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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) 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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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 
