Wim Van Ackooij


Wim Van Ackooij

wim[dot]van-ackooij[at]ecp[dot]fr

Experience

Currently working for EDF R&D on Optimization techniques for Energy Management Applications. For more details, please check : http://www.linkedin.com/in/wvanackooij

Teaching (Current)

  • Course on Mathematical Modeling and Simulation with applications in Finance at University Paris XI
  • Introduction to structured Financial Products in the Energy Sector at ENPC

Teaching (Past)

  • Introductory course on Statistics and Data Analysis at University Paris XI
  • C++ with applications in Finance and Ecole Polytechnique

Research Interests

  • Stochastic optimization
  • Chance Constrained Programming
  • Unit-Commitment and Optimization in Energy Management
  • Continuous Optimization

Publications in Journals (selection)

  • W. van Ackooij, B. de Pagter and F.A. Sukochev. Domains of infinitesimal generators of automorphism flows. J. Funct. Anal. 218; 409-424, 2005.
  • R. Zorgati, W. van Ackooij and M. Lambert. Stochastic Matrice and Lp norms : New Algorithms for solving Ill-conditioned linear system of Equations. European Series in Applied and Industrial Mathematics (ESAIM) proc vol 18 ; 70-86. 2007.
  • R. Zorgati, W. van Ackooij and R. Apparigliato ; Supply shortage hedging : Estimating the electrical power margin for optimizing financial and physical assets with chance constrained programming. IEEE Transactions on Power Systems.; Vol 24 (2) ; p 533-540 ; May 2009
  • R. Zorgati, W. van Ackooij and A. Gorge ; Uncertainties on Power Systems. Probabilistic Approach and Conic Approximation ; PMAPS2010, 11th international Conference on Probabilistic Methods applied to Power systems; Singapore 2010 ; pages 672-676 ; ISBN 978-1-4244-5720-5
  • W. van Ackooij, R. Henrion, A. Möller and R. Zorgati ; On probabilistic constraints induced by rectangular sets on multivariate normal distributions; Mathematical Methods of Operations Research 71 (3) ; 2010 ; p 535-549
  • Chance Constrained Programming and Its Applications to Energy Management ; Wim van Ackooij, René Henrion, Andris Möller and Riadh Zorgati ; Chapter in Stochastic Optimization - Seeing the Optimal for the Uncertain (Eds. Ioannis Dritsas) ; INTECH open acces published ; pages 291-320 ; ISBN 978-953-307-829-8
  • R. Zorgati and W. van Ackooij ; Optimizing Financial and Physical Assets With Chance- Chance constrained Programming in the Electrical Industry ; Optimization and Engineering, Volume 12 Issue 1 p 237-255 ; 2011
  • W. van Ackooij and R. Henrion and A. Möller and R. Zorgati ; On joint probabilistic constraints with Gaussian coefficient matrix ; Operations Research Letters ; Volume 39 ; p 99-102 ; 2011
  • N. Langrene, W. van Ackooij and F. Bréant ; Dynamic Constraints for aggregated units : Formulation and Application. ; IEEE Transactions on Power Systems ; Vol 26 (3) ; p 1349-1356 ; August 2011

Publications in Proceedings

  • R. Zorgati, W. van Ackooij, J.M. Luel, P. Thomas, M. Uchanski and K. Shea. LEA : A cluster-intensive simulation software for unit commitment. LCI Internation Conference on High-Performance clustered computing, Norman, Oklahoma 2006
  • W. van Ackooij and B. Vignal. EXODE : A practitioner’s spot price model for generating electricity price scenarios. 38ième Journées de Statistique, Clamart. 2006
  • R. Zorgati and W. van Ackooij. Short-Term management of a hydraulic valley. From deterministic to Stochastic Optimization. Séminaire du printemps de Recherche Opérationnelle ; Zinal. 2006.
  • R. Zorgati and W. van Ackooij Optimizing Financial and Physical Assets With Chance constrained Programming in the Electrical Industry; EngOpt 2008 International Conference on Engineering optimization. RIO 2008
  • A. Gorge, W. van Ackooij and R. Zorgati ; Approximation conique d’une contrainte en probabilité et optimisation de la production d’éléctricité ; International Conférence on Operations Research (CIRO10) 2010 ; Marakech
  • W. van Ackooij, R. Henrion, A. Möller and R. Zorgati ; Joint Chance Constrained Programming for Hydro Reservoir Management ; EngOpt 2010 2nd International Conference on Engineering optimization. Lisbon 2010
  • W. van Ackooij and R. Zorgati ; Estimating the probabilistic contents of Gaussian rectangles faster in Joint Chance Constrained Programming for Hydro Reservoir management ; EngOpt 2012 3rd International Conference on Engineering optimization. Rio 2012 ; ISBN- 978-8576503439

Presentations in Conferences

  • N. Oudjane, J.S. Roy, W. van Ackooij, X. Warin, G. Vignal, L. Dubost and R. Zorgati ; Some open problems in unit commitment at EDF ; FLACAM'05; Santiago (Chile); 2005
  • W. van Ackooij and R. Zorgati A Mixed Inner Outer Algorithm for Approximating Binary Chance Constrained Programming ; MCO 2008 Modelling, Computation and Optimization in Information Systems and Management Sciences. Metz / Luxembourg 2008
  • R. Zorgati and W. van Ackooij ; Probabilistic Model and Robust Algorithms in the Electrical Industry ; 6th International Conference on Computational Management Science, Geneva, 2009
  • W. van Ackooij and R. Henrion and A. Möller and R. Zorgati ; Probabilistic programming in hydro power management ; OR 2010 ; International Conference on Operations Research ; Munich September 2010
  • A. Gorge, R. Zorgati and W. van Ackooij ; Conic approximations of some Energy Management Optimization ; 3ième cycle romand de Recherche Opérationnelle ; Zinal 2010
  • W. van Ackooij ; Flexible unit commitment in Hydro-Thermal systems ; ROADEF ; St Etienne 2011
  • W. van Ackooij, R. Henrion, C. Sagastizabal and R. Zorgati ; Bundle Methods for Hydro Reservoir Management with Joint Chance Constraints ; SIAM OP11, Darmstadt Allemagne 2011
  • W. van Ackooij ; Unit Commitment in Energy management : Past and Future Challenges ; plenary session in Workshop : Optimization and Learning: Theory, Algorithms, Applications ; Metz 2011
  • W. van Ackooij, F. Bréant and N. Langrené ; An aggregation procedure for large scale mixed integer programming in energy management ; European Chapter on Combinatorial Optimization (ECCO) XXIV ; Amsterdam 2011
  • W. van Ackooij, R. Henrion, C. Sagastizabal and R. Zorgati ; Métodos de feixe inexatos para problemas restritos aplicados à gestão de reservatórios em cascata usando restrições probabilísticas; Seminários IMPA ; Juin 2011
  • R. Henrion, A. Möller, W. Römisch, C. Stugarek, W. van Ackooij and R. Zorgati ; Structure, stability and algorithmic issues of optimization problmes with probabilistic constraints; IFIP 2011 ; 25th conference on system modeling and optimization ; Berlin ; September 12-16 2011;
  • W. van Ackooij, R. Henrion and C. Sagastizabal ; Decomposition Methods for Unit-Commitment with coupling Joint Chance Constraints ; Plenary Session in Seminar on Non-Linear Optimization and Inverse Problems; WIAS Berlin ; April 2012
  • C. Sagastizabal, W. van Ackooij and R. Henrion ; Análise de “improvement functions” para resolver problemas convexos não diferenciáveis ; Seminário de Otimização ; IMPA Brazil ; Mai 2012
  • W. van Ackooij and M. Minoux ; Robust Models for Hydro Reservoir Management in Unit Commitment problems ; 4th Conference on Stochastic Modeling ; Stochmod12 ; Paris ; 30/05/2012 - 01/06/2012
  • W. van Ackooij, R. Henrion and C. Sagastizabal ; Decomposition Methods for Unit-Commitment with coupling Joint Chance Constraints ; 25th international symposium on mathematical Programming ; Berlin 2012
  • W. van Ackooij and R. Zorgati ; Estimating the probabilistic contents of Gaussian rectangles faster in Joint Chance Constrained Programming for Hydro Reservoir management ; EngOpt 2012 3rd International Conference on Engineering optimization.

Prizes & Awards

- Prize Paper Award pour Uncertainties on Power Systems. Probabilistic Approach and Conic Approximation ; PMAPS2010, 11th international Conference on Probabilistic Methods applied to Power systems; Singapore 2010

- Best Reviewer Award 2012 pour European Journal of Operational Research