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.

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.

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.

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

Maths for Industry 4.0

Maths for Industry 4.0The Barcelona Graduate School of Mathematics (BGSMath ) organized last February 19 2018 the workshop "Maths for Industry 4.0 " to showcase how academic excellence at BGSMath is helping companies becoming digital through several successful collaborative initiatives, such as industrial doctoral theses or consultancy and development projects of the BGSMaths's research groups in Data Science and Optimization. The workshop will be closed by the round table "Optimising data analytics for industry 4.0" where I was invited to participate as expert in supply chain optimization. This activity is embedded into the Mobile Week Barcelona and it's an open space for reflexion on digital transformation through art, science and technology. More photos of the event at this link .

New website for the research project "Strategical Models in Supply Chain Design"

 A new website for the research project Strategical Models in Supply Chain Design has been deployed at

This site is intended to improve the comunication between the different partners of the project (UPC-Accenture Analytics Barcelona - Accenture Labs Silicon Valley) and to show the progress of this project. All the documentacion related with the project is going to be available at this site (meetings, reports, papers, conference contributions), although some of them will be secured. If you would like to acess to some protected document please send an e-mail to

Recognition for reviewing

  Funny enough, Elsevier is giving certificates to recognize the most relevant reviewers of their journals. I didn't know that they were doing that, and I've found quite funny the idea as, actually, to review paper is a routine activity for every researcher, and I don't think it deserves any special mention. But, of course, everybody wants some certificate to show and thus, here you have one of my certificates Smile
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