PhD student at the University of Montreal in computer Science, currently working on the modernization of an electricity demand forecast tool for Hydro-Québec, main electricity supplier for the province of Quebec in Canada.
ENLSIP algorithm is designed to solve nonlinear least squares problems under nonlinear constraints. Implemented in Fortran77, it has been successfully used for decades by Hydro-Québec, the main electricity supplier for the province of Quebec in Canada, to calibrate its short-term electricity demand forecast models. A conversion into Julia has been developed to improve reliability and readability of the original code. We now present it as a Julia numerical optimization open-source package