Subject to: Mario Pereira

Mario Veiga Pereira has BSc and MSc degrees in systems engineering and a DSc in Operations Research. He worked at Cepel, Brazil’s Energy Research Center, and EPRI – Electric Power Research Institute, in Palo Alto, before founding PSR, a provider of stochastic optimization tools and consulting in energy with clients in more than 70 countries. He developed the stochastic dual dynamic programming algorithm, SDDP, and other well-known methodologies used in planning and reliability evaluation. He was a main advisor of two Brazilian governments on the management of the country’s energy supply crisis and on the design of generation contracting auctions, which resulted in 80 thousand MW of new capacity, with US$ 550 billion in contracts. Mario is an IEEE Fellow and an elected member of the US National Academy of Engineering, Brazilian Academy of Sciences and Brazilian Academy of Engineering. He was a professor at PUC-Rio and a visiting professor at the IIT, in Spain; co-authored 300 papers and four books on optimization and energy, and co-supervised thirty MSc and DSc thesis. Mario received a Finalist Franz Edelman Award for his work on stochastic hydrothermal scheduling, the National Scientific Merit Medal for his research contributions and the Presidential Rio Branco Medal for his work during the energy crisis.

Contents of this video:
0:00 - Intro
1:45 - Early years
7:06 - Music and literature
9:50 - Meeting Ravi Shankar
11:55 - Meeting Richard Feynman at Caltech, attending his lecture and receiving a gift from him
14:52 - Switching from Physics to an Engineering degree
16:11 - Working on the development of the first Brazilian minicomputer
17:07 - "Not knowing that something is impossible, it helps you sometimes solving it because you are not terrified"
19:02 - Coding optimization algorithms in the 1970s
21:26 - Working at CEPEL (Center for Energy Research of Eletrobrás) and writing a model to optimize the production of hydroplants in Brazil including Itaipu (MSc dissertation)
28:07 - Reflecting on the political dimension of energy policies
29:56 - "This is a horrible model": joining the Electric Power Research Institute (EPRI) in California
36:36 - Meeting George Dantzig and becoming a close friend
41:06 - Learning to manage research at EPRI and on being exposed to the environment of Tech Hubs
42:40 - Finally obtaining the PhD degree after 8 years
44:41 - The amazing story behind the SDDP algorithm (a.k.a. "the federal police algorithm")
48:57 - Returning to Brazil, leaving CEPEL, joining PUC-Rio and founding PSR
53:20 - A little help from his mom (which btw was the 1st female astronomer in Brazil)
54:10 - Cream, Coffee and Sugar: the first job of PSR
55:16 - The secret behind the success of PSR
1:01:03 - Struggling with the limitations and bureaucracy in Academia
1:03:15 - The experience of working for the Brazilian government
1:08:35 - Giving a course to the president of Brazil and some ministers
1:09:23 - Redesigning the power market planning of Brazil
1:12:30 - Reflecting on the gap between theory and practice of OR
1:14:31 - Solving 212 millions large-scale MIPs in 5 hours using 30,000 processors
1:15:19 - International impact of PSR
1:17:17 - Feasible solutions vs Optimal solutions
1:19:07 - Current opportunities and trends when it comes to applying OR to the energy sector
1:21:08 - Message to young researchers, scientists, optimizers...
1:21:41 - Future work, quantum optimization and reinforcement learning

[gomgcr]

Great interview with Mario. I learned a lot from this interview.

[carlosaviz]

Grande Mário Veiga, boas lembranças CSI 70, muito simpático e com resenha dos anos 70 aos tempos de hoje. Parabéns Mário e quem o entrevistou. para podermos manter contato e entrevistar mais colegas desta Turma CSI 70 como Sergio Henrique que trabalhou com Mario.

Great Mário Veiga, good memories CSI 70, very friendly and with a review from the 70s to today. Congratulations Mario and who is S.T. so we can keep in touch and interview more colleagues from this CSI 70 class like Sergio Henrique who worked with Mario.

[alissonvbrito]

I love the story about the SDDP algorithm!! Really funny!