JOB

Numerical Optimization Expert

Apply your numerical skills in the field of mathematical programming and operational research to design and develop advanced optimization solvers.

why join artelys?

Joining Artelys is first and foremost joining a dynamic and motivated team, a stimulating work environment and taking part in various fascinating projects, of which here is a brief overview:

In the Artelys Crystal suite, Artelys has developed an optimization engine that integrates, among other things, algorithms to optimise the deployment of technologies in the energy sector. This computation engine is thus able to solve major problems by relying on advanced operational research techniques, implemented with a strong requirement for numerical efficiency and using parallel computing.

Developed and distributed by Artelys, Artelys Knitro is one of the most advanced nonlinear optimization solvers in the world, and used by hundreds of companies, universities and research laboratories.

Major project led by RTE (the French TSO) , the TERRE project (Trans-European Replacement Reserves Exchange) aims at developing an IT platform for the market clearing of services exchanged between the European producers and transmission systems operators. Artelys, together with its partners, is responsible for providing the platform’s market clearing engine. The algorithm will go through the resolution of a complex and large optimization problem, which will take into account the offers of the various suppliers, balancing requests and strict equity constraints between the actors. Receiving and matching quotes every hour of the day, the robustness and performance of the optimization engine are very strongly constrained: results are to be provided within 3 minutes for a problem containing up to 500,000 offers (+ info).

Description

Within our R & D teams, you will apply your numerical skills in the field of operational research to design and develop advanced optimization solvers and software solutions. You will have the opportunity to work on several types of optimization solver developed by Artelys: continuous and mixed non-linear programming (Artelys Knitro), constraint programming (Artelys Kalis), optimization of energy systems (Artelys Crystal Optimization Engine). You will be in charge of the development of new algorithmic functionalities mixing mathematics and computer science, while seeking to maintain a high level of robustness and software performance.

Depending on the project, the solutions will fit into three different frameworks:

Numerical and combinatorial optimization softwares developed by Artelys, in particular Artelys Knitro, Artelys Kalis , or Artelys Crystal Optimization Engine

Service undertaken on behalf of our clients

Research projects in which Artelys is involved

Requirements

With a PhD in applied mathematics, you have solid knowledge in several areas:

Strong skills in C / C ++ and Python programming languages

Graph theory, mastering the most fundamental algorithms

Continuous optimization algorithms (gradient descent, interior points, active constraint method, etc.)

Combinatorial optimization algorithms (tree search, section generation, heuristics, constraint propagation)

Linear algebra tools (in particular: linear systems solving methods)

Capabilities to model an optimization problem and propose resolution heuristics

Skills in the following areas will also be highly appreciated:

Additional programming languages (MATLAB, R, Julia, Java, C #)

Machine learning, data science

Fluency in English is required for North-American applicants.

Curious and enthusiastic, you enjoy rubbing shoulders with complex problems and want to develop high-performance, innovative software tools based on advanced mathematical methods. You also show great rigor in the work you undertake. You want to help create a work environment where everyone can develop their skills and initiative.

Benefits

Permanent position in our Montreal office.

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