the gaspard monge program for optimisation and …...smai-mode 2016 gdrmoa.mat.cnrs.fr...

The Gaspard Monge Program for

Optimisation and operational research

2015 Review

PGMO Days 2015October 27th, 2015

Sandrine CharoussetStéphane Gaubert

http://www.fondation-hadamard.fr/PGMO

FMJH and PGMO : organisation, main

research topics

Invited Professors

Scientific events

Review of PGMO Projects

Agenda



What is PGMO ?

A joint initiative of EDF and the Jacques Hadamard Mathematical

Foundation (FMJH)

A new kind of research partnership :Based on corporate patronage (non-profit support)

For optimization and operations research

Involving academic and industrial researchers

Main objectives :Develop a research community

Stimulate joint research projects

Support and improve education in optimization

Promote job opportunities for students in this field



Organization of PGMO

PGMO is a program of the FMJH

A general optimization program (PRMO)

Optimization education

Scholarships (4 were attributed in 2012, 4 in 2013, 1 in 2014, 2 in

2015)

Support for optimization classes

Promote industrial job opportunities

Academic research projects

Seminars, workshops, conferences…

Optimisation and Energy Research Initiative (IROE)Focused on industrial applications in the field of energy

Created at the instigation of EDF



PRMO and IROE projects

Projects are open to any academic researchers in France and abroad (but at least one french partner isrequired)

IROE projects involve EDF and academic researchers

Due to the non-profit character of EDF patronage, all resultsof PGMO projects are made freely available to the community

Other industrial partners are welcome to join in sponsoring new dedicated initiatives

PGMO is not yet another funding agency ! Collaboration and networking is strongly encouraged

Projects can be of various sizes



Academic research projects, publications, Joint applied research

projects, Optimization algorithms and open software, …

Gaspard Monge Program for Optimization and operations researchCoordinator : Stéphane Gaubert

Research Initiative « Optimization and Energy » (IROE)

Managing Officer : Sandrine Charousset

Joint research projects

« Mathematical Research

on Optimisation » (PRMO)

Other Future Research Initiatives

Seminars, conferences, Web

site

Organization of PGMO

Master classes, training,

scholarships

EducationResearch projectsSeminars and Conferences



Governance

Steering Commitee

Florian de Vuyst (ENS Cachan)

Gregoire Allaire (Ecole Polytechnique)

Hans Rugh (FMJH, Paris-Sud)

Eric Lunéville (ENSTA)

Bertrand Maury (Paris-Sud)

Executive Board

Stéphane Gaubert (INRIA, Coordinator

of PGMO)

Grégoire Allaire (Ecole Polytechnique)

Frédéric Bonnans (INRIA, Ecole

Polytechnique)

Pierre Carpentier (ENSTA)

Sandrine Charousset (In charge of

IROE, EDF R&D)

Michel Minoux (UPMC)

Scientific Council

Alexandre d'Aspremont (CNRS-

ENS Ulm)

Marie-Christine Costa (ENSTA)

Michel de Lara (Ponts)

Laurent Dumas (UVSQ)

Leo Liberti (Ecole Polytechnique)

Patrice Perny (UPMC)

Filippo Santambrogio (Paris-Sud)

Roberto Wolfler Calvo (Paris-

Nord)

FMJH Scientific Council

representative



Invited Professorsand Courses



Invited Professors and Courses 2012-2015

2012

2013

2014

2015/16

Giuseppe Buttazzo (Univ Pisa) : «Topics in Shape

Optimization »

Laurent El Gahoui (Univ Berkeley) : « Robust Data

Approximation for Large-Scale Convex Programs »

Arkadii Nemirovsky (Georgia Tech) : «Saddles points

and statistical estimation »

Georg Pflug (University of Vienna) : « Bi-level

stochastic programming »

Advanced Courses at Ecole Polytechnique in the Paris

Saclay Optimisation Master2, open to both M2 Students

and Researchers :

Youri Nesterov (20 -22 jan 2016)

Jean-Bernard Lasserre (29 feb, 1-8 march 2016)



Scientific Events



PGMO-COPI’14



SESO International Thematic Week



COLT 2015

Conference On Learning Theory



Data 2015



Terryfest



SIAM CT 15



Scientific Events

Future



ICSP 2016



MAORI Workshop



Optimal Control of Partial and Ordinary

Differential Equations



ESGI 2016



ROADEF 2016



SMAI-MODE 2016

gdrmoa.mat.cnrs.fr

Mode2016.sciencesconf.org

Conférenciers :Guillaume Carlier (Paris Dauphine)Jacek Gondzio (Edinburgh)Monique Laurent (Tilburg, Pays Bas)Vianney Perchet (Paris Diderot)Fabien Mangeant (Airbus)Rida Laraki (Paris Dauphine)



Journées du GDR MOA

gdrmoa.mat.cnrs.fr



Journée Industrielle GdR MOA RO



PGMO seminars

10 seminars during the last year

Jonas Schweiger (CPLEX Optimization, IBM Italy) : "Operation and

Optimization of Gas Transmission Networks".

Ivana Ljubic (ESSEC Business School of Paris, France) : "On optimal

design of charging stations for electric vehicles".

Vincent Leclere (Ecole des Ponts CERMICS) : "Safe

elimination of variables and applications".

Jeff Linderoth (University of Wisconsin-Madison,

USA) : "A cycle-based formulation and valid

inequalities for DC power transmission problems

with switching".

René Aid (EDF R&D) : "An optimal trading problem in intraday electricity

markets".



PGMO seminars

Faisal Wahid (Ecole Polytechnique and University of Auckland New

Zealand) : "Solving the stochastic hydro-bidding problem using a mixed

integer dynamic approximation scheme".

Nelson Maculan (Professor Emeritus, Federal University of Rio de

Janeiro, Brazil) : "Two Applications of Mixed Integer Nonlinear

Programming (MINLP) in Rn: the Euclidean Steiner Tree Problem and

Covering a Solid with Different Spheres".

Youcef Sahraoui (EDF R&D / LIX) : "Dealing with

real-world data and modelling of a short-term

hydro-power unit-commitment problem"

Raouia Taktak (LIX) : "Short-term Unit

Commitment Problem in Hydro Valleys: Overview

and Reformulations"



Research Projects



PGMO call for projects

TopicsResearch Projects (Optimisation)Teaching projects

3 kinds of projectsA : trainees, material, trips, invitations ...

B : PHD, post-doc, invited researchers

Open to all academic teams

C : Invited professor

● In Saclay laboratories

Criterias for elected projects● Scientific quality at the highest international level● Cooperation and networking between different teams● Projects organising seminars and workshops in Saclay,● Projects with young researchers,● Applications to industry



Next call for projects

Call for project published December 2015

Submission around end of February 2016

New : Single phase submission (only one -final-

document). The members of the scientific committee

are allowed to contact the proposer in cases where a

complement of information may be needed.

New : Eligibility criterias will be available on the web

site

Results June 2016



~80 projects

2012 : 21 projects (7 PRMO, 14 IROE)

2013 : 14 new projects (10 PRMO, 4 IROE) +14 ongoing projects

2014 : 17 new projects (13 PRMO, 4 IROE) + 20 ongoing projects

2015 : 26 new projects (18 PRMO, 8 IROE) + 11 ongoing projects

2012-2015 Projects



PRMO ProjectsA wide range of differentoptimization techniques



Stochastic

Adjustable robust optimisation applied to network design problems (M. Poss)

Copositive Optimization under uncertainty (CO2U) (A. Lisser)

STORY: Stochastic and Robust Optimization and Applications (M. de Lara)

Compact linearization techniques for chance-constrained combinatorial problems(VH Nguyen)

Latin America Stochastic Optimization Network (LASON) (B. Pagnoncelli)

Generalized framework for robust approximated approach to chance-constrainedoptimization problems (D. Nace)

Paris-London network on stochastics and optimization in renewable energy (T. Pennanen

Combinatorial optimization/Optimization and uncertainties (R. Figuereido)



Combinatorics

Programmation linéaire colorée : aspects géométriques, combinatoires et algorithmiques (F. Meunier)

E fficient exact algorithms for Graph Partitioning Problems (R. Mahjoub)

Quadratic convex reformulation for mixed-integer quadratic programming (S. Elloumi)

Mathematical Programming based Algorithms in Non-linear Combinatorial Optimization (KT. Nguyen)

Combinatorial Optimization with Multiple Resources and Energy Contraints (S. Ngueveu)

QPLIB2014: a Library of Quadratic Programming Instances (F. Furini)

Hybrid Approaches Combining Metaheuristics and Methods of Mathematical Analysis for Discrete Trace Ratio Optimization Problem (M. Bellalij)

Steiner Tree Problems in Distribution Networks (JK Hao)

Towards the design of efficient local search based on fitness landscape analysis (M. Basseur)

Global solution of mixed-integer polynomial optimization problems through quadraticreformulation (A. Lambert)

BENMIP:A Generic Bender Decomposition -based (Mixed) Integer Programming Solver (S. Gelareh)



Games

NOUGAT – Non-Unique Optimization and Game Theory (V. Perchet)

LMG – Limit game: asymptotic analysis of two person zero-sum dynamic games (G. Vigeral)

COGLED– Convergence of gradient-like and evolutionary dynamics (S. Sorin)

Stochastic Revision Games (SRG) (T. Tomala)

Search and Surveillance Games: Theory, Algorithms and Applications (S. Angelopoulos)

Strategic design optimization problem under stochastic user equilibrium constraints (Y. Hayel)



Optimal control and calculus of variations

PASTOR : perturbation analysis for deterministic and stochastic optimal control problems (F. Silva)

COGLED– Convergence of gradient-like and evolutionary dynamics (H. Zidani)

Continuous Approximation Methods for optimal networks (MACRO) (F. Santambroggio)

Optimal control of partial differential equations using parameterizing manifolds, model reduction, and dynamic programming (A. Kroener)

Robust optimization for control (D. Noll)

Geometric Optimal Control (L. Rizzi)

Stochastic Control under State Constraints (P. Bettiol)



Black-Box

Towards a Complexity Theory for Black Box Optimization (C. Doerr)

Active Learning, Links with Optimization (N. Vayatis)



Applications of Optimization

Optimization for Imaging (M. Kowalsky)

Global derivative free optimization with sparse grids (F. Delbos)

Vehicles sharing systems: modelling, analysis and optimisation (C. Frikker / V. Jost)

OPTIBIO : New challenges in the optimal control of bioprocesse (T. Bayen)

How Randomness Helps in Scheduling Problems (F. Pascual)

Optimisation sous contraintes de fiabilité de systèmes complexes – Application à l’ancrage des supports d’éolienne flottante (J. Garnier)

Stochastic Optimization for Planning Remanufacturing Activities in Reverse Supply Chains (C. Gicquel)

Solar Forecasting with Epi-Splines (V. Leclere)



Algebraic methods and Global Optimization

Tropical Methods in Optimization (X. Allamigeon)

SALADOUS – Semi-algebraic approaches to doubly sparse problems (J. Bolte)

Polynomial Optimization (JB. Lasserre)

Covering Balls Techniques (COBALT) for nonconvex optimization (Y. Tseevendorj)

Sparse variational classification by proximal splitting (P. Combettes)



IROE Projects



Scheduling outages for nuclear plants

Optimization of the scheduling of the Nuclear Power Plant stops (R. Wolfler)

Stochastic Nuclear Outage problems with chance constraints (A. Lisser)

Dantzig-Wolfe and Benders decompositions applied to the problem of the scheduling of the Nuclear Power Plant stops withuncertainties (F. van der Beck)



Short terme Optimization of electricity

Generation Schedules

Stochastic Optimization for Unit-Commitment problems (M. Minoux / R. Henrion)

Consistent Dual Signals and Optimal Primal Solutions (A. Frangioni)

Learning Constraints for Reducing Combinatorics (N. Beldiceanu)

A Stochastic Programming Approach to Finding Robust Reference Schedules for the Unit Commitment problem (K. Mc Kinnon)

Learning4opt (E. Rachelson)

Hybrid Approaches Combining Metaheuristics and Methods of Mathematical Analysis for Environmental Unit Commitment Problem (HACE) (S. Hanafi)

STORY: Stochastic and Robust Optimization and Applications (L. el Ghaoui)

Optimization & stability of stochastic unit-commitment problems(M. Théra)



Markets / Equilibrium

Nash equilibria for the valuation of offers in the management of daily production : the point of view of the producer (D. Aussel)

Design and Pricing of Electricity Services in a CompetitiveEnvironment (L. Brotcorne)



Long-Term / Investments

Decomposition/Coordination for smart-grids (P. Carpentier)

Proximal decomposition of Stochastic Zonal Long-Term Energy

Production Planning (P. Mahey)



Hydro-Valleys (short to medium term)

Decomposition/coordination methods in stochastic optimal control (P. Carpentier)

Optimality for Tough Combinatorial Hydro Valley Problems (C. d’Ambrosio)

Hydro-electric scheduling under uncertainty (A. Phillpott)

Decomposition and feasibility restoration for Cascaded ReservoirManagement (C. D’Ambrosio)



Decentralised Optimization / Smart Grids

Robust optimal sizing of an hybrid energy stand-alone system (MC. Costa)

« Cabling » optimisation for Smart-Grids (MC. Costa)

Centralized versus Decentralized Energy Management in a Stochastic Setting (B. Pagnoncelli)

Decentralized control for renewable integration in smart-grids (A. Busic)

Softwares for Optimizing in Smart-Grids (LORI) (M. de Lara)

Smart Methods for the Grid (H. Le Cadre)

Decentralised optimization and smart-grids (E. G. Talbi)



Finance

Optimal stochastic control for asset-liability management (F. Bonnans)



Nuclear

Optimization of the Core of a Sodium Fast Reactor (SFR) (O. Pantz)



Vehicle routing

Optimization of the vehicle routing problem with electric vehicles(C. Gueret)


the gaspard monge program for optimisation and …...smai-mode 2016 gdrmoa.mat.cnrs.fr...

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