[DMANET] Open post-doc position at LIX, Ecole Polytechnique

Postdoctoral fellowship on the topic "Optimality for Tough Combinatorial
Hydro Valley Problems" CALL RENEWAL due to some bureaucracy delays

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 January
2013 (the position will be open until it is filled).
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.

For more details on the project and updates on the position, please refer
to the project web site:
http://www.lix.polytechnique.fr/~dambrosio/PGMO.php

The project involves people from the academia and from EDF:
- Wim van Ackooij, OSIRIS, EDF Research and Development (France)
- Claudia D'Ambrosio, CNRS-LIX, Ecole Polytechnique (France)
- Grace Doukopoulos, OSIRIS, EDF Research and Development (France) -
Antonio Frangioni, DI, University of Pisa (Italy)
- Claudio Gentile, IASI, CNR (Italy)
- Frederic Roupin, LIPN, Paris 13 (France)
- Tomas 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 (AMPL/OPL), 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 1800-2200EUR/month. The contract comes with
funds for buying PCs and for travels.

Please contact Claudia D'Ambrosio (dambrosio@lix.polytechnique.fr) for
questions and to apply for the position.

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





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