Jianqiang Cheng

Assistant Professor of Systems and Industrial Engineering
Dr. Jianqiang Cheng is an assistant professor in the Department of Systems and Industrial Engineerin at the University of Arizona (UA), Tucson, Arizona. He completed his Ph.D. in 2013 at the PARISSACLAY University. He received his B.S. Degree in Math and Applied Maths in Shanghai University. He is particularly interested in Stochastic Programming, Robust Optimization, Semidefinite programming, as well as their applications. Before joining UA, he worked at Sandia National Laboratories as a postdoctroal researcher.
Degrees
 Ph.D. Computer Science
 PARISSACLAY University, Paris, France
 B.S. Math and Applied Maths
 Shanghai University, Shanghai, Shanghai, China
Interests
Research
Stochastic programming; Robust optimization;Distributionally robust optimization; Semidefinite and copositive optimization; Network design and energy management
Selected Publications
Journals/Publications
 Bomze, I. M., Cheng, J., Dickinson, P. J., Lisser, A., & Liu, J. (2019). Notoriously hard (mixed) binary QPs: empirical evidence on new completely positive approaches. Computational Management Science, 16(4), 593619.
 Cheng, J., Gicquel, C., & Lisser, A. (2019). Partial sample average approximation method for chance constrained problems. Optimization Letters, 13(4), 657672.
 Cheng, J., Chen, R. L., Najm, H. N., Pinar, A., Safta, C., & Watson, J. (2018). Chanceconstrained economic dispatch with renewable energy and storage. Computational Optimization and Applications, 70(2), 479502.
 Cheng, J., LiYang, 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), 18171841.
 Gicquel, C., & Cheng, J. (2018). A joint chanceconstrained programming approach for the singleitem capacitated lotsizing problem with stochastic demand. Annals of Operations Research, 264(12), 123155.
 Bomze, I. M., Cheng, J., Dickinson, P. J., & Lisser, A. (2017). A fresh CP look at mixedbinary QPs: new formulations and relaxations. Mathematical Programming, 166(12), 159184.
 Cheng, J., Leung, J., & Lisser, A. (2016). New reformulations of distributionally robust shortest path problem. Computers & Operations Research, 74, 196204.
 Cheng, J., Leung, J., & Lisser, A. (2016). Randompayoff twoperson zerosum game with joint chance constraints. European Journal of Operational Research, 252(1), 213219.
 Cheng, J., Lisser, A., & Leung, J. (2016). Stochastic nonlinear resource allocation problem. Electronic Notes in Discrete Mathematics, 52, 165172.
 Cheng, J., & Lisser, A. (2015). Maximum probability shortest path problem. Discrete Applied Mathematics, 192, 4048.
 Cheng, J., Houda, M., & Lisser, A. (2015). Chance constrained 01 quadratic programs using copulas. Optimization Letters, 9(7), 12831295.
 Cheng, J., Delage, E., & Lisser, A. (2014). Distributionally robust stochastic knapsack problem. SIAM Journal on Optimization, 24(3), 14851506.
 Gicquel, C., Cheng, J., & Lisser, A. (2014). A joint chanceconstraint programming approach for a stochastic lotsizing problem. Program Schedule, 21.
 Cheng, J., & Lisser, A. (2013). A completely positive representation of 01 linear programs with joint probabilistic constraints. Operations Research Letters, 41(6), 597601.
 Cheng, J., Lisser, A., & Letournel, M. (2013). Distributionally robust stochastic shortest path problem. Electronic Notes in Discrete Mathematics, 41, 511518.
Proceedings Publications
 Karimi, R., Dabiri, A., Cheng, J., & Butcher, E. A. (2018). ProbabilisticRobust Optimal Control for Uncertain Linear Timedelay Systems by State Feedback Controllers with Memory. In 2018 Annual American Control Conference (ACC).
 Xu, C., Cheng, J., & Lisser, A. (2015). A Sampling Method to Chanceconstrained Semidefinite Optimization. In Proceedings of the International Conference on Operations Research and Enterprise Systems, 7581.
 Xu, C., Cheng, J., & Lisser, A. (2015). Stochastic Semidefinite Optimization Using Sampling Methods. In International Conference on Operations Research and Enterprise Systems, 93103.
 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 lotsizing 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 chanceconstraint programming approach for a stochastic lotsizing problem. In Proceedings International Workshop on Lotsizing, 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, 754757.
 Cheng, J., Gicquel, C., & Lisser, A. (2012). A secondorder cone programming approximation to joint chanceconstrained linear programs. In International Symposium on Combinatorial Optimization, 7180.
 Cheng, J., Kosuch, S., & Lisser, A. (2012). Stochastic Shortest Path Problem with Uncertain Delays.. In ICORES, 256264.
Awards
 Science Foundation Arizona's 2017 Bisgrove scholar
 Science Foundation Arizona (SFAz), Spring 2017