PhD scholarship in Diversifying Heuristics for Stochastic Optimization Problems – DTU Management

We are looking for an ambitious candidate for a PhD project to focus on development of heuristics for stochastic optimization.

You will be responsible for developing fast heuristics or MIP-models for solving two-stage optimization problems, such that many alternatives can be investigated.

As part of the PhD you will be following advanced courses to extend your skills, implement and test algorithms, and learn to write scientific papers.

Research area and project description
Many important decisions with significant implications for the future of our societies are taken under uncertainty, without a full picture of how the different variables the decisions are based on will change over time. For example, the ongoing green transition requires large and urgent societal investments in new energy modes, infrastructure and technology. But the decisions span over a long time-horizon, and there is high uncertainty about future energy prices and demand, and the capacity of renewable resources to replace fossil fuels.

Several classical mathematical tools are used to support decision making under uncertainty, including stochastic optimization and robust optimization. However, with these traditional models it can be difficult to solve optimization problems defined on a large number of scenarios. This means that generally only a small set of scenarios is considered, leading to less well-founded decisions.

In the ERC-funded DECIDE project we will completely rethink the way complex stochastic optimization problems are solved. Instead of solving them based on a fixed set of forecasted scenarios, we will use an iterative process that allows us to generate a palette of near-optimal solutions. Knowing the full spectrum of possible choices enables a much broader discussion of investments, leading to a more transparent and inclusive decision process. The developed models will be tested on data from energy investment models, as well as transport infrastructure problems.

You will join a strong academic team at DTU Management’s Management Science division. Three PhD students and four PostDocs will work on the project, as well as several international experts in operations research.

The project is headed by Professor David Pisinger who has published several papers in the field, and who has supervised more than 30 PhD students.

DECIDE is funded by the European Research Council (ERC-2022-ADG).

Responsibilities and qualifications
As part of the DECIDE project you will be working on developing next generation of tools for decision making under uncertainty. You must:

• Have experience in developing fast algorithms for hard combinatorial optimisation problems.
• Know MIP-models and how to solve them with CPLEX / Gurobi.
• Have knowledge about implementation of metaheuristics.
• Possess some basic knowledge about machine learning and AI would be good, to improve collaboration with other work packages.
• Be passionate for research and for pushing the scientific frontiers.
• Have excellent programming skills.
• Have good collaboration skills.
• Excellent communication skills in English, spoken as well as written.

You must have a two-year master's degree (120 ECTS points) or a similar degree with an academic level equivalent to a two-year master's degree.

It would be an advantage if you have taken some courses in stochastic optimization or advanced algorithms.

Approval and Enrolment
The scholarship for the PhD degree is subject to academic approval, and the candidate will be enrolled in one of the general degree programmes at DTU. For information about our enrolment requirements and the general planning of the PhD study programme, please see DTU's rules for the PhD education .

Assessment
The assessment of the applicants will be made by two representatives from DTU Management.

We offer
DTU is a leading technical university globally recognized for the excellence of its research, education, innovation and scientific advice. We offer a rewarding and challenging job in an international environment. We strive for academic excellence in an environment characterized by collegial respect and academic freedom tempered by responsibility.

Salary and appointment terms
The appointment will be based on the collective agreement with the Danish Confederation of Professional Associations. The allowance will be agreed upon with the relevant union.

The period of employment is 3 years. Starting date is 1 May 2024 (or according to mutual agreement). The position is a full-time position.

You can read more about career paths at DTU here http://www.dtu.dk/english/about/job-and-career/working-at-dtu/career-paths.

Further information
Further information may be obtained from Professor, David Pisinger (DTU), tel.: +45 4525 4555, email: [email protected] .

You can read more about DTU Management at www.man.dtu.dk.

If you are applying from abroad, you may find useful information on working in Denmark and at DTU at DTU – Moving to Denmark . Furthermore, you have the option of joining our monthly free seminar “PhD relocation to Denmark and startup “Zoom” seminar ” for all questions regarding the practical matters of moving to Denmark and working as a PhD at DTU.

Application procedure
Your complete online application must be submitted no later than 8 March 2024 at 23:59 (Danish time). Applications must be submitted as one PDF file containing all materials to be given consideration. To apply, please open the link "Apply now", fill out the online application form, and attach all your materials in English in one PDF file. The file must include:

• A letter motivating the application (cover letter)
• Curriculum vitae
• Grade transcripts and BSc/MSc diploma (in English) including official description of grading scale
• A research statement (2-3 pages) explaining your ideas and relevant literature.

Applicants not providing all the above material will not be considered.

You may apply prior to ob­tai­ning your master's degree but cannot begin before having received it.

Applications received after the deadline will not be considered.

All interested candidates irrespective of age, gender, race, disability, religion or ethnic background are encouraged to apply.

About us
DTU Management conducts excellent research in the intersection between management, technology and economics. We develop solutions in close cooperation with companies and public authorities. Our research aims at strengthening welfare, productivity, and sustainability within society. A key element is the role of technology and its interaction with industry and individuals. The department is divided into four divisions: Technology & Business Studies, Management Science, Climate & Energy Policy and Transportation Science. The department offers a wide range of courses and programs at bachelor, master and PhD level across DTU’s study programs. The department has around 200 employees, with around half coming from abroad.

Technology for people
DTU develops technology for people. With our international elite research and study programmes, we are helping to create a better world and to solve the global challenges formulated in the UN’s 17 Sustainable Development Goals. Hans Christian Ørsted founded DTU in 1829 with a clear mission to develop and create value using science and engineering to benefit society. That mission lives on today. DTU has 13,500 students and 6,000 employees. We work in an international atmosphere and have an inclusive, evolving, and informal working environment. DTU has campuses in all parts of Denmark and in Greenland, and we collaborate with the best universities around the world.

Kilde: Jobnet.dk