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.
|
|
|
Date
|
|
Theory
|
|
Additional readings
|
|
Applications
|
|
|
Oct 1, 19
|
|
Extract of the syllabus of the subject. Additional
bibliography.
Hand out of the class notes and web page for slides.
Algebraic modeling languages.
|
|
|
|
|
|
|
Oct 8, 19
|
|
|
|
|
|
Optimization Cases
|
|
|
Oct 15, 19
|
|
LINEAR PROGRAMMING.
MIXED INTEGER LINEAR PROGRAMMING.
Graphical simplex method. Algebraic simplex. Tabular form. Duality. |
|
Mathematical Programming Glossary
Linear Programming FAQ (2005)
2015 Linear Programming Software
Survey
COmputational INfrastructure for Operations Research Projects
|
|
Good Optimization Modeling Practices |
|
|
Oct 22, 19
|
|
Primal-dual interior point method. |
|
|
|
|
|
|
Oct 29, 19
|
|
Branch and bound. Preprocessing. Branch and cut. |
|
|
|
|
|
|
Nov 5, 19
|
|
NONLINEAR PROGRAMMING (NLP).
Definition of nonlinear programs and standard optimization techniques
Convexity, Lagrangian, KKT conditions. Illustrative examples |
|
Nonlinear Programming FAQ (2007)
1998 Nonlinear Programming Software
Survey |
|
|
|
|
Nov 12, 19
|
|
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).
|
|
|
|
|
|
|
Nov 19, 19
|
|
MPECS AND DIFFERENT SOLUTION APPROACHES
Formulation as NLP, MPEC (with complementarity part), conversion to MIP. Illustrative Examples. |
|
|
|
|
|
|
Nov 26, 19
|
|
EQUILIBRIUM PROBLEMS WITH EQUILIBRIUM CONSTRAINTS (EPECs)
Definition of EPECs. Solution Methods. Illustrative Examples. |
|
|
|
|
|
|
Dec 3, 19
|
|
STOCHASTIC OPTIMIZATION.
Generation expansion planning case study. |
|
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
|
|
Stochastic Optimization Cases
Stochastic Programming (SP) with GAMS
|
|
|
Dec 10, 19
|
|
Manufacturing case study. Decision tree and scenario tree. Two-stage and multistage linear optimization. Hydrothermal coordination problem case study |
|
|
|
StarNet Lite Models |
|
|
Dec 17, 19
|
|
DECOMPOSITION TECHNIQUES.
Benders decomposition. Fixed cost transportation problem. Nested Benders decomposition. |
|
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 |
|
Benders decomposition. GAMS code |
|
|
Jan 17, 20
|
|
Danztig-Wolfe decomposition. Lagrangian relaxation. Fixed cost transportation problem. Unit commitment solved by LR |
|
|
|
Danztig-Wolfe decomposition. GAMS code
Lagrangean relaxation. GAMS code |
|
|
Jan 23, 20
|
|
SCENARIO TREE
Characterization. Generation |
|
|
|
|
|
|
Jan xx, 20
|
|
|
|
|
|
Final student presentations |
|
Instituto de Investigación Tecnológica 
