Postdoc in Operations Research: Advanced Solution Methods for Stochastic Optimization

The Department of Technology, Management and Economics at DTU invites applications for a Postdoc project to develop algorithms for solving stochastic optimization problems and testing on real-life data.
The Department of Technology, Management and Economics at DTU invites applications for a Postdoc project to develop algorithms for solving stochastic optimization problems.

You will be responsible for developing solution methods for stochastic optimization (with the rest of the team), finding relevant real-life benchmark tests, and comparing our developed methods against state-of-the-art.

As part of the project, you will implement and test algorithms, and further develop your skills in writing scientific papers.

Research area and project description
In the ERC-funded project DECIDE we aim at developing a new generation of heuristic and exact methods for two-stage stochastic optimization problems. The goal is to be able to solve considerably larger problems than before, involving many scenarios for the future. In particular, we will use AI-based methods as part of the solution process to generate scenarios and guide the search.

We will benchmark the developed methods against state-of-the-art methods for stochastic programming as well as testing the solvers on real-life problems. When benchmarking against state-of-the-art methods, we will study smaller, synthetic problems where we are able to find the optimal solution using existing methods. A main goal is that we should provide similar quality of solutions as existing methods, while providing more insight and flexibility.

The techniques will also be tested on a set of real-life energy investment and infrastructure problems.

The aim of the Postdoc project is to take part in the algorithm development team; to find relevant real-life benchmark tests, and to compare our developed methods against state-of-the-art.

You will join a strong academic team at DTU Management’s Management Science division. Three PhD students and four Postdocs will work on the project, as well as several international experts in operations research.

The project is headed by Professor David Pisinger who has published several papers in the field and supervised more than 30 PhD students.

DECIDE is funded by the European Research Council (ERC-2022-ADG).

Responsibilities and qualifications
As part of the DECIDE project you will be working on developing next generation of tools for decision making under uncertainty. You must:

• Have experience in AI Models (e.g. Variational Autoencoders, Normalized Flows, Generative Adversarial Networks)
• Know MIP-models and how to solve them with CPLEX / Gurobi.
• Have knowledge about implementation of metaheuristics.
• Have some knowledge about stochastic optimization.
• Perhaps have some domain knowledge about energy investment models or infrastructure extension models.
• Be passionate for research and for pushing the scientific frontiers.
• Have excellent programming skills.
• Possess good collaboration skills.
• Be fluent in English, spoken as well as written.

As a formal qualification, you must hold a PhD degree (or equivalent).

It would be an advantage to have knowledge about efficient algorithm and solution of optimization problems.

We offer
DTU is a leading technical university globally recognized for the excellence of its research, education, innovation and scientific advice. We offer a rewarding and challenging job in an international environment. We strive for academic excellence in an environment characterized by collegial respect and academic freedom tempered by responsibility.

Salary and terms of employment
The appointment will be based on the collective agreement with the Danish Confederation of Professional Associations. The allowance will be agreed upon with the relevant union.

The period of employment is 3.5 years (42 months). Starting date is 1 October 2024 (or according to mutual agreement). The position is a full-time position.

You can read more about career paths at DTU here .

Further information
Further information may be obtained from Professor, David Pisinger (DTU), tel.: , email: .

You can read more about DTU Management at .

If you are applying from abroad, you may find useful information on working in Denmark and at DTU at DTU – Moving to Denmark .

Application procedure
Your complete online application must be submitted no later than 31 July 2024 (23:59 Danish time) . Applications must be submitted as one PDF file containing all materials to be given consideration. To apply, please open the link 'Apply now', fill out the online application form, and attach all your materials in English in one PDF file. The file must include:

• Application (cover letter)
• CV
• Academic Diplomas (MSc/PhD – in English)
• List of publications
• A research statement (2-3 pages) explaining your ideas and relevant literature.

Applicants not providing all the above material will not be considered. Applications received after the deadline will not be considered.

All interested candidates irrespective of age, gender, disability, race, religion or ethnic background are encouraged to apply.

DTU Management conducts excellent research in the intersection between management, technology and economics. We develop solutions in close cooperation with companies and public authorities. Our research aims at strengthening welfare, productivity, and sustainability within society. A key element is the role of technology and its interaction with industry and individuals. The department is divided into four divisions: Technology & Business Studies, Management Science, Climate & Energy Policy and Transportation Science. The department offers a wide range of courses and programs at bachelor, master and PhD level across DTU’s study pro-grams. The department has around 200 employees, with around half coming from abroad.

Technology for people
DTU develops technology for people. With our international elite research and study programmes, we are helping to create a better world and to solve the global challenges formulated in the UN’s 17 Sustainable Development Goals. Hans Christian Ørsted founded DTU in 1829 with a clear mission to develop and create value using science and engineering to benefit society. That mission lives on today. DTU has 13,500 students and 6,000 employees. We work in an international atmosphere and have an inclusive, evolving, and informal working environment. DTU has campuses in all parts of Denmark and in Greenland, and we collaborate with the best universities around the world.

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