Homepage | Rui Chen（陈锐）
Assistant Professor
School of Data Science
The Chinese University of Hong Kong, Shenzhen
📧 rchen [at] cuhk [dot] edu [dot] cn
📍 Dao Yuan Building, Room 321b
Research Interests:
Discrete Optimization
Optimization Under Uncertainty
Applications of Optimization
Bio
Education
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Ph.D., Industrial Engineering
University of Wisconsin-Madison, 2021 -
M.S., Computer Sciences
University of Wisconsin-Madison, 2020 -
B.S., Statistics
Nanjing University, 2017
Professional Experience
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Assistant Professor
School of Data Science, CUHK-Shenzhen, 2024–present -
Postdoc
Cornell Tech, Cornell University, 2021–2024 -
Research Intern
IBM Research, 2019 & 2020
🔍 Research
Journal Papers
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R. Chen, O. Günlük, A. Lodi, “Recovering Dantzig-Wolfe bounds by cutting planes”, Operations Research 73(2) 1128-1142, 2025 [arXiv] [code] [supplement]
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R. Chen, J. Luedtke, “Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables”, Mathematical Programming 206 357-388, 2024 [view-only] [arXiv] [code]
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R. Chen, S. Dash, O. Günlük, “Convexifying multilinear sets with cardinality constraints: structural properties, nested case and extensions”, Discrete Optimization 50 100804, 2023 [arXiv]
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R. Chen, S. Dash, O. Günlük, “Multilinear sets with two monomials and cardinality constraints”, Discrete Applied Mathematics 324 67-79, 2023 [arXiv]
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R. Chen, J. Luedtke, “On generating Lagrangian cuts for two-stage stochastic integer programs”, INFORMS Journal on Computing 34(4) 2332-2349, 2022 [arXiv] [code] [supplement]
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R. Chen, J. Luedtke, “On sample average approximation for two-stage stochastic programs without relatively complete recourse”, Mathematical Programming 196 719-754, 2022 [view-only] [arXiv]
Referred Conference Proceedings
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B. van Rossum, R. Chen, A. Lodi, “A new branching rule for range minimization problems”, International Conference on Integer Programming and Combinatorial Optimization, LNCS 14679 433-445, 2024
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B. van Rossum, R. Chen, A. Lodi, “Optimizing fairness over time with homogeneous workers”, Symposium on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (short paper), OASIcs 115 17:1-17:6, 2023
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R. Chen, J. Luedtke, “Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables”, International Conference on Integer Programming and Combinatorial Optimization, LNCS 13265 98-111, 2022
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R. Chen, S. Dash, T. Gao, “Integer programming for causal structure learning in the presence of latent variables”, International Conference on Machine Learning (oral, 3%), PMLR 139 1550-1560, 2021 [code]
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R. Chen, S. Dash, O. Günlük, “Cardinality constrained multilinear sets”, International Symposium on Combinatorial Optimization, LNCS 12176 54-65, 2020
Preprints
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Y. Yang, R. Chen, “Inexact column generation for Bayesian network structure learning via difference-of-submodular optimization” [arXiv]
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R. Chen, D. Liu, N. Jiang, R. Gupta, M. Kilinc, A. Lodi, “Learning maritime inventory routing optimization” [arXiv]
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B. van Rossum, R. Chen, A. Lodi, “Efficient branching rules for optimizing range and order-based objective functions” [arXiv]
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R. Messana, R. Chen, A. Lodi, “Actively learning combinatorial optimization using a membership oracle” [arXiv]
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R. Chen, O. Günlük, A. Lodi, G. Wang, “Online decision making with nonconvex local and convex global constraints” [arXiv]
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R. Chen, H. Zhu, “The complexity of recognizing facets for the knapsack polytope” [arXiv]
Other Publications
- R. Chen, “Valid inequalities and integer programming formulations for stochastic integer programming and some machine learning problems”, Ph.D. Dissertation
Research Group
Current PhD Students
- Guxin Du (杜汩鑫, DS@CUHK-SZ)
- Yiran Yang (杨忆然, DS@CUHK-SZ)
🎓 Teaching
- DDA6112 Stochastic Optimization at CUHK-Shenzhen, Fall 2025
- MAT3007 Optimization at CUHK-Shenzhen, Fall 2024
🛠 Professional Service
Referee for
- Journals: Discrete Applied Mathematics, INFORMS Journal on Computing, INFORMS Journal on Optimization, Journal of Optimization Theory and Applications, Mathematical Programming, Mathematical Programming Computation, Operations Research, Operations Research Letters, SIAM Journal on Optimization
- Conferences: AAAI, ICLR, ICML, IPCO, NeurIPS
Session Chair for
INFORMS 2019&2023, INFORMS International 2025, ISMP 2024, SIAM-OP 2023