Cosmin G. Petra
Assistant computational mathematician @ LANS @ MCS @ ANL

Appointments
 2012present  Assistant computational mathematician, Mathematics and Computer Science Division, Argonne National Laboratory.
 20092012  Postdoctoral Appointee, Mathematics and Computer Science Division, Argonne National Laboratory.
Education
 20062009 Ph.D. in Applied Mathematics  University of Maryland, Baltimore County, Baltimore, Maryland
 20052006 M.S. in Applied Mathematics  University of Maryland, Baltimore County, Baltimore, Maryland
 19982002 B.S. in Mathematics and Computer Science  Universitatea BabeşBolyai, ClujNapoca, Romania
Research Interests
 Numerical optimization
 Stochastic optimization of energy systems
 Large scale linear algebra
 High performance computing
Awards
 DOE Incite Award 20122013, 24 million core hours.
 CoinOR INFORMS Cup, 2013 (with M. Lubin, J. A. J. Hall and M. Anitescu)
Recent publications or in work
 C. G. Petra, V.M. Zavala, E. N. Ruiz, M. Anitescu, Economic Impacts of Wind Covariance Estimation on Power Grid Operations. Submitted to IEEE Power Systems, ANL preprint.
 N. Chiang, C. G. Petra, V. M. Zavala, Structured Nonconvex Optimization of LargeScale Energy Systems Using PIPSNLP. Submitted to 18th IEEE Power Systems Computations Conference.
 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., 362, pages C139C162, 2014. DOI.
 C. G. Petra, O. Schenk, M. Anitescu. Realtime Stochastic Optimization of Complex Energy Systems on High Performance Computers. Accepted to Computing in Science & Engineering (CiSE), ANL preprint.
 M. Lubin, J. A. J. Hall, C. G. Petra, and M. Anitescu. Parallel distributedmemory simplex for largescale stochastic LP problems., Computational Optimization and Applications 55(3), pages 571596, 2013, DOI , ANL preprint. CoinOR INFORMS 2013 Cup winner.
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Recent talks
 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 highperformance computers, Informs Annual Meeting (2012), Informs Computing Society (2013), SIAM CSE (2013)
 Higherorder Confidence Intervals for Stochastic Programming using Bootstrapping, Informs Annual Meeting (2012)
 On Parallelizing Dual Decomposition in Stochastic Integer Programming, Informs Annual Meeting (2012)
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