F.-Javier Heredia - Academic web site

New project MOSCA: Modelling and Optimization of StruCtured problems and Applications.

Thu, 10/05/2023 - 08:55 — admin

The research project Modelling and Optimization of StruCtured problems and Applications (MOSCA) of the GNOM research group of the UPC has been granted by the Agencia Estatal de Investigación (AEI , Government of Spain) in the call PROYECTOS DE GENERACIÓN DE CONOCIMIENTO 2022. The goal of this project is to develop new optimization methods for structured problems, and its application to real cases. I participate as IP, together with professor Jordi Castro, and my specific interest in the project is to work on the formulation and efficient optimization of a multistage stochastic programming model for the optimal participation of energy communities in electricity multi-markets, continuing the research of the ongoing project OptiREC.

Master Thesis on Quantum Computing optimization for the Unit Commitment problem.

Tue, 07/25/2023 - 19:31 — admin

On November 2021 Ms. Andrea Iglesias presented the MSc thesis dissertation Optimization through Quantum Computing to opt for the master's degree in Data Science of the Faculty of Informatics of Barcelona advised by prof. F.-Javier Heredia. This thesis explores the application of quantum computing techniques to solve Quadratic Unconstrained Binary Optimization problems (QUBO), proposing an improved reformulation of the classical multi-period unit commitment problem as a QUBO problem, and then solving the problem with the Quantum Approximate Optimization Algorithm (QAOA).

GNOM research group awarded by the Government of Catalonia

Sat, 01/21/2023 - 20:28 — admin

Th

e Group on Numerical optimization and Modeling (GNOM) has been recently recognized by the agency for universities and research of the Gobernment of Catalonia (AGAUR) as a consolidated research group (SGR 00591) being myself the coordinator of this group. The GNOM group is compounded by 5 full tme professors of the Dept. of Statistics and Operations Research of the UPC and its activity is focused on the formulation of optimization models and algorithm (linear, non-linear, continuous, integer and stochastic) and its efficient computational implementation for realistic, large scale problems several disciplines, as statistical disclosure, supply chain, logistics and transportation, data science , Industry 4.0, and energy markets, areas of application in which the group has experience in both research and transfer projects with various companies in the mentioned sectors.

OptiREC: Unified multi-market participation of energy communities in energy markets

Wed, 01/18/2023 - 11:43 — admin

On January 2023 the project "Unified multi-market participation of energy communities in energy markets" (OptiREC) started. This is a coordinated project in collaboration with IREC, Universitat de Girona and Universidad Comillas, granted by the Agencia Estatal de Investigación within the call Proyectos de Transición Ecológica y Transición Digital 2021. This is a coordinated project in collaboration with the IREC, the Universitat de Girona and Universidad Comillas. The work to be done by the UPC is the development of a multi-stage stochastic programming model to optimize the bid of energy communities to the wholesale electricity market.

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Presentation at the EURO 2022 conference in Finland.

Fri, 07/08/2022 - 12:10 — admin

Last July 4 2022 I was invited at the EURO 2022 conference , Aalto University, Espoo, near Helsinki, to present the work Multistage stochastic programming for the optimal bid of a wind-thermal power production pool with battery storage, which is a continuation of the MSc and PhD thesis of Mr. Ignasi Manyé and Ms. Marlyn D. Cuadrado respectively. This work tackles with an extensive study along a complete timespan of on year analyzing the benefits of a joint operation of a wind and thermal generation system in the elecrticity markets and bilateral contracts. Numerical results show that the total profit increases by 13% in average, but that it can be as high as 77%, with a reduction of the thermal operation costs of 61%.

Article sobre la crisi dels preus de l'electricitat al blog 5centims.cat

Tue, 01/18/2022 - 13:15 — admin

L'encariment dels costos de producció de l'energia elèctrica justifiquen realment el període de preus sense control de l'electricitat que estem observant durant els darrers mesos de 2021? I quin és el paper que juguen les regles de mercat i les centrals hidroelèctriques en aquesta tendència alcista dels preus? Intentem respondre a aquestes preguntes a l'article Costos de producció: causa o excusa de la crisi de preus de l'electricitat? publicat a 5centims.cat, blog de debat econòmic creat el 2021 al si de la Societat Catalana d'Economia (SCE).

Master Thesis on electricity markets.

Wed, 12/01/2021 - 13:35 — admin

On November 2021 Mr. Ignasi Mañé presented the MsC thesis dissertation Multistage stochastic bid model for a wind-thermal power producer to opt for the master's degree in Statistics and Operations Research (UPC-UB), advised by prof. F.-Javier Heredia. This master thesis explores different multi-stage stochastic programming models for generation companies to find optimal bid functions in electric spot markets capturing the uncertainty of electric prices of different markets and financial products, and coupling together wind and thermal generation unit

Participation in the 31st European Conference on Operational Research.

Tue, 07/13/2021 - 11:24 — admin

Last July 21th, the work "Multistage Scenario Trees Generation for Electricity Markets Optimization" was presentated at the 31st European Conference on Operational Research in an invited session of the stream "Stochastic and Robust Optimization". This study is a result of the PH.D. Thesis of Ms. Marlyn D. Cuadrado on scenarios trees generation for multistage stochastic programming in optimal electricity bid problems.

Course on optimization tools in energy systems at the master on Smart Energy

Tue, 07/13/2021 - 10:03 — admin

The second edition of the Master's Degree in Smart Energy is taken place at the UPC School. In this master students are provided with a transversal knowledge about the tools that allow optimizing the operation of smart electric networks, managing users and favoring the integration of distributed energy resources. In addition, this program allows to know the operation of electricity markets and the regulatory framework at both the state and European level. I participate in this master teaching a 14 hours course on "Optimization tool for energy syustems", where both the theoretical, algorithmical and computational foundations of mathematical optimization are introduced and used to analyze some of the most important problems for the optimal operation and design of energy systems.

Notícies

Mathematical optimization for Industry 4.0

Thu, 05/20/2021 - 09:40 — admin

This academic course started the third edition of the Master in Industry 4.0 of the UPC School. The main objective of the master's degree in Industry 4.0 is to train professionals to understand the complexities and challenges of Industry 4.0 in a transversal way. I participate in this master giving a course on mathematical optimization for industry 4.0. In the first part of the course, we review the role of mathemnatical optimization, operations research and analytics in Ind. 4.0, analyse some case studies on mathematical optimization models in supply chain and energy industry. In the second part, the theoretical and computational basis of mathematical optimization are presented and applied by the students to solve a complete optimization project in supply and distribution chain using mathematical optimization modeling software.