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Date
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Theory
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Complementary readings
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Applications
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Feb 1, 2016
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Comments about the syllabus.
Additional bibliography.
Hand out of class notes.
STOCHASTIC OPTIMIZATION.
Introduction to stochastic optimization. Generation expansion planning study case.
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A. Ramos, A. Alonso-Ayuso, G. Pérez (eds.) Optimización
bajo Incertidumbre Universidad Pontificia Comillas Madrid, España 2008 ISBN 8484682516
Red Temática de Optimización bajo Incertidumbre (ReTOBI)
Stochastic Programming Resources
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Feb 15, 2016
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Production case study. Decision and scenario tree. Two-stage and multistage linear optimization. |
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Stochastic Optimization Cases
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Feb 19, 2016
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Application to hydrothermal scheduling problem. Application case: stochastic unit commitment |
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El Arte de Presentar
A very funny example
Kate Hartman: el arte de la indumentaria de comunicación
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Feb 22, 2016
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Application case: medium-term hydrothermal scheduling |
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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
Stochastic Programming (SP) with EMP - GAMS
StarNet Lite Models
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Feb 29, 2016
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Decomposition techniques. |
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Mar 4, 2016
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Linear optimization. Simplex method. Duality. |
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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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Mar 14, 2016
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Benders decomposition. |
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Stochastic Hydrothermal DispatchColombian Case
Benders decomposition. GAMS code
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Apr 4, 2016
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Fixed cost transportation problem. |
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Maintenance Scheduling Unit Commitment
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Apr 11, 2016
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Nested Benders decomposition. |
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Apr 15, 2016
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Danztig-Wolfe decomposition.
Lagrangian relaxation. |
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G. Hechme-Doukopoulos, S. Brignol-Charousset, J. Malick, C. Lemaréchal The short-term electricity production management problem
at EDF Optima (84) 2-7 Oct 2010 |
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Danztig-Wolfe decomposition. GAMS code
Lagrangean relaxation. GAMS code
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Apr 18, 2016
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Fixed cost transportation problem.
Unit commitment solved by LR
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Multi-Area Optimal Power Flow. Centralized Vs. Decentralized |
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Apr 22, 2016
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Scenario tree. |
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Transmission Expansion Planning with stochastic long-term storage capacities |
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Apr 25, 2016
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Decomposition in two-stage and multistage stochastic planning. |
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Decomposing the mean-risk problem |
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May 9, 2016
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Improvements in decomposition techniques. |
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May 30, 2016
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Simulation in stochastic programming. SDDP |
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Stochastic Generation Expansion Planning and Beyond
Scenario Tree Generation for Stochastic Optimization: A Review
Optimal Scheduling of Smart Home Appliances under Solar Generation Uncertainty |
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Instituto de Investigación Tecnológica
