research
CASC : Computational Aspects of Statistical Confidentiality (IST-2000-25069).
Thu, 10/25/2007 - 00:13 — admin| Publication Type | Funded research projects |
| Year of Publication | 2001 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2001-12/2003 |
| Funding organization | European Union |
| Partners | CENTRAAL BUREAU VOOR DE STATISTIEK (CBS); ISTITUTO NAZIONALE DI STATISTICA (ISTAT), UNIVERSITY OF PLYMOUTH (UOP), UNIVERSITY OF PLYMOUTH (UOP), OFFICE OF NATIONAL STATISTICS (ONS), UNIVERSITY OF SOUTHAMPTON (Soton), VICTORIA UNIVERSITY OF MANCHESTER (UOM), STATISTISCHES BUNDESAMT (STBA), UNIVERSIDAD DE LA LAGUNA (ULL), INSTITUT D'ESTADISTICA DE CATALUNYA (IDESCAT), INSTITUTO NACIONAL DE ESTADISTICA (INE), CONSEJO SUPERIOR DE INVESTIGACIONES CIENTIFICAS (CSIC), UNIVERITAT ROVIRA I VIRGILI (URV), UNIVERSITAT POLITECNICA DE CATALUNYA (UPC), TECHNISCHE UNIVERSITAET ILMENAU (TU Ulmenau), |
| Full time researchers | 3 (UPC) |
| Budget | 77.739€ |
| Project code | IST-2000-25069 |
| Key Words | research; complementary supression problem; network flows; statistical data confidentiality; project; public; competitive; EU |
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Coordinación hidrotérmica a corto y largo plazo de la generación eléctrica en un mercado competitivo (DPI2002-03330).
Wed, 10/24/2007 - 23:53 — admin| Publication Type | Funded research projects |
| Year of Publication | 2002 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2003 -12/2005 |
| Funding organization | Ministerio de Educación y Ciencia |
| Partners | Departament d'Estadística i Investigació Operativa / Universitat Politècnica de Catalunya; Unión Fenosa |
| Full time researchers | 7 |
| Budget | 85.000’00 € |
| Project code | DPI2002-03330 |
| Key Words | research; dual methods; lagrangian relaxation; unit commitment; power systems; transmission network; radar multiplier; project; public; competitive; micinn; energy |
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Planificación de la generación eléctrica a corto y largo plazo en un mercado liberalizado con contratos bilaterales (DPI2005-09117-C02-01).
Wed, 10/24/2007 - 23:39 — admin| Publication Type | Funded research projects |
| Year of Publication | 2005 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2006-12/2008 |
| Funding organization | Ministerio de Educación y Ciencia |
| Partners | Departament d'Estadística i Investigació Operativa, Universidad Politèctica de Catalunya; Unión Fenosa |
| Full time researchers | 5 |
| Budget | 289.408'00€ |
| Project code | DPI2005-09117-C02-01 |
| Key Words | research; stochastic programming; electricity markets; future contracts; bilateral contracts; regulation markets; project; public; competitive; micinn; energy |
| Abstract | The project aims at two new features: the simultaneous consideration of bidding power to the liberalized market and of bilateral contracts (between a generation company and a consumer client), given the future elimination of the current regulations discouraging bilateral contracts, and the developement of optimization procedures more efficient than those employed now to solve these problems. This higher efficiency will allow a more accurate modeling and solving larger real problems in reasonable CPU time. In this project, both modeling languages and commercially available solvers in the one hand, and our own optimization algorithms in the other are employed. The algorithms to be developed include the use of: interior-point methods, global optimization, column-generation methods, and Lagrangian relaxation procedures employing dual methods |
| URL | Click Here |
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Reducció d'escenaris per a l'optimització de l'oferta del mercat elèctric
Wed, 10/24/2007 - 22:49 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2007 |
| Authors | Albert Roso Llorach |
| Director | Heredia, F.J.; Corchero, C. |
| Tipus de tesi | Tesi de Grau |
| Titulació | Diplomatura d'Estadística |
| Centre | Facultat de Matemàtiques i Estadística, UPC |
| Data defensa | 26/09/2007 |
| Key Words | stochastic programming; scenario reduction; power systems; AMPL; electricity markets; teaching |
| Abstract | El Projecte Fi de Carrera presentat tracta sobre la construcció d’arbres d’escenaris i la seva aplicació en problemes de Programació Estocàstica. Un arbre d’escenaris constitueix una representació discreta del conjunt de possibles estats futurs d’un procés estocàstic, per exemple, la càrrega elèctrica, el preu de l’electricitat, el preu del fuel, etc. Normalment els arbres generats contenen un nombre d’escenaris massa gran, fet que comporta una costosa i poc eficient resolució dels models d’optimització on són utilitzats. Per tal d’aconseguir una eficient resolució, duem a terme una aproximació de l’arbre original amb un arbre format per un nombre més reduït d’escenaris. Per tal de poder realitzar aquesta reducció s’han implementat dos tipus d’algorismes de reducció d’escenaris descrits en l’article de Gröwe-Kuska, Heitsch i Römisch [10]: - Simultaneous Backward Reduction - Fast Forward Selection Es tracta de dos algorismes heurístics de reducció que determinen un subconjunt del conjunt d’escenaris inicials i assignen noves probabilitats als escenaris conservats. La metodologia de Simultaneous Backward Reduction es basa en l’eliminació d’escenaris fins a que resten el nombre desitjat d’escenaris conservats. Mentre que en el cas de Fast Forward Selection es fonamenta en la selecció d’escenaris fins a obtenir el nombre desitjat d’escenaris preservats. Aquests dos algorismes han estat implementats en el llenguatge de modelització matemàtica AMPL. Els nous arbres reduïts, seran utilitzats en la resolució d’un problema d’optimització de l’oferta al mercat elèctric diari. |
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Generació d'escenaris per a l'optimització de l'oferta al mercat elèctric
Wed, 10/24/2007 - 22:45 — admin| Publication Type | Tesis de Grau i Màster // BSc and MSc Thesis |
| Year of Publication | 2007 |
| Authors | Elisenda Vila Jofre |
| Director | Heredia, F.J.; Corchero, C. |
| Tipus de tesi | Tesi de Grau |
| Titulació | Diplomatura d'Estadística |
| Centre | Facultat de Matemàtiques i Estadística, UPC |
| Data defensa | 26/09/2007 |
| Key Words | stochastic programming; scenario generation; power systems; AMPL; electricity markets; teaching |
| Abstract | El sector elèctric espanyol ha passat en els darrers anys de tenir una estructura de preus regulada per el govern a una estructura de mercat on els preus de l’energia es marquen en funció de l’oferta i la demanda. Aquest nou entorn canvia els problemes als quals s’enfronta una companyia generadora, ja que desconeix el preu al que li pagaran la producció i la producció final. Per a poder introduir aquesta informació en els models d’optimització necessitem representar la incertesa de manera que sigui apropiada per a la seva computació. És en aquest punt on neix la necessitat de construir els arbres d’escenaris. Al llarg d’aquest projecte es detallen els procediments seguits per tal de construir els arbres d’escenaris i se’n descriu una possible aplicació en un model d’optimització. |
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PLANNC: a projected Lagrangian based implementation for constrained nonlinear network flow problems
Mon, 10/15/2007 - 17:58 — admin| Publication Type | Conference Paper |
| Year of Publication | 2001 |
| Authors | Heredia, F. J. |
| Conference Name | 20h IFIP TC7 Conference on System Modelling and Optimization |
| Conference Date | 23-27/07/2001 |
| Conference Location | Trier, Germany. |
| Type of Work | Contributed oral presentation |
| Key Words | nonlinear network flows; nonlinear side constraints; research |
| Abstract | Recents numerical experiments show that the resolution of the Nonlinear network Flow problem with side Constraints (NFC) can be significantly sped up, when the side constraints are linear, by specialised codes based on a conjunction of primal partitioning techniques and active set methods. A natural extension of these methods one is to be used into a Projected Lagrangian Algorithm (PLA). A specialised (PLA) will solve the general (NFC) problem through the optimization of a sequence of (NFC) with linear side constraints, taking benefit of the efficiency of the linear side constraints codes. The description of this methodology will be presented together with the preliminary numerical results. |
| URL | Click Here |
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Using modeling languages for the complementary suppression problem through network flow models
Mon, 10/15/2007 - 17:49 — admin| Publication Type | Conference Paper |
| Year of Publication | 2001 |
| Authors | Castro, J.; Heredia, F.J. |
| Conference Name | 2nd Joint UNECE/EUROSTAT Work Session on Statistical Data Confidentiality |
| Conference Date | March 2001 |
| Conference Location | Skopje, Republic of Macedonia. |
| Type of Work | Invited oral contribution. |
| Key Words | research; complementary supression problem; network flows; statistical data confidentiality |
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Tutorial on Nonlinear Optimization
Mon, 10/15/2007 - 17:46 — admin| Publication Type | Conference Paper |
| Year of Publication | 2002 |
| Authors | Heredia, F. J. |
| Conference Name | 1BWSA, First Barcelona Workshop on Survival Analysis |
| Conference Date | 12-14/06/2002 |
| Conference Location | Universitat Politècnica de Catalunya, Barcelona, Spain. |
| Type of Work | Tutorial |
| Key Words | research; nonlinear optimization |
| Abstract | The purpose of this tutorial is top offer an overview of the most successful optimization methods used nowadays, and how these methods can be helpful solving the problems that arise in statistics. We will be focused on nonlinear optimization, either unconstrained and constrained, as these are the kind op optimization problems that generally appears in the statistics field. |
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The radar multiplier method: a two-phase approach for large scale nonlinear combinatorial optimization problems
Mon, 10/15/2007 - 17:38 — admin| Publication Type | Conference Paper |
| Year of Publication | 2003 |
| Authors | Heredia, F. J.; Beltran, C. |
| Conference Name | 21th IFIP TC7 Conference on System Modelling and Optimization |
| Pagination | 92 |
| Conference Date | 21-25/07/2003 |
| Publisher | INRIA |
| Conference Location | Sophia Antipolis, France |
| Editor | J. Cagnol; J.P. Zolesio |
| Type of Work | Contributed oral presentation |
| ISBN Number | 2-7261-1253-6 |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research |
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Generalized Unit Commitment
Mon, 10/15/2007 - 12:22 — admin| Publication Type | Conference Paper |
| Year of Publication | 2004 |
| Authors | Heredia, F. J.; Beltran, C. |
| Conference Name | Applied Mathematical Programming and Modellization (APMOD 2004) |
| Conference Date | 21-23/06/2004 |
| Conference Location | Brunel University, Uxbridge, UK. |
| Type of Work | Invited oral presentation |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research |
| Abstract | The Generalized Unit Commitment problem (GUC) extends the unit commitment problem by adding the transmission network. A full-network modelization of the GUC problem is presented. In this model, all non-binary variables of the problem can be represented as flows of the so called Hydro-Thermal-Transmission Network (HTTN), including those representing incremental and decremental spinning reserve. The result is a large scale nonlinear mixed optimization problem that is solved with the Radar Multiplier method, a novel two-phase dual technique based on augmented Lagrangian relaxation and variable duplication. The computational implementation of the proposed model and method, both in FORTRAN and AMPL, are described. The numerical solution of several instances of the GUC problem will be presented and discussed, showing the capability of the model and solution technique to cope with real-world instances of the GUC problem. |
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