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Dr. Santiago Cerisola López de Haro
FORMER IIT MEMBER
Current position:
Research Area:
Energy Systems Models
Membership dates:
09/mar/1998 - 19/Apr/2004
Journal Publications
Jovanovic, N., García-González, J., Cerisola, S., Barquín, J.,
Impact of risk aversion on the operation of hydroelectric reservoirs in the presence of renewable energy sources
.
Energies
. Vol. 11, nº. 6, pp. 1389-1 - 1389-20, June 2018. [Online: May 2018]
JCR: 2,707 Q3 (2018); 3,000 Q3 (2023) - SJR: Q1 (2018); 0,651 Q1 (2023)
Jovanovic, N., García-González, J., Barquín, J., Cerisola, S.,
Electricity market short-term risk management via risk-adjusted probability measures
.
IET Generation, Transmission & Distribution
. Vol. 11, nº. 10, pp. 2599 - 2607, July 2017. [Online: June 2017]
JCR: 2,618 Q2 (2017); 2,000 Q3 (2023) - SJR: Q1 (2017); 0,787 Q2 (2023)
Rodilla, P., García-González, J., Baíllo, Á., Cerisola, S., Batlle, C.,
Hydro resource management, risk aversion and equilibrium in an incomplete electricity market setting
.
Energy Economics
. Vol. 51, pp. 365 - 382, September 2015. [Online: July 2015]
JCR: 2,862 Q1 (2015); 13,600 Q1 (2023) - SJR: 2,812 Q1 (2015); 3,555 Q1 (2023)
Rodilla, P., Cerisola, S., Batlle, C.,
Modeling the major overhaul cost of gas-fired plants in the unit commitment problem
.
IEEE Transactions on Power Systems
. Vol. 29, nº. 3, pp. 1001 - 1011, May 2014. [Online: December 2013]
JCR: 2,814 Q1 (2014); 6,500 Q1 (2023) - SJR: Q1 (2014); 3,827 Q1 (2023)
Latorre, J.M., Cerisola, S., Ramos, A., Perea, A., Bellido, R.,
Coordinated hydropower plant simulation for multireservoir systems
.
Journal of Water Resources Planning and Management - ASCE
. Vol. 140, nº. 2, pp. 216 - 227, February 2014. [Online: January 2014]
JCR: 2,676 Q1 (2014); 3,000 Q2 (2023) - SJR: Q1 (2014); 0,814 Q1 (2023)
Lumbreras, S., Ramos, A., Cerisola, S.,
A progressive contingency incorporation approach for stochastic optimization problems
.
IEEE Transactions on Power Systems
. Vol. 28, nº. 2, pp. 1452 - 1460, May 2013. [Online: November 2012]
JCR: 3,530 Q1 (2013); 6,500 Q1 (2023) - SJR: Q1 (2013); 3,827 Q1 (2023)
Cerisola, S., Latorre, J.M., Ramos, A.,
Stochastic dual dynamic programming applied to nonconvex hydrothermal models
.
European Journal of Operational Research
. Vol. 218, nº. 3, pp. 687 - 697, May 2012. [Online: December 2011]
JCR: 2,038 Q1 (2012); 6,000 Q1 (2023) - SJR: Q1 (2012); 2,321 Q1 (2023)
Cabero, J., Ventosa, M., Cerisola, S., Baíllo, Á.,
Modeling risk management in oligopolistic electricity markets: a benders decomposition approach
.
IEEE Transactions on Power Systems
. Vol. 25, nº. 1, pp. 263 - 271, February 2010. [Online: January 2010]
JCR: 2,355 (2010); 6,500 Q1 (2023) - SJR: 3,827 Q1 (2023)
Latorre, J.M., Cerisola, S., Ramos, A., Palacios, R.,
Analysis of stochastic problem decomposition algorithms in computational grids
.
Annals of Operations Research
. Vol. 166, nº. 1, pp. 355 - 373, February 2009. [Online: November 2008]
JCR: 0,961 (2009); 4,400 Q1 (2023) - SJR: 1,019 Q1 (2023)
Cerisola, S., Baíllo, Á., Fernández-López, J.M., Ramos, A., Gollmer, R.,
Stochastic power generation unit commitment in electricity markets: a novel formulation and comparison of solution methods
.
Operations Research
. Vol. 57, nº. 1, pp. 32 - 46, February 2009. [Online: February 2009]
JCR: 1,576 (2009); 2,200 Q2 (2023) - SJR: 2,848 Q1 (2023)
Latorre, J.M., Cerisola, S., Ramos, A.,
Clustering algorithms for scenario tree generation: Application to natural hydro inflows
.
European Journal of Operational Research
. Vol. 181, nº. 3, pp. 1339 - 1353, September 2007. [Online: January 2011]
JCR: 1,096 (2007); 6,000 Q1 (2023) - SJR: 2,321 Q1 (2023)
Cabero, J., Baíllo, Á., Cerisola, S., Ventosa, M., García, A., Perán, F., Relaño, G.,
A medium-term integrated risk management model for a hydrothermal generation company
.
IEEE Transactions on Power Systems
. Vol. 20, nº. 3, pp. 1379 - 1388, August 2005. [Online: August 2005]
JCR: 0,951 (2005); 6,500 Q1 (2023) - SJR: 3,827 Q1 (2023)
show 12 journal publications
Projects
Additional developments in the stochastic hydrothermal coordination model MHE. Year 2011
. Carried out for
Iberdrola
. Jan/2011-Dec/2011
Additional developments in the stochastic hydrothermal coordination model MHE. Year 2010
. Carried out for
Iberdrola
. Jan/2010-Dec/2010
Additional developments of hydrothermal coordination model MHE. Year 2009
. Carried out for
Iberdrola
. Jan/2009-Dec/2009
Advances in the development of hydroelectric simulators
. Carried out for
Iberdrola
. Jan/2006-Dec/2006
Improvement and extension of the hydro simulators for all the system
. Carried out for
Iberdrola
. Jan/2005-Dec/2005
Development of decision-support tools for long-term electricity markets
. Carried out for
Iberdrola
. Jan/2004-Dec/2004
Analysis and scenario generation for risk management in the Spanish electricity market
. Carried out for
Iberdrola
. Jan/2004-Dec/2004
Development, application and integration of hydro simulators in the new planning environment
. Carried out for
Iberdrola
. Jan/2004-Dec/2004
Development of tools for economic planning and network constraints analysis in an electric market
. Carried out for
Iberdrola
. Jan/2002-Dec/2002
Decision support models for generation bids planning
. Carried out for
Iberdrola
. Jan/2001-Dec/2001
Models to develop offer strategies in the Electricity Generation Business
. Carried out for
Iberdrola
. Jan/2000-Dec/2000
Developments and improvements to MPO model.
. Carried out for
Iberdrola
. Jan/1999-Jan/1999
Analysis, study and design of bidding strategies in the electric generation sector
. Carried out for
Iberdrola
. Jan/1998-Dec/1998
show 13 projects
Ph.D. Thesis
Developed:
S. Cerisola (2004),
Descomposicion de BENDERS para problemas enteros mixtos. Aplicación a un modelo de coordinación hidrotérmica de medio plazo
. Universidad Pontificia Comillas. Madrid (Spain).
Supervised:
J. Cabero (2007),
Modelo de gestión del riesgo de mercado en el negocio de generación de electricidad
. Universidad Pontificia Comillas. Madrid (Spain).
show 2 Ph.D. Thesis
Conference Papers
Perea, A., Bellido, R., Sanz-Ruiz, P., López Rodríguez, E., Latorre, J.M., Ramos, A., Cerisola, S.,
Medium-term hydro-scheduling in Iberdrola
,
HYDRO - HYDRO 2012
, Bilbao (Spain). 29-31 October 2012.
Lumbreras, S., Ramos, A., Cerisola, S.,
Efficient incorporation of contingency scenarios to stochastic optimization. Application to power systems
,
21st International Symposium of Mathematical Programming - ISMP 2012
, Berlin (Germany). 19-24 August 2012.
Perea, A., Bellido, R., Sanz-Ruiz, P., López Rodríguez, E., Latorre, J.M., Ramos, A., Cerisola, S.,
Hydro-scheduling experiences in Iberdrola
,
4th IEEE and Cigré International Workshop Hydro Scheduling in Competitive Markets Bergen
, Bergen (Norway). 14-15 June 2012.
Perea, A., Latorre, J.M., Ramos, A., Cerisola, S., Bellido, R., López Rodríguez, E.,
Simulation application to hydropower systems management and design in a market environment
,
7th International Conference on the European Energy Market - EEM10
, Madrid (Spain). 23-25 June 2010.
Cerisola, S., Latorre, J.M., Ramos, A.,
Stochastic Dual Dynamic Programming applied to nonlinear hydrothermal models
,
20th International Symposium of Mathematical Programming - ISMP 2009
, Chicago (United States of America). 23-28 August 2009.
Ramos, A., Cerisola, S., Latorre, J.M.,
Non linear hydrothermal stochastic optimization model
,
International Workshop on Operational Research - IWOR 2008
, Madrid (Spain). 05-07 June 2008.
Ramos, A., Bellido, R., Cerisola, S., Latorre, J.M., Perea, A.,
A medium term multireservoir hydrothermal coordination model by stochastic programming
,
INFORMS Anual Meeting - INFORMS 2007
, Seattle (United States of America). 03-07 November 2007.
Ramos, A., Cerisola, S., Latorre, J.M.,
Decision support model for weekly operation of hydroelectric reservoirs by stochastic nonlinear optimization
,
11th International Conference on Stochastic Programming - ICSP 2007
, Vienna (Austria). 27-31 August 2007.
Latorre, J.M., Cerisola, S., Ramos, A.,
Pumping scheduling in object oriented simulation of hydroelectric power systems
,
INFORMS Anual Meeting - INFORMS 2006
, Pittsburgh (United States of America). 05 August - 08 November 2006.
Ramos, A., Cortés, G., Latorre, J.M., Cerisola, S.,
Análisis de la relación precio marginal y demanda de electricidad mediante conglomerado
,
X Congreso de Ingeniería de Organización - CIO 2006
, Valencia (Spain). 07-08 September 2006. In:
X Congreso de Ingeniería de Organización: Valencia, 7-8 de septiembre
, ISBN: 84-9705-468-7
Fernández-López, J.M., Cerisola, S., Baíllo, Á., Ramos, A.,
Stochastic bidding in electricity spot markets. A MIP-oriented benders decomposition approach
,
Applied Mathematical Programming and Modelling - APMOD 2006
, Madrid (Spain). 19-21 June 2006.
Latorre, J.M., Cerisola, S., Ramos, A., Palacios, R.,
Analysis of stochastic problem decomposition algorithms in computational grids
,
Applied Mathematical Programming and Modelling - APMOD 2006
, Madrid (Spain). 19-21 June 2006.
Ramos, A., Cerisola, S., Latorre, J.M., Bellido, R., Perea, A.,
Pumping scheduling in object oriented simulation of hydroelectric power systems
,
Applied Mathematical Programming and Modelling - APMOD 2006
, Madrid (Spain). 19-21 June 2006.
Ramos, A., Latorre, J.M., Cerisola, S., Perea, A., Bellido, R.,
Hydroelectric system scheduling by simulation
,
INFORMS Anual Meeting - INFORMS 2005
, San Francisco (United States of America). 13-16 November 2005.
Cabero, J., Baíllo, Á., Cerisola, S., Ventosa, M.,
Electricity market equilibrium model with risk constraints via benders decomposition
,
INFORMS Anual Meeting - INFORMS 2005
, San Francisco (United States of America). 13-16 November 2005.
Cabero, J., Baíllo, Á., Cerisola, S., Ventosa, M.,
Application of benders decomposition to an equilibrium problem
,
15th Power Systems Computation Conference - PSCC 2005
, Liege (Belgium). 22-26 August 2005.
Fernández-López, J.M., Baíllo, Á., Cerisola, S., Bellido, R.,
Building optimal offer curves for an electricity spot market: a mixed-integer programming approach
,
15th Power Systems Computation Conference - PSCC 2005
, Liege (Belgium). 22-26 August 2005.
Latorre, J.M., Cerisola, S., Ramos, A., Perea, A., Bellido, R.,
Simulación de cuencas hidráulicas mediante programación orientada a objetos
,
9ª Jornadas Hispano-Lusas de Ingeniería Eléctrica
, Marbella (Spain). 30 June - 02 July 2005.
Perea, A., Latorre, J.M., Ramos, A., Cerisola, S., Bellido, R.,
Simulation applications to hydropower systems management and design
,
11ª Conferencia Hispano-Lusa de Ingeniería Eléctrica
, Zaragoza (Spain). 30 June - 02 July 2005.
Ramos, A., Latorre, J.M., Cerisola, S., Baíllo, Á.,
Scenario Tree Generation through the Neural Gas Algorithm
,
IFIP/IIASA/GAMM Workshop on Coping with Uncertainty - CwU 2004
, Laxenburg (Austria). 13-16 December 2004.
Cerisola, S., Baíllo, Á., Ramos, A.,
Benders decomposition for MIP problems: Application to multistage stochastic unit commitment problems
,
INFORMS Anual Meeting - INFORMS 2004
, Denver (United States of America). 24-27 October 2004.
Cabero, J., Baíllo, Á., Cerisola, S., Ventosa, M.,
Electricity production planning and portfolio optimization with a CVaR objective
,
INFORMS Anual Meeting - INFORMS 2004
, Denver (United States of America). 24-27 October 2004.
Cerisola, S., Gollmer, R., Ramos, A.,
Application of the Benders decomposition to a stochastic mixed integer UC problem
,
Applied Mathematical Programming and Modelling - APMOD 2004
, Uxbridge (United Kingdom). 20-23 June 2004.
Cerisola, S., Ramos, A.,
Benders decomposition for mixed-integer hydrothemal problems by Lagrangean relaxation
,
14th Power Systems Computation Conference - PSCC 2002
, Seville (Spain). 24-28 June 2002.
Vitoriano, B., Cerisola, S., Ramos, A.,
Generating scenario trees for hydro inflows
,
6th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2000
, Funchal (Portugal). 25-28 September 2000.
Cerisola, S., Ramos, A.,
Node Aggregation in Stochastic Nested Benders Decomposition Applied to Hydrothermal Coordination
,
6th International Conference on Probabilistic Methods Applied to Power Systems - PMAPS 2000
, Funchal (Portugal). 25-28 September 2000.
Cerisola, S., Ramos, A.,
Agregación de nodos en descomposición anidada estocástica de Benders
,
XXV Congreso Nacional de Estadística e Investigación Operativa - SEIO 2000
, Vigo (Spain). 04-07 April 2000.
Ramos, A., Cerisola, S.,
Mejoras computacionales en la descomposición anidada estocástica de Benders
,
XXV Congreso Nacional de Estadística e Investigación Operativa - SEIO 2000
, Vigo (Spain). 04-07 April 2000.
Ramos, A., Cerisola, S.,
Un modelo de coordinación hidrotérmica de corto plazo mediante descomposición anidada estocástica de Benders.
,
6as Jornadas Hispano-Lusas de Ingeniería Eléctrica
, Lisbon (Portugal). 07-09 July 1999.
show 29 conference papers
Books and Book Chapters
Ramos, A., Cerisola, S., Latorre, J.M., Bellido, R., Perea, A., López Rodríguez, E.,
A decision support model for weekly operation of hydrothermal systems by stochastic nonlinear optimization
, in
Stochastic optimization methods in finance and energy
. Editors Bertocchi, M.; Consigli, G.; Dempster, M.A.H. Ed. Springer. Berlin, Germany, 2011.
Ramos, A., Cerisola, S., Latorre, J.M.,
A decision support system for generation planning and operation in electricity markets
, in
Handbook of power systems II
. Editors Pardalos, P.M.; Rebennack, S.; Pereira, M. V.; Iliadis, N.A. Ed. Springer. Berlin, Germany, 2010.
Ramos, A., Cerisola, S., Latorre, J.M., García-González, J.,
Métodos de resolución para programación lineal
, in
Optimización bajo incertidumbre
. Editors Ramos, A.; Alonso-Ayuso, A.; Pérez, G. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
García-González, J., Latorre, J.M., Cerisola, S., Ramos, A.,
Planificación a medio plazo de la generación eléctrica
, in
Optimización bajo incertidumbre
. Editors Ramos, A.; Alonso-Ayuso, A.; Pérez, G. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
Latorre, J.M., Palacios, R., Cerisola, S., Ramos, A.,
OLE-G: Optimizador lineal estocástico orientado a grid
, in
Optimización bajo incertidumbre
. Editors Ramos, A.; Alonso-Ayuso, A.; Pérez, G. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
Cerisola, S., Ramos, A., Latorre, J.M., García-González, J.,
Modelo hidrotérmico detallado
, in
Optimización bajo incertidumbre
. Editors Ramos, A.; Alonso-Ayuso, A.; Pérez, G. Ed. Universidad Pontificia Comillas. Madrid, Spain, 2008.
Latorre, J.M., Cerisola, S., Ramos, A., Bellido, R., Perea, A.,
Creation of hydroelectric system scheduling by simulation
, in
Complex decision making: theory and practice
. Ed. Springer. Berlin, Germany, 2007.
Ramos, A., Cerisola, S., Baíllo, Á., Latorre, J.M.,
Stochasticity in electric energy systems planning
, in
Coping with uncertainty: Modeling and policy issues
. Editors Marti, K.; Ermoliev, Y.; Makowsk, M.; Pflug, G. Ed. Springer-Verlag. Berlin, Germany, 2006.
Cerisola, S., Ramos, A., Baíllo, Á.,
Modelado de algoritmos de descomposición con GAMS
, in
Optimización bajo incertidumbre
. Editors Alonso-Ayuso, A.; Escudero, L.F.; Sala, R. Ed. Tirant lo Blanch. Valencia, Spain, 2004.
Cerisola, S., Ramos, A., Baíllo, Á.,
Aplicaciones en sistemas de energía eléctrica
, in
Optimización bajo incertidumbre
. Editors Alonso-Ayuso, A.; Escudero, L.F.; Sala, R. Ed. Tirant lo Blanch. Valencia, Spain, 2004.
show 10 books and book chapters
Working Papers
Cerisola, S., Jovanovic, N., García-González, J., Barquín, J.,
Decomposing the mean risk problem: a Lagrangian Relaxation approach and its comparison with the Benders decomposition algorithm
, April 2016
Batlle, C., Rodilla, P., Cerisola, S.,
Economic dispatch considering the cost of o&m long-term service agreements
, July 2012
Latorre, J.M., Cerisola, S., Ramos, A., Perea, A., Bellido, R.,
Coordinated hydro power plant simulation for multi-reservoir systems
, February 2012
Cerisola, S., Baíllo, Á., Fernández-López, J.M., Ramos, A., Gollmer, R.,
Stochastic power generation unit commitment in electricity markets: A novel formulation and comparison of solution methods
, February 2012
Latorre, J.M., Cerisola, S., Ramos, A., Palacios, R.,
Analysis of stochastic problem decomposition algorithms in computational grids
, February 2012
Rodilla, P., Baíllo, Á., Batlle, C., Cerisola, S.,
Regulatory intervention to ensure an efficient medium-term planning in electricity markets
, March 2010
Cerisola, S., Latorre, J.M., Ramos, A.,
Stochastic dual dynamic programming applied to nonlinear hydrothermal models
, October 2009
Ramos, A., Cerisola, S., Latorre, J.M.,
A decisión support system for generation planning and operation in electricity markets
, March 2009
Cerisola, S., Latorre, J.M., Ramos, A.,
Stochastic integer programming solution through a convexification method
, January 2007
Latorre, J.M., Cerisola, S., Ramos, A.,
Object oriented simulation and optimization of hydrolectric power systems
, June 2006
Latorre, J.M., Cerisola, S., Ramos, A., Bellido, R., Perea, A.,
Hydroelectric system scheduling by simulation
, January 2006
Cerisola, S., Baíllo, Á., Ramos, A., Gollmer, R.,
Sequential cut refinement method in multistage stochastic integer programming: Application to unit commitment problem
, January 2004
Cerisola, S., Latorre, J.M., Baíllo, Á.,
Scenario tree generation through the neural gas algorithm
, January 2004
Cerisola, S., Ramos, A.,
A finite Benders decomposition algorithm for mixed integer problems, resolution through parametric Branch and Bound
, January 2002
Fernández-López, J.M., Cerisola, S., Baíllo, Á.,
Building optimal offer curves for an electricity spot market: a decomposition solution methodology
show 15 working papers
External Training Courses
Thematic network of optimization under uncertainty
. Carried out for
Ministerio de Educación y Ciencia
. Jan/2007-Jun/2008
Not Available
. Carried out for
REE (Red Eléctrica de España)
. Oct/2002-Nov/2002
show 2 external training courses