Cosmin G. Petra
Assistant computational mathematician @ LANS @ MCS @ ANL
- 2012-present - Assistant computational mathematician, Mathematics and Computer Science Division, Argonne National Laboratory.
- 2009-2012 - Postdoctoral Appointee, Mathematics and Computer Science 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
- Numerical optimization
- Stochastic optimization of energy systems
- Large scale linear algebra
- High performance computing
- DOE Incite Award 2012-2013, 24 million core hours.
- Coin-OR INFORMS Cup, 2013 (with M. Lubin, J. A. J. Hall and M. Anitescu)
Recent publications or in work
- C. G. Petra, E. N. Ruiz, M. Anitescu, V. M. Zavala, On the role of proper wind covariance estimation in the power grid economic dispatch. To be submited.
- C. G. Petra, O. Schenk, M. Anitescu. Real-time Stochastic Optimization of Complex Energy Systems on High Performance Computers. Accepted to Computing in Science & Engineering (CiSE), ANL preprint.
- C. G. Petra, O. Schenk, M. Lubin, K. Gaertner. An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization. Accepted to SIAM Journal on Scientific Computing (SISC), 2014, ANL preprint.
- M. Anitescu, C. G. Petra. Higher-Order Confidence Intervals for Stochastic Programming using Bootstrapping. To be submitted, ANL preprint.
- M. Lubin, K. Martin, C.G. Petra, and Burhaneddin Sandikic. On parallelizing dual decomposition in stochastic integer programming. Operations Research Letters 41(3), pages 252-258, 2013, DOI , ANL preprint.
- 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.
- On the role of wind correlation in the economic dispatch of power grid systems, SIAM Conference on Uncertainty Quantification (2014)
- Stochastic optimization of complex energy systems on high-performance computers, Informs Annual Meeting (2012), Informs Computing Society (2013), SIAM CSE (2013)
- Higher-order Confidence Intervals for Stochastic Programming using Bootstrapping, Informs Annual Meeting (2012)
- On Parallelizing Dual Decomposition in Stochastic Integer Programming, Informs Annual Meeting (2012)