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.

Please contact me at:

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

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

Upcoming Conferences and Presentations

• Production and Operations Management Society (POMS) Conference, Reno, NV (May, 2026)

• INFORMS Optimization Society Conference, Atlanta, GA (March 2026)