New paper accepted for publication in Computers & Operations Research

 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 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.

Collaboration agreement with the Catalonia Institute for Energy Research

 Last December 15 I visited, together with the members of the energy team of the GNOM research group, the headquarters of the Catalonia Institute for Energy Research. The board of this institution is comprised by representatives of the Spanish and Catalonian governments, catalonian universities and private sector companies, and its mission is to promote the research in the energy field and the dissemination of this research in collaboration with several major Spanish energy utilities.

The objective of the meeting was to undertake common research projects related the integration of renewevable energies in the electricity production system, specifically in the optimal management of microgrids and the design of the transmission network of offshore wind farm.

Meeting with the electricity market division board of Gas Natural Fenosa

 Gas Natural Fenosa is one of the major Spanish electrical utililties operating in the Iberian Electricity Market. Gas Natural Fenosa participates in the three years research project of the GNOM research group :

Short- and Medium-Term Multimarket Optimal Electricity Generation Planning with Risk and Environmental Constraints

This project, where I participate as head researcher, is granted by the National Programme for Fundamental Research Projects of the Spanish government. Last December 14 prof. Narcís Nabona, Ms. Cristina Corchero and me, members of the GNOM research group, visited the headquarters of gas Natural Fenosa in Madrid for a meeting with the board of the electricity market division of Gas Natural Fenosa. During the meeting we explained the progress, discussed the results and presented the future work of the research project. Follow this link to see the slides of the presentation.


Exploratory Workshop on Mixed Integer Nonlinear Programming at Sevilla

The Mathematical Research Institute of the University of Sevilla (IMUS) organized this Explanatory Workshop on MINLP were some of the most outstanding specialist on nonlinear mixed integer programming discussed the state of the art of the algorithms, applications and computing challenges of this difficult field of optimization. I attended the workshop motivated by my interest in solving some class of quadratic mixed integer programming problems arising in the field of the electricity market optimization.  

New proceeding paper published at IEEEXplore

 The work "Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System" by Cristina Corchero and F.-Javier Heredia presented at the 7th Conference on European Energy Market EEM10 has been published as a full text proceeding article by the Institute of Electric and Electronic Engineering. Click here to see the entry on the IEEEXplore (previously published as research report DR 2010/** ).


Conference on Numerical Optimization and Applications in Engineering (NUMOPEN-2010)

The Centre de Recerca Matemàtica   (Center for Mathematical Research) organized on October 13 and 14 the Conference on Numerical Optimization and Applications in Engineering. The workshop provided a forum for researchers working on different aspects of optimization to present their recent discoveries, and to interact with people working on complementary aspects of optimization and mathematical programming. I was kindly invited to present the talk "Electricity Market Optimization: finding the best bid through stochastic programming".


24th European Conference on Operational Research

The 24th edition of the European Conference on Operational Research was held this year in Lisbon. I participate with two invited presentations. The first contribution "Optimal day-ahead bidding strategy with futures and bilateral contracts. Scenario generation by means of factor models", co-authored with Cristina Corchero , was presented in the Session Applications of stochastic programming to the energy sector-electricity. The second invited contribution, in collaboration with professor Eugenio Mijangos from the University of the Basque Country, was the work "Perspective cuts for solving the optimal electricity market bid problem with bilateral contracts", presented in the session Large-scale Mixed Optimization Problems. I also was the chairman of this last session.

7th Conference on the European Energy Market


 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 10 has been held in Madrid, Spain June 23-25 2010. Cristina Corchero, who is finishing her PhD on energy markets, and myself participated in the event with the presentation of the paper "Optimal Day-Ahead Bidding in the MIBEL's Multimarket Energy Production System", that will be published formerly by the IEEE Power and Energy Society at the IEEEXplore.

Presentació del "Llibre blanc de la recerca matemàtica a Catalunya"

 El dia 10 de juny es va celebrar a la seu de l'Intitut d'Estudis Catalans la presentació del "Llibre blanc de la recerca matemàtica a Catalunya", que recull l'activitat dels grups de recerca en matemàtiques de Catalunya durant el període comprés entre l'any 2000 i 2009. He tingut l'oportunitat de participar en aquest projecte amb la redacció del capítol "La recerca en optimització / investigació operativa a Catalunya"on es descriu quins son els grups de recerca de les diferents universitat catalanes que desenvolupen la seva activitat en l'àres de 'optimització/investigació operativa. 

KIC Innoenergy workshop.

KIC InnoEnergy CC Iberia is holding a one-day thematic workshop in Barcelona, on June 7, 2010, in order to present and discuss education, research and innovation actions under the thematic areas of Renewable Energies and Energy Efficiency.
The GNOM energy team has participate  in the four working groups presenting the potencials of the group to cover the topic of the integration of the renewable generation technologies in the electricity markets. The topics of the four working groups was: Wind (coordinated by IREC-Iberdrola); Solar PV (coordinated by UPC); Concentrated Solar Power (coordinated by Ciemat); Ocean energy (coordinated by IST); Energy efficiency (coordinated by Gas Natural-Unión Fenosa).
In this link you can find the slides of the GNOM-KIC presentation .
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