Bio

I am currently a Postdoctoral Associate at Cornell Tech, working with Dr. Andrea Lodi and Dr. Oktay Günlük.  In 2021 I received my Ph.D. in Industrial and Systems Engineering at the University of Wisconsin-Madison, under the supervision of Dr. Jim Luedtke. Before that, I obtained my B.S. in Mathematics and Statistics from Nanjing University in 2017 and my M.S. in Computer Sciences from UW-Madison in 2020.

I am interested in the theory and computation of discrete optimization (mixed-integer programming in particular) and optimization under uncertainty (stochastic, robust, online optimization), as well as applications of optimization in all areas of science and engineering.

I am joining the School of Data Science (SDS) of The Chinese University of Hong Kong, Shenzhen as an assistant professor this fall.

Research

Research Interests

• Methodologies: Stochastic Programming, Integer Programming, Combinatorial Optimization, Approximation Algorithms and Computational Complexity

• Applications: Logistics and Supply Chain Management, Social Science, Data Science and Machine Learning

Journal Papers

• R. Chen, O. Günlük and A. Lodi, "Recovering Dantzig-Wolfe bounds by cutting planes", Operations Research (Articles in Advance), 2024+ [arXiv] [code] [supplement]

• R. Chen, S. Dash and O. Günlük, "Convexifying multilinear sets with cardinality constraints: structural properties, nested case and extensions", Discrete Optimization 50 100804, 2023 [arXiv]

• R. Chen and J. Luedtke, "Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables", Mathematical Programming (Online First), 2023+ [view-only] [arXiv] [code]

• R. Chen, S. Dash and O. Günlük, "Multilinear sets with two monomials and cardinality constraints" Discrete Applied Mathematics 324 67-79, 2023 [arXiv]

• R. Chen and J. Luedtke, "On generating Lagrangian cuts for two-stage stochastic integer programs" INFORMS Journal on Computing 34(4) 2332-2349, 2022 [arXiv] [code] [supplement]

• R. Chen and J. Luedtke, "On sample average approximation for two-stage stochastic programs without relatively complete recourse", Mathematical Programming 196 719-754, 2022 [view-only] [arXiv]

Referred Conference Proceedings

• B. van Rossum, R. Chen and A. Lodi, "A new branching rule for range minimization problems", International Conference on Integer Programming and Combinatorial Optimization (forthcoming), 2024 [arXiv]

• B. van Rossum, R. Chen and A. Lodi, "Optimizing fairness over time with homogeneous workers", Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (short paper), OASIcs 115 17:1-17:6, 2023

• R. Chen and J. Luedtke, "Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables", International Conference on Integer Programming and Combinatorial Optimization, LNCS 13265 98-111, 2022

• R. Chen, S. Dash and T. Gao, "Integer programming for causal structure learning in the presence of latent variables", International Conference on Machine Learning, PMLR 139 1550-1560, 2021 [code]

  • Long talk at ICML (top 3% of submissions)

• R. Chen, S. Dash and O. Günlük, "Cardinality constrained multilinear sets", International Symposium on Combinatorial Optimization, LNCS 12176 54-65, 2020

Preprints

• R. Chen and H. Zhu, "The complexity of recognizing facets for the knapsack polytope" [arXiv]

• R. Chen, O. Günlük, A. Lodi and G. Wang, "A simple algorithm for online decision making" [arXiv]

Other Publications

• R. Chen, "Valid inequalities and integer programming formulations for stochastic integer programming and some machine learning problems", Ph.D. Dissertation

Teaching

Teaching Assistant for

•  CS/ISyE/Math 728 Integer Optimization (James Luedtke) at UW-Madison, Spring 2021

• CS/ISyE 719 Stochastic Programming (James Luedtke) at UW-Madison, Spring 2020

• CS/ISyE/Math/Stat 726 Nonlinear Optimization I (Stephen Wright) at UW-Madison, Fall 2019

Professional Service

Referee for

• Journals: Discrete Applied Mathematics, INFORMS Journal on Computing, Journal of Optimization Theory and Applications, Mathematical Programming, Mathematical Programming Computation, Operations Research, SIAM Journal on Optimization

• Conferences: ICLR, ICML, IPCO, NeurIPS

Organizer/Session Chair for

• Session on "Sequential Decision Making Under Uncertainty" (upcoming), International Symposium on Mathematical Programming, Montréal , Canada, 2024

• Session on "Recent Advances in Mixed-Integer Nonlinear Programming", INFORMS Annual Meeting, Phoenix, AZ, USA, 2023

• Minisymposium on "Recent Advances in Stochastic Programming", SIAM Conference on Optimization, Seattle, WA, USA, 2023

• Minisymposium on "Structured Discrete Optimization", SIAM Conference on Optimization, Seattle, WA, USA, 2023

• Session on "Recent Advances in Stochastic Integer Programming", INFORMS Annual Meeting, Seattle, WA, USA, 2019