The CMA is hiring a Post-doctoral Researcher (M/W) for a position in Computational Stochastic Optimization
Applications are invited for a one-year postdoctoral position at the Centre de Mathématiques Appliquées (CMA) of Mines Paris PSL. The position will be funded by PGMO (Programme Gaspard Monge pour l’Optimisation) as part of the project « Linear Chance-Constrained Programming: A computational tool. »
The project will be conducted at CMA, located in Sophia Antipolis, France. The successful candidate will work closely with Welington de Oliveira (CMA) and Wim van Ackooij (Électricité de France – EDF) and is expected to make periodic visits to the EDF labs in Paris.
Your challenges and responsabilities:
The successful candidate will implement a new solver for a class of optimization problems with probability constraints. She/He will be responsible for coding some optimization algorithms in the Julia programming language. While the motivating applications come from energy management, the implemented solver will be general enough to handle any application fitting into the considered setting.
Profile:
Knowledge and skills:
- A PhD degree in Applied Mathematics, Computer Science, Engineering, or related fields
- Strong background on numerical optimization
- Strong programming skills
- Knowledge of probability theory
- Proficiency in English
Soft skills : Ability to work in a team
Interested candidates are asked to submit a complete application including:
- Curriculum Vitae
- List of publications
- Names and email addresses of two references
