David Pérez Piñeiro
I am a research scientist at Gridmatic, where I build models and algorithms for quantitative trading in electricity markets.
I like finding optimization problems in real-world applications and designing reliable and efficient algorithms to solve them. Most of my work is in control, energy management, and portfolio construction.
I received a BSc in Energy Engineering from the University of Vigo and an MSc in Sustainable Energy from NTNU, supported by a “la Caixa” fellowship. I am now completing my PhD at NTNU, advised by Sigurd Skogestad, and have been a visiting researcher with Richard Braatz at MIT and Stephen Boyd at Stanford.
Papers
- An operator splitting method for large-scale CVaR-constrained quadratic programs
- Home battery dispatch under a tiered peak power tariff
- Can language models speed up general-purpose numerical programs?
- Supervisory control design for balancing supply and demand in a district heating system with thermal energy storage
- Optimal operation and control of a thermal energy storage system: classical advanced control versus model predictive control
- Self-optimizing control of a continuous-flow pharmaceutical manufacturing plant