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Date
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Theory
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Complementary readings
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Presentations
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Sep 21, 10
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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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Sep 28, 10
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Production case study.
Decision and scenario tree. Two-stage and multistage linear
optimization. Application to hydrothermal scheduling problem.
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Discussion about possible homeworks.
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Oct 5, 10
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Decomposition techniques |
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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
StarNet
Lite Models
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Electric Power System Planning of Offshore
Wind Farms |
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Oct 19, 10
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Linear optimization. Simplex method.
Duality. |
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Linear
Programming FAQ (2005)
2009
Linear Programming Software Survey
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Impact of wind generation in the operation
of an electric system |
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Oct 26, 10
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Benders decomposition. |
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Benders decomposition. GAMS code |
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Optimal expansion problema as a portfolio
optimization |
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Nov 18, 10
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Fixed cost transportation problem. |
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Short -term hydro scheduling
Crop planning
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Nov 23, 10
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Small examples of Benders decomposition. |
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Charge and discharge of EV.
Generation expansion planning with emissions contraints.
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Nov 30, 10
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Nested Benders decomposition.
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Danztig-Wolfe
decomposition. GAMS code
Lagrangean
relaxation. GAMS code
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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Dec 21, 11
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Danztig-Wolfe decomposition. Lagrangian relaxation.
Fixed cost transportation problem.
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Jan 11, 11
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Scenario tree. Decomposition
in two-stage and multistage stochastic planning
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Electric Power System Planning of Offshore
Wind Farms |
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Jan 13, 11
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Improvements in decomposition
techniques |
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Generation expansion planning with emissions contraints.
Optimal expansion problema as a portfolio optimization
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Jan 18, 11
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Simulation in stochastic
programming. |
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Impact of wind generation in the operation of an electric
system
Crop planning
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Jan 20, 11
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Stochastic dual dynamic
programming. |
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Charge and discharge of EV.
Short -term hydro scheduling
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Instituto
de Investigación Tecnológica 
