Grani A. Hanasusanto is an Assistant Professor of Operations Research and Industrial Engineering at the University of Texas at Austin (UT). Before joining UT, he was a postdoctoral researcher at the College of Management of Technology at École Polytechnique Fédérale de Lausanne. He holds a PhD degree in Operations Research from Imperial College London and an MSc degree in Financial Engineering from the National University of Singapore. His research focuses on the design and analysis of tractable solution schemes for decision-making problems under uncertainty, with applications in operations management, energy systems, machine learning and data analytics.
Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls, with D. Kuhn. Available online, 2016.
Ambiguous Joint Chance Constraints under Mean and Dispersion Information, with V. Roitch, D. Kuhn and W. Wiesemann. Operations Research, 2016.
Data-Driven Inverse Optimization with Incomplete Information, with P. Mohajerin Esfahani, S. Shafieezadeh-Abadeh and D. Kuhn. Available online, 2015.
K-Adaptability in Two-Stage Distributionally Robust Binary Programming, with D. Kuhn and W. Wiesemann. Operations Research Letters, 2015.
A Comment on “Computational Complexity of Stochastic Programming Problems”, with D. Kuhn and W. Wiesemann. Mathematical Programming A, 2015.
K-Adaptability in Two-Stage Robust Binary Programming (previous title: Two-Stage Robust Integer Programming), with D. Kuhn and W. Wiesemann. Operations Research, 2015.
A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming, with V. Roitch, D. Kuhn and W. Wiesemann. Mathematical Programming B, 2015.
Distributionally Robust Multi-Item Newsvendor Problems with Multi-Modal Demand Distributions, with D. Kuhn, S. W. Wallace and S. Zymler. Mathematical Programming A, 2014.
Risk-averse Shortest Path Problems, with C. Gavriel and D. Kuhn. IEEE Conference on Decision and Control (CDC), 2012.
A Chopper Stabilized Pre-amplifier for Biomedical Signal Acquisition, with Y. Zheng. IEEE International Symposium on Integrated Circuits, 2008.
A Micropower CMOS Amplifier for Portable Surface EMG Recording, with P. K. Chan, H. B. Tan and V. K. S. Ong. IEEE Asia Pacific Conference on Circuits and Systems, 2006.
Decision Making Under Uncertainty: Robust and Data-Driven Approaches. Imperial College London, 2015.
Banff International Research Station workshop on Distributionally Robust Optimization (invited talk), Banff, Canada. March 2018
INFORMS Annual Meeting, Houston TX, US. October 2017
21st Conference of the International Federation of Operational Research Societies (invited talk), Quebec City, Canada. July 2017
15th EUROPT Workshop on Advances in Continuous Optimization (invited talk), Montreal, Canada. July 2017
SIAM Conference on Optimization (invited talk), Vancouver, Canada. May 2017
INFORMS Computing Society Conference, Austin TX, US. January 2017
INFORMS Annual Meeting, Nashville TN, US. November 2016
INFORMS International Conference (invited talk), Waikoloa HI, US. June 2016
Optimization Seminar, EPFL, Lausanne, Switzerland. December 2015
INFORMS Annual Meeting (invited talk), Philadelphia PA, US. November 2015
Optimization Seminar (invited talk), ETH Zurich, Zurich, Switzerland. October 2015
22nd International Symposium on Mathematical Programming (ISMP) (invited talk), Pittsburgh PA, US. July 2015
17th British-French-German Conference on Optimization (BFG) (invited talk), London, UK. June 2015
City University London (invited talk), London, UK. January 2015
Industrial Consortium Meeting of the Centre for Process Systems Engineering, London, UK. December 2014
International Conference on Applied Mathematical Optimization and Modelling (APMOD), Warwick, UK. April 2014
QUADS Seminar, London, UK. June 2013
Industrial Consortium Meeting of the Centre for Process Systems Engineering, London, UK. December 2012
9th International Conference on Computational Management Science (CMS), London, UK. April 2012
ORI390R-18760: Applied Stochastic Processes, Spring 2017
ORI397-18928: Optimization Under Uncertainty, Fall 2016
Session chair for:
“Distributionally Robust Optimization” session. INFORMS Annual Meeting, Houston TX, US. October 2017
“Distributionally Robust Optimization” session. INFORMS Annual Meeting, Nashville TN, US. November 2016
Reviewer for the journals: Annals of Operations Research, Automatica, Computational Management Science, Computers and Operations Research, Energy Systems, Environmental Modelling & Software, European Journal of Operational Research, INFORMS Journal on Computing, International Journal of Production Research, Lecture Notes in Computer Science, Management Science, Mathematical Programming, Mathematics of Operations Research, Operations Research, Operations Research Letters, Optimization Methods and Software, SIAM Journal on Optimization, Stochastic Programming E-Print Series
Reviewer for the conference proceedings: ICRA 2016
First prize in Google Poster Competition 2014
Imperial College International Scholarship
RMI PSA Prize for student with the best aggregate CAP in computing and technical modules
Prospective students: I am always looking for outstanding and self-motivated graduate students with strong mathematical background and exceptional computer programming proficiency. Optimization under uncertainty is an exciting research area with plenty of challenges remain to be addressed. If you are interested in working with me, please consider applying here. Unfortunately, I am currently unable to take on any teaching assistants, interns, and/or visiting scholars.