Rui Chen (陈锐)
Assistant Professor
School of Data Science
The Chinese University of Hong Kong, Shenzhen
Email: rchen [at] cuhk [dot] edu [dot] cn
Office: Dao Yuan Building, Room 321b
CV - GitHub - Google Scholar - X
I am currently an Assistant Professor at the School of Data Science (SDS), The Chinese University of Hong Kong, Shenzhen (CUHK-Shenzhen).
I am interested in the theory and computation of discrete optimization (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.
Bio
Education
Ph.D., Industrial Engineering, University of Wisconsin-Madison, 2021
M.S., Computer Sciences, University of Wisconsin-Madison, 2020
B.S., Statistics, Nanjing University, 2017
Professional Experience
Assistant Professor, School of Data Science, The Chinese University of Hong Kong, Shenzhen, 2024-present
Postdoc, Cornell Tech, Cornell University, 2021-2024
Research Intern, IBM Research, 2019 & 2020
Recent News
Oct 2024: Talk on "Efficient Branching Rules for Optimizing Range and Order-Based Objective Functions" at 2024 INFORMS Annual Meeting
Aug 2024: Officially joined SDS, CUHK-Shenzhen!
July 2024: Talk on "Online decision making with nonconvex local and convex global constraints" at ISMP 2024
July 2024: Updated preprint "Efficient Branching Rules for Optimizing Range and Order-Based Objective Functions" (with B. van Rossum and A. Lodi)
June 2024: Talk on "Recovering Dantzig-Wolfe bounds by cutting planes" at MIP Workshop 2024
May 2024: New preprint "Actively learning combinatorial optimization using a membership oracle" (with R. Messana and A. Lodi)
Mar 2024: Talk on "Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables" at 2024 INFORMS Optimization Society Conference
Jan 2024: Paper "A new branching rule for range minimization problems" (with B. van Rossum and A. Lodi) accepted to IPCO 2024
Dec 2023: Paper "Recovering Dantzig-Wolfe bounds by cutting planes" (with O. Günlük and A. Lodi) accepted to Operations Research
Nov 2023: New preprint "A new branching rule for range minimization problems" (with B. van Rossum and A. Lodi)
Oct 2023: Talk on "A simple algorithm for online decison making" at 2023 INFORMS Annual Meeting
Sept 2023: New preprint "The complexity of recognizing facets for the knapsack polytope" (with H. Zhu)
Sept 2023: Paper "Convexifying multilinear sets with cardinality constraints: structural properties, nested case and extensions" (with S. Dash and O. Günlük) accepted to Discrete Optimization
Aug 2023: Paper "Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables" (with J. Luedtke) accepted to Mathematical Programming
Aug 2023: Paper "Optimizing fairness over time with homogeneous workers" (with B. van Rossum and A. Lodi) accepted to ATMOS 2023
Upcoming events:
POMS Annual Conference, Atlanta, GA, USA (May 8-12, 2025)
Mixed Integer Programming Workshop, Minnesota, USA (June 3-6, 2025)
INFORMS International Meeting, Singapore (July 20-23, 2025)
International Conference on Stochastic Programming, France (July 28-August 1, 2025)
Research
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 and J. Luedtke, "Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables", Mathematical Programming 206 357-388, 2024 [view-only] [arXiv] [code]
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, 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, LNCS 14679 433-445, 2024
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 (long talk), PMLR 139 1550-1560, 2021 [code]
R. Chen, S. Dash and O. Günlük, "Cardinality constrained multilinear sets", International Symposium on Combinatorial Optimization, LNCS 12176 54-65, 2020
Preprints
B. van Rossum, R. Chen and A. Lodi, "Efficient branching rules for optimizing range and order-based objective functions" [arXiv]
Full version of our IPCO 2024 paper
R. Messana, R. Chen and A. Lodi, "Actively learning combinatorial optimization using a membership oracle" [arXiv]
R. Chen, O. Günlük, A. Lodi and G. Wang, "Online decision making with nonconvex local and convex global constraints" [arXiv]
R. Chen and H. Zhu, "The complexity of recognizing facets for the knapsack polytope" [arXiv]
Other Publications
R. Chen, "Valid inequalities and integer programming formulations for stochastic integer programming and some machine learning problems", Ph.D. Dissertation
Research Group
Current PhD Students
Guxin Du (杜汩鑫)
Yiran Yang (杨忆然)
Teaching
MAT3007 Optimization at CUHK-Shenzhen, Fall 2024
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", 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