Participation in the 31st European Conference on Operational Research.

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

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.

Mathematical optimization for Industry 4.0

 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.

Ph D. Thesis on multistage scenario tree generation for renewable energies.

 On November 30th 2020 took place the defense of the Ph.D. Thesis entittled "Multistage Scenario Trees Generation for Renewable Energy Systems Optimization", authored by Ms. Marlyn D. Cuadrado Guevara and advised by prof. F.-Javier Heredia. In this thesis a new methodology to generate and validate probability scenario trees for multistage stochastic programming problems arising in two different energy systems with renewables are proposed. The first problem corresponds to the optimal bid to electricity markets of a virtual power plant that consists on a wind-power plant plus a battery storage energy systems. The second one is the optimal operation of a distribution grid with some photovoltaic production.

New paper published in International Journal of Production Research.

 The paper entitled Optimal Postponement in Supply Chain Network Design Under Uncertainty: An Application for Additive Manufacturing (preprint has been published in the International Journal of Production Research. This paper is the result of projects Strategical Models in Supply Chain Design, and Digitalizing Supply Chain Strategy with 3D Printing a successful collaboration between GNOM with Accenture Technology Labs (Silicon Valley), Accenture Analytics Innovation Center (Barcelona) and the Fundació CIM-UPC. This study This study presents a new two-stage stochastic programming decision model for assessing how to introduce some new manufacturing technology into any generic supply and distribution chain. It additionally determines the optimal degree of postponement, as represented by the so-called customer order decoupling point (CODP), while assuming uncertainty in demand for multiple products. Finally, it presents and analyses a case study for introducing additive manufacturing technologies.

Research project with Top Cable on multiperiod one-dimensional cutting stock problem.

 On April 2020 a research project called Optimització de Reserves de Cable en Bobines has been settled with the company Top Cable,  a international leader in cable technology. The purpose of the project is to engage a study to asses the  suitability of mathematical optimization techniques to improve the procedure they currently apply to the fulfillment of the customer's orders. In this first part of the project a multiperiod extension of the one-dimensional cutting stock problem is going to be formulated to solve a instance of the company's demand supply problem.

Starting an industrial doctorate project with CBRE

Photo by Sunyu Kim on UnsplashOn April 2020 an agreement was settled between the UPC and CBRE Group Inc., the largest commercial real estate services company in the world, for the development of the project Modelos de optimización matematica en la gestión de centros comerciales (MOMGeCC) (Mathematical optimization Models for the Management of Shopping Malls). This project is going to be developped in the framework of the Industrial Doctorates Plan of the Government of Catalonia, through a Ph.D thesis of Ms. Grace Kelly Maureira under supervision of prof. F.-Javier Heredia (UPC) and Jaume Masip (CBRE). The purpose of this project is to develop stochastic mathematical optimization models to provide CBRE with a computational tool to optimize the strategical planning of the configuration and operation of shopping centers under uncertainty.

New paper published in Applied Energy

 The paper entittled Critical evaluation of European balancing markets to enable the participation of Demand Aggregators has been published in Applied Energy This paper has been done in collaboration with the Institute for Energy Research of Catalonia (IREC). This study analyzes barriers and enablers of four European electricity markets and proposes a new market framework that would enhance Demand Aggregators' participation. Main barriers for Demand Aggregators have been identified and analyzed and a regulation scheme is proposed to enable Demand Aggregators participation. According to our results, small tertiary building aggregation is still not economic viable but existing municipal retailers could consider to extend their operations to Demand Aggregation.


Research project funded by the Governement of Spain

 The research project Modelling and Optimization of Large-Scale Structured Problems and Applications (MOLSA) has been accepted for granting by the Spanish's National Program of R+D+i for the Challenges of the Society. The project's leaders are prof. Jordi Castro and F.-Javier Heredia, from GNOM, with a research team involbiong professors of the UPC and the Euskal Herriko Unibersitatea (Basc Country, Spain). The ultimate goal of this project is to develop optimization methods for large problems (which usually implies a certain structure in the problem), both deterministic and stochastic, and their application to real cases. The project herefore pursues both methodological and applied objectives.

New paper published in Computers and Operations Research

 The work On optimal participation in the electricity markets of wind power plants with battery energy storage systems  has been published in the journal Computers and Operations Research.  We present in this study a multi-stage stochastic programming model to find the optimal operation of a VPP in the day-ahead, intraday and secondary reserve markets hile taking into account uncertainty in wind power generation and clearing prices (day-ahead, secondary reserve, intraday markets and system imbalances). A case study with real data from the Iberian electricity market is presented. Preprint available at

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