Professor Roy H. Kwon

Assistant Professor of Mechanical and Industrial Engineeringat the University of Toronto.

Education

• BS, University of Chicago (Mathematics)
• MS, University of Michigan, Ann Arbor (Operations Research)
• PhD, University of Pennsylvania (Operations Research)

Research Interests

My research interests include mathematical programming theory and its applications. In particular, I am currently interested in the study of combinatorial auctions, which lies at the interface of operations research, computer science, and economics. Combinatorial auction applications in logistics, telecommunications, and supply chain management. Financial optimization is another area of interest.

• Optimization
  • A Primal-Dual Approximation Algorithm for the Set Packing Problem
  • Combinatorial Auction Based Methods for Supply Chain Management
  • A Primal-Dual Algorithm for Winner Determination in Combinatorial Auctions. R. Kwon, G. Anandalingam, and L.H.Ungar, INFORMS, 2001.
  • An Approximation Algorithm for Winner Determination in Combinatorial Auctions
  • Financial Optimization : Hedge Fund Optimization, Portfolio Management, Risk Management
• Auctions
  • Endogenous Bidding in Iterative Combinatorial Auctions
• Supply chain management
  • A Combinatorial Auction-Based Method for Supply Chain Management, R. Kwon and L. Ungar, INFORMS, 2003.

Teaching

Undergraduate Courses
MIE 235S Data Structures and Numerical Methods (Spring 2003, 2004)
MIE 468H1 Facility Planning (Fall 2003)

Graduate Courses
MIE 16XX Advanced Operations Research: Non-linear Programming and Network Flows (Fall 2003)
MIE 16XX Financial Optimization (Spring 2004)