Pierre Borie
PhD student at the University of Montreal in computer Science, currently working on the modernization of an electricity demand forecast tool for Hydro-Québec, main electricity supplier for the province of Quebec in Canada.
Session
07-28
10:50
10min
An optimization package for constrained nonlinear least-squares
Pierre Borie
ENLSIP algorithm is designed to solve nonlinear least squares problems under nonlinear constraints. Implemented in Fortran77, it has been successfully used for decades by Hydro-Québec, the main electricity supplier for the province of Quebec in Canada, to calibrate its short-term electricity demand forecast models. A conversion into Julia has been developed to improve reliability and readability of the original code. We now present it as a Julia numerical optimization open-source package
JuliaCon
32-D463 (Star)