Melvyn

SIM, Melvyn

Professor and Provost's Chair
Head of Department


ANALYTICS & OPERATIONS

(65) 6516 6274
dschead@nus.edu.sg
BIZ1 8-76
Curriculum Vitae

Bio

Dr. Melvyn Sim is Professor and Provost's Chair at the Department of Analytics & Operations, NUS Business school. His research interests fall broadly under the categories of decision making and optimization under uncertainty with applications ranging from finance, supply chain ma....

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Recognition & Awards

  • Faculty Outstanding Researcher Award (NUS) - 2011
  • University Young Researcher Award (NUS) - 2009
  • First place, INFORMS Junior Faculty Interest Group (JFIG) Best Paper Competition - 2007
  • Faculty Outstanding Researcher Award (NUS) - 2007
  • Department Outstanding Researcher Award (NUS) - 2005
  • Second place, INFORMS George Nicholson Student Paper Competition - 2004
  • Second place, INFORMS George Nicholson Student Paper Competition - 2002

Educational Qualifications

  • PhD, Operations Research, Massachusetts Institute of Technology, USA, 2004
  • S.M (HPCES), Computational Engineering, Singapore-MIT-Alliance, 2000
  • M.Eng (EE), Electrical Engineering, National University of Singapore, Singapore, 1996
  • B.Eng (EE), First Class Honors, Electrical Engineering, National University of Singapore, Singapore, 1995

Academic Experience

  • Professor, National University of Singapore, 2012 - current
  • Affiliated Researcher, NUS Risk Management Institute, 2007 - current
  • Fellow, Singapore-MIT Alliance, 2005 - current
  • Dean's Chair, National University of Singapore, 2009 - 2012
  • Deputy Head, Department of Decision Sciences, National University of Singapore, 2009 - 2011
  • Associate Professor (with tenure), National University of Singapore, 2008 - 2011
  • Assistant Professor, National University of Singapore, 2004 - 2008

Corporate Experience

  • DSP Group Leader, MINDEF, 1997 - 1999

Selected Publications

Robust Data-Driven Vehicle Routing with Time Window

Journal Articles
Sim, Melvyn with ZHANG Yu, ZHANG Zhenzhen and LIM Andrew
Operations Research

Year
2020

Robust Stochastic Optimization Made Easy with RSOME

Journal Articles
Xiong, Peng with CHEN, Zhi
Management Science

Year
2020

View

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust–Stochastic Approach

Journal Articles
Sim, Melvyn with HE Shuangchi and Zhang Meilin
Management Science, 65, (9), 3949-4450

Year
2020

Mitigating Interdiction Risk with Fortification

Journal Articles
Sim, Melvyn with HIEN LTK and XU Huan
Operations Research, 68, (2), 309-654

Year
2020

Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets

Journal Articles
Sim, Melvyn with CHEN Zhi and XU Huan
Operations Research, 67, (5), 1209-1502

Year
2019

Selected Publications

42

Journals

Journal Articles

Robust Data-Driven Vehicle Routing with Time Window

Journal Articles
Sim, Melvyn with ZHANG Yu, ZHANG Zhenzhen and LIM Andrew
Operations Research

Year
2020

Robust Stochastic Optimization Made Easy with RSOME

Journal Articles
Xiong, Peng with CHEN, Zhi
Management Science

Year
2020

View

Data-Driven Patient Scheduling in Emergency Departments: A Hybrid Robust–Stochastic Approach

Journal Articles
Sim, Melvyn with HE Shuangchi and Zhang Meilin
Management Science, 65, (9), 3949-4450

Year
2020

Mitigating Interdiction Risk with Fortification

Journal Articles
Sim, Melvyn with HIEN LTK and XU Huan
Operations Research, 68, (2), 309-654

Year
2020

Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets

Journal Articles
Sim, Melvyn with CHEN Zhi and XU Huan
Operations Research, 67, (5), 1209-1502

Year
2019

Adaptive Distributionally Robust Optimization

Journal Articles
Sim, Melvyn with BERTSIMAS Dimitris and ZHANG Meilin
Management Science, 65, (2), 459-954

Year
2019

Goal Scoring, Coherent Loss and Applications to Machine Learning

Journal Articles
Sim, Melvyn with YANG Wenzhuo and XU Huan
Mathematical Programming

Year
2019

Routing optimization with time windows under uncertainty

Journal Articles
Sim, Melvyn with ZHANG Yu and BALDACCI Roberto
Mathematical Programming, 175, 263–305

Year
2019

Adjustable Robust Optimization via Fourier-Motzkin Elimination

Journal Articles
Sim, Melvyn with ZHEN Jianzhe and den HERTOG Dick
Operations Research, 66, (4), 1086-1100

Year
2018

Asymmetry and ambiguity in the newsvendor model

Journal Articles
Sim, Melvyn with NATARAJAN Karthik and UICHANCO Joline
Management Science, 64, (7), 2973-3468

Year
2018

Preferences for travel time under risk and ambiguity: implications in path selection and network equilibrium

Journal Articles
Sim, Melvyn with Qi J, SUN DEFENG and Yuan X
Transportation Research Part B-Methodological , 94

Year
2016

Routing Optimization under Uncertainty

Journal Articles
Sim, Melvyn with Jaillet P and Qi J
Operations Research, 64, (1)

Year
2016

A Robust Optimization Model for Managing Elective Admission in a Public Hospital.

Journal Articles
Sim, Melvyn with MENG FANWEN, QI J, ZHANG M and ANG SOO KENG, JAMES
Operations Research, 63, (6)

Year
2015

On Dynamic Decision Making to Meet Consumption Targets

Journal Articles
Sim, Melvyn with Long Z.
Operations Research, 63, (5)

Year
2015

Managing Underperformance Risk in Project Portfolio Selection

Journal Articles
Sim, Melvyn with Hall N, LONG Z and QI J
Operations Research, 63, (3)

Year
2015

Distributionally Robust Convex Optimization

Journal Articles
Sim, Melvyn with Wolfram Wiesemann and Daniel Kuhn
Operations Research, 62(6), 1358-1376

Year
2014

Multiple Objectives Satisficing under Uncertainty

Journal Articles
Sim, Melvyn with Shao-Wei Lam, Adam Ng and Jin-Hwa Song
Operations Research, 61(1), 214-227

Year
2013

Portfolio Value-at-Risk Optimization For Asymmetric Distributed Asset Returns

Journal Articles
Sim, Melvyn with GOH, W J, Kian Guan Lim and W ZHANG
European Journal of Operational Research, 221, no. 2, 397-406, (Netherlands)

Year
2012

Skewness-Aware Asset Allocation: New Theoretical Observations and Empirical Evidence

Journal Articles
Sim, Melvyn with Chee-Kiat Low and Dessislava Pachamanova
Mathematical Finance, 22(2), 379-410

Year
2012

Aspirational Preferences and their Representation by Risk Measures

Journal Articles
Sim, Melvyn with Enrico De Giorgi and David Brown
Management Science, 58(11), 2095-2113

Year
2012

Robust Storage Assignment in Unit-Load Warehouses

Journal Articles
Sim, Melvyn with Marcus Ang and Yun-Fong Lim
Management Science, 58(11), 2114-2130

Year
2012

Robust Optimization Made Easy with ROME

Journal Articles
Sim, Melvyn with GOH WEIQIANG, JOEL
Operations Research, 59(4), 973-985

Year
2011

Tractable Robust Expected Utility and Risk Models for Portfolio Optimization

Journal Articles
Sim, Melvyn with Joline Uichanco and Karthik Natarajan
Mathematical Finance, 20 (4), 695-731

Year
2010

Distributionally Robust Optimization and its Tractable Approximations

Journal Articles
Sim, Melvyn with GOH WEIQIANG, JOEL
Operations Research, 58 (4), 902-917

Year
2010

Robust Approximation to Multi-Period Inventory Management

Journal Articles
Sim, Melvyn with Chuen-Teck See
Operations Research, 58(3), 583-594

Year
2010

Model Predictive Control Using Segregated Disturbance Feedback

Journal Articles
Sim, Melvyn with Chen Wang and Chong-Jin Ong
IEEE Transactions on Automatic Control, 55(4), 831-840

Year
2010

From CVaR to Uncertainty Set: Implications in Joint Chance Constrained Optimization

Journal Articles
Sim, Melvyn with SUN JIE, TEO CHUNG PIAW and Wenqiang Chen
Operations Research, 58, 470-485

Year
2010

Constructing risk measures from uncertainty sets

Journal Articles
Sim, Melvyn with Karthik Natarajan and Dessislava Pachamanova
Operations Research, 57(5), 1129-1141

Year
2009

Convergence properties of constrained linear system under MPC control law using affine disturbance feedback

Journal Articles
Sim, Melvyn with Chen Wang and Chong-Jin Ong
Automatica, 45(7), 1715-1720

Year
2009

Goal Driven Optimization

Journal Articles
Sim, Melvyn with Wenqing Chen
Operations Research, 57(2), 342-357

Year
2009

Satisficing measures for analysis of risky positions

Journal Articles
Sim, Melvyn with David Brown
Management Science, 55(1), 71-84

Year
2009

Incorporating asymmetric distributional information in robust Value-at-Risk optimization

Journal Articles
Sim, Melvyn with Karthik Natarajan and Dessislava Pachamanova
Management Science, 54, 573-585

Year
2008

Constrained Linear System with Disturbances: Stability under Disturbance Feedback

Journal Articles
Sim, Melvyn with Chen Wang and Chong-Jin Ong
Automatica, 44(10), 2583-2587

Year
2008

A Robust Optimization Perspective on Stochastic Programming

Journal Articles
Sim, Melvyn with Xin Chen and Peng Sun
Operations Research, 55(6), 1058-1071

Year
2007

Risk aversion in inventory management

Journal Articles
Sim, Melvyn with Xin Chen, Peng Sun and David Simchi-Levi
Operations Research, 55(5), 828-842

Year
2007

A linear-decision based approximation approach to stochastic programming

Journal Articles
Sim, Melvyn with Jiawei Zhang, Xin Chen and Peng Sun
Operations Research, 56(2), 344-357

Year
2007

Tractable Approximations to Robust Conic Optimization Problems

Journal Articles
Sim, Melvyn with Dimitris Bertsimas
Mathematical Programming, 107(1-2), 5-36

Year
2006

Robust linear optimization under general norms

Journal Articles
Sim, Melvyn with Dessislava Pachamanova and Dimitris Bertsimas
Operations Research Letters, 32(6), 510-516

Year
2004

Price of robustness

Journal Articles
Sim, Melvyn with Dimitris Bertsimas
Operations Research, 52(1), 35-53

Year
2004

Robust discrete optimization and network flows

Journal Articles
Sim, Melvyn with Dimitris Bertsimas
Mathematical Programming, 98, 49-71

Year
2004

Vehicle routing problem with time-windows and a limited number of vehicles

Journal Articles
Sim, Melvyn with Hoong-Chuin Lau and Kwong-Meng Teo
European Journal of Operational Research, 148(3), 559-569

Year
2003

Optimising train movements through coast control using genetic algorithms

Journal Articles
Sim, Melvyn with C.S. Chang
IEE PROCEEDINGS-ELECTRIC POWER APPLICATIONS, 144(1), 65-73

Year
1997

Research / Teaching Areas

Healthcare Service Optimisation

Decision Making And Optimisation Under Uncertainty

Courses

  • DAO1007, Business Analytics

Membership & Professional Activities

  • Associate Editor, INFORMS Journal on Optimization
  • Associate Editor, Mathematical Programming C
  • Associate Editor , Management Science
  • Associate Editor, Operations Research
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