Optimization Techniques for the Brazilian Natural Gas Network Planning Problem

This work reports on modeling and numerical experience in solving the long-term design and operation planning problem of the Brazilian natural gas network. A stochastic approach to address uncertainties related to the gas demand is considered. Representing uncertainties by finitely many scenarios increases the size of the resulting optimization problem, and therefore the difficulty to … Read more

Optimization of Real Asset Portfolio using a Coherent Risk Measure: Application to Oil and Energy Industries

In many industries, investment is part of the most important planning decisions. In past decades, mathematical programming models have been widely used in capacity planning and facility location to support investment decisions. Such initial techniques evolved to the use of enterprise portfolio management, very common in the energy industry. Increasing concern on risk made of … Read more