Journals

2023

D. Baena, J. Castro, The Chebyshev center as an alternative to the analytic center in the feasibility pump, Optimization Letters, (2023). Open access from https://doi.org/10.1007/s11590-023-02018-4.

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, New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting, Journal of Optimization Theory and Applications, (2022), https://doi.org/10.1007/s10957-022-02103-1. Open access from this link.

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.

Mattia Barbero, Cristina Corchero, Lluc Canals, Lucia Igualada, F.-Javier Heredia, Critical evaluation of European balancing markets to enable the participation of Demand Aggregators, Applied Energy, vol. 264: Elsevier, April 2020. https://doi.org/10.1016/j.apenergy.2020.114707. Preprint: http://www-eio.upc.es/~heredia/files/Mattia_APEN_2020_preprint.pdf

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

F.-Javier Heredia, Marlyn D. Cuadrado, Cristina Corchero, On optimal participation in the electricity markets of wind power plants with battery energy storage systems, Computers and Operations Research, vol. 96, 316-329, August 2018. https://doi.org/10.1016/j.cor.2018.03.004. Preprint: http://hdl.handle.net/2117/118479

F.-Javier Heredia, Julián Cifuentes-Rubiano, Cristina Corchero, Stochastic optimal generation bid to electricity markets with emissions risk constraints, Journal of Environmental Management, Vol. 207, Issue 1, 432-443, February 2018, https://doi.org/10.1016/j.jenvman.2017.11.010. Preprint: http://hdl.handle.net/2117/114024

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.

A. Ferrer, D. Guimarans, H. Ramalhino, A.A. Juan , A BRILS metaheuristic for non-smooth flow-shop problems with failure-risk costs . Expert Systems With Aplications, 2016, 44 177–186, doi:10.1016/j.eswa.2015.09.011

L. Calvet, A. Ferrer, M.I.Gomes, A.A. Juan , Combining Statistical Learning with Metaheuristics for the Multi-Depot Vehicle Routing Problem with Market Segmentation .Computers and Industrial Engeenering, 2016,(94) 93-104, doi:10.1016/j.cie.2016.01.016

A. Ferrer, M. A. Goberna, M. Teodorov and E. González, A comparative note on the relaxation algorithms for the linear semi-infinite feasibility problem. Annals of Operations Research, First online: 16 February 2016, doi:10.1007/s10479-016-2135-2

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.

J. Castro, J. Cuesta, Existence, uniqueness and convergence of the regularized primal-dual central path, Operations Research Letters, 38 (2010) 366-371. Previously appeared as Research Report DR 2009/08, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2009.
F. J. Heredia, M. J. Rider, C. Corchero, "Optimal Bidding Strategies for Thermal and Generic Programming Units in the Day-ahead Electricity Market", IEEE Transactions on Power Systems, accepted. Vol. 25, no. 3, 1504-1518, Aug. 2010. DOI:10.1109/TPWRS.2009.2038269. Previously appeared as Research Report DR 2008/13, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2008.
Juan, A.; Ferrer, A.; Serrat, C.; Faulin, J.; Beliakov, G.; Hester, J.M., Potential Applications of Discrete-Event Simulation and Fuzzy Rule-Based Systems to Structural Reliability and Availability. Simulation Methods for Reliability and Availability of Complex Systems, Springer Series in Reliability Engineering, ISSN: 1614-7839, ISBN: 978-1-84882-212-2, pp. 199-255, 2010

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

A. Pagès, N.Nabona, A heuristic for the long-term electricity generation planning problem using the Bloom and Gallant formulation. European Journal of Opertaion Research. Volumen 181(3) (Septiembre 2007) 1245 - 1264.
J. Castro, A shortest paths heuristic for statistical disclosure control in positive tables, INFORMS Journal on Computing 19(4) (2007) 520-533 . Previously appeared as Research Report DR 2004/10 Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2004.
J. Castro, An interior-point approach for primal block-angular problems, Computational Optimization and Applications, 36 (2007) 195-219.

N. Nabona, A. Pagès, A three-stage short-term electric power planning procedure for a generation company in a liberalized market. International Journal of Electric Power Systems. Volumen 29(5) (Junio 2007) 408 - 421.

2006

J. Castro, Minimum-distance controlled perturbation methods for large-scale tabular data protection, European Journal of Operational Research, 171 (2006) 39-52. An extended version previously appeared as Research Report DR 2003/14, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2003.

2005

C.Beltran , F.J. Heredia, An Effective Line Search for the Subgradient Method, Journal of Optimization Theory and Applications, vol. 125, issue 1, pp. 19, 2005

J. Castro, Quadratic interior-point methods in statistical disclosure control , Computational Management Science, 2(2) (2005) 107-121.
A Ferrer, Applying global optimization to a problem in short-term hydrotermal scheduling. Nonconvex Optimization and its Applications,(2005) Springer, 77:263-285.

2004

J. Castro, Discussion on On self-regular IPMS by M. Salahi, R. Sotirov and T. Terlaky , TOP, 12(2) (2004) 276--277.

J. Castro, J. A. González, A nonlinear optimization package for long-term hydrothermal coordination , European Journal of Operational Research, 154 (2004) 641-658.

2003

J. Castro, Solving difficult multicommodity problems through a specialized interior-point algorithm, Annals of Operations Research, 124 (2003), 35-48.

2002

C.Beltran, F. J. Heredia, "Unit Commitment by Augmented Lagrangian Relaxation: Testing Two Decomposition Approaches", Journal of Optimization Theory and Applications, vol. V112, issue 2: Springer Netherlands, pp. 295 - 314, 02/2002.

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. Castro, A specialized interior-point algorithm for multicommodity network flows , SIAM Journal on Optimization, 10 (2000), 852-877.

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

1999

C.Beltran, F. J. Heredia, Short Term Hydrothermal Coordination by Augmented Lagrangean Relaxation: a New Multiplier Updating, Investigació Operativa, vol. 8, issue 1, 2, 3, pp. 63-75, 1999.

1998

J. Castro, An interior-point algorithm for quadratic programming through separable equivalent problems (in Spanish), Qüestiió, 22 (1998), 117-142.

J. Castro, An implementation of a higher-order primal-dual interior-point algorithm using a predictor-corrector method for linear programming (in Spanish), Qüestiió, 22 (1998), 103-116.

1996

J. Castro, An implementation of linear and nonlinear multicommodity network flows , European Journal of Operational Research, 92 (1996), 37-53.
F.J. Heredia, N. Nabona, Optimum Short-Term Hydrothermal Scheduling with Spinning Reserve through Network Flows. IEEE Trans. on Power Systems. Vol. 1 (1996) 1642 – 1651.

1995

J. Castro, An implementation of a primal-dual interior-point algorithm with upper-bounded variables (in Catalan), Qüestiió, 19 (1995), 223-257.

F. J. Heredia, N. Nabona, "Optimum Short-Term Hydrothermal Schedulling with Spinning Reserve through Network Flows", IEEE Trans. on Power Systems, vol. 10, issue 3: The Institue of Electrical and Electronic Engineering, pp. 10, 1995.

A. Montes, J. Castro, Solving the load flow problem using the Gröbner basis , SIGSAM Bulletin of the ACM, 1995, 29(1), 1-13.

N. Nabona, J. Castro, J. A. González, Optimum long-term hydrothermal coordination with fuel limits, IEEE Transactions on Power Systems, 10(2) (1995), 1054-1062.

1994

J. Castro, N. Nabona, Nonlinear multicommodity network flows through primal partitioning and comparison with alternative methods , Lecture Notes in Control and Information Sciences , 197 (1994), 875-884. Volume System Modelling and Optimization, eds. J. Henry and J.-P. Yvon, Springer.

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

F. J. Heredia, N. Nabona, "Development and computational test of an undecoupled optimum short-term hydrothermal scheduling code using network flows", TOP, vol. 2, issue 1, pp. 28, 1994.

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.