Teaching

46750 - Optimization In Modern Power Systems DTU, MSc-Level Course 

Fall 2023

• Lecture 1: Course introduction (Slides, Exercise, Solutions, Code)

• Lecture 2: Linear Programming and Duality (Slides, Exercise, Solutions, Code)

• Lecture 3: Economic Dispatch and Optimal Power Flow (Slides, Exercise, Solutions, Code)

• Lecture 4: Convex Optimization and Lagrangian Duality (Slides, Exercise, Solutions, Code)

• Lecture 5: Optimization Problems with Decomposable Structure (Slides, Exercise, Solutions, Code)

• Lecture 6: Lagrange Relaxation and Alternating Direction of Multipliers Method (ADMM) (Slides, Exercise, Solutions, Code)

• Lecture 7: Applications of ADMM (Slides, Exercise, Solutions, Code)

• Lecture 8: Optimization under Uncertainty (Slides, Exercise, Solutions, Code)

• Lecture 9: Sample Average Approximation (Slides, Exercise, Solutions, Code)

• Lecture 10: Benders Decomposition (Slides, Exercise, Solutions, Code)

• Lecture 11: Robust Optimization (Slides, Exercise, Solutions, Code)

• Lecture 12: Chance-Constrained Optimization (Slides, Exercise, Solutions, Code)

• Lecture 13: Course Recap and Discussions (Slides, Exercise, Solutions, Code)

• Assignment 1

• Assignment 2

Miscellaneous 

DANIDA course on power markets (Fall 2024)

• Risk Management, Slides

• Bidding and Offering Strategies in Electricity Markets, Slides

Research in Wind and Energy Systems (Spring 2023)

• Integrating Renewables in Electricity Markets, Slides

FLOAWER Course (Lisbon, Fall 2022)

• Renewables in Liberalized Power Systems Electricity Markets and Support Schemes, Slides

DTU PES Summer School on "Future Energy Systems" 

• Complementarity Modelling in Energy Markets (2024) Video

• Stochastic and Data Driven Optimization (2023) Video  

ETH Zurich, MSc-level course - Optimization in Energy Systems (Spring 2021 - 2022)

• Lecture 7: Competitive Electricity markets (by Lesia Mitridati) Slides 

• Lecture 8: Stochastic Optimization - Scenario-based Approach (by Lesia Mitridati) Slides

DTU, PhD/MSc-level course - Large-scale optimization problems in energy systems: Applications of decomposition techniques (Fall 2018)

• Lecture 5: Bilevel Programming (by Lesia Mitridati) Slides 

• Lecture 6: Applications of bilevel programming to power systems and electricity markets (by Lesia Mitridati) Slides