New paper accepted for publication in TOP
Fri, 11/18/2011 - 18:56 — admin
International conference Optimization, Theory, Algorithms and Applications in Economics
Wed, 10/26/2011 - 15:18 — admin
This international conference , which is a tribute to Juan-Enrique Martinez-Legaz on the occasion of his 60th birthday, has the aim of a top-level scientific meeting to promote a broad exchange of information and new developments in the areas of Functional and Variational Analysis, Control, Optimization and Applications in Economics. The event included a half-day workshop applications of Optimization in Engineering. I was invited to contribute to this last wokshop with the presentation of the work "A multistage stochastic programming model for the optimal multimarket electricity bid problem".
25th IFIP TC7 Conference on System Modeling and Optimization
Thu, 09/22/2011 - 10:33 — admin
The International Federation for Information Processing Technical Committee 7 - System Modeling and Optimization - arranges in a cycle of two years highly regarded conferences to several topics of Applied Optimization such as Optimal Control of Ordinary and Partial Differential Equations, Modeling and Simulation, Nonlinear, Discrete, and Stochastic Optimization and Industrial Applications. This year the conference was celebrated in the Berlin Institute of Technology, and I participated with a contributed talk entitled "Solving electric market quadratic problems by Branch and Fix Coordination methods "
One week stay at the University of the Basque Country, Bilbao.
Tue, 08/02/2011 - 01:10 — admin
Last week I was visiting my colleague prof. Eugenio Mijangos at the Dept. of App. Maths, Statistics and OR in the University of the Basque Country, Bilbao During the stay we had the opportunity of working together in several projects related with the resolution of some MINLP arising in the optimization of the electricity market models developped in the research project DPI2008-02153. I really enjoied both the working sessions with Eugenio and the city of Bilbao.
Management Science Optimization Modeling with SAS/OR
Mon, 06/27/2011 - 20:19 — admin
Els próxims dies 12, 13 i 14 de juliol participaré al V Summer School del Màster Interuniversitari d'Estadística i Investigació Operativa UP/UB impartint el curs Management Science Optimization Modeling with SAS/OR , en col·laboració amb la professora Crisitina Corchero, investigadora de l'IREC i GNOM. Els objectius del curs son:
"This course is focused on the possibilities of the SAS/OR package to implement and solve some optimization models that are in the core of the so called Analytic Consulting which represents the application of the MS methodology to the consulting Activity. Although commonly considered as software for data management, SAS also includes through his SAS/OR package (OR for Operations Research) a broad list of procedures to implement and solve any kind of optimization problems. The course will give basic skills to the participants for the efficiency formulation, implementation, solution and analysis of several management science optimization problems with SAS/OR."
VI Barcelona Global Energy Challenges
Wed, 06/08/2011 - 07:45 — admin
8th International Conference on the European Energy Market (EEM11)
Mon, 05/30/2011 - 16:22 — admin
The International Conference on the European Energy Market (EEM) is a premier forum to discuss the development of the energy sector in a market environment and the creation of the common European Energy Market. The EEM 11 has been held in Zagreb, Croatia May 25-27 2011. Prof. Cristina Corchero, and myself participated in the event with the presentation (slides ) of the paper "Efficient Solution of Optimal Multimarket Electricity Bid Models", coauthored with prof. Eugenio Mijangos, that will be published formerly by the IEEE Power and Energy Society at the IEEEXplore. Below you can see a panoramic of one of the plenary sessions at the Emerald room of the Regent Esplanade Zagreb Hotel:
Treball final de màster sobre mètodes duals aplicats a la l'optimització de problemes estocàstics de mercats elèctrics.
Wed, 03/30/2011 - 11:00 — admin
El passat dimecres 16 de març es va presenta a la Facultat de Matemàtiques i estadística el treball de final de màster titulat Optimización de modelos estocásticos de mercado eléctrico múltiple mediante métodos duales realitzat per l'alumne Unai Aldasoro, del Màster d'Estadística i Investigació Operativa UPC-UB, sota la meva direcció. En aquest treball s'estudia l'aplicació del mètode d'optimització dual conegut com a proximal bundle method, descrit a [1] a la resolució del problema estocàstic d'optimització de l'oferta a mercats elèctrics múltiples desenvolupat a [2].
Aquest treball, que forma part del projecte de recerca del MICINN DPI2008-02153 i va ser sel·leccionat en la 4a convocatòria d'ajuts CERMET de la FME a la realització de treballs finals de màster, li ha estat concedida la menció "Matrícula d'Honor" per la Comissió de d'Avaluació de Treballs Fí de Màster del MEIO, a proposta del tribunal que el va jutjar.
[1] J. B. Hiriart-Urruty, C. Lemaréchal, Convex Analysis and Minimization Algorithms II – Advanced Theory and Bundle Methods. Springer-Verlag, 1993.
[2] Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System, Proceedings of the 7th Conference on European Energy Market EEM10, Madrid, IEEE, pp. 1 - 6 , DOI: 10.1109/EEM.2010.5558714
Comencen les classes de 2on quadrimestre.
Mon, 02/14/2011 - 16:46 — admin
Ja han començat les classes de 2on quadrimestre. Com a novetat destacable durant aquest quadrimestre seré el responsable de la posta en marxa de l'assignatura Programació Lineal i Entera, obligatòria de 2on curs del Grau d'Estadística UB-UPC , uns estudis interuniversitaris que es van iniciar el curs passat i en el disseny dels quals vaig tenir l'oportunitat de participar. Durant aquest quadrimestre també continuaré impartint l'assignatura optativa de 3er curs de la Diplomatura d'Estadística de l'FME Ampliació d'Investigació Operativa. Podeu trobar més informació d'aquestes assignatures seguint els enllaços anteriors. Els meus horaris de consulta són dilluns dimarts i dimecres de 15 ha 17h al meu despatx (concerteu cita prèviament per e-mail a f.javier.heredia@upc.edu )
Dr. Marcos J. Rider and Dr. Marina Lavorato visits GNOM
Fri, 02/04/2011 - 08:39 — admin
Dr. Marcos J. Rider and Dr. Marina Lavorato, both professors of the dept. of electrical engineering of the Univ. Estadual Paulista, UNESP, (Brasil), have been visiting the GNOM site in Barcelona during January as a part of their participation on the research project DPI2008-02153. We are collaborating in the development of new stochastic programming models for the optimal expansion of the transmision network in electricity markets. They already visited our group on 2008, and we expect to continue this collaboration in the future reinforcing the relationship between GNOM and the UNESP, both in research and postgraduate tuition.
