| System Optimization Techniques (1st IOI,
year 2009-10) |
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News:
Optimization cases
due date April 11th. Optimization
case report.
Practical cases
presentation will begin from May 6th.
Operations Research (the science of
better):
Discipline that applies advanced analytical methods
to take decisions to improve operations of a company.
 , Learn About O.R., The Executive
Guide to Operational Research, Operational Research and
EURO
Life itself is a matter of OR
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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Readings
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Problems
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Practice
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Feb 22, 10
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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
Yukio
Hatoyama, Prime Minister designate for Japan, has a
Ph.D. from Stanford in O.R.
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Feb 22, 10
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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.
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Operations Research
Time Line
Energy Systems Modeling (SADSE)
John 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
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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Feb 25, 10
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Model and modeling. Steps in developing a model.
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Th.A. Grossman The
Spreadsheet Analytic Value Chain OR/MS Today Aug
2006 |
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Diet problem. Appliance transportation. |
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Feb 25, 10
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MODELING
WITH LINEAR PROGRAMMING. Transportation problem. Transhipment
problem. Task assignment problem. |
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Mar 1, 10
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MODELING
WITH INTEGER LINEAR PROGRAMMING. Knapsack problem.
Set covering problem. Packing problem. Partition problem.
Travelling salesman problem (TSP). Fixed cost problem. |
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Modeling
Poblems # 1 |
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TSP
Art |
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Mar 1, 10
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Production of three products.
Muffins.
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Mar 4, 10
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Paper roll cut.
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Mar 4, 10
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Charter Flights. |
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Mar 8, 10
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Job shop. |
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Mar 8, 10
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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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Mar 11, 10
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Selecting a basketball
team. |
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Mar 11, 10
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Car renting. |
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Mar 15, 10
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Swimming pools. Connecting
two pipelines. |
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Team formation.
Assignment
of practices with GAMS. |
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Mar 15, 10
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Sequencing five tasks.
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Optimization
cases
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Mar 18, 10
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GAMS Development; Optimization:
Energy Systems Modeling (SADSE);
OR/MS-today Advertisement, August 2009
Algebraic
modeling languages.
Transportation problem: mathematical formulation and
coding in GAMS.
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Mar 18, 10
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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) September 2024
GOOD
OPTIMIZATION MODELING PRACTICES with Pyomo (All You Wanted
to Know About Practical Optimization but Were Afraid
to Ask) September 2024
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Mar 22, 10
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LECTURE NOTES
about Linear Optimization.
LINEAR
PROGRAMMING.
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Mathematical
Programming Glossary |
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Mar 22, 10
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Hypothesis. Geometry.
Properties. Simplex algorithm. Graphical solution. Standard
form. |
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Mar 25, 10
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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
Un español resuelve
un problema matemático de hace medio
siglo El Mundo 26/5/2010
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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Mar 25, 10
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Practical session with GAMS.
NEOS
Server for Optimization
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Abr 8, 10
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Multiple optima. |
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Abr 8, 10
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Difficulties with GAMS.
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Abr 12, 10
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Degeneracy. Characterizing
the solutions. |
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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.
Questions about the modeling difficulties and GAMS
practical case and spent time.
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Abr 12, 10
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Tabular form. |
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Abr 15, 10
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Obtaining an initial basic
feasible solution: two phase method.
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PHPSimplex |
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Abr 15, 10
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Solution
Poblem set # 1
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Abr 19, 10
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MIDTERM
EXAM year 2009-10
MIDTERM
EXAM year 2009-10 (MM)
MIDTERM
EXAM year 2008-09 (MM)
MIDTERM
EXAM year 2007-08 (MM)
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Abr 26, 10
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Exam review.
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Comments about midterm exam. |
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Abr 26, 10
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Obtaining an initial basic
feasible solution: two phase method. |
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Abr 29, 10
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DUALITY. |
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Comments about optimization practical cases. |
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Abr 29, 10
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Dual problem. |
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May 3, 10
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Fundamental properties
of duality. Economical interpretation. Graphical interpretation
of dual variables and of reduced costs.
Sensitivity analysis. Changes in constraint bounds. Change
in a coefficient of a non basic variable. Introduction
of a new variable. |
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May 3, 10
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Introduction of a new
variable. Change in a coefficient of a basic variable. |
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May 6, 10
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Presentation
of optimization practical cases.
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May 6, 10
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Presentation of optimization
practical cases. |
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May 10, 10
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Presentation of optimization
practical cases. |
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May 10, 10
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Introduction of a new
constraint. |
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May 13, 10
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Dual simplex method. |
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May 13, 10
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Solution LP Problems 1,
2, 3, 4, 8, 9, 22, 24) |
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May 17, 10
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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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Problem Set MIP 2,
4, 1
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May 17, 10
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LECTURE NOTES
about Decision theory.
DECISION
THEORY.
Decision criteria. Example.
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G.M. Fernández and M.C. Escribano La Teoría de la Decisión: desde sus orígenes
hasta comienzos del siglo XIX Boletín de
Estadística e Investigación Operativa
(30) 3: 292-312, Nov 2014.
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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May 20, 10
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Decision trees. Example.
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May 20, 10
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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)
Solution Problem set I+D,
Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)
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May 24, 10
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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. Meca Génesis
y Evolución de la Teoría de Juegos. Sus
Orígenes en España Boletín
de Estadística e Investigación Operativa
Vol 22 No 1 / Enero 2006
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May 24, 10
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Equilibrium on pure and
mixed strategies. Cournot equilibrium. Bertrand equilibrium. |
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Problem set Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula
3x5, Suma nula 4x5)
Solution problem set Móviles,
Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula
3x5, Suma nula 4x5)
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May 27, 10
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May 27, 10
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LECTURE NOTES
about Optimization models based in networks.
OPTIMIZATION
IN NETWORKS. Introduction. Shortest path problem.
Spanning tree. |
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Problem set Environmental
Agency, Freighter, Maximum Flow through a network) |
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Grafos
A. Rodríguez Grafos: herramienta
informática para el aprendizaje y resolución de problemas
reales de teoría de grafos X Congreso de Ingeniería
de Organización. Valencia, España. Septiembre 2006 |
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May 31, 10
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Maximum flow problem.
Compatible flow problem. |
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Solution problem set Environmental
Agency, Freighter, Maximum Flow through a network) |
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May 31, 10
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Minim cost flow problem.
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Jun 3, 10
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HOLIDAY. |
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Jun 3, 10
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HOLIDAY. |
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Jun 7, 10
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LECTURE NOTES
about Program Evaluation and Review Technique (PERT).
PROJECT
PLANNING AND CONTROL. Critical path. |
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GanttProject.
Microsoft
Project
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Jun 7, 10
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PERT. Penalties in PERT. |
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Problem set Task
sequencing, Training course, Seven activities with acceleration
cost, Activities with random duration, Investment with
randomness) |
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Jun 10, 10
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Introducing costs. |
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Jun 10, 10
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Solution problem set Task
sequencing, Training course, Seven activities with acceleration
cost, Activities with random duration, Investment with
randomness) |
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Jun 16, 10
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FINAL EXAM year 2009-10
FINAL
EXAM year 2008-09 (MM)
FINAL
EXAM year 2007-08 (MM)
FINAL EXAM year
2006-07 (MM) |
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Aug 25, 10
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RESIT
EXAM year 2009-10
RESIT
EXAM year 2008-09 (MM)
RESIT
EXAM year 2007-08 (MM)
RESIT EXAM year
2006-07 (MM) |
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Instituto
de Investigación Tecnológica 
