Serverless Computing for Mathematical Optimization
summary
A production pipeline converts a 50‑year battery storage optimization into 600 monthly convex subproblems, applies a convex relaxation into a quadratic program solved via CVXPY, exploits matrices that are ~99.99% sparse to avoid huge memory needs, and runs 600 parallel cloud functions orchestrated by Cloud Composer (Airflow). End‑to‑end runtime drops to about five minutes (a 96% elapsed‑time reduction claimed) at low cost, using open‑source solvers and serverless scaling.
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chapters (16)
- 0:00Introduction
- 0:17Agenda
- 0:50California
- 1:15Renewables
- 1:59The Duck Curve
- 3:23Our Problem
- 5:11Mathematical Optimization
- 5:39When is a problem convex
- 10:03Convex Programming
- 11:10CVX Pi
- 13:09Battery
- 13:40The Point
- 14:20Metrics
- 16:49Serverless Computing
- 18:29Conclusion
- 21:45C vs Rust
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