Journals

2023

  • J. Castro, L.F. Escudero, J.F. Monge, On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach, European Journal of Operational Research, (2023), https://doi.org/10.1016/j.ejor.2023.03.042. Open access from this link.
  • J. Castro, Thirty years of optimization-based SDC methods for tabular data, Transactions on Data Privacy, 16 (2023), 3-13. Open access from this link.

2022

  • J. Castro, C. Gentile, E. Spagnolo-Arrizabalaga, An algorithm for the microaggregation problem using column generation, Computers & Operations Research, 144 (2022) 105817. https://doi.org/10.1016/j.cor.2022.105817.
  • J. Castro, P. de la Lama, A new interior-point approach for large separable convex quadratic two-stage stochastic problems, Optimization Methods & Software, 37 (2022), 801-829. 

2021

  • J. Castro, F. Sarachaga, An online optimization-based procedure for the assignment of airplane seats, TOP, accepted, 2020, DOI: 10.1007/s11750-020-00579-6.
  • J. Castro, S. Nasini, A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks, European Journal of Operational Research, 290 (2021), 857-869G. 

2020

 

  • D. Baena, J. Castro, A. Frangioni, Stabilized Benders methods for large-scale combinatorial optimization, with application to data privacy, Management Science, 66 (2020), 3051-3068.
  • G. Casanellas, J. Castro, Using interior point solvers for optimizing progressive lens models with spherical coordinates, Optimization and Engineering, 21 (2020), 1389-1421.
  • Daniel Ramón-Lumbierres, F.-Javier Heredia, Joaquim Minguella-Canela, Asier Muguruza-Blanco, Optimal Postponement in Supply Chain Network Design Under Uncertainty: An Application for Additive Manufacturing. International Journal of Production Research. Taylor&Francis. July 2020. DOI 10.1080/00207543.2020.1775908. Preprint: http://hdl.handle.net/2117/327874.

2019

  •  J. Castro, J. A. González, A linear optimization based method for data privacy in statistical tabular data, Optimization Methods & Software, 34 (2019), 37-61. doi:10.1080/10556788.2017.1332620. Previously appeared as Research Report DR 2017/02, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2017.

2018

  • J. Armas, A. Ferrer, A.A. Juan, E. Lalla-Ruiz, Modeling and solving the non-smooth arc routing problem with realistic soft constraints, Expert System With Applications, 2018, (98) 205-220, https://doi.org/10.1016/j.eswa.2018.01.020

2017

  • J. Castro, S. Nasini, On geometrical properties of preconditioners in IPMs for classes of block-angular problems, SIAM Journal on Optimization,  27 (2017), 1666-1693. Previously appeared as Research Report DR 2016/03, Dept. of of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2016.
  • J. Castro, S. Nasini, F. Saldanha-da-Gama, A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method, Mathematical Programming (series A), 163 (2017), 411-444. Previously appeared as Research Report DR 2015/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2015.
  • L. Marí, N. Nabona, A. Pagès, Medium-term power planning in electricity markets with pool and
    bilateral contracts, European Journal of Operational Research, 2017, 1-12, in press. http://dx.doi.org/10.1016/j.ejor.2017.02.003.

2016

  • J. Castro, Interior-point solver for convex separable block-angular problems, Optimization Methods & Software, 31 (2016) 88-109. Previously appeared as Research Report DR 2014/03, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2014.

2015

  • J. Castro, S. Nasini, Mathematical programming approaches for classes of random network problems, European Journal of Operational Research, 245 (2015) 402-414. Previously appeared as Research Report DR 2013/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2013.
  • D. Baena, J. Castro, J. A. González, Fix-and-relax approaches for controlled tabular adjustment, Computers & Operations Research, 58 (2015) 41-52. Previously appeared as Research Report DR 2013/02, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2013.
  • S. Nasini, J. Castro, P. Fonseca, A mathematical programming approach for different scenarios of bilateral bartering, Statistics and Operations Research Transactions - SORT, 39 (2015) 85-108.
  • L. Marí, N. Nabona, Renewable energies in medium-term power planning, IEEE Transactions on Power Systems, 30 (2015) 88-97.

2014

  • L. Igualada, C. Corchero, M- Cruz-Zambrano, F.J. Heredia Optimal Energy Management for a Residential Microgrid Including Vehicle-to-Grid System. IEEE Transactions on Smart Grid, vol. 5, no. 4, 2163-2172, July 2014. DOI: 10.1109/TSG.2014.2318836. Preprint available at http://hdl.handle.net/2117/20642.
  • J. Castro, A. Frangioni, C. Gentile,Perspective reformulations of the CTA problem with L_2 distances, Operations Research, 62(4) (2014) 891-909.
  • A. Auslender, A. Ferrer, M.A. Goberna, M.A. López, Comparative study of RPSALG algorithm for convex semi-infinite programming.  Computational Optimization and Applications, Springer, (2014). DOI 10.1007/s10589-014-9667-7.

  • S. Gonzalez-Martin, A. Ferrer, Angel A. Juan, and D. Riera, Solving non-smooth arc routing problems throughout biased-randomized heuristics. Advances in Intelligent Systems and Computing, 262 (2014) 451-462,  ISSN: 2194-5357, DOI:10.1007/978-3-319-04630-3_33.

  • A. Ferrer, A. Bagirov and G. Beliakov, Solving DC programs using the Cutting Angle Method. Journal of Global Optimization, Springer, (2014). DOI: 10.1007/s10898-014-0159-1.

2013

  • M. Pilar Munyoz, Cristina Corchero, F.-Javier Heredia, Improving Electricity Market Price Forecasting with Factor Models for the Optimal Generation Bid. International Statistical Review, 81: 289–306. 2013. doi: 10.1111/insr.12014. Preprint available at  http://hdl.handle.net/2117/3047.
  • S. Bocanegra, J. Castro, A.R.L. Oliveira, Improving an interior-point approach for large block-angular problems by hybrid preconditioners, European Journal of Operational Research, 231 (2013) 263-273 . Previously appeared as Research Report DR 2012/06, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2012.
  • C. Corchero, Eugenio Mijangos, F. J. Heredia, A new optimal electricity market bid model solved though perspective cuts, Top, vol. 21, Issue 1, pp 84-108, 2013. DOI: 10.1007/s11750-011-0240-6. Preprint available at Report DR 2011/04.
  • J. Castro, J. Cuesta, Solving $L1$-CTA in 3D tables by an interior-point method for primal block-angular problems, TOP, 21 (2013) 25-47. Previously appeared as Research Report DR 2011/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2011.
  • Angel, J.A., Faulin, J., Ferrer, A., Ramalhinho, H., Ionescu, D., MIRHA: multi-start biased randomization of heuristics with adaptive local search for solving non-smooth routing problems. TOP, 21(2013) 109-132, DOI 10.1007/s11750-011-0245-1. (Indexed in ISI SCI. 2010 FI =0.756 , Q3[49/75], Third Quartile, Operations Research & Managment Science).

2012

  • N. Nabona, Medium term load matching in power Planning, IEEE Transactions on Power Systems. To appear. DOI: 00.1109/TPWRS.2012.2220788
  • J. Castro, On assessing the disclosure risk of controlled adjustment methods for statistical tabular data, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 20 (2012) 921-941. Previously appeared as Research Report DR 2012/07, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2012.
  • F. J. Heredia, M. J. Rider, C. Corchero, A stochastic programming model for the optimal electricity market bid problem with bilateral contracts for thermal and combined cycle units, Annals of Operations Research, Vol. 193, Number 1, 107-127, 2012, DOI: 10.1007/s10479-011-0847-x. Preprint available at http://hdl.handle.net/2117/2282.
  • J. Castro, J. Cuesta, Improving an interior-point algorithm for multicommodity flows by quadratic regularizations, Networks, 59 (2012) 117-131. Previously appeared as Research Report DR 2009/09, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2009.
  • J. Castro, Recent advances in optimization techniques for statistical tabular data protection, European Journal of Operational Research, 216 (2012) 257-269. Previously appeared as Research Report DR 2011/03, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2011.

 

  • E. Mijangos, Lagrangian Relaxations on Networks by ε-Subgradient Methods, Journal of Optimization Theory and Applications, 152:51-74, 2012.

    2011

    • J. Castro, J. Cuesta, Quadratic regularizations in an interior-point method for primal block-angular problems, Mathematical Programming, 130 (2011) 415-445. Previously appeared as Research Report DR 2008/07, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2008.
    • D. Baena, J. Castro, Using the analytic center in the feasibility pump, Operations Research Letters, 39 (2011) 310-317. Previously appeared as Research Report DR 2010/03 , Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2010.

    • J. Castro, Extending controlled tabular adjustment for non-additive tabular data with negative protection levels, Statistics and Operations Research Transactions - SORT, 35 (2011) 3-20. Previously appeared as Research Report DR 2010/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2010.

    • C. Corchero, F. J. Heredia, A Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Futures Contracts, Computers and Operations Research, Vol. 38, Issue 11, November 2011, pages 1501-1512 . DOI: 10.1016/j.cor.2011.01.008. Pre-print available at http://hdl.handle.net/2117/14109. 2011.

    • J. A. González, J. Castro, A heuristic block coordinate descent approach for controlled tabular adjustment, Computers & Operations Research, 38 (2011) 1826-1835. Previously appeared as Research Report DR 2010/06, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2010.

    •  Sainz, L., Mesas, J.J., Ferrer, A., Deterministic and stochastic assessment of the harmonic currents consumed by discharge lamps. Electric Power Systems Research,  Vol. 81(2011), pp. 10–18 (Indexed in ISI SCI. 2011 FI = 1.259, Q2, Second Quartile, Engineering, Electrical & Electronic).

    2010

    • G. Beliakov, A. Ferrer,  Bounded lower subdifferentiability optimization techniques. Applications. Journal of Global Optimization, Springer, Vol 47 (2):211-231, DOI: 10.1007/s10898-009-9467-2.

    2009

    • A. Alabi, J. Castro, A mathematical model of refinery operations characterised by complete horizontal integration of subsystems from purchase to product distribution, Hydrocarbon World, 4(2) (2009) 55-56.
    • A. Alabi, J. Castro, Dantzig-Wolfe and block coordinate-descent decomposition in large-scale integrated refinery-planning, Computers and Operations Research, 36 (2009) 2472-2483. Previously appeared as Research Report DR 2008/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2008.
    • J. Castro, A stochastic programming approach to cash management in banking, European Journal of Operational Research, 192 (2009) 963-974. Previously appeared as Research Report DR 2004/14, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2004.

    • A. Ferrer et alt., Combining Discrete Event Simulation and Fuzzy Sets to Analyze Structural Reliability & Availability in Building and Civil Engineering. Simulation Methods for Reliability and Availability of Complex Systems, Springer.
    • A. Ferrer,  J. E.  Martínez, Improving the efficiency of dc global optimization methods by improving the DC representation of the objective function. Journal of Global Optimization, (2009) Springer, 43 (4):513-531.

    • A. Pàges, J. Gondzio, N. Nabona, Warmstarting for interior point methods applied to the long-term power planning problem. European journal of operational research. 197-1. pp. 112-125. 07/2009. ISSN 0377-2217.

    • D. Rosas, J. Castro, L. Montero, Using ACCPM in a simplicial decomposition algorithm for the traffic assignment problem, Computational Optimization and Applications, 44 (2009) 289-313. Previously appeared as Research Report DR 2002/04, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2002.
    • L. Sainz, J. J. Mesas, A. Ferrer,  Three-phase full-wave rectifier study with experimental measurements. Electric Power Systems Research, (2009) Elsevier, Science S.A, 79:521- 530.

    • M. Tesser, A. Pàges, N. Nabona, An oligopoly model for medium-term power planning in a liberalized market. IEEE transactions on power systems. 24-1, pp. 67-77, 02/2009. ISSN 0885-8950.

    2008

    • J. A. Angel, C. Serrat, M. Sorroche, A. Ferrer, A simulation-based algorithm to predict time-dependent structural reliability. Advances in simulation for production and logistics applications, (2008) Fraunhofer Irb Verlag, Stuttgart, 555-564.
    • L. Sainz, J. J.  Mesas, A.  Ferrer,  Charectizazation of non-linear load behavior. Electric Power Systems Research, (2008) Elsevier, Science S.A, 78:1773- 1783.
    • L. Sainz, J. J.  Mesas, A. Ferrer, Deterministic and Stochastic Study of the Single-Phase Non-Linear Load Behavior. Power and Energy Systems,  (2009) Acta Press, Zurich, 44-49.

    2007

    2006

    2005

    2004

    2003

    2002

    • J. A. González, Probabilistic Production Costing Modeled With AMPL, IEEE Transactions on Power Systems, (2002). V17(2), 277-282. DOI: 10.1109/TPWRS.2002.1007893.

    2001

    • A. Ferrer,  Representation of a polynomial function as a difference of convex polynomials, with an application. Lectures Notes in Economics and Mathematical Systems, Springer, 502(2001) 189-207.

    • E. Mijangos, N. Nabona, On the first-order estimation of multipliers form Kuhn-Tucker systems, Computers and Operations Research. Vol. 28 (2001) 243 – 270.


    • N. Nabona, C. Gil, J. Albrecht, Long-Term Thermal Power Planning at VEW ENERGIE Using a Multi-Interval Bloom and Gallant Method. IEEE Trans. on Power Systems. Vol. 15 (2001) 69 – 77.

    2000

    • J. A. González, N. Nabona, Multicommodity long-term hydrogeneration optimization with capacity and energy constraints, TOP, (2000). V8, 73-96.

    1999

    1998

    1996

    1995

    1994

    • J. A. González, N.  Nabona.(1994). Long-term hydrothermal coordination with natural inflows modelled through a pdf and simulation results, Top. V2, 59-84.

    1993

     

     

    • N. Nabona, Multicommodity Network Flow Model for Long-Term Hydrogeneration Optimization. IEEE Trans. On Power Systems. Vol. 8 (1993) 395 - 404.
    Research Report DR 2011/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2011.