Faculty Members
Postdoctoral Fellows

Visiting Researchers in 2008
Visiting Researchers in 2009
Visiting Researchers in 2010
Visiting Researchers in 2011
Visiting Researchers in 2012
Visiting Researchers in 2013
Visiting Researchers in 2014
Visiting Researchers in 2015
Visiting Researchers in 2016
Visiting Researchers in 2017
Visiting Researchers in 2018
Visiting Researchers in 2019
Visiting Researchers in 2020
Prof Dimitris Bertsimas
Prof Christoph Weber
Current Graduate Students
Kazem Abbaszadeh
Rishi Adiga
Academic Sites in Auckland
NZ Electricity Industry Sites
Electricity Price Archives
Other Sites
Electric Power Optimization Centre
EPOC Presentations / Modelling
Machine Learning under a Modern Optimization Lens

Interpretable AI

Zero Carbon Analytics

IFORS Distinguished Lecture: Climate change from global warming is the most critical problem currently facing mankind. The deleterious effects of global warming have already been felt in 2019 in terms of storms, heatwaves and forest fires. Climate-based natural disasters in the longer term threaten to be much worse. Policies to deal with this problem must combine efforts to reduce global warming by eliminating greenhouse gas emissions with actions that adapt to worsening climate outcomes. Determining the best policy settings is a highly complex decision problem, involving complex interacting systems and markets, many stakeholders, many decision criteria, and huge uncertainty. In other words, it is a major opportunity for operations researchers. This talk will illustrate some of the analytics challenges in planning a net-zero carbon economy with a focus on electricity systems. Models range from short-term operations (like dealing with intermittent renewable energy) to long-term investment planning to ensure security of energy supply in an uncertain future. Planning models are complemented with equilibrium models that represent the effects of risk-averse agent behaviour. The models will be illustrated with a New Zealand case study based on our recent work for the New Zealand Interim Climate Change Committee in planning a 100% renewable electricity system.
Applying Multi-stage Stochastic Programming to Investment Planning for Energy Systems

Energy systems around the world are adapting to new policies around emissions, this is leading to the closure of many existing plant, and the increased utilization of renewable generation sources. In this work we present a multistage stochastic integer programming framework, developed in Julia, which determines an optimal investment policy, given a scenario tree for demand growth. The individual stage problem for this is a 5-year operational policy for an electricity sector, given the endogenous investment decisions. We apply this model using the New Zealand electricity market as a case study.
Multistage capacity planning using JuDGE

Presentations at CMO/BIRS workshop, Oaxaca, September 23
EMERALD project

Competitive Equilibrium with Risk Averse Agents (pdf)

Plenary address to CMS Conference, Trondheim, May 29, 2018
Modelling 100% renewable electricity (pdf)

Seminar to MOTU Workshop on May 1.
Solving equilibrium problems using extended mathematical programming and SELKIE (pdf)

Brown Bag seminar to EPOC on April 30.
Formulations and solution algorithms for Complementarity Problems (pdf)

Brown Bag seminar to EPOC on April 26.
Optimality conditions and complementarity, variational inequalities, operators and graphs (pdf)

Brown Bag seminar to EPOC on April 26.
EPOC Software (html)

We give one-page descriptions of EPOC software systems that are implementations of our optimization and equilibrium models.
Decomposition in multistage stochastic integer programming (pdf)

NTNU Winter School, Passo Tonale, Italy
Mixed Integer Dynamic Approximation Scheme (pdf)

INFORMS Meeting, Nashville
Electricity carbon and competition (ppsx)

MOTU presentation, Auckland, October 10, 2016.
Electricity markets with hydro (pdf)

Talk at UFSC, Florianopolis, July 20, 2016.
Electricity markets with wind energy (pdf)

Talk to ONS, Rio de Janeiro, July 12, 2016.
Mixed Integer Dynamic Approximation Scheme (pdf)

Talk at ICSP, Buzios, Brazil, June 27, 2016.
Modelling wholesale prices in hydro-dominated electricity systems using stochastic optimization (pdf)

Talk at SESO Workshop, Paris, May 30, 2016.
Pro-competitive rationing in multi-unit auctions (pdf)

EPOC/Engineering Science Seminar, December 9, 2015
Allocating the cost of transmission investment in the New Zealand electricity market (pdf)

Engineering Science Seminar, August 12, 2015
Capacity equilibrium in electricity markets (pdf)

ISMP, Pittsburgh, July 13, 2015
Introduction to equilibrium in energy markets (pdf)

NTNU Winter School, Kvitfjell, Norway, March 22-28, 2015
Stochastic programming in energy markets (pdf)

NTNU Winter School, Kvitfjell, Norway, March 22-28, 2015
Modeling Wholesale Electricity Markets with Hydro Storage (pdf)

SIAM Optimization Meeting, May 19-22, 2014
Equilibrium, uncertainty and risk in hydro-thermal electricity systems (pdf)

ATE Symposium Massey University, December 2013
The competitive price of stored water (pdf)

CMSS Summer Workshop,December 2013
Perspectives on Energy Showcase June 2012 (ppt)

EPOC featured in the Engineering School's Perspectives on Energy showcase.
Electricity markets, perfect competition and energy shortage risks (pdf)

Presentation to EDF Electricity Workshop, Clamart, France.
Electricity markets, perfect competition and energy shortage risks (pdf)

Presentation to UFSC Labplan Electricity Workshop, Florianopolis, Brazil.
Electricity markets, dry winters, and risk (ppsx)

Presentation to Dean's Lecture Series, University of Auckland School of Engineering.
Electricity market benchmarking exploring risk (pps)

Presentation to ONS Workshop, Rio de Janeiro, August 17, 2011.
Recent work on DOASA (pps)

Presentation to ONS Workshop, Rio de Janeiro, August 17, 2011.
Support for wind in electricity markets (pdf)

Slides of Andy Philpott's address to Sharif University Delegation (pps)

Two Public Lectures by Professor Shmuel Oren (Lecture 1) (Lecture 2)

Professor Shmuel Oren will be giving two public lectures, the first on November 14, 2008 and the second on November 19, 2008.
Slides of Andy Philpott's address to NERI (pps)

Electric Power-Grid Vulnerability: Where Can Terrorists Hurt You the Most? (pdf)

Incorporating Storage Levels into a Model of the New Zealand Spot Prices (pdf)