Sergio Granville

Sergio Granville joined PSR in 2000. He is currently Technical Director, and coordinates the research and development of advanced analytical tools based on non-linear and stochastic optimization, game theory / economic equilibrium and data analytics applied to the simulation of electrical energy markets, transmission systems expansion planning and integrated energy-economic models. Managed the development of several PSR analytical tools: OptFolio, risk-adjusted optimization of portfolios of physical and financial assets; OptValue: financial evaluation of generation projects; OptFlow: optimal AC power flow; in addition to modules for strategic offers in energy auctions, stochastic valuation of financial instruments (futures and options) and others. Dr. Granville has also participated in studies of economic / financial evaluation of generation / transmission projects and contracting strategy both in Brazil and abroad. Previously, he was a project manager at CEPEL, where he coordinated research and development of optimization tools in the areas of optimal power flow and reactive expansion planning. Has BSc and MSc degrees in Applied Mathematics from PUC-Rio, and Ph.D. in Operations Research from Stanford University. Dr. Granville is the author or co-author of 50 technical articles in journals and international conferences, including pioneering methodologies that are an international reference such as the application of nonlinear interior point methods for optimal power flow (FPO) and Benders decomposition for FPO with security constraints and post contingency rescheduling.