Universidad Pontificia Comillas de Madrid
  Instituto de Investigación Tecnológica
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[Principal] [Résumé/CV] [Material docente] [Operations Management] [Mathematical Methods] [Operations Research] [Técnicas de Optimización de Sistemas] [Modelado y Simulación de Sistemas] [Applied Optimization] [Quantitative Decision Methods] [Deterministic Optimization] [Stochastic Optimization] [Investigación] [TEPES] [ROM] [StarNet] [FLOP] [iMetro]

Operations Research (2nd ITL, year 2012-13)

News:


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., Promote O.R. and become an O.R. champion, What is Operational Research?, The Executive Guide to Operational Research, Operational Research and EURO

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

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.


Date
 
Theory
 
Readings
 
Problems
 
Practice

Jan 16, 13

  Extract of the syllabus. Additional bibliography.
Hand out of class notes and web page for slides.
Survey (motivation, expectations, difficulty, etc.)
 

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

     


Jan 16, 13
 

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.

 

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 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

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

   Diet problem.    

Jan 17, 13
 

MODELING WITH LINEAR PROGRAMMING. Transportation problem. Transhipment problem.

  Th.A. Grossman The Spreadsheet Analytic Value Chain OR/MS Today Aug 2006      

Jan 23, 13
  Task assignment problem.            

Jan 23, 13
  MODELING WITH INTEGER LINEAR PROGRAMMING. Knapsack problem. Set covering problem. Packing problem. Partition problem. Travelling salesman problem (TSP). Fixed cost problem.   TSP Art   Departmental Computer System  

Jan 24, 13
  Disjunctive constraints. Satisfy k of N equations. Selection among N values. Simple implications. Equivalences among logical propositions. Complex logical propositions.          

Jan 30, 13
          Selecting a basketball team.  

Jan 30,13
        Data Bases.
  Optimization cases

Jan 31, 13
          Web server management.
 


Feb 6, 13
         
 

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


Feb 6, 13
        Regional offices.  

Feb 7, 13
          Smartphone.
   

Feb 13, 13
          Software update.  

Feb 13, 13
          Manufacturing microprocessors.  

Feb 14, 13
             

Practical session with GAMS.

NEOS Server for Optimization


Feb 20, 13
  MULTICRITERIA DECISION MAKING.
Multicriteria decision analysis. Pareto efficiency. Weighted-Sum Method. Epsilon-Constraint Method. Goal Attainment Method.
         

Feb 20, 13
        Assembling control devices.    

Feb 21, 13
  Analytic Hierarchy Process.       TV Company. Ticket distribution.    

Feb 25, 13
 

MIDTERM EXAM year 2012-13
MIDTERM EXAM year 2011-12
MIDTERM EXAM year 2010-11 (TOS)
MIDTERM EXAM year 2009-10 (TOS)
MIDTERM EXAM year 2009-10 (MM)
MIDTERM EXAM year 2008-09 (MM)
MIDTERM EXAM year 2007-08 (MM)

           

Mar 6, 13
  LECTURE NOTES about Linear Optimization.

LINEAR PROGRAMMING.

 

Mathematical Programming Glossary

Linear and Discrete Optimization course from EPFL at coursera.org

 

 


Mar 6, 13
 

Hypothesis. Geometry. Properties. Simplex algorithm. Graphical solution. Standard form.

  R. Elwes The algorithm that runs the world New Scientist (2877) Aug 2012    

Un español resuelve un problema matemático de hace medio siglo el Mundo 27/05/2010

iMetro: Subway best route calculator


Mar 7, 13
  Algebraic solution.  

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

  LP Problems 1, 2, 3, 4, 8, 9, 22, 24  

Practical case report.
Hand in of optimization practical cases with GAMS.

Comments about the modeling difficulties and GAMS practical case and spent time.


Mar 13, 13
  Multiple optima.        


Mar 14, 13
  Degeneracy. Characterizing the solutions.        


Mar 14, 13
 

Exam review.

          Comments about midterm exam.

Mar 20, 13
  Tabular form.        

Mar 20, 13
  Obtaining an initial basic feasible solution: two phase method.
          Javascript SimpleX
PHPSimplex
WinQSB, Version 1.0

Mar 21, 13
  DUALITY. Dual problem. 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. Change in a coefficient of a basic variable. Introduction of a new constraint. Dual simplex method.      
Solution LP Problems 1, 2, 3, 4, 8, 9, 22, 24)
 

El Arte de Presentar

A very fun example
Kate Hartman: el arte de la indumentaria de comunicación


Apr 3, 13
           

Presentation of optimization practical cases.


Apr 3, 13
            Presentation of optimization practical cases.

Apr 4, 13
            Presentation of optimization practical cases.

Apr 8, 13
 

LECTURE NOTES about Mixed integer linear programming.

INTEGER LINEAR PROGRAMMING. Example case. Branch and bound method.

  R.E. Gomory Early Integer Programming Operations Research (50) 1: 78-81 Jan-Feb 2002  

MIP Problem set 2, 4, 1

 


Apr 8, 13
 

LECTURE NOTES about Decision theory.

DECISION THEORY.
Decision criteria. Example.

 

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

       

Apr 11, 13
  Decision trees. Example.
           

Apr 17, 13
  Bayesian analysis. Example.        Problem 1.
Problem set (I+D, Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)
   

Apr 17, 13
       

Solution Problem set (I+D, Contrato de móvil, Pañuelos, El huerto, El sondeo, Concurso)

   

Apr 18, 13
 

LECTURE NOTES about Game theory.

GAME THEORY.

 

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

       

Apr 24, 13
  Equilibrium on pure and mixed strategies. Cournot equilibrium. Bertrand equilibrium.      

   

Apr 24, 13
 

     

Problem set (Móviles, Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula 3x5, Suma nula 4x5)

   

Apr 25, 13
        Solution problem set (Móviles, Caperucita, Suma nula 3x4, Suma nula 2x4, Suma nula 3x5, Suma nula 4x5)    

May 10, 13
          FINAL EXAM year 2012-13
FINAL EXAM year 2011-12
FINAL EXAM year 2010-11 (TOS)
FINAL EXAM year 2009-10 (TOS)
FINAL EXAM year 2008-09 (MM)
FINAL EXAM year 2007-08 (MM)
FINAL EXAM year 2006-07 (MM)
   

Jun 28, 13
          RESIT EXAM year 2012-13
RESIT EXAM year 2011-12
RESIT EXAM year 2010-11 (TOS)
RESIT EXAM year 2009-10 (TOS)
RESIT EXAM year 2008-09 (MM)
RESIT EXAM year 2007-08 (MM)
RESIT EXAM year 2006-07 (MM)