F.-Javier Heredia - Academic web site

Publication Type	Conference/School/Seminar attendance
Year of Publication	2010
Authors	F.-Javier Heredia
Conference Name	Exploratory Workshop on Mixed Integer Nonlinear Programming: Theory, algorithms and applications
Event Type	Workshop
Conference Organiser	Mathematical Research Institute of the University of Sevilla (IMUS)
Conference Dates	01-03/12/2010
Conference Location	Sevilla, Spain
Key Words	research; mixed nonlinear optimization; DPI2008-02153
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Publication Type	Conference Paper
Year of Publication	2010
Authors	Eugenio Mijangos; F-Javier Heredia; Cristina Corchero
Conference Name	International Conference on Operations Research
Conference Date	01-03/09/2010
Conference Location	Zurich, Switzerland
Type of Work	contributed presentation
Key Words	research; perspective cuts; mixed nonlinear optimization; optimization; optimal bid; electricity market
Abstract	The electric market regulation in Spain (MIBEL) establishes the rules for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral contracts between the thermal units and the optimal sale bids for the thermal units observing the MIBEL regulation. The uncertainty of the spot prices is represented through scenario sets. We solve this model as a deterministic MIQP problem by using perspective cuts to improve the performance of Branch and Cut. Numerical results are reported.
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Publication Type	Conference Paper
Year of Publication	2010
Authors	Eugenio Mijangos; F.-Javier Heredia
Conference Name	24th European Conference on Operational Research
Conference Date	11-14/07/2010
Conference Location	Lisboa
Type of Work	Invited Presentation
Key Words	research; mixed nonlinear optimization; perspective cuts
Abstract	The electric market regulation in Spain (MIBEL) establishes the rules for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal units, the economic dispatch of the bilateral contracts and the optimal sale bids observing the MIBEL. The uncertainty of the spot prices is represented through scenario sets. We solve this model as a deterministic MIQP problem by using perspective cuts to improve the performance of Branch and Cut approach. Numerical results are reported.
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Publication Type	Book Chapter
Year of Publication	2010
Authors	F.-Javier Heredia
Editor	Manuel Castellet; Joan del Castillo; Xavier Jarque; Margarida Mitjana
Book Title	Llibre Blanc de la Recerca Matemàtica a Catalunya (2000-2009)
City	Barcelona
Publisher	Institut d'Estudis Catalans
Pages	3
Chapter	6
Language	Català
ISBN Number	978-84-9965-009-8
Key Words	research; catalunya; mathematics
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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. 

Publication Type	Proceedings Article
Year of Publication	1992
Authors	Heredia, F.-Javier; Nabona, N.
Conference Name	European Conference on Numerical Methods in Engineering '92
Series Title	Proceedings of the First European Conference on Numerical Methods in Engineering
Pagination	437-444
Conference Start Date	7/09/1992
Publisher	Elsevier
Conference Location	Brussels, Belgium
Editor	Ch. Hirsch, O.C. Zienkiewicz, E. Oñate
ISBN Number	0-444-89794-1
Key Words	research; nonlinear network flows; side constraints; power systems; short-term hydrothermal OPF; paper
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Publication Type	Proceedings Article
Year of Publication	1991
Authors	Heredia, F.-Javier; Nabona, N.
Conference Name	15th IFIP Conference on System Modelling and Optimization
Series Title	Lectures Notes in Control and Information Sciences
Volume	180
Pagination	301-310
Conference Start Date	02/09/1991
Publisher	Springer-Verlag
Conference Location	Zurich
Editor	P. Kall
ISBN Number	3-540-55577-3
Key Words	research; nonlinear network flows; linear side constraints; paper
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Publication Type	Proceedings Article
Year of Publication	2009
Authors	Heredia, F.-Javier; Rider, Marcos.-J.; Corchero, C.
Conference Name	2009 Power Engineering Society General Meeting
Pagination	1-6
Conference Start Date	26/07/2010
Publisher	IEEE
Conference Location	Calgary
ISSN Number	1944-9925
ISBN Number	978-1-4244-4241-6
Key Words	research; Electricity spot-market; bilateral contracts; combined cycle units; optimal bidding strategies; short-term electricity generation planning; stochastic programming; paper
Abstract	This paper developed a stochastic programming model that integrated the most recent regulation rules of the Spanish peninsular system for bilateral contracts in the day-ahead optimal bid problem. Our model allows a price-taker generation company to decide the unit commitment of the thermal and combined cycle programming units, the economic dispatch of the BC between all the programming units and the optimal sale bid by observing the Spanish peninsular regulation. The model was solved using real data of a typical generation company and a set of scenarios for the Spanish market price. The results are reported and analyzed.
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DOI	10.1109/PES.2009.5275680
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Publication Type	Conference/School/Seminar attendance
Year of Publication	1999
Authors	F.-Javier Heredia
Conference Name	Electric Energy Systems University Enterprise Training Partnership
Event Type	Seminar
Conference Organiser	Electricité de France (EDF)
Conference Dates	25-26/03/1999
Conference Location	Clamart, France
Key Words	research; power systems; EDF
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Publication Type	Tesis de Grau i Màster // BSc and MSc Thesis
Year of Publication	2009
Authors	Silvia Nieto; Iván Ruz
Director	F.-Javier Heredia
Tipus de tesi	Tesi de Grau // BSC Thesis
Titulació	Diplomatura d'Estadística
Centre	Facultat de Matemàtiques i Estadística, UPC
Data defensa	09/07/2009
Nota // mark	9.5 (over 10) E
Key Words	teaching; PFC-DE; MIBEL; optimal bid; BSc Thesis
Abstract	Estudi de les ofertes reals de les companyies productores d'energia elèctrica a MIBEL i comparació de dos models alternatius de optimització de l'oferta.
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