News:
Operations Research & Analytics: enable organizations to turn complex challenges into substantial opportunities. They transform data into information, and information into insights for making better decisions and improving results
turn complex challenges into substantial opportunities
by transforming data into information, and information
into insights for making better decisions and improving
results. 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
F. Petropoulos et al. Operational
Research: Methods and Applications March 2023 The current table reflects in a realistic
way the course development during the several sessions.
It allows the student to know in advance what is going
to happen in each session in order to prepare the
subject and to organize its work adequately.
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Date
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Theory
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Additional readings
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Applications
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Oct 1, 19
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Extract
of the syllabus of the subject. Additional
bibliography.
Hand out of the class notes
and web page for slides.
Algebraic modeling
languages.
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Oct 8, 19
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Optimization
Cases
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Oct 15, 19
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LINEAR
PROGRAMMING.
MIXED
INTEGER LINEAR PROGRAMMING.
Graphical simplex method. Algebraic simplex. Tabular form.
Duality. |
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Mathematical
Programming Glossary
Linear
Programming FAQ (2005)
2015
Linear Programming Software Survey
COmputational
INfrastructure for Operations Research Projects
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Good
Optimization Modeling Practices |
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Oct 22, 19
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Primal-dual interior point
method. |
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Oct 29, 19
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Branch and bound. Preprocessing.
Branch and cut. |
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Nov 5, 19
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NONLINEAR
PROGRAMMING (NLP).
Definition of nonlinear programs and standard optimization
techniques
Convexity, Lagrangian, KKT conditions. Illustrative examples |
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Nonlinear
Programming FAQ (2007)
1998
Nonlinear Programming Software Survey |
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Nov 12, 19
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COMPLEMENTARITY PROBLEMS (CPs) AND EQUILIBRIUM MODELING
Mixed complementarity problem, Relation between CPs
and KKT.
Game Theory and definition of equilibria. Illustrative
examples (e.g. Cournot).
MATHEMATICAL PROBLEMS WITH EQUILIBRIUM CONSTRAINTS
(MPECs)
Definition of MPECs. Hierarchical optimization problems.
Illustrative Examples (e.g. Stackelberg).
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Nov 19, 19
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MPECS AND DIFFERENT
SOLUTION APPROACHES
Formulation as NLP, MPEC (with complementarity part),
conversion to MIP. Illustrative Examples. |
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Nov 26, 19
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EQUILIBRIUM PROBLEMS WITH EQUILIBRIUM CONSTRAINTS (EPECs)
Definition of EPECs. Solution Methods.
Illustrative Examples. |
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Dec 3, 19
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STOCHASTIC OPTIMIZATION.
Generation expansion planning case study. |
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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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Stochastic
Optimization Cases
Stochastic
Programming (SP) with GAMS
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Dec 10, 19
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Manufacturing case study. Decision tree
and scenario tree. Two-stage and multistage linear optimization.
Hydrothermal coordination problem case study |
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StarNet
Lite Models |
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Dec 17, 19
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DECOMPOSITION TECHNIQUES.
Benders decomposition. Fixed cost transportation problem.
Nested Benders decomposition. |
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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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Benders
decomposition. GAMS code |
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Jan 17, 20
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Danztig-Wolfe decomposition. Lagrangian
relaxation. Fixed cost transportation problem. Unit commitment
solved by LR |
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Danztig-Wolfe
decomposition. GAMS code
Lagrangean
relaxation. GAMS code |
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Jan 23, 20
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SCENARIO TREE
Characterization. Generation |
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Jan xx, 20
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Final student presentations |
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Instituto
de Investigación Tecnológica 
