Research reports

2018

• F.-Javier Heredia, Julián Cifuentes-Rubiano, Cristina Corchero, Stochastic optimal generation bid to electricity markets with emissions risk constraints, Preprint of: "Journal of environmental management", 1 Febrer 2018, vol. 207, p. 1-12, 01/2018. E-Prints UPC, http://hdl.handle.net/2117/114024. Universitat Politècnica de Catalunya, 2018.

2013

• Simona Sacripante, F.-Javier Heredia, Cristina Corchero, Stochastic optimal sale bid for a wind power producer. Research Report DR 2013/06 Dept. of Statistics and Operations Research. E-Prints UPC, Universitat Politècnica de Catalunya, 2013.

• F.-Javier Heredia, Julian Cifuentes, Cristina Corchero, Stochastic optimal generation bid to electricity markets with emission risk constraints, Research Report DR 2013/05 Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/20640. Universitat Politècnica de Catalunya, 2013.

• Lucia Igualada, Cristina Corchero, Miguel Cruz-Zambrano, F.-Javier Heredia, Optimal energy management for a residential microgrid including a vehicle-to-grid system, Research Report DR 2013/04 Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/20642. Universitat Politècnica de Catalunya, 2013.

• D. Baena, J. Castro, A fix-and-relax heuristic for controlled tabular adjustment, Research Report DR 2013/02, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2013.

• J. Castro, S. Nasini, Exploiting total unimodularity for classes of random network problems, Research Report DR 2013/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2013.

2012

• S. Bocanegra, J. Castro, A.R.L Oliveira, Improving an interior-point approach for large block-angular problems by hybrid preconditioners , Technical Report DR 2012/06, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2012.

2011

• C. Corchero, Eugenio Mijangos, F. J. Heredia, A new optimal electricity market bid model solved though perspective cuts. Research Report DR 2011/04, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/18368. Universitat Politècnica de Catalunya, 2011.
  

2010

• Cristina Corchero, F.-Javier Heredia, Optimal day-ahead bidding strategy in the MIBEL's multimarket energy production system, Research report DR 2010/**, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/8390. Universitat Politècnica de Catalunya. 2010. Published at IEEEXplore DOI: 10.1109/EEM.2010.5558714.

• D. Baena, J. Castro, Using the analytic center in the feasibility pump, Research Report DR 2010/03, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2010. Submitted.

• J. Castro, Extending controlled tabular adjustment for non-additive tabular data with negative protection levels, Research Report DR 2010/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2010. Submitted.

2009

• J. Castro, Statistical disclosure control in tabular data, Research Report DR 2009/11, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2009. To appear as a chapter of Privacy and Anonymity in Information Management Systems, Springer

• J.A. González, J. Castro, Block coordinate descent decomposition for statistical data protection using controlled tabular adjustment, Research Report DR 2009/10, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2009. Submitted.

• J. Castro, J. Cuesta, Improving an interior-point algorithm for multicommodity flows by quadratic regularizations, Research Report DR 2009/09, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2009. Submitted.

• J. Castro, J.A. González, D. Baena, User's and programmer's manual of the RCTA package, Technical Report DR 2009/01, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2009.
  

• C. Corchero, F. J. Heredia, A Stochastic Programming Model for the Thermal Optimal Day-Ahead Bid Problem with Physical Futures Contracts, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya. 2009. To appear in Computers and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/2795.

• M. P. Muñoz, C. Corchero, F. J. Heredia, Improving electricity market price scenarios by means of forecasting factor models, Technical Report DR 2009/06, Dept. of Statistics and Operations Research, Technical University of Catalonia, 2009. E-Prints UPC, http://hdl.handle.net/2117/3047. Universitat Politècnica de Catalunya.

2008

• G. Casanellas, C. Corchero: F. J. Heredia, Generació de la corba d'oferta a partir de les dades públiques del MIBEL, Barcelona, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, pp. 27, 11/2008.

• F. J. Heredia, M. J. Rider, C. Corchero, Optimal Bidding Strategies for Thermal and Generic Programming Units in the Day-ahead Electricity Market, 2009. Published in IEEE Transactions on Power Systems. Research report DR 2008/13, Dept. of Statistics and Operations Research. E-Prints UPC, http://hdl.handle.net/2117/2468. Universitat Politècnica de Catalunya.

• 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. Barcelona, Group on Numerical Optimization and Modelling, Dept. of Statistics and Operational Research. E-Prints UPC, http://hdl.handle.net/2117/2282. UPC. Universitat Politècnica de Catalunya, 2008. 

• M.J. Rider, G. Casanellas, F. J. Heredia, Generació de figures eps a partir dels resultats d'AMPL, , Barcelona, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya. 2008.

• M. T. Vespucci, Corchero, C., M. Innorta, F. J. Heredia, A decision support for a Price-Taker producer operating on Day-Ahead and Physical Derivatives Electricity Markets, Bergamo, Italy, Dipartimento di Ingegneria dell'Informazione e Metodi Matematici, Università degli Studi di Bergamo. 2008.

• M. Lavorato, A. V. García e F. J. Heredia, Método de Pontos Interiores com Técnicas de Região de Garantia para Resolver o Problema de Fluxo de Potência Ótimo Reativo (en portugués), relatório técnico para el Conselho Nacional de Desenvolvimiento Científico e Tecnológico (CNPq) - Doctorado Sandwich en el Exterior, pp. 66. 2008.

2006

• A. Pagès, J. Gondzio and N. Nabona. Warmstarting for interior-point methods applied to the long-term power planning. Technical Report DR200604, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2006.

2004

• J. Castro, User's and programmer's manual of the network flows heuristic package for cell suppression in 1H2D tables, Research Report DR 2004/06, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2004.

• A. Ferrer, Applicability of deterministic global optimization to the short-term hydrothermal coordination problem, (2004) UPC, Barcelona, España. DL:B.43567-2004.

2003

• J. Castro, Minimum-distance controlled perturbation methods for large-scale tabular data protection, Research Report DR 2003/14, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2003.

• J. Castro, User's and programmer's manual of the network flows heuristics package for cell suppression in 2D tables , Technical Report DR 2003/07, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2003.

2002

• N. Nabona and A. Pagès. Long-term electric power planning using the Bloom and Gallant's linear model. A comparison of solution techniques. Technical Report DR200216, of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2002.

• A. Pagès and N. Nabona. Long-term electric power planning in a competitive market using the Bloom and Gallant's model. Technical Report DR200217, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2002.

• D. Rosas, J. Castro, L. Montero, Solving the traffic assignment problem using ACCPM , Research Report DR 2002/18, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2002.

2001

• J. Castro, F. J. Heredia, Using modelling languages for the complementary cell suppression problem through network flows , Research Report DR 2001/03, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2001.

2000

• J. Castro, J.A. González, HTCOOR Program documentation , Technical Report DR 2000/12, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2000.

• J.A. González, J. Castro, The long-term hydrothermal coordination model implemented in the HTCOOR package , Research Report DR 2000/11, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2000.

• J. Castro, An introduction to the affine scaling algorithm for linear programming (in Spanish), Research Report DR 2000/02, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 2000.

1996

• N. Nabona, J.A. González, J. Castro, F.J. Heredia, Optimum transmission and distribution network expansion at several voltage levels through multicommodity network flows , Research Report DR 96/07, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 1996.

• N. Nabona, J.A. González, J. Castro, F.J. Heredia, Reference manual for the electric expansion codes (in Spanish), Technical Report DR 96/06, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 1996.

1994

• J. Castro, PPRN 1.0, User's Guide , Technical Report DR 94/06, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 1994.

• J. Castro, N. Nabona, Computational tests of a nonlinear multicommodity network flow code with linear side constraints through primal partitioning , Research Report DR 94/05, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 1994.

• J. Castro, Efficient computation and updating of the working matrix of the primal partitioning method for multicommodity flow problems with side constraints (in Catalan), Research Report DR 93/03, Dept. of Statistics and Operations Research, Universitat Politècnica de Catalunya, 1993.