Cosmin G. Petra
Asst. computational mathematician @ LANS @ MCS @ ANL
- 2012-present - Asst. computational mathematician, MCS Division, Argonne National Laboratory.
- 2009-2012 - Postdoctoral Appointee, MCS Division, Argonne National Laboratory.
- 2006-2009 Ph.D. in Applied Mathematics - University of Maryland, Baltimore County, Baltimore, Maryland
- 2005-2006 M.S. in Applied Mathematics - University of Maryland, Baltimore County, Baltimore, Maryland
- 1998-2002 B.S. in Mathematics and Computer Science - Universitatea Babeş-Bolyai, Cluj-Napoca, Romania
- Honorable mention - COAP 2011 Best Paper Prize
- DOE Incite Award 2012-2013, 24 million core hours
- 2013 COIN-OR INFORMS Cup
- COAP 2013 Best Paper Prize
- High-performance computing algorithms for large scale optimization
- Optimization, control, and design of energy systems under uncertainty
- Scientific computing and extreme-scale computing
- Uncertainty quantification
- C. G. Petra, F. A. Potra, A Homogeneous Model for Monotone Mixed Horizontal Linear Complementarity Problems, submitted to SIAM Journal on Optimization, 2015. ANL preprint.
- C. G. Petra, V.M. Zavala, E. N. Ruiz, M. Anitescu, Economic Impacts of Wind Covariance Estimation on Power Grid Operations. to be submitted, 2015. ANL preprint.
- J. Huchette, M. Lubin, C. G. Petra, Parallel algebraic modeling for stochastic optimization. Accepted to the First Workshop for High Performance Technical Computing in Dynamic Languages (HPTCDL), SC'14. ANL preprint.
- C. G. Petra, Olaf Schenk, Miles Lubin, Klaus Gaertner. An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization. SIAM J. Sci. Comput., 36-2, pages C139-C162, 2014. DOI.
- C. G. Petra, O. Schenk, M. Anitescu. Real-time Stochastic Optimization of Complex Energy Systems on High Performance Computers. Computing in Science & Engineering (CiSE) 16(5), pages 32-42. DOI.
- M. Lubin, J. A. J. Hall, C. G. Petra, and M. Anitescu. Parallel distributed-memory simplex for large-scale stochastic LP problems., Computational Optimization and Applications 55(3), pages 571-596, 2013, DOI , ANL preprint. Coin-OR INFORMS 2013 Cup winner + 2013 COAP Best Paper.
Recent talks (selected)
- Parallel algebraic modelling for stochastic optimization in Julia, Platform for Advanced Scientific Computing (PASC) Conference (2015)
- On the role of wind correlation in the economic dispatch of power grid systems, SIAM CSE (2015), SIAM UQ (2014)
- Stochastic optimization of complex energy systems on high-performance computers, Informs Computing Society (2015)