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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 
