Information Doan, Xuan Vinh Assistant Professor in DIMAP Warwick Business School University of Warwick Coventry, CV4 7AL United Kingdom E-mail: Xuan-dot-Doan-at-wbs-dot-ac-dot-uk Tel: +44 (0)24 7652 2475 Fax: +44 (0)24 7652 4539 "The only thing we require to be good philosophers is the faculty of wonder", Jostein Gaarder Curriculum Vitae. Updates. Facts. Publications. Presentations. Extras.

Updates

I am affiliated with DIMAP and ORMS group in the Warwick Business School.

I am teaching Mathematical Programming 2 in 2011/12 Autumn Term.

I am the coordinator for DIMAP seminars in 2011/12 Spring Term.

Submitted papers

• "A Proximal Point Algorithm for Sequential Feature Extraction Applications", submitted to SIAM Journal on Scientific Computing, August 2011 (with K. C. Toh and S. Vavasis)
• "Finding Approximately Rank-One Submatrices with the Nuclear Norm and L₁-Norm", submitted to SIAM Journal of Optimization, November 2010 (with S. Vavasis)

Facts

Academic Position

• Postdoctoral Fellow in the Department of Combinatorics and Optimization, University of Waterloo, Canada (November 2009 - September 2011)
  • Supervisors: Professor Henry Wolkowicz and Professor Stephen Vavasis

Education

• PhD in Operations Research from Operations Research Center at MIT (October 2009)
  • Advisor: Professor Dimitris Bersimas
  • Thesis: "Optimization under Moment, Robust, and Data-Driven Models of Uncertainty"
• M.S. in HPCES (High Performance Computations for Engineered Systems) from Singapore-MIT Alliance (SMA) program, Singapore (June 2004)
• B.Eng in Software Systems from RMIT University, Australia (December 2002)
• High school education in Vietnam (Quoc Hoc, Hue)

Experiences

• Teaching experience:
  • Scheduling Theory (instructor, undergraduate course), Spring 2010, University of Waterloo
  • Optimization Methods in Management Science (TA, undergraduate course), Optimization Methods (TA, graduate course), MIT
  • OR in the Real World (TA, graduate course), MIT
  • Operations Management (TA, graduate course), The Theory of Operations Management (TA, Ph. D. course), MIT
  • Nonlinear Programming (TA, Ph. D. course), MIT
• Internship experience:
  • LAAS, France (2006)
  • PSA Corp., Singapore (2004)
  • Micronas GmbH, Germany (2003)
  • Request Ltd., Australia (2001-2002)
• Student coordinator of ORC Seminar Series, Spring 2007.
• Participant in workshops and tutorials on algebraic geometry and optimization at IMA (2006-2007).

Publications

Journal Papers

• "A Robust Algorithm for Semidefinite Programming", to appear in Optimization Methods and Software, June 2011. (with S. Kruk and H. Wolkowicz)
• "On the Complexity of Non-Overlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems", to appear in Operations Research, June 2011. (with K. Natarajan)
• "Data-Driven and Robust Optimization Approaches to Call Centers", European Journal of Operational Research, 207(2), 1072 - 1085, December 2010. (with D. Bertsimas)
• "Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion", Mathematics of Operations Research, 35(3): 580 – 602, August 2010. (with D. Bertsimas, K. Natarajan and C. P. Teo)
• "Approximating Integrals of Multivariate Exponentials: A Moment Approach", Operations Research Letters, 36(2), 205 - 210, March 2008. (with D. Bertsimas and J. Lasserre)

Technical Reports

• "Real-Time Scheduling for Multi-Functional Phased Array Radar", Project Report, Operations Research Center, MIT, March 2008. (with D. Bertsimas and M. Weber)
• "Bounds on Some Contingent Claims with Non-Convex Payoff Based on Multiple Assets", Technical Report, Operations Research Center, MIT, August 2007. (with D. Bertsimas and K. Natarajan) PDF
• "Multivariate Exponential Integral Approximations: A Moment Approach", Technical Report, Operations Research Center, MIT, January 2006. (with D. Bertsimas and J. Lasserre) PDF
• "Ant Colony Optimization for a Machine-Job Scheduling Problem with Sequence-Dependent Setup Times and Delay Threshold Limits", Working Paper, Singapore – MIT Alliance, National University of Singapore, May 2004.
• "Capacity Management: Using the Dual Solution of the Multi-Commodity Flow Problem to Set OSPF Weights – A Fast Heuristics", ATcrc Technical Report, Australia, January 2003. (with J. Murphy, R. Nelson, and R. Harris) PDF

Presentations

• "Finding Approximately Rank-One Submatrices with the Nuclear and L₁-Norm"
  • INFORMS Annual Meeting, Austin TX, USA, November 2010.
  • SIAM Conference on Optimization, Darmstadt, Germany, May 2011.
• "Convex Bounds for Combinatorial Optimization Problems with Non-Overlapping Multivariate Marginals"
  • 12th SP Conference, Halifax NS, Canada, August 2010,
  • IPAM Robust Optimization Workshop, Los Angeles, USA, November 2010.
• "A Robust Algorithm for Semidefinite Optimization Problems"
  • SONAD Meeting, Waterloo ON, Canada, May 2010.
  • ICIAM 2011, Vancouver BC, Canada, July 2011.
• "The Problem of Moments and Its Applications"
  • C & O Seminar, Waterloo ON, Canada, January 2010 (invited talk).
• "Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion"
  • 20th ISMP Conference, Chicago IL, USA, August 2009,
  • INFORMS Annual Meeting, San Diego CA, USA, October 2009.

• "Data-Driven and Robust Optimization Approaches to Call Centers"
  • INFORMS Annual Meeting, Washington DC, USA, October 2008,
  • INFORMS MSOM Conference, Cambridge MA, USA, June 2009 (refereed extended abstract).

Extras