Management Science Optimization Modeling with SAS/OR

 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."

Podeu consultar els detalls del curs en aquest enllaç .

VI Barcelona Global Energy Challenges

Last June 2 and 3 I was attending the Barcelona Global Energy Challenges conference that was held in Barcelona. It was the sixth edition of a forum co-organized by the  MIT Industrial Liason Program (MITILP), the Institute for the Energy Research of Catalonia (IREC) and the b_TEC foundation (b_TEC). In view of the current energy paradigm shift, representatives from the key institutions leading changes in technology and energy will answer questions like: What are the technological challenges facing top research centers and universities? How will the energy future unfold? What will the most successful options be? What areas will be the focus of energy innovation?

8th International Conference on the European Energy Market (EEM11)

 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.

 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] Cristina Corchero, F.-Javier Heredia, 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.

 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

marina, Marcos and myself (left to right)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.
 
PD: Dr. Rider won last week a permanent position of associate lecturer in the UNESP. Congratulations Marcos!!

Congratulations Dr. Cristina Corchero!

 Dr. Heredia (left) and Corchero (right).Yesterday February 2 my doctorate student, and friend, Cristina Corchero presented her Ph. D. dissertation on optimal bids in electricity markets. Dr. Corchero developed stochastic programming optimization models to find the optimal bid curve that integrates bilateral and future contractes in the sequence of short-term MIBEL's electricity markets.

The members of the examination panel were prof. Stein-Erik Fleten , from the Norwegian University of Science and Technology, prof. Andres Ramos from the Universidad Pontificia de Comillas and prof. Jordi Castro, from the  Universitat Politècnica de Catalunya. After a very interesting discussion they agreed to give the maximum qualification, Cum Laude, to the research work of Ms. Corchero. I would like to thank the members of the examination committe for their  interesting comments and analysis of the thesis contributions. I'm also very grateful with prof. Pilar Muñoz and  prof. Marcos J. Rider for their collaboration in the supervision of the thesis.

And, of course, my most sinceres congratulations to Dr. Cristina Corchero.

Anounce of Cristina Corchero's PhD Thesis defense

 It is my pleasure to announce that next wednesday February 2, Cristina Corchero, member of the GNOM research group , will defense the PhD. Thesis dissertation
 
 
which I proudly supervised. All of you are welcome to the dissertation defense that will take place on February 2 at 11.00 am in the Sala d'Actes of the Facultat de Matemàtiques i Estadística, UPC, Barcelona.

Collaboration agreement with Fersa Energías Renovables

 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.

New paper accepted for publication in Annals of Operations Research

The work A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units of F.-Javier Heredia, Marcos J. Rider and C. Corchero has been accepted for publication in the journal Annals of Operations Research. A preliminary version of the manuscript is available at E-Prints UPC http://hdl.handle.net/2117/2282. This study, which was developed as a part of the research project DPI2008-02153,  allows a price-taker generation company to decide the unit commitment of the thermal and combined cycle programming units, the economic dispatch of the bilateral contract between all the programming units and the optimal sale bid by observing the Spanish peninsular regulation.
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