[DMANET] Postdoctoral fellowship at LIX, Ecole Polytechnique (France)

Postdoctoral fellowship on the topic "Optimality for Tough Combinatorial
Hydro Valley Problems"

A postdoctoral position for 12 months, financed by the Fondation
mathematique Jacques Hadamard through the Gaspard Monge Program for
Optimization and Operation Research (see,
http://www.fondation-hadamard.fr/PGMO ) will open at LIX, the Laboratory
for Computer Science at the Ecole Polytechnique (France), from September
2012. The project will also involve some researchers from EDF R&D.

In Energy Management, the Unit commitment problem aims at computing the
optimal production schedule for a hydro-thermal energy mix. This schedule
is then executed to meet customer demand in real time the next day. As
such, feasibility of the schedule is a key requirement. In order to solve
the unit-commitment problem efficiently in finite time, decomposition
methods based on Lagrangian relaxation are employed. These methods then
require that various smaller sub-problems are resolved quickly. One such a
sub-problem is optimization of a hydro valley (on a price signal). When
continuous, such a problem is easily solved to optimality by any current
LP solver. However, the introduction of combinatorial elements as a result
of the quest for feasible schedules, leads to far tougher hydro valley
problems. This is especially true for some of the larger French Hydro
valleys. Indeed, solving some of these up to several % of optimality might
already require several minutes. Multiplying this with the number of
iterations of the global decomposition schedule, one ends up with too much
computation time for the optimization software to be of operational use.
It therefore becomes apparent that efficient reformulations, or further
decomposition should be looked into. This is exactly the objective of the
current post-doc program.

The project involves people from the academia and from EDF:
- Claudia D'Ambrosio, CNRS-LIX, Ecole Polytechnique (France), project
leader - Frederic Roupin, LIPN, Paris 13 (France)
- Claudio Gentile, IASI, CNR (Italy)
- Wim van Ackooij, OSIRIS, EDF Research and Development (France)
- Grace Doukopoulos, OSIRIS, EDF Research and Development (France) -
Tomasz Simovic, OSIRIS, EDF Research and Development (France)

The candidate should preferably have: a PhD in Operations Research,
Mathematics, Computer Science, Engineering with experience in mathematical
programming, and large-scale mixed integer linear problems; experience in
using and implementing through the most common OR tools (mathematical
programming languages, commercial and open-source optimization solvers,
C/C++ language).

The postdoctoral fellow will work at LIX, Ecole Polytechnique
(www.lix.polytechnique.fr) within the SYSMO team
(http://www.lix.polytechnique.fr/sysmo/) and will interact and collaborate
with all the people involved within the project.

The precise salary is difficult to evaluate. We know the gross salary, but
this also pays for benefits, taxes on the employer's side, taxes on the
employee's side, and revenue tax, which depends on the individual
situation. Experience tells us that the worst case for the net salary,
after all tax, is in the range 1900-2200EUR/month.

Please contact Claudia D'Ambrosio (dambrosio@lix.polytechnique.fr) for
questions and to apply for the position. If you are interested and are
going to participate to ISMP 2012, feel free to contact Claudia D'Ambrosio
to set up a meeting in Berlin.

The required documents (in pdf format) are:
- Detailed CV including a complete list of publications.
- PhD thesis.
- Motivation letter.





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