| Gestión
de Operaciones / Operations Management (4th IEM, year
2013-14) |
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Date
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Theory
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Readings
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Problems
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Practice
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Sep 4, 13
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Extract of the
syllabus. Additional
bibliography.
Hand out of class notes and web page
for slides.
Survey (motivation, expectations, difficulty,
etc.) |
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J.R. Alonso Una
Universidad nueva El País 12/01/2009
FAQs About O.R. & Analytics
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Sep 4, 13
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LECTURE NOTES
about Optimization mathematical
modeling.
INTRODUCTION
TO OPTIMIZATION AND MODELING. OR
definition. Historical introduction.
Optimization definition. Classification of
optimization methods.
MODEL AND MODELING. Steps in developing a
model.
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L. Escudero y
M.A. López SEIO
y la historia de la IO en España
Boletín de Estadística e Investigación
Operativa 28 (1): 24-55, Feb 2012
Operations Research
Time Line
Energy Systems Modeling
(SADSE)
J. Toczek The
PuzzlOR
A. Ramos Some
IIT Operations Research Models for Electricity
Markets XIV Latin Ibero-American
Congress on Operations Research (CLAIO 2008)
Cartagena de Indias, Colombia September 2008
(Presentation)
Sesión semiplenaria
M. Alvar, A. Arranz, A. Ramos, A. Sánchez,
J. Villar Parking
place demand and offer assignment
IIT-09-019A
A. Ramos, M.T. Peña, A. Fernández, P. Cucala
Mathematical
programming approach to underground timetabling
problem for maximizing time
synchronization Revista de Dirección,
Organización y Administración de Empresas
CEPADE 35: 88-95 Junio 2008
S. Cerisola, A. Baillo, J.M.
Fernandez-Lopez, A. Ramos, R. Gollmer Stochastic
Power Generation Unit Commitment in Electricity
Markets: A Novel Formulation and A Comparison
of Solution Methods Operations Research
57 (1): 32-46 Jan-Feb 2009
S. Lumbreras and A. Ramos Optimal
Design of the Electrical Layout of an Offshore Wind
Farm: a Comprehensive and Efficient Approach Applying
Decomposition Strategies IEEE Transactions on
Power Systems 28 (2): 1434-1441, May 2013 10.1109/TPWRS.2012.22049066
P. Sánchez-Martín, A. Ramos, J.F. Alonso Probabilistic
mid-term transmission planning in a liberalized
market IEEE Transactions on Power
Systems 20 (4): 2135-2142 Nov 2005
ROADEF/EURO
Challenge 2010: A large-scale energy management
problem with varied constraints
J.K. Delson and S.M.
Shahidehpour Linear
Programming Applications to Power System
Economics, Planning and Operations IEEE
Transactions on Power Systems (7) 3: 1155-1163
Aug 1992
J. Board, Ch. Sutcliffe and W.T. Ziemba Applying
Operations Research Techniques to Financial
Markets Interfaces Vol 33. No. 2 pp.
12-24 Mar-Apr 2003
C. Barnhart, P. Belobaba, A.R.
Odoni Applications
of Operations Research in the Air Transport
Industry Transportation Science Vol 37.
No. 4 pp. 368-391 Nov 2003
H.E. Romeijn et al. A
New Linear Programming Approach to Radiation
Therapy Treatment Planning Problems
Operations Research (54) 2: 201-216 Mar-Apr
2006
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Diet problem. |
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Sep 5, 13
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MODELING
WITH LINEAR PROGRAMMING. Transportation
problem. Transhipment problem.
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Th.A. Grossman The
Spreadsheet Analytic Value Chain OR/MS
Today Aug 2006 |
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Sep 5, 13
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Task assignment
problem. |
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Sep 9, 13
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MODELING
WITH INTEGER LINEAR PROGRAMMING. Knapsack
problem. Set covering problem. Packing problem.
Partition problem. Travelling salesman problem
(TSP). |
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TSP
Art |
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Sep 10, 13
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Fixed cost
problem. |
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Task sequencing in a machine.
Modeling
Poblems # 1
Production of three products. |
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Sep 12, 13
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Disjunctive
constraints. Satisfy k of N equations.
Selection among N values. Simple implications.
Equivalences among logical propositions.
Complex logical propositions. |
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Sep 12,13
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Charter
Flights. Bakery. Selecting a basketball
team.
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Optimization
cases |
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Sep 23, 13
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Paper roll
cut.
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Sep 24, 13
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Connecting two
pipelines. |
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Sep 25, 13
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Team
formation.
Assignment
of optimization practices with GAMS.
GAMS Development; Optimization:
Energy Systems Modeling
(SADSE); OR/MS-today Advertisement, August
2009
Algebraic
modeling languages.
Transportation problem: mathematical
formulation and coding in GAMS.
Execution and analysis of the results. 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
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Sep 25, 13
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Car
renting. |
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Sep 26, 13
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Swimming
pools.
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Sep 26, 13
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Job shop. Sequencing tasks in two
machines. Exams. Data bases.
Solution
Poblem set # 1
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Sep 30, 13
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MULTICRITERIA
DECISION MAKING.
Multicriteria decision analysis. Pareto
efficiency. Weighted-Sum Method.
Epsilon-Constraint Method. Goal Attainment
Method. |
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Multicriteria
decision making problems |
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Oct 1, 13
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Practical
session with GAMS.
NEOS
Server for Optimization
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Oct 2, 13
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TV Company.
Ticket distribution. |
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Oct 2, 13
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LECTURE NOTES
about Linear Optimization.
LINEAR
PROGRAMMING.
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Mathematical
Programming Glossary
Linear
and Discrete Optimization course from EPFL
at coursera.org
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Oct 3, 13
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SHORT
EXAM year 2013-14 A, B
SHORT
EXAM year 2012-13
MIDTERM
EXAM year 2011-12
MIDTERM
EXAM year 2010-11
MIDTERM EXAM
year 2009-10
MIDTERM EXAM
year 2008-09
MIDTERM EXAM
year 2007-08
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Oct 3, 13
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Hypothesis.
Geometry. Properties. Simplex algorithm.
Graphical solution. Standard form.
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R. Elwes The
algorithm that runs the world New
Scientist (2877) Aug 2012 |
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Un
español resuelve un problema matemático de hace
medio siglo El Mundo 27/05/2010.
Premio
Fulkerson 2015 de la Mathematical Optimization Society
(MOS) y la American Mathematical Society (AMS)
iMetro:
Subway best route calculator
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Oct 9, 13
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Algebraic
solution. |
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George
B. Dantzig, the father of linear
programming
R.W. Cottle George
B. Dantzig: A Legendary Life in Mathematical
Programming Mathematical Programming
(105) 1: 1-8 Jan 2006
R.W. Cottle George
B. Dantzig: Operations Research Icon
Operations Research (53) 6: 892-898 Nov-Dec
2005
J.C. Nash The
(Dantzig) Simplex Method for Linear
Programming Computing in Science &
Engineering (2) 1: 29-31 Jan-Feb 2000
R.E. Bixby Solving
Real-World Linear Programs: a Decade and More
of Progress Operations Research (50) 1:
3-15 Jan-Feb 2002
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LP Problems 1, 2, 3,
4, 8, 9, 22, 24 |
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Oct 9, 13
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Multiple
optima. |
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Oct 10, 13
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Degeneracy.
Characterizing the solutions. |
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Oct 10, 13
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Tabular
form. |
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Oct 16, 13
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Tabular
form. |
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Oct 16, 13
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Obtaining an
initial basic feasible solution: two phase
method.
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Javascript
SimpleX
PHPSimplex |
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Oct 17, 13
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DUALITY. Dual
problem. Fundamental properties of duality.
Economical interpretation. |
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Oct 17, 13
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Graphical
interpretation of dual variables and of reduced
costs. |
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Oct 23, 13
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SENSITIVITY
ANALYSIS. Changes in constraint bounds. Change
in a coefficient of a non basic variable. |
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Oct 23, 13
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Introduction of
a new variable. |
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Oct 24, 13
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Change in a
coefficient of a basic variable. |
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Oct 24, 13
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Introduction of
a new constraint. Dual simplex method. |
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Solution LP Problems 1,
2, 3, 4, 8, 9, 22, 24) |
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Practical
case report.
Hand in of optimization practical cases with
GAMS.
Comments about the modeling difficulties and
GAMS practical case and spent time.
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Oct 30, 13
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Solution LP
Problems 1,
2, 3, 4, 8, 9, 22, 24) |
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Oct 30, 13
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LECTURE NOTES
about Mixed integer linear programming.
INTEGER
LINEAR PROGRAMMING. Example case. Branch
and bound method.
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R.E. Gomory Early
Integer Programming Operations Research
(50) 1: 78-81 Jan-Feb 2002 |
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Oct 31, 13
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Problem Set MIP 2,
4, 1
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Oct 31, 13
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LECTURE NOTES
about Nonlinear optimization.
Modeling NLP.
NONLINEAR
PROGRAMMING. Introduction. Problems without
constraints: optimality conditions.
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H.W. Kuhn Being
in the Right Place at the Right Time
Operations Research (50) 1: 132-134 Jan-Febr
2002
Entrevista
a Mar Hershenson Anales de Mecánica y
Electricidad (LXXXII) II: 3-10 Mar-Abr 2005 |
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Nov 6, 13
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Problems with
constraints: optimality conditions. |
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Nov 6, 13
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Necessary and
sufficient Karush-Kuhn-Tucker conditions. |
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Nov 7, 13
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Problem set
Inventarios,
Función cúbica con hiperplanos, Chequeo de
puntos, Objetivo lineal, Problema 2, 3, 4A, 4B,
4C, Triatlón, Función cúbica, Ciencias de la
complejidad)
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Nov 7, 13
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SHORT EXAM
year 2013-14A-B
SHORT
EXAM year 2012-13
MIDTERM
EXAM year 2011-12
MIDTERM
EXAM year 2010-11
MIDTERM EXAM
year 2009-10
MIDTERM EXAM
year 2008-09
MIDTERM EXAM
year 2007-08
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Nov 13, 13
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Problem set
Inventarios,
Función cúbica con hiperplanos, Chequeo de
puntos, Objetivo lineal, Problema 2, 3, 4A, 4B,
4C, Triatlón, Función cúbica, Ciencias de la
complejidad)
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Nov 13, 13
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LECTURE NOTES
about Decision theory.
DECISION
THEORY.
Decision criteria. Example.
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Leonid
Hurwicz, Eric S. Maskin y Roger B. Myerson 2007
Nobel Price in Economic Sciences "for
having laid the foundations of mechanism design
theory"
A. Mas-Colell Leo
Hurwicz, el pionero El País. 21 Octubre
2007
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Nov 14, 13
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Decision trees.
Example.
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Nov 14, 13
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Bayesian
analysis. Example. |
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Problem 1.
Problem set (I+D,
Contrato de móvil, Pañuelos, El huerto, El
sondeo, Concurso) |
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Nov 20, 13
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Solution
Problem set (I+D,
Contrato de móvil, Pañuelos, El huerto, El
sondeo, Concurso)
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Nov 20, 13
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LECTURE NOTES
about Game theory.
GAME
THEORY.
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H. Singh Introduction
to Game Theory and Its Application in Electric
Power Markets IEEE Computer
Applications in Power (12)4: 18-22 Oct 1999
M. Shubik Game
Theory and Operations Research: Some Musings 50
Years Later Operations Research (50) 1:
192-196 Jan-Feb 2002
P. Horner Game
Theory: A 'Nobel' Pursuit OR/MS Today
(32) 6 Dec 2005
Aumann's
Work in Game Theory Leads to von Neumann
Prize OR/MS Today (32) 6 Dec 2005
Robert
J. Aumann and Thomas C. Schelling 2005 Nobel
Price in Economic Sciences "for having
enhanced our understanding of conflict and
cooperation through game-theory analysis"
John
C. Harsanyi, John F. Nash Jr. and Reinhard
Selten 1994 Nobel Price in Economic
Sciences "for their pioneering analysis
of equilibria in the theory of non-cooperative
games"
John F. Nash Non-Cooperative
Games PhD Thesis. Princeton University.
May 1950
A. MecaGénesis
y Evolución de la Teoría de Juegos. Sus
Orígenes en España Boletín de Estadística e Investigación
Operativa Vol 22 No 1 / Enero 2006
D. Ríos Varoufakis
en los juegos (no) olímpicos El País 26-jul-2015 Game
Theory course from Stanford University at
coursera.org
Game
Theory courses in Open Education
DataBase
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Nov 21, 13
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Equilibrium on
pure and mixed strategies. Cournot equilibrium.
Bertrand equilibrium. |
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Nov 21, 13
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Problem set
(Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma
nula 3x5, Suma nula 4x5)
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Nov 27, 13
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Solution
problem set (Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma
nula 3x5, Suma nula 4x5) |
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Nov 27, 13
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El Arte de
Presentar
A very funny example
Kate
Hartman: el arte de la indumentaria de
comunicación
Presentation
of optimization practical cases.
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Nov 28, 13
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Presentation of
optimization practical cases. |
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Nov 28, 13
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Presentation of
optimization practical cases. |
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Dec 4, 13
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Presentation of
optimization practical cases. |
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Dec 4, 13
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Presentation of
optimization practical cases. |
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Dec xx, 13
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METAHEURISTICS.
Introduction. Genetic algorithms (GA). |
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Dec 12, 13
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FINAL
EXAM year 2013-14
FINAL
EXAM year 2012-13
FINALEXAM year
2011-12
FINALEXAM year
2010-11
FINALEXAM year
2009-10
FINALEXAM year
2008-09
FINALEXAM year
2007-08
FINALEXAM year
2006-07 |
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Jun 25, 14
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RESIT EXAM
year 2013-14
RESIT EXAM
year 2012-13
RESIT EXAM
year 2011-12
RESIT EXAM
year 2010-11
RESIT EXAM
year 2009-10
RESIT EXAM
year 2008-09
RESIT EXAM
year 2007-08
RESIT
EXAM year 2006-07 |
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Instituto
de Investigación Tecnológica 
