Γ-opt

Group of Applied Mathematical Modelling and Optimisation

Aalto University

About us

The Γ-opt (reads gamma-opt) research group is a part of the Systems Analysis Laboratory in the Department of Mathematics and Systems Analysis at Aalto University.

We develop research in the fields of Operations Research and Management Science, with emphasis on Optimisation, Mathematical Programming, and applications related to Production Systems Planning and Supply Chain Management.

If you are interested in positions, collaborations or exchange opportunities, please contact Fabricio Oliveira.

Research topics

Production systems & supply chain management

Healthcare and humanitarian systems
Renewable energy generation
Process systems planning
Logistics management

Decision making under uncertainty

Endogenous uncertainty
Robust optimisation
Stochastic programming
Time series aggregation

Efficient formulations and solution methods

Convexification techniques
Cutting planes & column generation
Lagrangian-based decomposition methods
Parallelisation

People

Research Group

Fabricio Oliveira

Assistant Professor of Operational Research

Hossein Mostafaei

Postdoctoral Researcher

Juho Andelmin

Doctoral Candidate

Lucas Condeixa

Doctoral Candidate

Nikita Belyak

Doctoral Candidate

Olli Herrala

Doctoral Candidate

Emilia Vuola

Research assistant

Ilmari Vauhkonen

Research Assistant

Jaan Tollander de Balsch

Research Assistant

Paula Weller

Research Assistant

Iuri Santos

Visiting Doctoral Researcher

Collaborators

Afzal Siddiqui

Ahti Salo

Andrew Eberhard

Ellie Dillon

Lina Reichenberg

Silvio Hamacher

Tommi Ekholm

Projects

Blood units inventory management

Defining optimal inventory control policies using stochastic programming.

Decision Programming

Solving multi-stage decision problems under uncertainty, using influence diagrams and mixed-integer linear programming.

p-Lagrangian relaxation

Efficient decomposition methods for MIQCQPs using Lagrangian decomposition and parallelisation

Robust process systems

Developing models and methods for robust planning of process systems

Future energy systems modelling

Generation and Transmission Expansion Planning (GTEP) stochastic models incorporating temporal reduction via clustering algorithms.

Posts

CO@Work 2020

The $\Gamma$-opt group participated in the CO@Work summer school in September 2020. CO@Work has been organized in Berlin every five(ish) years since 2005. The topics of the course revolve around combinatorial optimization, spanning theoretical background as well as practical applications.

Oct 16, 2020 2 min read

CO@Work 2020

Presentation in IEEE-SEST 2020

In September 2020, the $\Gamma$-opt group was present in the IEEE International Conference of Smart Energy Systems and Technologies ( SEST 2020) with the work named “Wasserstein-Distance-Based Temporal Clustering for Capacity-Expansion Planning in Power Systems”.

Sep 25, 2020 1 min read

Presentation in IEEE-SEST 2020

Hello World

This is the website of our research group $\Gamma$-opt (read Gamma-opt), which stands for Group of Applied Mathematical Modelling And OPTimisation. We were founded at some point in 2019, and we are part of the Systems Analysis Laboratory, with the department of Mathematics and Systems Analysis at Aalto University.

Fabricio Oliveira

Aug 24, 2020 1 min read

Hello World

Talks

Wasserstein-Distance-Based Temporal Clustering for Capacity-Expansion Planning in Power Systems

As variable renewable energy sources are steadily incorporated in European power systems, the need for higher temporal resolution in …

Sep 7, 2020 6:20 PM Istanbul, Turkey

Lucas Condeixa, Fabricio Oliveira, Afzal Siddiqui

Decision Programming: a framework For optimizing multi-stage decision problems under uncertainty

Multi-stage decision problems under uncertainty can be represented as influence diagrams consisting of decision, chance and value nodes …

Aug 8, 2019 7:25 PM Trondheim, Norway

Fabricio Oliveira, Juho Andelmin, Ahti Salo

The p-Lagrangian method for MIQCQPs

Mixed-integer quadratically constrained quadratic program- ming (MIQCQP) is a general class related to several important problems such …

Feb 24, 2019 7:25 PM Bordeaux, France

Fabricio Oliveira, Tiago Andrade, Silvio Hamacher

Revisiting inventory control using stochastic programming

Traditional methods for solving inventory control problems have their roots in tools such as queueing theory and dynamic programming. …

Feb 23, 2019 3:09 PM Valencia, Spain

Fabricio Oliveira

Optimization under Uncertainty in Real-World Problems: cases from the Oil & Gas Industry

Feb 23, 2019 2:47 PM RMIT University, Melbourne, Australia

Fabricio Oliveira

Publications

Juuso Liesiö, Juho Andelmin, Ahti Salo (2020). Efficient allocation of resources to a portfolio of decision making units. European Journal of Operational Research.

Vilma Virasjoki, Afzal S. Siddiqui, Fabricio Oliveira, Ahti Salo (2020). Utility-scale energy storage in an imperfectly competitive power sector. Energy Economics.

PDF Project DOI

Olli Herrala (2020). An efficient strategy for solving stochastic programming problems under endogenous and exogenous uncertainties.

Fabricio Oliveira, Jeffrey Christiansen, Brian Dandurand, Andrew Eberhard (2020). Combining penalty-based and Gauss-Seidel methods for solving stochastic mixed-integer problems. International Transactions in Operational Research.

Ahti Salo, Juho Andelmin, Fabricio Oliveira (2019). Decision Programming for Multi-Stage Optimization under Uncertainty.

See all publications