Graphic summary
  • Show / hide key
  • Information


Scientific and technological production
  •  

1 to 50 of 168 results
  • Access to the full text
    Generating conditional uniform random networks by optimization procedures  Open access

     Nasini, Stefano; Castro Perez, Jordi
    International Network Optimization Conference
    Presentation's date: 2013-05-22
    Presentation of work at congresses

    Read the abstract Read the abstract Access to the full text Access to the full text Open in new window  Share Reference managers Reference managers Open in new window

    Complex networks is a recent area of research motivated by the empirical study of real-world networks, such as social relations, protein interaction, neuronal connections, etc. As closed-form probabilistic models of networks are often not available, the ability of randomly generating networks verifying specic constraints might be useful. The purpose of this work is to develop optimization-based procedures to randomly generate networks with structural constraints, within the probabilistic framework of conditional uniform models. Based on the characterization of families of networks by means of systems of linear constraints, polynomial-time methods to generate networks with specied structural properties are constructed.

    Complex networks is a recent area of research motivated by the empirical study of realworld networks, such as social relations, protein interaction, neuronal connections, etc. As closed-form probabilistic models of networks are often not available, the ability of randomly generating networks verifying specific constraints might be useful. The purpose of this work is to develop optimization-based procedures to randomly generate networks with structural constraints, within the probabilistic framework of conditional uniform models. Based on the characterization of families of networks by means of systems of linear constraints, polynomialtime methods to generate networks with specified structural properties are constructed.

  • Assessing the disclosure risk of CTA-like methods

     Castro Perez, Jordi
    Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality
    Presentation's date: 2013-10-28
    Presentation of work at congresses

    Read the abstract Read the abstract View View Open in new window  Share Reference managers Reference managers Open in new window

    Minimum distance controlled tabular adjustment (CTA) is a recent perturbative approach for statistical disclosure control in tabular data. CTA looks for the closest safe table, using some particular distance. In this talk we provide empirical results to assess the disclosure risk of the method. A set of 33 instances from the literature and four different attacker scenarios are considered. The result s show that, unless the attacker has good information about the original table, CTA has low disclosure risk. This talk summarizes results reported in the paper ¿Castro, J. (2013). On assessing the disclosure risk of controlled adjustment methods for statistical tabular data, International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 20, 921¿941.

  • Solving L_1-CTA in 3D tables by an interior-point method for primal block-angular problems

     Castro Perez, Jordi; Cuesta Andrea, Jordi
    TOP
    Date of publication: 2013-04
    Journal article

    Read the abstract Read the abstract View View Open in new window  Share Reference managers Reference managers Open in new window

    The purpose of the field of statistical disclosure control is to avoid that confidential information could be derived from statistical data released by, mainly, national statistical agencies. Controlled tabular adjustment (CTA) is an emerging technique for the protection of statistical tabular data. Given a table with sensitive information, CTA looks for the closest safe table. In this work we focus on CTA for three-dimensional tables using the L 1 norm for the distance between the original and protected tables. Three L 1-CTA models are presented, giving rise to six different primal block-angular structures of the constraint matrices. The resulting linear programming problems are solved by a specialized interior-point algorithm for this constraints structure which solves the normal equations by a combination of Cholesky factorization and preconditioned conjugate gradients (PCG). In the past this algorithm was shown to be one of the most efficient approaches for some classes of block-angular problems. The effect of quadratic regularizations is also analyzed, showing that for three of the six primal block-angular structures the performance of PCG is guaranteed to improve. Computational results are reported for a set of large instances, which provide linear optimization problems of up to 50 million variables and 25 million constraints. The specialized interior-point algorithm is compared with the state-of-the-art barrier solver of the CPLEX 12.1 package, showing to be a more efficient choice for very large L 1-CTA instances.

  • OPTIMIZACION DE PROBLEMAS ESTRUCTURADOS DE GRAN ESCALA. APLICACIONES A CONFIDENCIALIDAD DE DATOS.

     Gonzalez Alastrue, Jose Antonio; Castro Perez, Jordi
    Participation in a competitive project

     Share

  • A computational evaluation of optimization solvers for CTA

     Castro Perez, Jordi
    Privacy in Statiscal Databases
    Presentation's date: 2012-09-26
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • Comparing $L_1$ and $L_2$ distances for CTA

     Castro Perez, Jordi
    Privacy in Statiscal Databases
    Presentation's date: 2012-09-26
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • Recent advances in optimization techniques for statistical tabular data protection

     Castro Perez, Jordi
    European journal of operational research
    Date of publication: 2012-01-16
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • On assessing the disclosure risk of controlled adjustment methods for statistical tabular data

     Castro Perez, Jordi
    International journal of uncertainty fuzziness and knowledge-based systems
    Date of publication: 2012-12
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • A computational evaluation of optimization solvers for CTA

     Castro Perez, Jordi
    Lecture notes in computer science
    Date of publication: 2012-09
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Comparing $L_1$ and $L_2$ distances for CTA

     Castro Perez, Jordi
    Lecture notes in computer science
    Date of publication: 2012-09
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Improving an interior-point approach for large block-angular problems by hybrid preconditioners

     Bocanegra, Silvana; Castro Perez, Jordi; Oliveira, Aurelio R.L.
    Date: 2012-07
    Report

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Improving an interior-point algorithm for multicommodity flows by quadratic regularizations

     Castro Perez, Jordi; Cuesta Andrea, Jordi
    networks
    Date of publication: 2012-01
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Present and future research on controlled tabular adjustment

     Castro Perez, Jordi; Gonzalez Alastrue, Jose Antonio
    Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality
    Presentation's date: 2011-10-28
    Presentation of work at congresses

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • A heuristic block coordinate descent approach for controlled tabular adjustment

     Gonzalez Alastrue, Jose Antonio; Castro Perez, Jordi
    Computers & operations research
    Date of publication: 2011
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Extending controlled tabular adjustment for non-additive tabular data with negative protection levels

     Castro Perez, Jordi
    SORT: statistics and operations research transactions
    Date of publication: 2011-06
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Quadratic regularizations in an interior-point method for primal block-angular problems

     Castro Perez, Jordi; Cuesta Andrea, Jordi
    Mathematical programming
    Date of publication: 2011-12
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Short - Term Bidding Strategies for a Generation Company in the Iberian Electricity Market  Open access

     Corchero García, Cristina
    Defense's date: 2011-02-02
    Department of Statistics and Operations Research, Universitat Politècnica de Catalunya
    Theses

    Read the abstract Read the abstract Access to the full text Access to the full text Open in new window  Share Reference managers Reference managers Open in new window

    La posada en marxa del Mercat Ibèric de l'Electricitat va introduir al sector elèctric espanyol un seguit de nous mecanismes de participació que han forçat els agents a renovar les seves polítiques de gestió. D'aquesta nova situació sorgeix l'oportunitat d'estudiar noves estratègies d'oferta a curt termini per a companyies de generació price-taker que participin diàriament al Mercat Ibèric de l'Electricitat. Aquestes estratègies se centraran al mercat diari, ja que és aquí on es negocia un 80% de l'electricitat que es consumeix diàriament a Espanya i on s'integren gran part de la resta de mecanismes de participació. La liberalització dels mercats elèctrics obre a noves tècniques d'optimització els problemes clàssics de gestió de l'energia. En particular, atesa la incertesa que l'existència del mercat ocasiona als preus, les tècniques de programació estocàstiques es converteixen en la forma més natural per abordar aquests problemes. Als mercats elèctrics el preu es fixa horàriament com a resultat d'un procés de casació , és a dir que quan l'agent ha d'efectuar la seva oferta desconeix el preu al qual li vindrà remunerada l'energia. Aquesta incertesa fa imprescindible l'ús de tècniques estadístiques per obtenir informació del mercat i introduir-la als models d'optimització. En aquest aspecte, una de les contribucions d'aquesta tesi és l'estudi dels preus del mercat de l'electricitat a Espanya i el seu modelat mitjançant models factorials. D'altra banda, s'hi es descriuen els nous mecanismes presents al Mercat Ibèric de l'Electricitat que afecten directament la producció física de les unitats. En particular, s'inclou el modelat detallat dels contractes de futurs físics i bilaterals i de la seva inclusió a l'oferta del mercat diari per part de les companyies de generació. Als models presentats, es tenen en compte explícitament les regles del mercat, així com les clàssiques restriccions d'operació de les unitats, tant tèrmiques com de cicle combinat. A més, es deriva i es demostra l'expressió de la funció d'oferta. Per tant, els models construïts són una eina per decidir l'assignació de les unitats, la generació dels contractes de futurs físics i bilaterals a través seu i l'oferta òptima d'una companyia de generació. Un cop s'han cobert aquests objectius, es presenta una millora dels models mitjançant la inclusió de la seqüència de mercats de molt curt termini per tal de modelar la influència que tenen en l'oferta al mercat diari. Aquests mercats es casen just abans i durant el dia en què l'energia ha de ser consumida, i això permetrà veure com la possibilitat d'augmentar els beneficis participant-hi afecta directament les estratègies d'oferta òptima del mercat diari. Els models presentats en aquest treball han estat provats amb dades reals provinents del Mercat Ibèric de l'Electricitat i d'una companyia de generació que hi opera. Els resultats obtinguts són adequats i es discuteixen al llarg del document

    La puesta en marcha del Mercado Ibérico de la Electricidad introdujo en el sector eléctrico español una serie de nuevos mecanismos de participación que han forzado a los agentes a renovar sus políticas de gestión. De esta nueva situación surge la oportunidad de estudiar nuevas estrategias de oferta para las compañías de generación. Esta tesis se enmarca en las estrategias de oferta a corto plazo para compañías de generación price-taker que participen diariamente en el Mercado Ibérico de la Electricidad. Estas estrategias se centraran en el mercado diario ya que es donde se negocia un 80% de la electricidad consumida diariamente en España y es donde se integran gran parte del resto de los mecanismos de participación. La liberalización de los mercados eléctricos permite aplicar nuevas técnicas de optimización a los problemas clásicos de gestión de la energía. En concreto, dada la incertidumbre en el precio existente en el mercado, las técnicas de programación estocástica se convierten en la forma más natural para abordar estos problemas. En los mercados eléctricos el precio se fija horariamente como resultado de un proceso de casación, es decir, cuando el agente debe efectuar sus ofertas desconoce el precio al que la energía le será pagada. Esta incertidumbre hace imprescindible el uso de técnicas estadísticas para obtener información del mercado e introducirla en los modelos de optimización. En este aspecto, una de las contribuciones de esta tesis es el estudio del precio de la electricidad en España y su modelado mediante modelos factoriales. Se describen los nuevos mecanismos presentes en el Mercado Ibérico de la Electricidad que afectan directamente a la producción física de las unidades. En particular, se incluye una modelización detallada de los contratos de futuros físicos y bilaterales y su inclusión en la oferta enviada al mercado diario por las compañías de generación. En los modelos presentados se tiene en cuenta explícitamente las reglas del mercado así como las clásicas restricciones de operación de las unidades, tanto térmicas como de ciclo combinado. La expresión de la función de oferta óptima se deriva y se demuestra. Por lo tanto, los modelos construidos son una herramienta para decidir la asignación de unidades, la generación de los contratos de futuros físicos y bilaterales a través de ellas y la oferta óptima de una compañía de generación. Una vez alcanzados estos objetivos, se presenta una mejora del modelo con la inclusión de la secuencia de mercados de muy corto plazo. El objetivo es modelar la influencia que esta tiene en la oferta al mercado diario. Estos mercados se casan justo antes y durante el día en el que la energía va a ser consumida y se verá cómo la posibilidad de aumentar los beneficios participando en ellos afecta a las estrategias de oferta óptima del mercado diario. Los modelos presentados en este trabajo se han probado con datos reales procedentes del Mercado Ibérico de la Electricidad y de una compañía de generación que opera en él. Los resultados obtenidos son adecuados y se discuten a lo largo del documento.

    The start-up of the Iberian Electricity Market introduced a set of new mechanisms in the Spanish electricity sector that forced the agents participating in the market to change their management policies. This situation created a great opportunity for studying the bidding strategies of the generation companies in this new framework. This thesis focuses on the short-term bidding strategies of a price-taker generation company that bids daily in the Iberian Electricity Market. We will center our bidding strategies on the day-ahead market because 80% of the electricity that is consumed daily in Spain is negotiated there and also because it is the market where the new mechanisms are integrated. The liberalization of the electricity markets opens the classical problems of energy management to new optimization approaches. Specifically, because of the uncertainty that the market produces in the prices, the stochastic programming techniques have become the most natural way to deal with these problems. Notice that, in deregulated electricity markets the price is hourly fixed through a market clearing procedure, so when the agent must bid its energy it is unaware of the price at which it will be paid. This uncertainty makes it essential to use some statistic techniques in order to obtain the information coming from the markets and to introduce it in the optimization models in a suitable way. In this aspect, one of the main contributions of this thesis has been the study the Spanish electricity price time series and its modeling by means of factor models. In this thesis, the new mechanism introduced by the Iberian Market that affects the physical operation of the units is described. In particular, it considers in great detail the inclusion of the physical futures contracts and the bilateral contracts into the day-ahead market bid of the generation companies. The rules of the market operator have been explicitly taken into account within the mathematical models, along with all the classical operational constraints that affect the thermal and combined cycle units. The expression of the optimal bidding functions are derived and proved. Therefore, the models built in this thesis provide the generation company with the economic dispatch of the committed futures and bilateral contracts, the unit commitment of the units and the optimal bidding strategies for the generation company. Once these main objectives were fulfilled, we improved the previous models with an approach to the modeling of the influence that the sequence of very short markets have on optimal day-ahead bidding. These markets are cleared just before and during the day in which the electricity will be consumed and the opportunity to obtain benefits from them changes the optimal day-ahead bidding strategies of the generation company, as it will be shown in this thesis. The entire models presented in this work have been tested using real data from a generation company and Spanish electricity prices. Suitable results have been obtained and discussed.

  • DATA WITHOUT BOUNDARIES

     Gonzalez Alastrue, Jose Antonio; Castro Perez, Jordi
    Participation in a competitive project

     Share

  • Using the analytic center in the feasibility pump

     Baena, Daniel; Castro Perez, Jordi
    Operations research letters
    Date of publication: 2011-09
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Improving a class of PCG-based interior-point methods by quadratic regularizations

     Castro Perez, Jordi; Cuesta, Jordi
    Joint SIMAI/SEMA Conference on Applied and Industrial Mathematics
    Presentation's date: 2010-06-21
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • Access to the full text
    Statistical disclosure control in tabular data  Open access

     Castro Perez, Jordi
    Date of publication: 2010-09
    Book chapter

    Read the abstract Read the abstract Access to the full text Access to the full text Open in new window  Share Reference managers Reference managers Open in new window

    Data disseminated by National Statistical Agencies (NSAs) can be classified as either microdata or tabular data. Tabular data is obtained from microdata by crossing one or more categorical variables. Although cell tables provide aggregated information, they also need to be protected. This chapter is a short introduction to tabular data protection. It contains three main sections. The first one shows the different types of tables that can be obtained, and how they are modeled. The second describes the practical rules for detection of sensitive cells that are used by NSAs. Finally, an overview of protection methods is provided, with a particular focus on two of them: “cell suppression problem” and “controlled tabular adjustment”.

  • Using the analytic center in the feasibility pump

     Baena Mirabete, Daniel; Castro Perez, Jordi
    Date: 2010-08
    Report

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • OPTIMIZACION DE MUY GRAN ESCALA PARA PRIVACIDAD DE DATOS

     Gonzalez Alastrue, Jose Antonio; Castro Perez, Jordi
    Participation in a competitive project

     Share

  • Existence, uniqueness and convergence of the regularized primal-dual central path

     Castro Perez, Jordi; Cuesta Andrea, Jordi
    Operations research letters
    Date of publication: 2010-09
    Journal article

    Read the abstract Read the abstract View View Open in new window  Share Reference managers Reference managers Open in new window

    In a recent work [J. Castro, J. Cuesta, Quadratic regularizations in an interior-point method for primal block-angular problems, Mathematical Programming, in press (doi:10.1007/s10107-010-0341-2)] the authors improved one of the most efficient interior-point approaches for some classes of block-angular problems. This was achieved by adding a quadratic regularization to the logarithmic barrier. This regularized barrier was shown to be self-concordant, thus fitting the general structural optimization interior-point framework. In practice, however, most codes implement primal dual path-following algorithms. This short paper shows that the primal-dual regularized central path is well defined, i.e., it exists, it is unique, and it converges to a strictly complementary primal dual solution.

  • A tool for analyzing and fixing infeasible RCTA instances

     Castro Perez, Jordi; Gonzalez Alastrue, Jose Antonio
    Lecture notes in computer science
    Date of publication: 2010-09
    Journal article

    Read the abstract Read the abstract View View Open in new window  Share Reference managers Reference managers Open in new window

    Minimum-distance controlled tabular adjustment methods (CTA), and its restricted variants (RCTA), is a recent perturbative approach for tabular data protection. Given a table to be protected, the purpose of RCTA is to find the closest table that guarantees protection levels for the sensitive cells. This is achieved by adding slight adjustments to the remaining cells, possibly excluding a subset of them (usually, the total cells) which preserve their original values. If either protection levels are large, or the bounds for cell deviations are tight, or too many cell values have to be preserved, the resulting mixed integer linear problem may be reported as infeasible. This work describes a tool developed for analyzing infeasible instances. The tool is based on a general elastic programming approach, which considers an artificial problem obtained by relaxing constraints and bounds through the addition of extra elastic variables. The tool allows selecting the subset of constraints and bounds to be relaxed, such that an elastic filter method can be applied for isolating a subset of infeasible table relations, protection levels, and cell bounds. Some computational experiments are reported using real-world instances.

  • Métodos heurísticos y exactos para el problema de ajuste controlado de tablas

     Castro Perez, Jordi
    Congreso Nacional de Estadística e Investigación Operativa
    Presentation's date: 2009-02-10
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • An interior-point algorithm for routing in data telecommunications networks

     Castro Perez, Jordi
    International Network Optimization Conference 2009
    Presentation's date: 2009-04-26
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • Mejora de métodos iterativos en algoritmos de punto interior a través de regularizaciones cuadráticas

     Castro Perez, Jordi
    Congreso Nacional de Estadística e Investigación Operativa
    Presentation's date: 2009-02-10
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • A mathematical model of refinery operations characterised by complete horizontal integration of subsystems from purchase to product distribution

     Alabi, Adebayo Adejare; Castro Perez, Jordi
    Hydrocarbon World
    Date of publication: 2009
    Journal article

    Read the abstract Read the abstract View View Open in new window  Share Reference managers Reference managers Open in new window

    Refinery economics are extremely complex and involve massive amounts of operational data and decision-making processes; therefore, most refinery planners model and solve each sub-problem sequentially and independently. Obviously, this does not guarantee the globally optimal operation of the refinery because several features in a single and integrated model are not considered. Each sub-problem of integrated refinery planning (IRP) has been modelled, solved and well-published in the literature. Currently, research efforts are directed towards integrating the sub-problems and solving the resulting problem. In this article, the IRP problem is introduced and the solution methods with results are then outlined.

  • Dantzig-Wolfe and block coordinate-descent decomposition in large-scale integrated refinery-planning

     Alabi, Adebayo Adejare; Castro Perez, Jordi
    Computers & operations research
    Date of publication: 2009-08
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Contribucions als algorismes de punt interior en mètodes iteratius per a sistemes d'equacions usant regularitzacions quadràtiques

     Cuesta Andrea, Jordi
    Defense's date: 2009-09-29
    Department of Statistics and Operations Research, Universitat Politècnica de Catalunya
    Theses

     Share Reference managers Reference managers Open in new window

  • Improving an interior-point algorithm for multicommodity flows by quadratic regularizations

     Castro Perez, Jordi
    International Network Optimization Conference 2009
    Presentation's date: 2009-04-26
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • GNOM: GROUP OF NUMERICAL OPTIMIZATION AND MODELLING

     Gonzalez Alastrue, Jose Antonio; Heredia Cervera, Fco. Javier; Ferrer Biosca, Alberto; Corchero García, Cristina; Nabona Francisco, Narcis; Nasini, Stefano; Mari Tomas, Laura; Castro Perez, Jordi
    Participation in a competitive project

     Share

  • Access to the full text
    Improving an interior-point algorithm for multicommodity flows by quadratic regularizations  Open access

     Castro Perez, Jordi; Cuesta, Jordi
    Date: 2009-07
    Report

    Read the abstract Read the abstract Access to the full text Access to the full text Open in new window  Share Reference managers Reference managers Open in new window

    One of the best approaches for some classes of multicommodity flow problems is a specialized interior-point method that solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient. Its efficiency depends on the spectral radius—in [0,1)—of a certain matrix in the definition of the preconditioner. In a recent work the authors improved this algorithm (i.e., reduced the spectral radius) for general block-angular problems by adding a quadratic regularization to the logarithmic barrier. This barrier was shown to be self-concordant, which guarantees the convergence and polynomial complexity of the algorithm. In this work we focus on linear multicommodity problems, a particular case of primal block-angular ones. General results are tailored for multicommodity flows, allowing a local sensitivity analysis on the effect of the regularization. Extensive computational results on some standard and some difficult instances, testing several regularization strategies, are also provided. These results show that the regularized interior-point algorithm is more efficient than the nonregularized one. From this work it can be concluded that, if interior-point methods based on conjugate gradients are used, linear multicommodity flow problems are most efficiently solved as a sequence of quadratic ones.

  • User's and programmer's manual of the RCTA package

     Castro Perez, Jordi; Gonzalez Alastrue, Jose Antonio
    Date: 2009-01
    Report

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • A package for L1 controlled tabular adjustment

     Castro Perez, Jordi; Gonzalez Alastrue, Jose Antonio
    Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality
    Presentation's date: 2009-12-04
    Presentation of work at congresses

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Using ACCPM in a simplicial decomposition algorithm for the traffic assignment problem

     Rosas Diaz, Dulce Maria; Castro Perez, Jordi; Montero Mercade, Lidia
    Computational optimization and applications
    Date of publication: 2009-11
    Journal article

    Read the abstract Read the abstract View View Open in new window  Share Reference managers Reference managers Open in new window

    The purpose of the traffic assignment problem is to obtain a traffic flow pattern given a set of origin-destination travel demands and flow dependent link performance functions of a road network. In the general case, the traffic assignment problem can be formulated as a variational inequality, and several algorithms have been devised for its efficient solution. In this work we propose a new approach that combines two existing procedures: the master problem of a simplicial decomposition algorithm is solved through the analytic center cutting plane method. Four variants are considered for solving the master problem. The third and fourth ones, which heuristically compute an appropriate initial point, provided the best results. The computational experience reported in the solution of real large-scale diagonal and difficult asymmetric problems—including a subset of the transportation networks of Madrid and Barcelona—show the effectiveness of the approach.

  • A stochastic programming approach to cash management in banking

     Castro Perez, Jordi
    European journal of operational research
    Date of publication: 2009-02
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Dantzig-Wolfe and block coordinate-descent decomposition in large-scale integrated refinery-plannin

     Adebayo, Alabi; Castro Perez, Jordi
    Computers & operations research
    Date of publication: 2009-08
    Journal article

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Iterative solvers in interior-point methods for structured problems

     Castro Perez, Jordi
    Research seminar of The Computer and Automation Research Institute
    Presentation's date: 2008-04-17
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window

  • Using a Mathematical Programming Modeling Language for Optimal CTA

     Castro Perez, Jordi; Baena, Daniel
    Date of publication: 2008-09-30
    Book chapter

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Testing variants of minimum distance controlled tabular adjustment

     Castro Perez, Jordi; Giessing, Sarah
    Date of publication: 2008-07-31
    Book chapter

    View View Open in new window  Share Reference managers Reference managers Open in new window

  • Interior point methods for LP, QP and convex problems: theory, implementation, and applications

     Castro Perez, Jordi
    i-MATH Intensive School on MATHEMATICAL PROGRAMMING AND ITS APPLICATIONS
    Presentation's date: 2008-01-28
    Presentation of work at congresses

     Share Reference managers Reference managers Open in new window