Argonne National Laboratory

Cosmin G. Petra

Assistant computational mathematician @ LANS @ MCS @ ANL

  • Address:
    Laboratory for Advanced Numerical Simulations
    Mathematics and Computer Science Division
    Argonne National Laboratory
    9700 S. Cass Avenue, Bldg. 240
    Argonne, IL 60439, USA
  • Phone/Fax: (630) 252-6583 / (630) 252-5986
  • E-mail: username: petra   domain: mcs.anl.gov
Cosmin G. Petra

Appointments

  • 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.

Education

  • 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

Research Interests

  • Numerical optimization
  • Stochastic optimization of energy systems
  • Large scale linear algebra
  • High performance computing

Awards

  • 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.
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