Interpretable Optimization: development of techniques for rationale generation in LP and MIP problems and the efficient obtention of quasi-optimal solutions

Would you like to help companies and institutions make better decisions? Would you like to develop new techniques that will build bridges between the human and the machine, between mathematic results and actionable understanding? In this project, you will develop your research in the frontiers of Optimization and Machine Learning, creating new techniques that will improve decision processes within institutions and the use of models in policy making. The project will focus on the explainability of Mathematical Optimization models in terms that can be understood by the humans responsible of the decision. The research work will require a theoretical component and a practical one, where the candidate will have the opportunity to get to know the power sector in the applications of the method. He/She will be integrated into a n interdisciplinary team where he/she will grow in experience and knowledge in a fast-growing research field that is expected to grow in prominence in the next few years.

Requiremets:
MSc or PhD
Basic knowledge of Optimization (LP, MIP) and Machine Learning (scikit-learn). Preferably an engineer or mathematician.
Advanced English level, and very good academic record. Experience in model development (GAMS or Pyomo). Good writing skills. Resilience. A taste for discovery.

What do we offer?
Annual full-time contract for the development of research project, which totals 3 years with the possibility of extending to a 4th one. In addition, training activities may be carried out, with IIT covering 90% of the cost. If the candidate has a MSc, he/she will enrol in the PhD program at Comillas and is expected to get a PhD in the duration of the project. The gross salary is € 24,410.00, for an MSc and € 33,012 for PhDs. In addition, the candidate would enjoy all the advantages offered to Comillas students (Sports, Cultural Activities, Library, etc.). In addition, the program has an international vocation, and the candidate will have the possibility of undertaking a research stay abroad.

Documents:
Curriculum Vitae, academic record, cover letter and two recommendation letters.