David Pérez Piñeiro

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 postgraduate fellowship. I am completing my PhD at NTNU, advised by Sigurd Skogestad, and was 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 (code)
E. Luxenberg, D. Pérez-Piñeiro, S. Diamond, S. Boyd. Optimization and Engineering, 2026.
Can language models speed up general-purpose numerical programs? (code, website)
O. Press, B. Amos, H. Zhao, 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.
Home battery dispatch under a tiered peak power tariff (code)
D. Pérez-Piñeiro, S. Skogestad, S. Boyd. Preprint, 2023.
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.

Software

CVQP
A fast and scalable solver for CVaR-constrained quadratic programs.
AlgoTune
Contributor (CVXPY examples). A benchmark for speeding up numerical algorithms with LLMs.
CVXPY
Contributor (CVaR atom). A Python-embedded modeling language for convex optimization.

Teaching

TKP4140 - Process Control
Teaching assistant, NTNU. Fall 2019, 2020, 2021.
TEP4135 - Fluid Mechanics 2
Teaching assistant, NTNU. Fall 2018.

Press

Gallegos a la Vanguardia: de Lugo a Silicon Valley
Faro de Vigo, 2024.
Stanford, algoritmos y un garaje lleno de robots
La Voz de Galicia, 2023.
Un semestre en el MIT: plantas farmacéuticas que se operan solas
La Voz de Galicia, 2019.
Una beca "la Caixa" para estudiar un máster en Noruega
La Voz de Galicia, 2017.