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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) September 2024
GOOD OPTIMIZATION MODELING PRACTICES with Pyomo (All You Wanted to Know About
Practical Optimization but Were Afraid to Ask) September 2024
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
