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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
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
Invited Professorsand Courses
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
SESO International Thematic Week
http://www.fondation-hadamard.fr/PGMO
COLT 2015
Conference On Learning Theory
http://www.fondation-hadamard.fr/PGMO
Scientific Events
Future
http://www.fondation-hadamard.fr/PGMO
Optimal Control of Partial and Ordinary
Differential Equations
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
Journées du GDR MOA
gdrmoa.mat.cnrs.fr
http://www.fondation-hadamard.fr/PGMO
Journée Industrielle GdR MOA RO
http://www.fondation-hadamard.fr/PGMO
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".
http://www.fondation-hadamard.fr/PGMO
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"
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
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
http://www.fondation-hadamard.fr/PGMO
~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
http://www.fondation-hadamard.fr/PGMO
PRMO ProjectsA wide range of differentoptimization techniques
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
Black-Box
Towards a Complexity Theory for Black Box Optimization (C. Doerr)
Active Learning, Links with Optimization (N. Vayatis)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
Long-Term / Investments
Decomposition/Coordination for smart-grids (P. Carpentier)
Proximal decomposition of Stochastic Zonal Long-Term Energy
Production Planning (P. Mahey)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
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)
http://www.fondation-hadamard.fr/PGMO
Finance
Optimal stochastic control for asset-liability management (F. Bonnans)
http://www.fondation-hadamard.fr/PGMO
Nuclear
Optimization of the Core of a Sodium Fast Reactor (SFR) (O. Pantz)
http://www.fondation-hadamard.fr/PGMO
Nuclear
Optimization of the Core of a Sodium Fast Reactor (SFR) (O. Pantz)
http://www.fondation-hadamard.fr/PGMO
Vehicle routing
Optimization of the vehicle routing problem with electric vehicles(C. Gueret)