Jianqiang Cheng
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Assistant Professor of Systems and Industrial Engineering
Dr. Jianqiang Cheng is an assistant professor at Department of Systems and Industrial Engineerin at the University of Arizona (UA), Tucson, Arizona. He completed his Ph.D. in 2013 at the university of Paris-Sud. He received his B.S. Degree in Math and Applied Maths in Shanghai University. He is particularly interested in Stochastic Programming, Semi-definite programming, as well as their applications. Before joining UA, he worked at Sandia National Laboratories as a postdoctroal researcher.
Degrees
- Ph.D. Computer Science
- University of Paris-Sud, Paris, France
- B.S. Math and Applied Maths
- Shanghai University, Shanghai, Shanghai, China
Awards
- Science Foundation Arizona's 2017 Bisgrove scholar
- Science Foundation Arizona (SFAz), Spring 2017
Interests
Research
Stochastic programming; Robust optimization;Distributionally robust optimization; Semidefinite and copositive optimization; Network design and energy management
Selected Publications
Journals/Publications
- Cheng, J., Chen, R. L., Najm, H. N., Pinar, A., Safta, C., & Watson, J. (2018). Chance-constrained economic dispatch with renewable energy and storage. Computational Optimization and Applications, 70(2), 479--502.
- Cheng, J., Li-Yang, C. R., Najm, H. N., Pinar, A., Safta, C., & Watson, J. (2018). Distributionally Robust Optimization with Principal Component Analysis. SIAM Journal on Optimization, 28(2), 1817--1841.
- Gicquel, C., & Cheng, J. (2018). A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand. Annals of Operations Research, 264(1-2), 123--155.
- Bomze, I. M., Cheng, J., Dickinson, P. J., & Lisser, A. (2017). A fresh CP look at mixed-binary QPs: new formulations and relaxations. Mathematical Programming, 166(1-2), 159--184.
- Cheng, J., Leung, J., & Lisser, A. (2016). New reformulations of distributionally robust shortest path problem. Computers & Operations Research, 74, 196--204.
- Cheng, J., Leung, J., & Lisser, A. (2016). Random-payoff two-person zero-sum game with joint chance constraints. European Journal of Operational Research, 252(1), 213--219.
- Cheng, J., Lisser, A., & Leung, J. (2016). Stochastic nonlinear resource allocation problem. Electronic Notes in Discrete Mathematics, 52, 165--172.
- Cheng, J., & Lisser, A. (2015). Maximum probability shortest path problem. Discrete Applied Mathematics, 192, 40--48.
- Cheng, J., Houda, M., & Lisser, A. (2015). Chance constrained 0--1 quadratic programs using copulas. Optimization Letters, 9(7), 1283--1295.
- Cheng, J., Delage, E., & Lisser, A. (2014). Distributionally robust stochastic knapsack problem. SIAM Journal on Optimization, 24(3), 1485--1506.
- Gicquel, C., Cheng, J., & Lisser, A. (2014). A joint chance-constraint programming approach for a stochastic lot-sizing problem. Program Schedule, 21.
- Cheng, J., & Lisser, A. (2013). A completely positive representation of 0--1 linear programs with joint probabilistic constraints. Operations Research Letters, 41(6), 597--601.
- Cheng, J., Lisser, A., & Letournel, M. (2013). Distributionally robust stochastic shortest path problem. Electronic Notes in Discrete Mathematics, 41, 511--518.
- Cheng, J., & Lisser, A. (2012). A second-order cone programming approach for linear programs with joint probabilistic constraints. Operations Research Letters, 40(5), 325--328.
- Cheng, J., Shen, H., & He, Y. (2010). Improved estimator of the continuous-time kernel estimator. Journal of Shanghai University (English Edition), 14(6), 442-451.
Proceedings Publications
- Xu, C., Cheng, J., & Lisser, A. (2015). A Sampling Method to Chance-constrained Semidefinite Optimization. In Proceedings of the International Conference on Operations Research and Enterprise Systems, 75-81.
- Xu, C., Cheng, J., & Lisser, A. (2015). Stochastic Semidefinite Optimization Using Sampling Methods. In International Conference on Operations Research and Enterprise Systems, 93-103.
- Cheng, J., Gicquel, C., & Lisser, A. (2014). A modified sample approximation method for chance constrained problems. In SIAM Conference on optimization 2014.
- Gicquel, C., & Cheng, J. (2014). Solving a stochastic lot-sizing problem with a modified sample approximation approach.. In 44th International Conference on Computers and Industrial Engineering.
- Gicquel, C., Cheng, J., & Lisser, A. (2014). A joint chance-constraint programming approach for a stochastic lot-sizing problem. In Proceedings International Workshop on Lot-sizing, IWLS, Porto, Portuga.
- Nu~nez, B., Adasme, P., Soto, I., Cheng, J., Letournel, M., & Lisser, A. (2014). A chance constrained approach for uplink wireless OFDMA networks. In Communication Systems, Networks & Digital Signal Processing (CSNDSP), 2014 9th International Symposium on.
- Nuñez, B., Adasme, P., Soto, I., Cheng, J., Letournel, M., & Lisser, A. (2014). A chance constrained approach for uplink wireless OFDMA networks. In Communication Systems, Networks & Digital Signal Processing (CSNDSP), 2014 9th International Symposium on, 754-757.
- Cheng, J., Gicquel, C., & Lisser, A. (2012). A second-order cone programming approximation to joint chance-constrained linear programs. In International Symposium on Combinatorial Optimization, 71-80.
- Cheng, J., Kosuch, S., & Lisser, A. (2012). Stochastic Shortest Path Problem with Uncertain Delays.. In ICORES, 256-264.