About Me

I am an Assistant Professor in the School of Mathematical & Statistical Sciences at Clemson University (Subfaculty: Operations Research).

My research develops theoretically-grounded and computationally-scalable methods to improve the operations of large-scale markets complicated by features such as nonconvexity, stochasticity, network effects, and strategic behavior, with electricity markets as a primary motivation. On the theoretical side, I study market design with provable performance guarantees and rigorous analysis, grounded in duality theory and state-of-the-art conic programming methods. On the computational side, I develop novel decomposition and convex relaxation methods for mixed-integer nonlinear, stochastic, and robust optimization, enabling the solution of large-scale market operations problems that were previously intractable.

I obtained my Ph.D. in Industrial Engineering at University of Toronto in 2021, advised by Merve Bodur. I received M.S. in Operations Research from Columbia University in 2017, and my B.A. in Economics and B.S. in Mathematics from Wuhan University in 2015. I also visited Columbia University and worked on the DOE ARPA-E PERFORM project led by Daniel Bienstock. You can find my CV here.

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Note that I am not the only person called Cheng Guo at Clemson University. There is another Cheng Guo and he is a Ph.D. student in the School of Computing.

Research Topics

• Application areas: Energy markets, Nonconvex market pricing, Capacity markets, Networked Cournot competition, Power systems optimization, Healthcare.

• Methodologies: Copositive programming, Integer programming, Mixed-integer nonlinear programming, Stochastic programming, Robust optimization, Decomposition methods.

Upcoming Conferences and Presentations

• INFORMS Annual Meeting, Atlanta, GA (October, 2025): SA19, Sunday, October 26, 8:00 AM - 8:15 AM, Building A Level 4 A405.