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Xuan Vinh Doan

Information

Doan, Xuan Vinh
Associate Professor
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. Extras.

Doan, Xuan Vinh

Updates

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

Upcoming events

Submitted papers

  • "Resource Allocation When Planning for Concurrent Disasters", revised and resubmitted to Risk Analysis, June 2017 (with D. Shaw
  • "Pricing Complementary Products under Ambiguous Demand and Service Time Distributions with Application in Cloud Computing", submitted to European Journal of Operational Research, October 2016 (with X. Lei and S. Shen

In preparation

  • "Robust Newsvendor Games with Ambiguity in Demand Distributions", July 2017 (with T. D. Nguyen)
  • "Capacity Planning for a Network of Stem-Cell Donation Centres under Uncertainty", April 2017 (with N. Gulpinar and E. Gokalp)
  • "Price of Anarchy for Atomic Congestion Games with Stochastic Demands", July 2016 (with B. Chen and C. Wang)

Facts

Academic Position

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)

PhD Students

Experiences

  • Teaching experience:
    • Analytics in Practice, Text Analytics (MSc Business Analytics modules), Warwick Business School
    • Mathematical Programming I, II, Decision Making under Uncertainty, and Applied Optimisation Methods (MORSE undergraduate modules), University of Warwick
    • Scheduling Theory (undergraduate module), Spring 2010, University of Waterloo
    • Optimization Methods in Management Science, Optimization Methods, OR in the Real World, Operations Management, The Theory of Operations Management, Nonlinear Programming (teaching assistant), MIT
  • Industrial experience:

Publications

Journal Papers

  • "Finding the Largest Low-Rank Clusters with Ky Fan 2-k-norm and L1-Norm", SIAM Journal on Optimization, 26(1), 274–312, January 2016 (with S. Vavasis)
  • "Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals", Operations Research, 63(6), 1468 – 1488, November 2015 (with X. Li and K. Natarajan): 2nd Place Winner of the INFORMS Financial Services Section (FSS) Best Student Paper Research Award 2013 for Xiaobo Li
  • "Price of Anarchy for Non-Atomic Congestion Games with Stochastic Demands", Transportation Research Part B: Methodology, 70, 90 - 111, December 2014. (with B. Chen and C. Wang)
  • "Finding Approximately Rank-One Submatrices with the Nuclear Norm and L1-Norm", SIAM Journal on Optimization, 23(4), 2502 - 2540, December 2013. (with S. Vavasis). Unpublished proof of NP-hardness of LAROS problem.
  • "A Proximal Point Algorithm for Sequential Feature Extraction Applications", SIAM Journal on Scientific Computing, 35(1), A517 - A540, February 2013. (with K. C. Toh and S. Vavasis)
  • "A Robust Algorithm for Semidefinite Programming", Optimization Methods and Software, 27(4-5), 667 - 693, August 2012. (with S. Kruk and H. Wolkowicz)
  • "On the Complexity of Non-Overlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems", Operations Research, 60(1), 138 - 149, February 2012. (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

Extras

Fractal - Abstract

News

Tue 04 Oct '16

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