Profile
Cheng Guo
Mathematical and Statistical Sciences
Assistant Professor
Martin Hall O324 [Office]
Educational Background
Ph.D., Industrial Engineering, University of Toronto, 2021
M.S., Operations Research, Columbia University, 2017
B.A., Economics, Wuhan University, 2015
B.S., Mathematics, Wuhan University, 2015
Research Interests
Cheng Guo's research develops theoretically-grounded and computationally-scalable methods to improve the operations of large-scale markets complicated by features such as nonconvexity, stochasticity, network effects, and strategic behavior, with electricity markets as a primary motivation. On the theoretical side, I study market design with provable performance guarantees and rigorous analysis, grounded in duality theory and state-of-the-art conic programming methods. On the computational side, I develop novel decomposition and convex relaxation methods for mixed-integer nonlinear, stochastic, and robust optimization, enabling the solution of large-scale market operations problems that were previously intractable.
Courses Taught
MATH 8100 Mathematical Programming
MATH 4400/6400 Linear Programming
STAT 3090 Introductory Business Statistics
Selected Publications
C. Guo, M. Bodur, J. A. Taylor, “Copositive Duality for Discrete Energy Markets,” Management Science (forthcoming).
C. Guo, M. Bodur, H. Nagarajan, “Tightening Quadratic Convex Relaxations for the AC Optimal Transmission Switching Problem,” INFORMS Journal on Computing (forthcoming).
D. Bienstock, Y. Dvorkin, C. Guo, R. Mieth, J. Wang, “Risk-Aware Security-Constrained Unit Commitment”, accepted at IEEE Transactions on Energy Markets, Policy, and Regulation (2024).
C. Guo, M. Bodur, D. Papageorgiou,“Generation Expansion Planning with Revenue Adequacy Constraints”, Computers & Operations Research 142 (2022): 105736.
C. Guo, M. Bodur, D. Aleman, and D. Urbach,“Logic-based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Scheduling”, INFORMS Journal on Computing 33.4 (2021): 1551-1569.
Honors and Awards
Bert Wasmund Graduate Fellowships in Sustainable Energy Research, 2018.
