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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) June 2022
GOOD
OPTIMIZATION MODELING PRACTICES with Pyomo (All You Wanted
to Know About Practical Optimization but Were Afraid
to Ask) June 2022
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 Dispatch Colombian 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 
