[Opt-Net] PhD Position on Dynamic Integer Programming for Energy in Prague

[kunguvya at fel.cvut.cz]

Czech Technical University in Prague is seeking a PhD student to  
conduct research on real time optimization of time-varying  
mixed-integer programs as a part of a project associated with CEZ, the  
largest utility in Central and Eastern Europe with extensive  
activities in the generation, distribution, trade in, and sales of  
electricity and heat, as well as trade in and sales of natural gas.

The student will be responsible for developing methods that are able  
to efficiently track a solution of a mixed integer linear and  
nonlinear programs as coefficients of the problem changes  
continuously, analyzing their properties theoretically, and  
implementing them in prototypes. The optimization problems arise in  
mathematical models for unit commitment and trading power and  
ancillary services in response to changing demand and order book. To  
improve computational tractability, semidefinite relaxations of the  
integer programs will be used, which transform the  problem into a  
convex one. Important details regarding the relationship of these  
relaxations to the integer solutions, and the computational  
implications, will be the focus of the PhD study.

The PhD student will be co-supervised by Vyacheslav Kungurtsev and  
Jakub Marecek. A degree in mathematics, computer science, or similar,  
proficiency in written and spoken English, and competence with  
programming are expected of the applicant. If in interested, please  
send a CV and motivation letter to vyacheslav.kungurtsev at fel.cvut.cz

For more details, please see the contemporary references based on the  
work of Toni Bellon, a PhD student of Vyacheslav and Jakub just  
graduating:
Bellon et al, MOR 2024, https://arxiv.org/pdf/2104.05445.pdf
Bellon et al., SIAM Optimization 2024, https://arxiv.org/pdf/2210.08387.pdf
Liu et al., submitted, https://arxiv.org/abs/2211.02939

The position is full-time, available immediately, and limited to 3  
years in the first instance. The studentship comes with a monthly  
salary adjusted to approximately match the average salary in Prague,  
the Czech Republic (which currently stands at approximately EUR 23K  
p.a. before a notably low tax), and a travel budget. CTU’s offices are  
centrally-located with easy access to local attractions (as well as a  
view of Prague Castle).

Czech Technical University (CTU) is the oldest non-military technical  
university in Europe. CTU’s Artificial Intelligence Center (AIC) with  
a staff of 150 is widely recognized as one of the best in the region.  
CSRankings.org currently ranks CTU at number 7 in Europe within AI and  
Computer Vision, after ETH Zurich, Technion, Imperial, Max Planck,  
EPFL and TU Munich.