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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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Feb 4, 2014
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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. Production case study.
Decision and scenario tree.
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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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El
Arte de Presentar
A very funny example
Kate
Hartman: el arte de la indumentaria de comunicación
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Feb 11, 2014
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Two-stage and multistage
linear optimization. Application to hydrothermal scheduling
problem. |
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Discussion about possible homeworks.
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Feb 18, 2014
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Application case: stochastic
unit commitment |
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Feb 25, 2014
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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
StarNet
Lite Models
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Optimal Planning of DG and Storage in a
Microgrid |
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Mar 4, 2014
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Decomposition techniques. |
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Optimal selling of crude oil in the forward
and spot market |
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Mar 11, 2014
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Linear optimization. Simplex method.
Duality. |
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Linear
Programming FAQ (2005)
2013
Linear Programming Software Survey
COmputational
INfrastructure for Operations Research Projects
Benders decomposition. GAMS code
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Optimal Design and Operation of DG, EV and
Storage in a Microgrid |
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Mar 18, 2014
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Benders decomposition. |
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Stochastic Unit Commitment considering uncertainty
in demand and units availability
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Mar 25, 2014
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Fixed cost transportation problem. |
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Stochastic Optimization in Hydropower Reservoirs
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Apr 1, 2014
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Small examples of Benders decomposition. |
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Optimal electricity production with Options in futures
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Apr 22, 2014
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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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Optimal selling of Crude Oil through options
and the spot market |
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Apr 24, 2014
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Danztig-Wolfe decomposition.
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Optimal Planning of DER in a Microgrid with
Market Participation |
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Apr 29, 2014
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Lagrangian relaxation.
Fixed cost transportation problem. |
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Stochastic Unit Commitment considering uncertainty
in demand and units availability |
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May 6, 2014
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Scenario tree.
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Optimal Planning of DER in a Microgrid with Market
Participation
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May 13, 2014
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Scenario tree.
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Stochastic Optimization in Hydropower Reservoirs
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May 20, 2014
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Decomposition in two-stage and multistage stochastic
planning.
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Optimal selling of Crude Oil through options and the
spot market
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May 27, 2014
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Improvements in decomposition
techniques. Simulation in stochastic programming |
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Instituto
de Investigación Tecnológica 
