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 physical features such as nonconvexity, stochasticity, and network effects, with energy systems 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. 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

• Methodologies: Conic programming, Stochastic and robust optimization, Mixed-integer linear and nonlinear programming, Decomposition and scalable algorithms.

• Application areas: Market design and pricing, Energy and sustainability, Networked markets, Healthcare.

Upcoming Conferences and Presentations

• INFORMS Annual Meeting, San Francisco, CA (November, 2026)

• Ohio State University, ISE Seminar, Columbus, OH (October, 2026)

• Optimization Junior Faculty Colloquium (ColOpt), Bethlehem, PA (August, 2026)