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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

  • "Robust Newsvendor Games with Ambiguity in Demand Distributions", submitted to Mathematical Programming, March 2017 (with T. D. Nguyen)

In preparation

  • "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, and III, and Decision Making under Uncertainty (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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