Visiting professor Roger J.B. Wets – Seminar July 2 at 13:30 DTU, Build. 303b, Room 026

Dear all,

The Centre for IT-Intelligent Energy Systems in Cities (CITIES) and the organizing committee of the DTU-Compute Seminar Series “Mathematics and Informatics for Intelligent Energy Systems” are happy to announce that Prof. Roger J.-B. Wets ( is visiting us next week.

Roger Wets is a Distinguished Professor in the Department of Mathematics at the University of California, Davis (US). He is well known, among other things, for his research on procedures to solve stochastic programming problems.

He will be giving the talk below on July 2 (Wednesday) at 10:00 am in building 303b, room 026.

The presentation for download.

The Unit Commitment Problem: Dealing with the Uncertainties.

ISO (Independent System Operators) manage the writing of contracts with generating- and consuming-units (on day D-1) and the dispatching of the electricity (on day D). Given the inherent uncertainty of the weather dependent requirements (loads) and even more significantly, the uncertainty of the power to be generated by renewables (wind, solar, …), the optimal choice of contracts (on day D-1) becomes a rather complex (large) mixed integer stochastic programming problem that needs to be solved in a rather short time frame. This gets compounded with the fact that essentially no satisfactorily procedures have been developed to go from information available on day D-1 to potential scenarios on day D. The lecture will provide a brief survey of the solution procedure but will mostly focus on the building of a new approach, relying heavily on optimization (both theory and technology), that’s used to build the uncertainty which in turn leads to generating day D scenarios.

Everybody is welcome. Feel free to forward this email to anyone that could be interested.

Juan Miguel Morales González
Associate Professor
Department of Applied Mathematics and Computer Science

Technical University of Denmark
DTU Compute
Building 322 room 214
2800 Lyngby
Phone: +45 4525 3428
Personal website:
DTU Compute Webpage: