MELVYN SIM SOON SUAN

Melvyn is on the right

Class of 2000 S.M. graduate in the HPCES programme, Dr Melvyn Sim received second place twice in the George E. Nicholson student paper competition organised by INFORMS for his papers “Robust Discrete Optimisation” (October 2002) and “Robust Conic Optimisation” (November 2004). He is the only individual to have ever won the top awards (first or second place) more than once.

The George Nicholson Prize competition is the most prestigious student paper competition in the United States in the area of Operations Research and Management Science. It is held annually to honour outstanding papers written by a student in the field.

In his paper, “Robust Discrete Optimisation”, Dr Sim proposed a framework for discrete optimisation under cost uncertainties, which quite surprisingly, preserves the computational complexity of the nominal problem. Previous proposals have led to intractable instances even if the nominal problem without uncertainty can be solved easily.

In his second winning paper, “Robust Conic Optimisation”, he proposed a unified framework for addressing uncertainties in nonlinear conic optimisation models. The robust models are not only computationally attractive than earlier proposals, but the solutions are also guaranteed to remain feasible with high probability when the underlying uncertainties obey some natural distributions.

Dr. Melvyn Sim is now an Assistant Professor with the Department of Decision Sciences, NUS Business School. His research interests include robust and stochastic optimisation with applications supply chain management and engineered systems.