PhD position proposal 2011
Luce Brotcorne
Senior Researcher
Dolphin research group, INRIA - LIFL, Lille
Description
The electricity supply industry is facing in many countries a restructuring process towards deregulation and competition. In that context classical marginal cost based approaches based on estimation of cost production function and demand functions are not well-suited anymore. Indeed, the energy prices have to be defined not only to retrieve the production costs but also in order to take into account the consumer behavior. Consumers make their choice of service, or of energy provider in order to minimize their disutility values. Failing to recognize that may lead to tremendous lack on revenues.
In order to capture this hierarchical decision process where a leader (the energy provider) takes explicitly into account the reaction of a follower (the consumers) in his decision process (see for example [1]) the energy pricing problems addressed in this subject are modeled as bilevel programs.
Bilevel approaches have first been applied to tariff setting problems on networks by Labbé et al. [8]. Exact and heuristic solution methods have been developed (see for example [1,4]). These models led to real life applications in rail transportation, air transportation or telecommunication ([3,5,6]). Up to now, bilevel approaches in the energy field have only addressed spot price markets where the actors are energy operators [7]..
Objectives
The core subject of this work lies first in the design of energy pricing bilevel models to capture the new type of interactions between provider and consumer in a deregulated market. Next efficient solution methods have to be developed and implemented. Exact methods as well as heuristic methods will be under consideration depending on the complexity of the addressed problems.
The models may differ by the underlying deregulation rules or by the consumer behavior models.
Environment
The Dolphin project-team ( http://dolphin.lille.inria.fr ) works at the INRIA Lille-Nord Europe research center, around metaheuristics as well as parallel and cooperative multi-criteria optimization or bilevel optimization. We are seeking applications for a full-time PhD studentship in the area of Non Linear Optimization or Operations Research, starting in October 2011 (ideally).
Required Skills and Profile
• Non Linear Optimization, Combinatorial Optimization,
• Object-oriented design and programming, C++,.
Supervisor
• Luce Brotcorne, INRIA Lille Nord Europe, Luce.Brotcorne@inria.fr
Bibliography
[1] Brotcorne L., Cirinei F., Marcotte P., Savard G . ( 2010 ), An exact algorithm for the network pricing problem, Discrete Optimization , available online.
[2] Brotcorne L., Marcotte P., Savard G . ( 2008 ), Bilevel Programming: The Montreal School , INFOR , 48, pp. 231-246.
[3] Brotcorne L., Labbé M., Marcotte P., Savard G . ( 2008 ), Joint Design and Pricing on a network, Operation Research , 56, pp. 1104-1105.
[4] Brotcorne L., Labbé M., Marcotte P., Savard G. ( 2001 ), A bilevel model for toll optimization on a multicommodity transportation network, Transportation Science , 35, pp. 1-14.
[5] Bouhtou M., Erbs G., Minoux M. (2007), Joint optimization of pricing and resource allocation in competitive telecommunications networks, Networks, 50 , pp. 37-49.
[6] Côté J.-P., Marcotte P. , Savard G . (2003) , A Bilevel Modeling Approach to Pricing and Fare Optimization in the Airline Industry , Journal of Revenue and Pricing Management , pp. 23-36.
[7] Fampa M., Barroso L.A., Candal D. Simonetti L. (2008), Bilevel optimization applied to strategic pricing in competitive elecetricity markets, Computational Optimization and Applications, 39, pp. 121-142.
[8] Labbé M., Marcotte P., Savard G. ( 1998 ), A bilevel model of taxation and its application to optimal highway pricing, Management Science , 44, pp. 1608-1622.
**********************************************************
*
* Contributions to be spread via DMANET are submitted to
*
* DMANET@zpr.uni-koeln.de
*
* Replies to a message carried on DMANET should NOT be
* addressed to DMANET but to the original sender. The
* original sender, however, is invited to prepare an
* update of the replies received and to communicate it
* via DMANET.
*
* DISCRETE MATHEMATICS AND ALGORITHMS NETWORK (DMANET)
* http://www.zaik.uni-koeln.de/AFS/publications/dmanet/
*
**********************************************************
Posts
