Cesar Beltran-Royo
PhD in Applied Mathematics:
Optimization - O
perations Research

 

Cesar20131228a

 

 

 

 

 

Updated  07/09/2017

 


Contact

César Beltrán-Royo
Universidad Rey Juan Carlos
Departamental II, Despacho 047
Calle Tulipán, s/n
28933 Móstoles (Madrid)
ESPAÑA
cesar.beltranhttp://www-eio.upc.es/%7Ejcastro/arrobaG.gifurjc.es
Tel: +34   91 488 83 22
Fax: +34  91 488 76 26

 


Interests

1.                  Operations research

2.                  Optimization over integers

3.                  Stochastic optimization

4.                  Optimization for services and industry

5.                  Applications (oil well placement, marketing, location, risk analysis, scheduling, energy management, environment, etc.)


Positions

2005-Now

Universidad Rey Juan Carlos (URJC), Móstoles (Madrid), Spain

 

Associate professor in the Statistics and Operations Research Department

2002-2005

Logilab, HEC, University of Geneva (UG), Switzerland

 

Full time researcher in the operations research projects:
a) "An advanced computational tool for variational inequality problems and branch and cut approaches in combinatorial optimization",  with professor Jean-Philippe Vial.
b) "NCCR-Climate project, work package 4, Climate risk assessment", with professor Alain Haurie.

1996-2001

Polytechnic University of Catalonia (UPC), Barcelona, Spain

 

Part time researcher in the operations research projects:
a) "Large-scale planning of hydrothermal energy production in the competitive environment", with professors Narcis Nabona and F. Javier Heredia
b) "Short-term large-scale planning of hydrothermal energy production" with professors Narcis Nabona and F. Javier Heredia

1993-1995

Polytechnic University of Catalonia, Barcelona, Spain

 

Part time assistant professor in Statistics

1992-2001

Ministry of Education, Barcelona, Spain

 

Mathematics teacher

 


Education

2002-2005

Logilab, HEC, University of Geneva, Switzerland

 

Postdoc stage:
a) Convex optimization  applied to combinatorial optimization with professor Jean-Philippe Vial
b) Convex optimization  applied to energy-environment optimization, with professor Alain Haurie

2001

Polytechnic University of Catalonia, Barcelona, Spain

 

MSc in Applied Mathematics: Optimization - Operations Research
PhD in Applied Mathematics: Optimization - Operations Research

1991

University of Valencia, Spain

 

BSc in Mathematics

 

 

 

 


Books

1.                  C. Beltran-Royo. “Optimal Decisions: How to Optimize the Decisions of Everyday Life”, CreateSpace (Amazon), USA, 2016. link

2.                  C. Beltran-Royo. “Decisiones Óptimas. Cómo Optimizar las Cuestiones de la Vida Cotidiana”, CreateSpace (Amazon), USA, 2013. link

Portada

3.                  H. Zhang, L. Ma, C. Beltran-Royo, "The Quadratic Assignment Problem and Its Linearization Techniques", Shanghai People's Publishing House, China, 2013.

4.                  C. Beltran-Royo, "The radar multiplier method", Lambert Academic Publishing, Germany, 2009.


Publications

1.                  C. Beltran, "Globally minimizing even degree polynomials on the real line", Questiio, Vol. 23, pp. 85-109, 1999. pdf

2.                  C. Beltran, F. J. Heredia, "Short-term hydrothermal coordination by augmented Lagrangian relaxation: a new multiplier updating", Investigación Operativa, Vol. 8, No. 1, 2 and 3, pp. 63-76, 1999. pdf

3.                  C. Beltran, F. J. Heredia, "Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches", Journal of Optimization Theory and Applications, Vol.112, No.2, pp. 295-314, 2002. pdf

4.                  C. Beltran, F. J. Heredia, "An effective line search for the subgradient method", Journal of Optimization Theory and Applications, Vol.125, No.1, pp. 1-18, 2005. pdf

5.                  C. Beltran, L. Drouet, N. Edwards, A. B. Haurie, J.-Ph. Vial, D. S. Zachary, "An oracle method to couple climate and economic dynamics",  book chapter in The Coupling of Climate and Economic Dynamics, pp. 69-96, A. Haurie and L. Viguier (Ed.), Springer, 2005. pdf

6.                  C. Beltran, N. Edwards, A. B. Haurie, J.-Ph. Vial, D. S. Zachary,  "Oracle-based optimization applied to climate model calibration", Environmental Modeling and Assessment, Vol.11, No.1, pp. 31-43, 2006. pdf

7.                  C. Beltran, C. Tadonki and J.-Ph. Vial,  "Solving the p-median problem with a semi-Lagrangian relaxation", Computational Optimization and Applications, Vol. 35, No. 2, pp. 239-260, 2006. pdf

8.                  F. Baboneau, C. Beltran, A. B. Haurie, C. Tadonki, J.-Ph. Vial,  "Proximal-ACCPM: a versatile oracle based optimization method",  in E. J. Kontoghiorghes and C. Gatu (Editors), "Optimisation, Econometric and Financial Analysis" volume 9 of book series on  Advances  in Computational Management Science, pp. 69-92, Springer 2007. pdf

9.                  C. Beltran-Royo,  "A conjugate Rosen's gradient projection method with global line search for piecewise linear optimization", European Journal of Operational Research, Vol. 182, No. 2, pp. 536-551, 2007. pdf

10.              C. Beltran-Royo,  "The radar method: An effective line search for piecewise linear concave functions", Annals of Operations Research, Vol. 166, No. 1, pp. 299-312, 2009. pdf

11.              H. Zhang, C. Beltran-Royo, M. Constantino, "Effective formulation reductions for the quadratic assignment problem", Computers and Operations Research, Vol. 37, No. 11, pp. 2007-2016, 2010. pdf

12.              C. Beltran-Royo, J-Ph. Vial, A. Alonso-Ayuso, "Semi-Lagrangian relaxation applied to the uncapacitated facility location problem",  Computational Optimization and Applications, Vol. 51, No. 1, pp. 387-409, 2012. pdf

13.              H. Zhang, C. Beltran-Royo, L. Ma, "Solving the quadratic assignment problem by means of general purpose mixed integer linear programming solvers", Annals of Operations Research, Vol. 207, No. 1, pp. 261-278, 2013. pdf

14.              C. Beltran-Royo, H. Zhang, L. Blanco, J. Almagro, "Multistage multiproduct advertising budgeting", European Journal of Operational Research, Vol. 225, No. 1, pp. 179-188, 2013. pdf

15.              C. Beltran-Royo, L. F. Escudero, J. F. Monge, R. E. Rodriguez-Ravines, "An effective heuristic for multistage linear programming with a stochastic right-hand side”, Computers and Operations Research,Vol. 51, pp. 237-250, 2014. pdf

16.              C. Beltran-Royo, L. F. Escudero, H. Zhang, "Multiperiod multiproduct advertising budgeting: Stochastic optimization modeling”, Omega - The International Journal of Management Science, Vol. 59, pp. 26-39, 2016. pdf  Note: The empirical distributions of the beta parameters can be found in this file

17.              C. Beltran-Royo, "Two-stage stochastic mixed-integer linear programming: The conditional scenario approach”, Omega - The International Journal of Management Science, Vol. 70, pp. 31-42, 2017. pdf

18.              H. Zhang, C. Beltran-Royo, B. Wang, L. Ma, Z. Zhang, "Solution to the quadratic assignment problem using semi-Lagrangian relaxation”, Journal of Systems Engineering and Electronics, Vol. 27, No. 5, pp. 1063-1072, 2016. pdf

19.              Q. Li, H. Zhang, C. Beltran-Royo, "Hybrid ant colony algorithm for capacitated p-median problem with investment”, Application Research of Computers, Accepted for publication, 2017. pdf


Conferences

1.                  C. Beltran and F. J. Heredia, "Short-term hydrothermal coordination by augmented Lagrangian relaxation: a new multiplier updating", IX-CLAIO, Buenos Aires, 1998.

2.                  C. Beltran and F. J. Heredia, "Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches", 19th IFIP TC7, Cambridge, 1999.

3.                  C. Beltran, "The radar subgradient method applied to the unit commitment problem" 9th Stockholm Optimization Days, Stockholm, 2000.

4.                  C. Beltran and F. J. Heredia, "The radar multiplier method: a two-phase approach for nonlinear combinatorial optimization problems", 21st IFIP TC 7 Conference on System Modeling and Optimization, Sophia Antipolis, France, July 21-25, 2003.

5.                  C. Beltran, "The face simplex method in the cutting plane framework", 18th International Symposium on Mathematical  Programming (ISMP2003), Copenhagen, Denmark , August 18-22, 2003.

6.                  C. Beltran, C. Tadonki and J.-Ph. Vial, "Semi-Lagrangian relaxation", Computational Management Science conference and workshop on  Computational Econometrics and Statistics, Neuchatel, Switzerland, 2-5 April, 2004.

7.                  C. Beltran, C. Tadonki and J.-Ph. Vial, "The p-median problem solved by semi-Lagrangian relaxation" First Mathematical Programming Society International Conference on Continuous Optimization (ICCOPT I),   Troy, USA, August 2-4, 2004. 

8.                  C. Beltran-Royo, ''Summer School on Geometric and Algebraic Approaches for Integer Programming'', CIM Thematic Term on Optimization, University of Lisbon, Portugal, July 11-15, 2005.

9.                  C. Beltran-Royo, J.-Ph. Vial, A. Alonso-Ayuso, ''Improvements on the semi-Lagrangian relaxation'', Applied Mathematical Programming and Modeling (APMOD), Madrid, Spain, June 18-21, 2006.

10.              C. Beltran-Royo, J.-Ph. Vial, A. Alonso-Ayuso, ''Solving the uncapacitated facility location problem by semi-Lagrangian relaxation'',  19th International Symposium on Mathematical  Programming (ISMP2006), Rio de Janeiro, Brazil, July 30 - August 4, 2006. 

11.              H. Zhang, C. Beltran-Royo, M. Constantino, ''Semi-Lagrangian Relaxation Applied to the Quadratic Assignment Problem'',  21st Conference   of the European Chapter on Combinatorial Optimization (ECCO XXI), Dubrovnik, Croatia, May 29-31, 2008.

12.              H. Zhang, C. Beltran-Royo, M. Constantino, ''The Quadratic Assignment Problem Solved by Semi-Lagrangian Relaxation'', International Conference on Operational Research (IWOR-2008), Madrid, Spain, June 5-7, 2008.

13.              C. Beltran-Royo, L. F.  Escudero, R. Rodriguez Ravines, '' Multi-stage Stochastic Linear Programming: An Approach by Events'', 6th International Conference on   Computational Management Science, Geneva, Switzerland, May 1–3, 2009.

14.              H. Zhang, C. Beltran-Royo, M. Constantino, ''The Quadratic Assignment Problem Solved by Semi-Lagrangian Relaxation-II '', 23rd European Conference on Operational Research (EURO), Bonn, Germany, July 5 - 8, 2009.  

15.               H. Zhang, C. Beltran-Royo, L. Ma, ''Effective Small formulations for the Quadratic Assignment Problem'',  23rd Conference   of the European Chapter on Combinatorial  Optimization (ECCO XXIII), Málaga, Spain, May 27-29, 2010.

16.              C. Beltran-Royo, L. F. Escudero, R. E. Rodriguez-Ravines, ''Scenarios and events in multi-stage stochastic linear programming'',  24th European Conference on Operational Research (EURO), Lisbon, Portugal, July 11 - 14, 2010.

17.               H. Zhang, C. Beltran-Royo, “Binary reoptimization and semi-Lagrangian relaxation applied to solve the uncapacitated facility location problem”,  24th Conference   of the European Chapter on Combinatorial  Optimization (ECCO XXIV), Amsterdam, Nederlands, May 30-June 1, 2011.

18.              C. Beltran-Royo, H. Zhang, L. Blanco, J. Almagro, “Multistage Multiproduct Advertising Budgeting’’,  25th European Conference on Operational Research (EURO), Vilnius, Lithuania, July 8 - 11, 2012.

19.              C. Beltran-Royo, L. F. Escudero, J. F. Monge, R. E. Rodriguez-Ravines, "An Effective Heuristic for Multistage Stochastic Linear Programming", XIII International Conference on Stochastic Programming (ICSP2013) Bergamo, Italy, July 8 - 12, 2013.

20.              C. Beltran-Royo, L. F. Escudero, H. Zhang, “Multiperiod Multiproduct Advertising Budgeting: Stochastic Optimization Modeling”, 20th Conference of the International Federation of Operational Research Societies (IFORS), Barcelona, Spain, July 13 - 18, 2014.

21.              C. Beltran-Royo, L. F. Escudero, H. Zhang, “An Effective Stochastic Optimization Model for Advertising Budgeting”,  Joint ORSC/EURO International Conference on Continuous Optimization, Shanghai, China, May 10 - 12, 2015.

22.              C. Beltran-Royo, “Two-Stage Stochastic Mixed-Integer Linear Programming: The Conditional Scenario Approach”, 28th European Conference on Operational Research (EURO), Poznan, Poland, July 3 - 6, 2016.

23.              C. Beltran-Royo, "Two-Stage Stochastic Linear Programming: From scenarios to conditional scenarios", Conference on Computational Management Science  (CMS2017) Bergamo, Italy, May 30 - 31, June 1, 2017.


Projects

1.                  UPC, 1996-1999: “Planificación óptima de gran dimensión de la producción hidrotérmica de energía eléctrica a corto plazo”, director Narcís Nabona-Francisco. Ministerio de Educación y Ciencia, TAP96-1044-J02-93.

2.                  UPC, 2000-2002: “Planificación óptima de gran dimensión de la producción hidrotérmica de energía  eléctrica en entornos competitivos”. Director: Narcís Nabona-Francisco. Ministerio de Educación y Ciencia, TAP96-1075-C02-01.

3.                  UPC, 2003-2005: “Coordinación a corto y largo plazo de la producción de energía eléctrica en un mercado liberalizado”. Director: Narcís Nabona-Francisco. Ministerio de Educación y Ciencia, DPI 2002-03330.

4.                  Suiza, 2002-2003: “Proximal-ACCPM: An advanced computational tool for variational inequality problems and branch and cut approaches in combinatorial optimization”. Director: Jean-Philippe Vial. Swiss Nacional Fund for Scientific Research, grant 12-57093.99.

5.                  Suiza, 2003-2004: “Climate risk assessment - Work package 4”. Director: Alain Haurie. Swiss Nacional Fund for Scientific Research, Climate grant.

6.                  URJC, 2005-2006: “Un sistema de ayuda a la toma de decisiones en problemas de rutas y localización 2”. Director: Antonio Alonso-Ayuso. Ministerio de Educación y Ciencia, DPI2002-03330, TIC2003-05982-C05-05.

7.                  URJC, 2006-2009: “Optimización para la movilidad sostenible”. Director: Antonio Alonso-Ayuso. Ministerio de Educación y Ciencia, DPI2002-03330, MTM2006-14961-C5-05.

8.                  URJC, 2007-2008: “Optimización con restricciones no convexa, basada en la combinación eficiente de direcciones”. Director: Javier Martinez-Moguerza, URJC-CM-2006-CEF-0391.

9.                  URJC, 2007-2010: “Modelos de Optimización para la gestión del tráfico aéreo”. Director: Antonio Alonso Ayuso, Empresa financiadora: GMV (Consorcio Atlántida) – Programa Cenit.

10.              URJC, 2008-2009: “Mejoras de la programación entera y estocástica desde la optimización convexa. Aplicación a la movilidad sostenible”. Director: Cesar Beltran-Royo. Consejería de Educación, Comunidad de Madrid, URJC-CM-2007-CET-1622.

11.              URJC, 2009-2009: “Desarrollo de modelos y algoritmos de programación estocástica entera nolineal. Aplicación a la gestión de ingresos bajo incertidumbre”. Director: Laureano F. Escudero-Bueno, URJC-CM-2008-CET-3703.

12.              URJC, 2009-2012: “Modelos y métodos de programación matemática y sus aplicaciones (Óptimos 2)”. Director: Antonio Alonso-Ayuso. Ministerio de Educación y Ciencia, MTM2009-14039-C06-03.

13.              URJC, 2010-2014: “Riesgos: análisis, gestión y aplicaciones (Riesgos CM)”. Director: David Ríos Insua. Consejería de Educación, Comunidad de Madrid, S2009/esp-1594.

14.              URJC, 2013-2015: “Modelos y métodos de programación matemática y sus aplicaciones (Óptimos 3)”. Director: Antonio Alonso-Ayuso. Ministerio de Educación y Ciencia, MTM2012-36163-C06-06.

15.              URJC, 2013-2014: “Localización óptima de pozos de petróleo”. Director: Cesar Beltran-Royo. Proyecto número 2 del Acuerdo de Colaboración entre MathIn y Repsol.

16.              China, 2015-2017: “Study on the fast Semi-Lagrangian bat-inspired algorithm for (mixed) integer programming problem and its applications”. Director: Huizhen Zhang. National Science Foundation of China (grant No. 71401106).

17.              URJC, 2016-2018: “Gestión del riesgo y optimización matemática: aplicaciones (GROMA)”. Director: Antonio Alonso-Ayuso. Ministerio de Economía y Competitividad, MTM2015-63710-P.


PhD / Postdoc study opportunities

If you are interested in working with me:

    * Studying for a PhD, or

    * Studying at the postdoctoral level,

please, feel free to contact me.