David Pérez Piñeiro

I am a research scientist at Gridmatic, where I build optimization models and algorithms for quantitative energy trading.

I am interested in convex optimization and its applications to control, energy, and finance. I received my BS in Energy Engineering from the University of Vigo and my MS in Sustainable Energy from NTNU, supported by a "la Caixa" Foundation fellowship, and did research stays with Richard Braatz at MIT and Stephen Boyd at Stanford. I am completing my PhD at NTNU, advised by Sigurd Skogestad.

Papers

An operator splitting method for large-scale CVaR-constrained quadratic programs

E. Luxenberg, D. Pérez-Piñeiro, S. Diamond, S. Boyd. To appear in Optimization and Engineering, 2026. code

Can language models speed up general-purpose numerical programs?

O. Press, B. Amos, H. Zhao, et al.Y. Wu, S. Ainsworth, D. Krupke, P. Kidger, T. Sajed, B. Stellato, J. Park, N. Bosch, E. Meril, A. Steppi, A. Zharmagambetov, F. Zhang, D. Pérez-Piñeiro, A. Mercurio, N. Zhan, T. Abramovich, K. Lieret, H. Zhang, S. Huang, M. Bethge, O. Press. NeurIPS, 2025. code / website

Home energy management under tiered peak power charges

D. Pérez-Piñeiro, S. Skogestad, S. Boyd. 2023. code

Supervisory control design for balancing supply and demand in a district heating system with thermal energy storage

C. Zotică, D. Pérez-Piñeiro, S. Skogestad. Computers & Chemical Engineering, 2021.

Optimal operation and control of a thermal energy storage system: classical advanced control versus model predictive control

C. Zotică, D. Pérez-Piñeiro, S. Skogestad. ESCAPE, 2020.

Self-optimizing control of a continuous-flow pharmaceutical manufacturing plant

D. Pérez-Piñeiro, A. Nikolakopoulou, J. Jäschke, R. D. Braatz. IFAC World Congress, 2020.