| Gestión de Operaciones / Operations
Management (4th B IEM, year 2015-16) |
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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 2, 15
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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
M. Bolaños Confidencias
de un headhunter Anales de Mecánica y Electricidad
(LXXXII) II: 38-40 Mar-Abr 2005
M.S. Sodhi What
Industry Wants From O.R. Grads OR/MS Today Aug
2005
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Sep 2, 15
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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
Vol. 28, No. 1, Febrero 2012, pp. 24-55
Operations Research
Time Line
Decision Support
Systems for the Energy Sector (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 (accepted)
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 constraintss
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
A. Meric and M.E. Ceyhan Operations
Research Applications in Electronic Commerce: a Literature
Review
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 7, 15
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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 7, 15
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Task assignment problem. |
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Sep 8, 15
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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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TSP
Art |
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Task Sequencing on a Machine.
Modeling
Problems # 1
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Sep 10, 15
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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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Selecting a basketball team. |
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Sep 14, 15
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Production of three products. Charter Flights. |
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Sep 14, 15
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Bakery. Job shop.
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Complementary optimization
cases |
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Sep 16, 15
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Paper roll cut. Car renting.
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Sep 16, 15
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Team formation.
Assignment
of optimization practices with GAMS.
GAMS Development; Optimization:
Decision Support Systems for the Energy Sector (SADSE);
OR/MS-today Advertisement, August 2009
Algebraic
modeling languages.
Transportation problem: mathematical formulation and
coding in GAMS.
Execution and analysis of the results.
Look
and Feel of StarGen and StarNet Lite Models
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Sep 21, 15
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Swimming pools. connecting two pipelines. |
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Sep 21, 15
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Sequencing tasks in two machines. Exams.
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Sep 23, 15
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Data Base. Christmas dinner. |
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Sep 23, 15
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Solution Problem Set # 1 |
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Sep 28, 15
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Practical session with GAMS.
NEOS
Server for Optimization
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Sep 28, 15
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Practical session with GAMS.
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Sep 30, 15
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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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Sep 30, 15
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Multicriteria decision making problems. |
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Oct 5, 15
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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 5, 15
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Hypothesis. Geometry. Properties. Simplex algorithm.
Graphical solution. Standard form. Algebraic solution. |
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George
B. Dantzig, the father of linear programming
R. Elwes The
algorithm that runs the world New Scientist (2877)
Aug 2012
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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Un
español resuelve un problema matemático
de hace medio siglo el Mundo 27/05/2010
iMetro:
Subway best route calculator
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Oct 7, 15
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Multiple optima. |
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Oct 7, 15
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SHORT
EXAM year 2013-14 C,
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 14, 15
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Correction of Exam. |
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Oct 14, 15
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Degeneration. Characterizing
the solutions. |
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Oct 16, 15
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Tabular Form. |
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Oct 16, 15
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Obtaining an initial basic
feasible solution: two phase method.
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Javascript
SimpleX
PHPSimplex
WinQSB,
Version 1.0 |
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Oct 19, 15
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DUALITY. Dual problem.
Fundamental properties of duality. Economical interpretation. |
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Oct 19, 15
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Graphical interpretation
of dual variables and of reduced costs. |
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Solution LP Problems
1,2, 3, 4, 8, 9, 22, 24 |
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Oct 21, 15
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SENSITIVITY ANALYSIS.
Changes in constraint bounds. Change in coefficients. Adding new variables.
of a non basic variable. |
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Problem set GAMS |
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Oct 21, 15
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Production of 3 products, LP 9 revisited, Economic dispatch |
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Oct 26, 15
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Solution GAMS Problems
GAMS |
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Oct 26, 15
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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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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 28, 15
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MIP Problem set 2,
4, 1
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Oct 28, 15
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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 2, 15
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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 2, 15
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Problems with constraints:
optimality conditions. |
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Nov 4, 15
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Necessary and sufficient
Karush-Kuhn-Tucker conditions. |
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Nov 4, 15
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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 11, 15
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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 11, 15
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Decision trees. Example.
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Nov 12, 15
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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 12, 15
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Solution Problem set (
I+D, Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)
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Nov 16, 15
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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
Game
Theory course from Stanford University at coursera.org
Game
Theory courses in Open Education DataBase
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Nov 16, 15
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Equilibrium on pure and
mixed strategies. Cournot equilibrium. Bertrand equilibrium. |
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Nov 18, 15
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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 18, 15
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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 23, 15
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El
Arte de Presentar
A very fun example
Kate
Hartman: el arte de la indumentaria de comunicación
Presentation
of optimization practical cases.
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Nov 23, 15
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Presentation of optimization
practical cases. |
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Nov 25, 15
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Presentation of optimization
practical cases. |
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Nov 25, 15
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Presentation of optimization
practical cases. |
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Nov 30, 15
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METAHEURISTICS. Introduction.
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Nov 30, 15
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Genetic algorithms (GA). |
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Dec 2, 15
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Genetic algorithms (GA). |
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Dec 2, 15
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Exam review. |
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Dec xx, 15
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FINAL
EXAM year 2012-13
FINAL
EXAM year 2011-12
FINAL
EXAM year 2010-11
FINAL
EXAM year 2009-10
FINAL
EXAM year 2008-09
FINAL
EXAM year 2007-08
FINAL
EXAM year 2006-07 |
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Jun xx, 15
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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 
