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Date
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Theory
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Additional readings
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Presentations
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Sep 16, 2014
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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 23, 2014
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Good Optimization Modeling Practices |
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Sep 30, 2014
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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)
2013 Linear Programming Software
Survey
COmputational INfrastructure for Operations Research Projects
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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 7, 2014
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Reduced cost. Pivoting. Simplex method. |
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Optimal electricity production in a two regions market splitting basic case |
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Oct 14, 2014
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Tabular form. Initial basic feasible solution. Revised simplex. |
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Natural Gas Market Equilibrium |
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Oct 21, 2014
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Product form of the inverse. Base matrix factorization. Strategies of computing reduced costs. Dual problem. Dual variables. Economic interpretation. |
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Battery modeling in electricity wholesale markets |
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Nov 4, 2014
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Primal-dual interior point method.
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Tariff scheme design considering that consumers could invest in distributed generation |
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Nov 11, 2014
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MODELING OF MIXED INTEGER LINEAR PROGRAMMING PROBLEMS.
Piecewise linear.
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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
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Optimal Power Flow. DC version and extended variations
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Nov 13, 2014
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Convex and concave regions. Special ordered sets. Reformulation. |
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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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Non-linear optimization for railway system accumulator control curve |
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Nov 25, 2014
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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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Optimization of the electrical production of a smart grid |
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Dec 2, 2014
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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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Optimization of economic benefits of a wind generator in the day-ahead and the secondary reserve markets
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Dec 9, 2014
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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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Multi-Node Market Coupling |
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Jan 13, 2014
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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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Integrating Health/Risk of generators into system planning |
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Jan 27, 2014
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Constrained problem solution methods. Conjugate gradient. |
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A Multi Objective Working Scheduling with Affinity Constraints
Efficient MILP formulation for the hydrothermal short-term scheduling
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Instituto de Investigación Tecnológica 
