problem solution methods.

MINLP

COmputational INfrastructure for Operations Research COIN/OR.

Web based optimization (NEOS Server for Optimization, Web Enabled Optimisation WebOpt).

Challenge Machine Reassignment.
Decyphering text.


Jan 10, 2012
Constrained problem solution methods. Conjugate gradient.

Worker scheduling.
University timetabling.
Vent location for smoke evacuation.






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