Personal profile
Biography
Broadly speaking, my research belongs to the area of optimisation, through mathematical programming, under uncertainty. My main interests span the areas of robust optimisation and stochastic programming, both of which are mathematical modelling techniques that can be applied to a wide range of cross disciplinary decision-making problems. I have used mathematical methods to derive novel reformulations and algorithmic solution approaches for classes of multi-stage robust optimisation and stochastic programming models such as network optimisation, combinatorial optimisation, and mixed integer optimisation. I have applied my results to integrated power grid expansion planning, disaster response planning, real options analysis in engineering systems design, and resilience improvement for critical infrastructure systems. More recently, I have been working on the concept of contextual optimization as a tool to merge, solidify, and extend the links between the fields of predictive and prescriptive analytics.
Research Interests
Methodological
- Robust optimisation
- Stochastic programming
- Cutting plane algorithms (Benders decomposition, row generation, approximations)
- Decision rules
Application areas so far:
- Humanitarian logistics
- Flexibility and real options in engineering systems design
- Resilience of critical infrastructure systems
- Power grid expansion planning
- Route restoration
Qualifications
Experience
Senior Lecturer, The University of Edinburgh, 2023-present
Lecturer, The University of Edinburgh, 2018-2023
Senior Research Fellow, National University of Singapore and ETH Zurich, Singapore-ETH Center, 2018-2018
Research Fellow, National University of Singapore and ETH Zurich, Singapore-ETH Center, 2014-2018
Research Associate, Nanyang Technological University, 2013-2014
Academic Qualifications
Ph.D. Systems and Engineering Management, Nanyang Technological University, 2014
M.Sc. Industrial and Systems Engineering (specialization: Logistics and Operations Research), National University of Singapore, 2009 - Standard Chartered Bank Book Prize for being the best graduate in the graduating cohort in MSc (Industrial and Systems Engineering), with GPA 4.95 / 5.00
B.Eng. Industrial and Systems Engineering (specialization: Logistics and System Optimization), National University of Singapore, 2008
Collaborative Activity
A Data-Driven Optimization Approach to Improve the Resilience of the Singapore
Mass Rapid Transit Network
Role: Lead Principal Investigator
Amount: S$249,974.58 - Funded by National Research Foundation of Singapore
Participating institutions: MIT, University of California, Berkeley, Technical University of Munich
Year awarded: 2017
NRF2017-ITS002-023
Websites
Fingerprint
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Collaborations and top research areas from the last five years
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UNHRD’s humanitarian support in South Asia via multistage stochastic programming
Hu, R., Alem, D. & Caunhye, A. M., Apr 2026, In: Omega. 140, p. 1-26 26 p., 103464.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Modeling and assessing in-kind donations in multistage disaster preparedness and response
Bao, J., Caunhye, A. & Alem, D., 18 Dec 2025, (E-pub ahead of print) In: OR Spectrum. 69 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Integrated planning of emergency supply pre-positioning and victim evacuation
Yang, W., Caunhye, A. M., Zhuo, M. & Wang, Q., Oct 2024, In: Socio-Economic Planning Sciences. 95, p. 1-15 15 p., 101965.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning
Caunhye, A. M. & Alem, D., Sept 2023, In: OR Spectrum. 45, 3, p. 759-806 48 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Fragility-based lot-sizing in veterinary pharmaceutical plants under demand uncertainty
Campos, R. A., Caunhye, A. M., Alem, D. & Munari, P., 24 Aug 2023, (E-pub ahead of print) In: International Journal of Production Research. p. 1-37 37 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Activities
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SIAM Conference on Optimization (OP26)
Caunhye, A. (Participant)
2 Jun 2026 → 5 Jun 2026Activity: Participating in or organising an event types › Participation in conference
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European Conference on Operational Research
Caunhye, A. (Speaker)
22 Jun 2025 → 25 Jun 2025Activity: Participating in or organising an event types › Participation in conference
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Socio-Economic Planning Sciences (Journal)
Caunhye, A. (Peer reviewer)
May 2025Activity: Publication peer-review and editorial work types › Editorial activity
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Ilknur Tukenmez
Caunhye, A. (Host)
May 2025Activity: Hosting a visitor types › Hosting an academic visitor
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In-depth review of RIF evaluation methods
Caunhye, A. (Advisor) & Alem, D. (Advisor)
Feb 2025 → Mar 2025Activity: Consultancy types › Consultancy
Prizes
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IISE Transactions Design & Manufacturing best application paper
Caunhye, A. (Recipient) & Cardin, M. A. (Recipient), 2019
Prize: National/international honour
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IISE Transactions journal article "An Approach Based on Robust Optimization and Decision Rules for Analyzing Real Options in Engineering Systems Design" featured in July 2017 issue of ISE Magazine
Caunhye, A. (Recipient) & Cardin, M. A. (Recipient), 2017
Prize: Other distinctions
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Standard Chartered Bank Book Prize
Caunhye, A. (Recipient), 2009
Prize: Prize (including medals and awards)
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Techo-Economic Modeling of Power System Design Including High Share of Distributed Energy Resources
Caunhye, A. (Researcher), Cardin, M. A. (Researcher), Zio, E. (Principal Investigator) & Kuznetsova, E. (Researcher)
30/10/17 → …
Project: Research Collaboration with external organisation
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Convex analysis for Effectiveness-Equity Measures
Caunhye, A. (Principal Investigator)
Project: Research
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A Data-Driven Optimization Approach to Improve the Resilience of the Singapore Mass Rapid Transit Network
Caunhye, A. (Principal Investigator), Bojic, I. (Principal Investigator), Alibrandi, U. (Project Partner) & Eckhoff, D. (Project Partner)
1/02/18 → 31/07/19
Project: Research Collaboration with external organisation