Stochastic programming and its applications
Robust optimization
Distributionally robust optimization
Semidefinite and copositive optimization
* denotes a co-author who is a student under my supervision/co-supervision.
[23] *S. Jiang, J. Cheng, K. Pan, F. Qiu, and B. Yang. Data-Driven Chance-Constrained Planning for Distributed Generation: A Partial Sampling Approach. IEEE Transactions on Power Systems, Forthcoming.
[22] *A.M. Fathabad, J. Cheng, K. Pan, and B. Yang. Asymptotically Tight Conic Approximations for Chance-Constrained AC Optimal Power Flow. European Journal of Operational Research (2022), Forthcoming.
[21] *M. Cheramin, J. Cheng, R. Jiang, and K. Pan. Computationally Efficient Approximations for Distributionally Robust Optimization under Moment and Wasserstein Ambiguity. INFORMS Journal On Computing, 34 (3): 1768-1794, 2022.
[20] *M. Cheramin, A. Saha, J. Cheng, S. Paul, and H. Jin. Resilient NdFeB magnet recycling under the impacts of COVID-19 pandemic: Stochastic programming and Benders decomposition. Transportation Research Part E, 155: 102505, 2021.
[19] H. Dashti, J. Cheng, and P. Krokhmal. Chance-constrained optimization-based solar microgrid design and dispatch for radial distribution networks. Energy Systems, 1-23 (2021). DOI: doi.org/10.1007/s12667-020-00418-4
[18] *A.M. Fathabad, J. Cheng, K. Pan, and F. Qiu. Data-Driven Planning for Renewable Distributed Generation Integration. IEEE Transaction on Power Systems 35(6) (2020), 4357-4368.
[17] *K. Roya, J. Cheng, and M. Lejeune. A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs. INFORMS Journal On Computing (2020): Doi.org/10.1287/ijoc.2020.0982.
[16] *A.M., Fathabad, C.B., Yazzie, J. Cheng, and R.G. Arnold. Optimization of solar-driven systems for off-grid water nanofiltration and electrification. Reviews on Environmental Health 35(2) (2020), 211–217.
[15] I. Bomze, J. Cheng, P. Dickinson, A. Lisser and J. Liu. Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches. Computational Management Science 16(4) (2019), 593-619.
[14] J. Cheng, C. Gicquel, A. Lisser. Partial Sample Average Approximation Method for Chance Constrained Problems. Optimization Letters 13(4) (2019), 657-672.
[13] J. Cheng, R. Chen, H. Najm, A. Pinar, C. Safta and JP. Watson. Distributionally Robust Optimization with Principal Component Analysis. SIAM Journal on Optimization 28 (2) (2018), pp. 1817-1841.
[12] J. Cheng, R. Chen, H. Najm, A. Pinar, C. Safta and JP. Watson. Chance Constrained Economic Dispatch Problem with Renewable Energy and Energy Storage. Computational Optimization and Applications 70 (2) (2018), pp. 479-502.
[11] C. Gicquel and J. Cheng. A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand. Annal of Operations Research 264(1) (2018), pp. 123-155.
[10] I. Bomze, J. Cheng, P. Dickinson and A. Lisser. A fresh CP look at mixed- binary QPs: New formulations and relaxations. Mathematical Programming 166 (1-2) (2017), pp. 159-184.
[9] J. Cheng, J. Leung and A. Lisser. Reformulation on distributionally robust shortest path problem with uncertain delays. Computers & Operations Research 74 (2016), pp. 196-204.
[8] J. Cheng, J. Leung and A. Lisser. Random-payoff two-person zero-sum game with joint chance constraints. European Journal of Operational Research, 252(1) (2016), pp. 213-219.
[7] J. Cheng, J. Leung and A. Lisser. Stochastic nonlinear resource allocation problem. Electronic Notes in Discrete Mathematics, 52 (2016), pp. 165-172.
[6] J. Cheng, A. Lisser. Maximum probability shortest path problem. Discrete Applied Mathematics, 192 (2015), pp. 40-48.
[5] J. Cheng, M. Houda and A. Lisser. Chance constrained 0–1 quadratic programs using copulas. Optimization Letters, 9(7) (2015), pp. 1283-1295.
[4] J. Cheng, E.Delage, A. Lisser. Distributionally robust stochastic knapsack problem. SIAM Journal on Optimization, 24(3) (2014), pp. 1485-1506.
[3] J. Cheng and A. Lisser. A completely positive representation of 0-1 Linear Programs with Joint Probabilistic Constraints. Operations Research Letters, 41(6) (2013), pp. 587-601.
[2] J. Cheng, M. Letournel and A. Lisser. Distributionally robust stochastic shortest path problem. Electronic Notes in Discrete Mathematics, 41, pp. 511-518 (2013).
[1] J. Cheng and A. Lisser. A second-order cone programming approach for linear programs with joint probabilistic constraints. Operations Research Letters, 40(5) (2012), pp. 325-328.
[8] Wang, H., Wang, F., Gao, F., and Cheng, J. (2022, May). Submodule Capacitor Sizing for Cascaded H-Bridge STATCOM with Sum of Squares Formulation. In 2022 International Power Electronics Conference (IPEC-Himeji 2022-ECCE Asia) (pp. 2412-2417). IEEE
[7] *A. M. Fathabad, J. Cheng, and K. Pan. Integrated Power Transmission and Distribution Systems. Chapter 5: Renewable-Energy-Driven Future: Technologies, Applications, Sustainability, and Policies, 2020.
[6] *R. Karimi, A. Dabiri, J. Cheng, and E. Butcher. Probabilistic-Robust Optimal Control for Uncertain Linear Time-delay Systems by State Feedback Controllers with Memory. 2018 Annual American Control Conference (ACC), 4183-4188.
[5] C. Xu, J. Cheng and A. Lisser. A Sampling Method to Chance-constrained Semidefinite Optimization. ICORES 2015, pp. 75-81.
[4] C. Gicquel and J. Cheng. Solving a stochastic lot-sizing problem with a modified sample approximation approach. 44th International Conference on Computers and Industrial Engineering. October 2014, Istanbul, Turkey.
[3] Belarmino Nunez, Pablo Adasme, Ismael Soto, Jianqiang Cheng et al.: A chance constrained approach for uplink wireless OFDMA networks. CSNDSP 2014, pp. 754-757.
[2] J. Cheng, C. Gicquel and A. Lisser. A second-order cone programming approximation to joint chance-constrained linear programs. Combinatorial Optimization. Springer Berlin Heidelberg, pp. 71-80 (2012).
[1] J. Cheng, S. Kosuch and A. Lisser. Stochastic Shortest Path Problem with Uncertain Delays. Proceedings of International Conference on Operations Research and Enterprise Systems, pp. 256-264 (2012). ("Best student paper award" of ICORES 2012 conference)
[1] A. Gorge, A. Lisser, R. Zorgati and J. Cheng. Investigating a distributionally robust approach for handling a joint chance-constraint.
[2] J. Cheng, M. Houda, A. Lisser. Second-order cone programming approach for elliptically distributed joint probabilistic constraints with dependent rows. Optimization-online, http://www.optimization-online.org/DB_HTML/2014/ 05/4363.html