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Presentation Description Organization Personnel Activities Misc

Dr. Santiago Cerisola López de Haro

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Category: Honorary Associate
Research Area: Decision Support Systems for the Energy Sector Research Group
Association date: 09/Mar/1998
Location: SM26.D-501
Phone number: +34 91 542-2800 ext. 2711
E-mail: santiago.cerisolaATiit.upcomillas.es

Areas of interest:
Pure and applied mathematics. Optimization. Stochastic optimization. Decomposition techniques.

Biography:
Santiago Cerisola was born in Madrid in 1974. He graduated in Mathematics (pure mathematics)in 1997 from the Universidad Complutense (Madrid). He colaborated with the Topology and Geometry Department at the Facultad de Ciencias Matemáticas of Universidad Complutense (1997). PhD at University Pontificia of Comillas (2004). Currently honorific collaborator at the Instituto de Investigación Tecnológica (IIT) of University Pontificia of Comillas. Areas of interest: pure and applied mathematics, optimization, stochastic optimization, decomposition techniques.

Ph.D. Thesis

Developed:

    S. Cerisola (2004), Descomposicion de BENDERS para problemas enteros mixtos. Aplicación a un modelo de coordinación hidrotérmica de medio plazo. Universidad Pontificia Comillas. Madrid (Spain).
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Supervised:

    J. Cabero (2007), Modelo de gestión del riesgo de mercado en el negocio de generación de electricidad. Universidad Pontificia Comillas. Madrid (Spain).
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 2 Ph.D. thesis

Journal Publications

    J.M. Latorre, S. Cerisola, A. Ramos, A. Perea, R. Bellido, "Coordinated hydro power plant simulation for multi-reservoir systems", ASCE´s Journal of Water Resources Planning and Management.
    show more   JCR   JCR impact factor 1.171 (2011) Accepted for publication.

    S. Lumbreras, A. Ramos, S. Cerisola, "A progressive contingency incorporation approach for stochastic optimization problems", IEEE Transactions on Power Systems. vol. 28, no. 2, pp. 1452-1460, May 2013.
    show more   JCR   DOI icon 10.1109/TPWRS.2012.2225077     JCR impact factor 2.678 (2011)

    S. Cerisola, J.M. Latorre, A. Ramos, "Stochastic dual dynamic programming applied to nonconvex hydrothermal models", European Journal of Operational Research. vol. 218, no. 3, pp. 687-697, May 2012.
    show more   JCR   DOI icon 10.1016/j.ejor.2011.11.040     JCR impact factor 1.815 (2011)

    J. Cabero, M. Ventosa, S. Cerisola, Á. Baíllo, "Modeling Risk Management in Oligopolistic Electricity Markets: A Benders Decomposition Approach", IEEE Transactions on Power Systems. vol. 25, no. 1, pp. 263-271, February 2010.
    show more   JCR   DOI icon 10.1109/TPWRS.2009.2036788     JCR impact factor 2.678 (2011)

    J.M. Latorre, S. Cerisola, A. Ramos, R. Palacios, "Analysis of stochastic problem decomposition algorithms in computational grids", Annals of Operations Research. vol. 166, no. 1, pp. 355-373, February 2009.
    show more   JCR   DOI icon 10.1007/s10479-008-0476-1     JCR impact factor 0.840 (2011)

    S. Cerisola, Á. Baíllo, J.M. Fernández-López, A. Ramos, R. Gollmer, "Stochastic power generation unit commitment in electricity markets: a novel formulation and comparison of solution methods", Operations Research. vol. 57, no. 1, pp. 32-46, January 2009.
    show more   JCR   DOI icon 10.1287/opre.1080.0593     JCR impact factor 1.665 (2011)

    J.M. Latorre, S. Cerisola, A. Ramos, "Clustering algorithms for scenario tree generation: Application to natural hydro inflows", European Journal of Operational Research. vol. 181, no. 3, pp. 1339-1353, September 2007.
    show more   JCR   DOI icon 10.1016/j.ejor.2005.11.045      JCR impact factor 1.815 (2011)

    J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, A. García, F. Perán, G. Relaño, "A Medium-Term Integrated Risk Management Model for a Hydrothermal Generation Company", IEEE Transactions on Power Systems. vol. 20, no. 3, pp. 1379-1388, August 2005.
    show more   JCR   JCR impact factor 2.678 (2011)

 8 publications

Conference Papers

    A. Perea, R. Bellido, P. Sanz, E. López Rodríguez, J.M. Latorre, A. Ramos, S. Cerisola, "Medium-term hydro-scheduling in Iberdrola", Hydro 2012. Bilbao, Spain, 29-31 October 2012
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    S. Lumbreras, A. Ramos, S. Cerisola, "Efficient incorporation of contingency scenarios to stochastic optimization. Application to power systems", 21st International Symposium on Mathematical Programming (ISMP 2012). Berlin, Germany, 19-24 August 2012
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    A. Perea, R. Bellido, P. Sanz, E. López Rodríguez, J.M. Latorre, A. Ramos, S. Cerisola, "Hydro-scheduling experiences in Iberdrola", 4th IEEE and Cigré International Workshop Hydro Scheduling in Competitive Markets Bergen. Bergen, Norway, 14-15 June 2012
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    A. Perea, J.M. Latorre, A. Ramos, S. Cerisola, R. Bellido, E. López Rodríguez, "Simulation application to hydropower systems management and design in a market environment", 7th Conference on the European Energy Market - EEM10. ISBN: 978-1-4244-6838-6, Madrid, Spain, 23-25 June 2010
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    S. Cerisola, J.M. Latorre, A. Ramos, "Stochastic Dual Dynamic Programming applied to nonlinear hydrothermal models", 20th International Symposium of Mathematical Programming (ISMP). Chicago, U.S.A., 23-28 August 2009
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    A. Perea, J.M. Latorre, A. Ramos, S. Cerisola, R. Bellido, "Simulation applications to hydropower systems management and design", 11ª Conferencia Hispano-Lusa de Ingeniería Eléctrica. Zaragoza, Spain, 1-4 July 2009
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    A. Ramos, S. Cerisola, J.M. Latorre, "Non linear hydrothermal stochastic optimization model", International Workshop on Operational Research (IWOR). Madrid, Spain, 5-7 June 2008
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    A. Ramos, R. Bellido, S. Cerisola, J.M. Latorre, A. Perea, "A medium term multireservoir hydrothermal coordination model by stochastic programming", INFORMS Annual Meeting 2007. Seattle, U.S.A., 3-7 November 2007
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    A. Ramos, S. Cerisola, J.M. Latorre, "Decision support model for weekly operation of hydroelectric reservoirs by stochastic nonlinear optimization", 11th Conference on Stochastic Programming (SPXI). Viena, Austria, 27-31 August 2007
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    J.M. Latorre, S. Cerisola, A. Ramos, "Pumping scheduling in object oriented simulation of hydroelectric power systems", INFORMS Annual Meeting 2006. Pittsburgh, U.S.A., 5-8 November 2006
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    A. Ramos, G. Cortés, J.M. Latorre, S. Cerisola, "Análisis de la relación precio marginal y demanda de electricidad mediante conglomerado", X Congreso de Ingeniería de Organización. Valencia, Spain, 7-8 September 2006
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    A. Ramos, S. Cerisola, J.M. Latorre, R. Bellido, A. Perea, "Pumping scheduling in object oriented simulation of hydroelectric power systems", Applied Mathematical Programming and Modelling (APMOD 2006). Madrid, Spain, 19-21 June 2006
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    J.M. Latorre, S. Cerisola, A. Ramos, R. Palacios, "Analysis of stochastic problem decomposition algorithms in computational grids", Applied Mathematical Programming and Modelling (APMOD 2006). Madrid, Spain, 19-21 June 2006
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    J.M. Fernández-López, S. Cerisola, Á. Baíllo, A. Ramos, "Stochastic bidding in electricity spot markets. A MIP-oriented benders decomposition approach", Applied Mathematical Programming and Modelling (APMOD 2006). Madrid, Spain, 19-21 June 2006
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    J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, "Electricity market equilibrium model with risk constraints via benders decomposition", INFORMS Annual Meeting 2005. San Francisco, CA, U.S.A., 13-16 November 2005
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    A. Ramos, J.M. Latorre, S. Cerisola, A. Perea, R. Bellido, "Hydroelectric system scheduling by simulation", INFORMS Annual Meeting 2005. San Francisco, CA, U.S.A., 13-16 November 2005
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    J.M. Fernández-López, Á. Baíllo, S. Cerisola, R. Bellido, "Building optimal offer curves for an electricity spot market: a mixed-integer programming approach", 15th PSCC, Power Systems Computing Conference. Liege, Belgium, 22-26 August 2005
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    J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, "Application of benders decomposition to an equilibrium problem", 15th PSCC, Power Systems Computing Conference. Liege, Belgium, 22-26 August 2005
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    J.M. Latorre, S. Cerisola, A. Ramos, A. Perea, R. Bellido, "Simulación de cuencas hidráulicas mediante programación orientada a objetos", 9º Jornadas Hispano-lusas de Ingeniería Eléctrica. Marbella, Málaga, Spain, 30 June-2 July 2005
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    A. Ramos, J.M. Latorre, S. Cerisola, Á. Baíllo, "Scenario Tree Generation through the Neural Gas Algorithm", IFIP/IIASA/GAMM Workshop on Coping with Uncertainty (CwU). Laxenburg, Austria, 13-16 December 2004
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    J. Cabero, Á. Baíllo, S. Cerisola, M. Ventosa, "Electricity production planning and portfolio optimization with a CVaR objective", INFORMS Annual Meeting 2004. Denver, CO, U.S.A., 24-27 October 2004
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    S. Cerisola, Á. Baíllo, A. Ramos, "Benders decomposition for MIP problems: Application to multistage stochastic unit commitment problems", INFORMS Annual Meeting 2004. Denver, CO, U.S.A., 24-27 October 2004
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    S. Cerisola, R. Gollmer, A. Ramos, "Application of the Benders decomposition to a stochastic mixed integer UC problem", Applied Mathematical Programming and Modelling (APMOD 2004). CARISMA, Brunel University. Uxbridge, United Kingdom, 20-23 June 2004
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    S. Cerisola, A. Ramos, "Benders decomposition for mixed-integer hydrothemal problems by Lagrangean relaxation", 14th PSCC - Power Systems Computing Conference,Session 05, paper 6, p.p.1-8.. ISBN: 84-89673-25-X, pp. 8, Sevilla, Spain, 24-28 June 2002
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    S. Cerisola, A. Ramos, "Node Aggregation in Stochastic Nested Benders Decomposition Applied to Hydrothermal Coordination", PMAPS2000: 6th International Conference on Probabilistic Methods Applied to Power Systems. ISBN: 972-95194-1-2, Funchal, Madeira, Portugal, 25-28 September 2000
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    B. Vitoriano, S. Cerisola, A. Ramos, "Generating Scenario Trees for Hydro Inflows", PMAPS2000: 6th International Conference on Probabilistic Methods Applied to Power Systems. ISBN: 972-95194-1-2, Funchal, Madeira, Portugal, 25-28 September 2000
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    A. Ramos, S. Cerisola, "Mejoras computacionales en la descomposición anidada estocástica de Benders", XXV Congreso Nacional de Estadística e Investigación Operativa. ISBN: 978-84-8158-152-2, Vigo, Spain, 4-7 April 2000
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    S. Cerisola, A. Ramos, "Agregación de nodos en descomposición anidada estocástica de Benders", XXV Congreso Nacional de Estadística e Investigación Operativa. ISBN: 978-84-8158-152-2, Vigo, Spain, 4-7 April 2000
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    A. Ramos, S. Cerisola, "Un modelo de coordinación hidrotérmica de corto plazo mediante descomposición anidada estocástica de Benders", 6ª Jornadas Hispano-Lusas de Ingeniería Eléctrica. ISBN: 84-920984-2-2, Lisboa, Portugal, 7-9 July 1999
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 29 publications

Books and Book chapters

    A. Ramos, S. Cerisola, J.M. Latorre, R. Bellido, A. Perea, E. López Rodríguez, "A decision support model for weekly operation of hydrothermal systems by Stochastic Nonlinear Optimization", en Stochastic Optimization Methods in Finance and Energy. Editores Bertocchi, M.; Consigli, G. y Dempster, M.A.H.. Ed. Springer. Berlín, Germany, 2011.
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    A. Ramos, S. Cerisola, J.M. Latorre, "A Decision Support System for Generation Planning and Operation in Electricity Markets", en Handbook of Power Systems II. Editores Pardalos, P.M.; Rebennack, S.; Pereira, M.V.F y Iliadis, N.A.. Ed. Springer. Berlín, Germany, 2010.
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    S. Cerisola, A. Ramos, J.M. Latorre, J. García-González, "Modelo hidrotérmico detallado", en Optimización bajo Incertidumbre. Editores A. Ramos, A. Alonso-Ayuso, G. Pérez. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
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    J. García-González, J.M. Latorre, S. Cerisola, A. Ramos, "Planificación a medio plazo de la generación eléctrica", en Optimización bajo Incertidumbre. Editores A. Ramos, A. Alonso-Ayuso, G. Pérez. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
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    J.M. Latorre, R. Palacios, S. Cerisola, A. Ramos, "OLE-G: Optimizador Lineal Estocástico orientado a Grid", en Optimización bajo Incertidumbre. Editores A. Ramos, A. Alonso-Ayuso, G. Pérez. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
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    A. Ramos, S. Cerisola, J.M. Latorre, J. García-González, "Métodos de resolución para programación lineal", en Optimización bajo Incertidumbre. Editores A. Ramos, A. Alonso-Ayuso, G. Pérez. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
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    J.M. Latorre, S. Cerisola, A. Ramos, R. Bellido, A. Perea, "Creation of hydroelectric system scheduling by simulation", en Complex decision making: Theory and practice. Ed. Springer. Berlín, Germany, 2007.
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    A. Ramos, S. Cerisola, Á. Baíllo, J.M. Latorre, "Stochasticity in electric energy systems planning", en Coping with Uncertainty. Modeling and Policy Issues. Editores Marti, K.; Ermoliev, Y.; Makowsk, M. y Pflug, G.. Ed. Springer. Berlín, Germany, 2006.
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    S. Cerisola, A. Ramos, Á. Baíllo, "Aplicaciones en sistemas de energía eléctrica", en Optimización bajo incertidumbre. Editores A. Alonso-Ayuso, L. Escudero, R. Sala . Ed. Tirant lo Blanch. Valencia, Spain, 2004.
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    S. Cerisola, A. Ramos, Á. Baíllo, "Modelado de algoritmos de descomposición con GAMS", en Optimización bajo incertidumbre. Editores A. Alonso-Ayuso, L. Escudero, R. Sala . Ed. Tirant lo Blanch. Valencia, Spain, 2004.
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 10 books

Projects

    Additional developments in the stochastic hydrothermal coordination model MHE. Year 2011, developed for: Iberdrola. Jan/2011-Dec/2011
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    Additional developments in the stochastic hydrothermal coordination model MHE. Year 2010, developed for: Iberdrola. Jan/2010-Dec/2010
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    Additional developments of hydrothermal coordination model MHE. Year 2009, developed for: Iberdrola. Jan/2009-Dec/2009
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    Advances in the development of hydroelectric simulators, developed for: Iberdrola. Jan/2006-Dec/2006
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    Improvement and extension of the hydro simulators for all the system, developed for: Iberdrola. Jan/2005-Dec/2005
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    Development of decision-support tools for long-term electricity markets, developed for: Iberdrola. Jan/2004-Dec/2004
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    Analysis and scenario generation for risk management in the Spanish electricity market, developed for: Iberdrola. Jan/2004-Dec/2004
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    Development, application and integration of hydro simulators in the new planning environment, developed for: Iberdrola. Jan/2004-Dec/2004
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    Development of tools for economic planning and network constraints analysis in an electric market, developed for: Iberdrola. Jan/2002-Dec/2002
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    Decision support models for generation bids planning, developed for: Iberdrola. Jan/2001-Dec/2001
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    Models to develop offer strategies in the Electricity Generation Business, developed for: Iberdrola. Jan/2000-Dec/2000
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    Developments and improvements to MPO model., developed for: Iberdrola. Jan/1999-Jan/1999
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    Analysis, study and design of bidding strategies in the electric generation sector, developed for: Iberdrola. Jan/1999-Jan/2000
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 13 projects

Training courses

    Thematic network of optimization under uncertainty, developed for: Ministerio de Educación y Ciencia. Jan/2007-Jun/2008
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    Not Available, developed for: REE (Red Eléctrica de España). Oct/2002-Nov/2002
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