Guest Lecture Carlos Henggeler Antunes, Univ. of Coimbra Carlos Henggeler Antunes holds a PhD in Electrical Engineering (specialization in Optimization and Systems Theory) from the University of Coimbra (UC). He is a Full Professor at the Department of Electrical and Computer Engineering, University of Coimbra, Director of the R&D institute INESC Coimbra, and member of the coordination committee of the Energy for Sustainability Initiative at UC. His areas of interest include multi objective optimization, meta heuristics, multi criteria analysis, bilevel optimization, applications in energy systems and policies with focus on energy efficiency and demand response. He is co author of the book “ Multiobjective Linear and Integer Programming“ (Springer, 2016) and co editor of the book “Energy and Behaviors” (Academic Press, 2019). He is senior editor of Energy Policy and editor of the EURO Journal on Decision Processes.

-

Bilevel optimization problems model hierarchical non cooperative decision processes with two decision makers (the leader and the follower), who control different sets of variables, have their own objective functions subject to interdependent constraints, and make decisions sequen tially. The follower’s optimization problem is embedded in the constraints of the leader’s problem. This course aims to present the main concepts in single and multi objective bilevel optimization using illustrative graphical ex amples, as well as applications in real world problems, particularly in the energy sector. A particular application in the electricity retail market will be presen ted, which studies the interaction between electricity retailers and consumers engaging in demand response. Topics covered: • Formulations and main concepts of single objective bilevel optimization; • Optimistic vs. pessimistic solutions; • Algorithmic approaches to solve bilevel optimization models; • Models and applications of single objective bilevel optimization; • Application in the energy sector: optimization of time of use electricity pricing considering demand response; • Formulations and main concepts of multi objective bilevel optimization; • The semivectorial bilevel problem (SVBP); • Different types of solutions to the SVBP: optimistic, pessimistic, deceiving and rewarding solutions; • Optimistic and pessimistic Pareto fronts of bilevel problems with multiple objective functions at both levels; • Models and applications of multi objective bilevel optimization; • A SVBP approach to optimize electricity dynamic retail pricing.

In presenza

Presentazione orale

P.D.2-2 - Maggio

• 13/06, 11-13; 14-16 • 14/06, 10-13; • 15/06; 10-13. Aula 17