Skip to main content
European Commission logo
EURAXESS Researchers in motion

Job offer

Universitat Politècnica de Catalunya (UPC)- BarcelonaTECH
Apply now
The Human Resources Strategy for Researchers
23 Feb 2023

Job Information

Organisation/Company
Universitat Politècnica de Catalunya (UPC)- BarcelonaTECH
Research Field
Mathematics » Statistics
Physics » Statistical physics
Computer science » Systems design
Engineering » Electrical engineering
Engineering » Systems engineering
Researcher Profile
First Stage Researcher (R1)
Country
Spain
Application Deadline
Type of Contract
Temporary
Job Status
Full-time
Hours Per Week
37,5
Offer Starting Date
Is the job funded through the EU Research Framework Programme?
European Union / Next Generation EU
Reference Number
150-715-039
Is the Job related to staff position within a Research Infrastructure?
No

Offer Description

Mission:

The goal of the project is to apply multistage stochastic programming (MSP) techniques for the formulation of the Multimarket Optimal Bid of Energy Communities (MOBEC), a (MSP) mathematical model for the study of the participation of energy communities in the multimarket structure of the wholesale electricity market. Model (MOBEC) is going to be developped in two flavours: considering only spot markets (MOBEC-S) and considering both spot and reserve markets (MOBEC-SR). Both models are going to be formulated, implemented and tested through a series of test-cases with real datasets for the electricity prices and energy communities generation and demand in order to check for the validity of the proposed model.

Functions:

  • Formulation of the (MOBEC-S) model. The Multimarket Optimal Bid of Energy Communities considering only spot markets (MOBEC-S) is going to be formulated as a multistage stochastic programming problem que every stage in the decision making process is going to be associated to one of the spot markets of the MIBEL system: one day-ahead market and six subsequent intraday markets. The energy community will participate in each one of these markets through a Community Virtual Programming Unit (producer or consumer, according to the needs of the community). This CVPU submits a bid curve to every auction of the considered market. This optimal bid should be coordinated with the downstream scheduling of the energy community operation, probably through some bi-level optimization mechanism.
  • Formulation of the (MOBEC-SR) model. The reserve capabilities of the energy community will be identified as introduced in the previous (MOBEC-S) model. Model (MOBEC-SR) will consider all these reserve contributions extending the previous stochastic programming model with a new stage associated with the 24 auctions of the secondary reserve market.
  • Generation of the probability scenario trees for the (MOBEC-S/SR) models. Historical data from the Iberian Electricity Market and the energy community will be used in this task to define the probability scenario trees of the (MOBEC-S/SR) models. Time Series Factor Analyses will be used to calculate forecasting models for electricity market clearing prices, non-dispatchable generation and demand. These forecasting models will be then used to generate the scenario trees.
  • Computational implementation and numerical tests. The algebraic modelling language AMPL will be used to get a computational implementation of the (MOBEC-S/SR) models to verify the robustness and coherence of the two mathematical models. A test bed with a large number of instances of large-scale (probably mixed-integer) nonlinear optimization problems must be solved, requiring dedicated high capacity Linux multi-threading numerical servers and, probably, specialized (MINLP) algorithms.

Where to apply

Website

Requirements

Research Field
Mathematics » Statistics
Education Level
PhD or equivalent
Research Field
Physics » Statistical physics
Education Level
PhD or equivalent
Research Field
Engineering » Electrical engineering
Education Level
PhD or equivalent
Research Field
Engineering » Systems engineering
Education Level
PhD or equivalent
Research Field
Computer science » Systems design
Education Level
PhD or equivalent
Skills/Qualifications

Technical Competencies:

  • Linear, non-linear and integer optimization.
  • Stochastic programming.
  • Bi-level programming.
  • Generation of scenarios; knowledge of the rules of the electricity markets.
  • Formulation of optimal supply models for electricity markets.
  • Programming with AMPL/GAMS; Use of CPLEX/Gurobi/Knitro.
  • Writing scientific texts.

Organizational skills:

  • Physical organization.
  • Establishment of objectives.
  • Prioritization.
  • Decision-making, thinking and strategic planning.
  • Time management.

Functional Competencies:

  • Communication skills in English.
  • Collaboration.
  • Self-management.
Specific Requirements

Education required:

  • Optimization models for energy systems: unit allocation, optimal power flow.
  • Optimization models for electricity markets: matching models, optimal offer models.
  • Models and algorithms for multistage stochastic programming and bi-level optimization.
  • Optimization algorithms for mixed linear and non-linear problems: Mixed Integer Nonlinear Optimization, MINLP.
  • Optimization software: modeling languages and optimization algorithms.
  • It will be assessed:
    • Doctoral thesis in operational research related to some of the research topics of the project, preferably stochastic programming applied to optimal supply in electricity markets.
    • Spoken, read and written Catalan.

Professional experience:

  • In mathematical formulation and computational resolution of optimization problems in electricity generation systems.
  • In mathematical formulation and computational resolution of optimal generation supply problems in electricity markets.
  • In multistage stochastic programming techniques and bi-level optimization.
  • In GANS and/or AMPL modeling languages and optimization software (CPLEX, GUROBI, KNITRO,...)
  • In use of Linux computing systems.
  • Experience in functions similar to those described, specifically in the development of research activities, both in the university and industrial environment, will be valued.
Languages
ENGLISH
Level
Good
Languages
SPANISH
Level
Good
Research Field
Mathematics » StatisticsPhysics » StaticsComputer science » Systems designEngineering » Electrical engineeringEngineering » Systems engineering
Years of Research Experience
1 - 4

Additional Information

Benefits

€22,571.84/year (for full time)

Eligibility criteria

All the candidates who cannot prove the required academic degree will be immediately withdrawn from the selection process.

The CVs will be assessed according the following general criteria:

  • The maximum score for the candidates who accomplish all the eligibility criteria stated in the job offer will be 10 points.
  • Threshold: 5 points.
  • The maximum score (10 points) will be distributed as follows:
    • 1 point for required speciality.
    • 2 points for required academic training.
    • 2 points for technic competences.
    • 1 point for organisational competences.
    • 3 points for professional experience.
    • 1 point for any aspect of the candidate’s professional profile to be determined as specially relevant by the Selection committee.

If the selection committee decide to include a personal interview as additional step of the selection process, only the candidates scored 5 or above for their CV will be retained for the interview step.

The interview will be assessed according the following criteria:

  • Maximum scoring: 5 points.
  • Threshold: 3 points.
  • The maximum score will be distributed according the following criteria:
    • 2 points for adequacy to functional competences of the job.
    • 2 points for adequacy of professional experience.
    • 1 point for any aspect of the candidate’s professional profile to be determined as especially relevant by the Selection committee.

The eligible candidates will be ranked from highest to lowest score, being this the selection criteria.

Selection process

The planned selection process is as follows:

Website for additional job details

Work Location(s)

Number of offers available
1
Company/Institute
Department of Statistics and Operations Research (EIO)
Country
Spain
City
Barcelona
Postal Code
08034
Street
Jordi Girona, 1-3

Contact

City
Barcelona
Website
Street
C. Jordi Girona, 31
Postal Code
08034
E-Mail
lourdes.moreno@upc.edu
Apply now
Share this page