Thursday 27th October at 14:00, in Salle du Conseil (4th floor), Bât. Breguet.
Salle du Conseil (4th floor), Bât. Breguet, CentraleSupélec
3 rue Joliot Curie
91190 Gif-sur-Yvette, France
Speaker: Laurent Pfeiffer, INRIA researcher at L2S, Paris-Saclay University
Title: Aggregative optimization problems: relaxation and numerical resolution
Abstract: We will consider a class of non-convex optimization problems involving a large number of agents. The cost function is formulated as a convex function of an “aggregate”, i.e., the sum of contributions of all the agents. The applications of such problems concern in particular energy management problems involving a large number of small producers (or consumers) and a cost function penalizing the distance of the total production (or consumption) to some desired profile. We will introduce and analyze an iterative numerical method, relying at each iteration on the parallelizable computation of “best-responses” for all agents.
Joint work with:
Frédéric Bonnans (Inria and L2S CentraleSupélec)
Kang Liu (Ecole Polytechnique, Inria, and L2S CentraleSupélec)
Nadia Oudjane (EDF R&D)
Cheng Wan (EDF R&D)
Bio: Laurent Pfeiffer received an engineering degree, a master degree, and a doctorate in applied mathematics from Ecole Polytechnique in 2009, 2010, and 2013. He was assistant professor at the University of Graz (Austria) from 2014 to 2019. He has been a researcher at Inria Saclay since 2019. He is a member of the DISCO Inria-team at L2S and teaches at Ensta-Paris. His research focuses on the analysis and the numerical resolution of optimal control problems and mean field games.