| Publication Type | Journal Article |
| Year of Publication | 2011 |
| Authors | Cristina Corchero; F.-Javier Heredia |
| Journal Title | Computers & Operations Research |
| Volume | 38 |
| Issue | 11 |
| Pages | 1501-1512 |
| Start Page | 1501 |
| Journal Date | 2011 |
| Publisher | Elsevier |
| ISSN Number | 0305-0548 |
| Key Words | research; paper; stochastic programming; optimal bod; day-ahead market; MIBEL; DPI2008-02154; modeling |
| URL | Click Here |
| DOI | 10.1016/j.cor.2011.01.008 |
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Professors Narcis Nabona and F.-Javier Heredia visited the headquarters of Fersa Energías Renovables at Barcelona. Fersa Energías Renovables is the first independent company to be quoted in the Spanish stock market and one of the first in Europe dedicated exclusively to the development of clean energy. As a result of the meeting, Fersa and GNOM agreed to engage a collaboration to study the optimal integration of renewable energies in the energy production systems, and to incorporate Ms. Simona Scripante, electricity market analist of Fersa and student of the Master in Statistics and Operations Research of the UPC-BarcelonaTech, as a member of the GNOM's energy team.

The work A Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Futures Contracts of C. Corchero and F.-Javier Heredia, has been accepted for publication in the journal Computers & Operations Research (DOI:10.1016/j.cor.2011.01.008). A preprint version of the manuscript is available at http://hdl.handle.net/2117/2795. The goal of this work, which was developed as a part of the research project DPI2008-02153, is to optimize coordination between physical futures contracts and the day-ahead bidding which follow the MIBEL's regulation. The authors propose a stochastic quadratic mixed-integer programming model which maximizes the expected profits, taking into account futures contracts settlement.| Publication Type | Conference Paper |
| Year of Publication | 2000 |
| Authors | F.-Javier Heredia; Cesar Beltrán |
| Conference Name | 9th Stockolm Optimization Days |
| Conference Date | 06/2000 |
| Conference Location | Stockholm, Sweden |
| Type of Work | Contributed presentation |
| Key Words | research, radar subgradient; guc |
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| Publication Type | Funded research projects |
| Year of Publication | 1995 |
| Authors | F.-Javier Heredia |
| Type of participation | Researcher |
| Duration | 07/1995-12/1996 |
| Funding organization | Electra de Viesgo S.A. |
| Partners | Dep. Estadística i Investigació Operativa, UPC. |
| Full time researchers | 3 |
| Budget | 24.812,79€ |
| Project code | UPC C2325 |
| Key Words | research; contracts; Electra de Viesgo; project; private; energy |
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| Publication Type | Funded research projects |
| Year of Publication | 1993 |
| Authors | F.-Javier Heredia |
| Type of participation | Researcher |
| Duration | 10/1993-05/1995 |
| Funding organization | Electra de Viesgo S.A. |
| Partners | Dep. Estadística i Investigació Operativa, UPC |
| Full time researchers | 4 |
| Budget | 62.505,26€ |
| Project code | UPC C1958 |
| Key Words | research; contracts; Electra de Viesgo; network expansion; project; private; energy |
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| Publication Type | Funded research projects |
| Year of Publication | 1989 |
| Authors | F.-Javier Heredia |
| Type of participation | Researcher |
| Duration | 05/1989-12/1992 |
| Funding organization | FECSA-ENHER-HECSA |
| Partners | Dep. d'Estadística i Investigació Operativa, UPC |
| Full time researchers | 2 |
| Budget | 158.088,00€ |
| Project code | UPC C0919 |
| Key Words | research; contracts; multicommodity; project; private; energy |
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| Publication Type | Funded research projects |
| Year of Publication | 1992 |
| Authors | F.-Javier Heredia |
| Type of participation | Researcher |
| Duration | 01/1989-12/1992 |
| Funding organization | Red Eléctrica de España, S.A. |
| Partners | Dept. d?Estadística i Investigació Operativa, Universitat Politècnica de Catalunya. |
| Full time researchers | 3 |
| Budget | 102.472,00€ |
| Project code | UPC C0606 |
| Key Words | research; contracts; REE; multicommodity; project; public; competitive; energy |
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| Publication Type | Thesis |
| Year of Publication | 1995 |
| Authors | F.-Javier Heredia |
| Academic Department | Dept. of Statistics and Operations Research. Prof. Narcís Nabona, advisor |
| Number of Pages | 221 |
| University | Universitat Politècnica de Catalunya |
| City | Barcelona |
| Degree | PhD Thesis |
| Key Words | research; nonlinear network flows; side contraints; hydro-thermal coordination |
| Abstract |
Com a primera part del treball de tesis doctoral, s’ha presentat la descripció, implementació i estudi computacional d’un nou algorisme de resolució del problema de fluxos no lineals amb constriccions a banda lineals. L’algorisme s’ha desenvolupat a partir d’un esquema de conjunt de constriccions actives segons la estratègia de Murtagh i Saunders del conjunt de variables superbàsics amb explotació de la estructura de xarxa amb tècniques de particionament primal. Aquest algorisme s’ha implementat, donant com a resultat el codi NOXCB 9.0, i la seva eficiència ha estat comprovada mitjançant una amplia bateria de tests computacionals. En la segona part del treball de tesis, s’ha formulat un model acoblat de coordinació hidro-tèrmica, on el parc tèrmic es descriu mitjançant un nou model de fluxos en xarxa basat en el concepte de xarxa tèrmica equivalent. S’ha descrit i programat un mètode de resolució d’aquest model acoblat basat en el paquet NOXCB 9.0, comprovant-se computacionalment el seu grau d’eficiència i precisió.
Como primera parte del trabajo de tesis doctoral, se ha presentado la descripción, implementación y estudio computacional de un nuevo algoritmo de resolución del problema de flujos no lineales con constricciones a banda lineales. El algoritmo se ha desarrollado a partir de un esquema de conjunto de constricciones activas según la estrategia de Murtagh y Saunders del conjunto de variables superbásicos con explotación de la estructura de red con técnicas de particionamiento primal. Este algoritmo se ha implementado, dando como resultado el código NOXCB 9.0, cuya eficiencia ha estado comprobada mediante una amplia batería de tests computacionales. Como segunda parte del trabajo de tesis, se ha formulado un modelo acoblado de coordinación hidro-térmica donde el parque térmico se describe mediante un nuevo modelo de flujos en redes basado en el concepto de red térmica equivalente. se ha descrito y programado un método de resolución de este modelo acoblado basado en el paquete NOXCB 9.0, comprobándose computacionalmente su grado de eficiencia y precisión.
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| URL | Click Here |
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