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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 15, 2015
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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 22, 2015
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Algebraic modeling languages. |
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Optimization Cases |
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Sep 29, 2015
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Algebraic modeling languages. |
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Optimization Cases |
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Oct 6, 2015
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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 13, 2015
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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 20, 2015
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Tabular form. Initial basic feasible solution. |
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Oct 27, 2015
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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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Security Constrained Unit-Commitment |
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Nov 3, 2015
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Primal-dual interior point method.
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Short-term maintenance scheduling |
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Nov 10, 2015
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Primal-dual interior point method. |
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Convexification of ACOPF via moment relaxations in the Lasserre hierarchy |
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Nov 17, 2015
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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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Bond portfolio index |
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Nov 24, 2015
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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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Water distribution of a community |
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Dec 1, 2015
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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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An Efficient Approach to Car-sharing |
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Dec 15, 2015
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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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Optimal Schedule of Appliances in Smart Homes |
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Dec 22, 2015
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Constrained problem optimality conditions. |
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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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Network Theory Applied to TEP |
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Jan 12, 2016
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Unconstrained problem solution methods. Constrained problem solution methods. |
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Instituto de Investigación Tecnológica 
