Abstract | The size of current optimization problems (continuous or integer) has grown orders of magnitude in recent years, and, for an efficient solution, their structure needs to be exploited. At the application level, some of the stochastic programming models developed by the group have provided new procedures for the integration of renewable energy in the different electricity markets and have shown, with real data, the superiority of these stochastic methods in comparison to the deterministic alternative. Within the combinatorial optimization context, the group is expert in both, exact and heuristic methods for routing and discrete location problems, with special emphasis to decision problems under uncertainty. The ultimate goal of this project is to develop new optimization methods for structured problems, and its application to real cases. |