Research

Research Interests

• Theories: stochastic optimization, integer programming.

• Applications: power and water system operations, healthcare operations, transportation systems.

Book Chapters

1. "Day-Ahead Scheduling: Reserve Determination and Valuation," with A. J. Conejo and J. Wang. Power Grid Operations in a Market Environment: Economic Efficiency and Risk Mitigation. Hong Chen, Editor, Wiley, 2015.

Survey Articles

1. "Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness," with S. Küçükyavuz. EURO Journal on Computational Optimization. Forthcoming, 2022. [Open Access]

• 2022 Marguerite Frank Award for the Best EJCO paper (Honorable Mention)

Journal Publications  [Google Scholar Citations]

1. "Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty," with A. Moreira, F. Pianco, B. Fanzeres, A. Street, C. Zhao, and M. Heleno. IEEE Transactions on Power Systems. Forthcoming, 2023.

2. "Frequency-Secured Unit Commitment: Tight Approximation using Bernstein Polynomials," with B. Zhou and S. Shen. IEEE Transactions on Power Systems. Forthcoming, 2023.

3. "Integrating Unimodality into Distributionally Robust Optimal Power Flow," with B. Li and J.L. Mathieu. TOP (Invited Paper). Forthcoming, 2022.

4. "Chance-Constrained Set Covering with Wasserstein Ambiguity," with H. Shen. Mathematical Programming. Forthcoming, 2022.

5. "Computationally Efficient Approximations for Distributionally Robust Optimization under Moment and Wasserstein Ambiguity," with M. Cheramin, J. Cheng, and K. Pan. INFORMS Journal on Computing. Forthcoming, 2022.

6. "Sequential Competitive Facility Location: Exact and Approximate Algorithms," with M. Qi and S. Shen. Operations Research. Forthcoming, 2022.

7. "Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity," with H. Nakao and S. Shen. SIAM Journal on Optimization. Forthcoming, 2021. [Supplementary Materials]

8. "Using Stochastic Programming to Solve the Outpatient Appointment Scheduling Problem with Random Service and Arrival Times," with K. Shehadeh and A. Cohn. Naval Research Logistics. Forthcoming, 2020.

9. "Data-driven Stochastic Optimization Approaches to Determine Decision Thresholds for Risk Estimation Models," with G.-G. Garcia, M.S. Lavieri, M. McCrea, T.W. McAllister, S.P. Broglio, and CARE Consortium Investigators. IISE Transactions. Forthcoming, 2021.

• Best Paper in the 2021 IISE Transactions Focus Issue on Operations Engineering and Analytics

10. "Optimized Bonferroni Approximations of Distributionally Robust Joint Chance Constraints," with W. Xie and S. Ahmed. Mathematical Programming. Forthcoming, 2019.

11. “A Distributionally Robust Optimization Approach for Colonoscopy Scheduling,” with K.S. Shehadeh and A. Cohn. European Journal of Operational Research. Forthcoming, 2019.

12. "Distributionally Robust Distribution Network Configuration Under Random Contingency," with S. Babaei and C. Zhao. IEEE Transactions on Power Systems. Forthcoming, 2019.

13. "Distributionally Robust Co-Optimization of Power Dispatch and Do-Not-Exceed Limits," with H. Ma and Z. Yan. IEEE Transactions on Power Systems. Forthcoming, 2019.

14. "Distributionally Robust Chance Constrained Optimal Power Flow Assuming Unimodal Distributions with Misspecified Modes," with B. Li and J.L. Mathieu. IEEE Transactions on Control of Network Systems. Forthcoming, 2019.

15. "A Data-driven Approach to Unlikely, Possible, Probable, and Definite Acute Concussion Assessment," with G.-G. Garcia, M.S. Lavieri, T.W. McAllister, M.A. McCrea, S.P. Broglio, and CARE Consortium Investigators. Journal of Neurotrauma. Forthcoming, 2018.

16. "Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information," with Y. Zhang and S. Shen. SIAM Journal on Optimization. Forthcoming, 2018. [Supplementary Materials]

17. "Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity," with Y. Guan. Operations Research. Forthcoming, 2018.

18. "Ambiguous Risk Constraints with Moment and Unimodality Information," with B. Li and J.L. Mathieu. Mathematical Programming. Forthcoming, 2018.

19. "Distributionally Robust Contingency-Constrained Unit Commitment," with C. Zhao. IEEE Transactions on Power Systems. 31(1): 94--102. 2018.

20. "Integer Programming Approaches for Appointment Scheduling with Random No-shows and Service Durations," with S. Shen and Y. Zhang. Operations Research. 65(6): 1638--1656. 2017.

21. "Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance," with B.-G. Choi and N. Rujeerapaiboon. Operations Research Letters. 44(6): 801--807. 2016.

22. "Cutting Planes for The Multistage Stochastic Unit Commitment Problem," with Y. Guan and J.-P. Watson. Mathematical Programming.  157(1): 121--151. 2016.

23. "Risk-Averse Stochastic Unit Commitment with Incomplete Information," with Y. Guan and J.-P. Watson. IIE Transactions. 48(9): 838--854. 2016.

24. "Weekly Two-Stage Robust Generation Scheduling for Hydrothermal Power Systems," with H. Dashti, A. J. Conejo, and J. Wang. IEEE Transactions on Power Systems. 31(6): 4554--4564. 2016.

25. "Data-Driven Chance Constrained Stochastic Program," with Y. Guan. Mathematical Programming. 158(1): 291--327. 2016.

26. "Min-Max Regret Bidding Strategy for Thermal Generator Considering Price Uncertainty," with L. Fan, J. Wang, and Y. Guan. IEEE Transactions on Power Systems. 29(5): 2169-2179. 2014.

27. "Two-Stage Network Constrained Robust Unit Commitment Problem," with M. zhang, G. Li, and Y. Guan. European Journal of Operational Research, 234(3): 751-762. 2014.

28. "Two-Stage Minimax Regret Unit Commitment Considering Wind Power Uncertainty," with J. Wang, M. Zhang, and Y. Guan. IEEE Transactions on Power Systems. 28(3): 2271-2282. 2013.

29. "Robust Unit Commitment With Wind Power and Pumped Storage Hydro," with J. Wang and Y. Guan. IEEE Transactions on Power Systems. 27(2): 800-812. 2012.

30. "An O(N^2) Time Algorithm for the Stochastic Uncapacitated Lot-Sizing Problem with Random Lead Times," with Y. Guan. Operations Research Letters. 39(1): 74-77. 2011.

31. "A Data-Driven Approach for Unit Commitment and Reserve Procurement," with Y. Guo and J. Wang. (Submitted for publication)

32. "Data-Driven Distributionally Robust Appointment Scheduling over Wasserstein Balls," with M. Ryu and G. Xu. (Submitted for publication)

33. "Nurse Staffing under Absenteeism: A Distributionally Robust Optimization Approach," with M. Ryu. (Submitted for publication)

34. "Convex Chance-Constrained Programs with Wasserstein Ambiguity," with H. Shen. (Submitted for publication)

• INFORMS Optimization Society Student Paper Prize (Honorable Mention), 2022

Conference Proceedings

1. "Learning to Solve Bilevel Programs with Binary Tender," with B. Zhou and S. Shen. The 12th International Conference on Learning Representations (ICLR). Vienna, Austria, May 2024.

2. "Differential-Algebraic Equation-Constrained Frequency-Secured Stochastic Unit Commitment," with B. Zhou and S. Shen. Proceedings of the IEEE Power & Energy Society General Meeting (PES-GM). Orlando, USA, Jul. 2023.

3. "Wasserstein Two-Sided Chance Constraints With an Application To Optimal Power Flow," with H. Shen. Proceedings of the IEEE Conference on Decision and Control (CDC). Cancun, Mexico, Dec. 2022.

4. "Distributionally Robust Chance-Constrained Optimal Power Flow Assuming Log-Concave Distribution," with B. Li and J.L. Mathieu. Proceedings of the Power Systems Computation Conference (PSCC). Dublin, Ireland, Jun. 2018.

5. "Distributionally Robust Risk-Constrained Optimal Power Flow Using Moment and Unimodality Information," with B. Li and J.L. Mathieu. Proceedings of the IEEE Conference on Decision and Control (CDC). Las Vegas, USA, Dec. 2016.