Talks

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.