2022
- Streamlining nonlinear programming on GPUs: towards a vectorized modeler?
JuMP-dev (hosted at JuliaCon), online. July 29th, 2022.
[slides]
- Reduced-space interior-point: a GPU accelerated comeback.
ICCOPT 2022, Bethlehem. July 28th, 2022.
[slides]
- Batch second-order adjoint sensitivity for reduced space methods.
SIAM PP22, online, February 25th, 2022.
[slides]
2021
- Solving large-scale optimal power flow problems with GPU accelerators.
INFORMS Annual Meeting, online, October 27th, 2021.
[slides]
- Towards nonlinear programming on the GPU.
JuMP-dev (hosted at JuliaCon), online, July 30th, 2021.
[slides] [video]
- Solving Optimal Power Flow on GPUs in Julia.
SIAM Conference on Computational Science and Engineering (CSE), online,
March 3rd, 2021.
[slides]
2020
- "Interior point methods for logistic regression" (joint work with Rubing Shen).
Journées SMAI MODE, online, September 7th, 2020.
[slides]
2019
- "Decomposing Dynamic Programming. From global to nodal value functions".
- Center for Nonlinear Studies, Los Alamos National Lab (Los Alamos, NM), January 8th, 2020.
- MCS, Argonne National Lab (Lemont, IL), December 9th, 2019.
- "Interior point methods for logistic regression" (presented by Rubing Shen).
PGMO days, EDF Labs (Palaiseau), December 4th, 2019.
[slides]
- "Solving large-scale NLP problems with JuMP and Knitro".
Journée Julia Nantes, Université de Nantes, June 17th, 2019.
[slides]
2018
- "Decomposing Dynamic Programming equations ".
- Séminaire EDF R&D, Palaiseau, July 19th, 2018. [slides]
- ISMP, Bordeaux, July 5th, 2018. [slides]
- SESO, ENPC (Champs-sur-Marne), May 24th, 2018. [slides]
2017
- "Optimization of Energy Production and Transport --- A stochastic decomposition approach ".
- PGMO Days, EDF Labs (Palaiseau), November 14th, 2017. [slides]
- GdR MOA-MIA, Bordeaux, October 18th, 2017. [slides]
- SESO, ENPC (Champs-sur-Marne), May 31st, 2017. [slides]
- Workshop on Variational and Stochastic Analysis, CMM (Santiago), March 16th, 2017. [slides]
- "Dual Approximate Dynamic Programming for Large Scale Hydro
Valleys ". ECSO, Roma, September 20th, 2017. [slides]
- "Comparison of MPC and SDDP to manage an urban district ---
Towards stochastic decomposition ". Optimization for Energy
Management (IETR AUT Seminar), Supélec Rennes, August 29th, 2017.
[slides]
- "Introduction to Stochastic Dynamic Programming". Universidad Tecnica Federico Santa Maria (UTFSM), Valparaiso, Chile. March 14th, 2017.
[slides]
2016
- "Optimal control of a domestic microgrid ".
- PGMO Days, EDF Labs (Palaiseau), 9 November 2016. [slides]
- International Conference on Stochastic Programming (ICSP), Buzios (Brazil), July 1st, 2016. [slides]
- Smart Energy and Stochastic Optimization (SESO), ENPC (Champs-sur-Marne), June 2nd, 2016. [slides]
- "Optimal control of a microgrid with Combined Heat and Power Generator ".
Universidad Adolfo Ibanez, Santiago, Chile. January 19th, 2016.