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I am now at Warwick Business School.

Doan, Xuan Vinh
University of Waterloo
Department of Combinatorics and Optimization - MC4018D
200 University Avenue West
Waterloo, ON N2L 3G1
Canada

E-mail: vanxuan-at-uwaterloo-dot-ca
Phone: +1 (519) 888-4567, x35403

"The only thing we require to be good philosophers is the faculty of wonder", Jostein Gaarder

Curriculum Vitae. Updates. Facts. Publications. Presentations. Extras.

Doan, Xuan Vinh


Updates

I am a postdoctoral fellow in Combinatorics and Optimization Department, University of Waterloo.

I work with Professor Henry Wolkowicz and Professor Stephen Vavasis.

Current research projects

  • Distributionally robust optimization framework with mutlivariate marginals (with K. Natarajan)

  • A robust algorithm for semidefinite optimization problems (with S. Kruk and H. Wolkowicz), RSD0.1

  • Theory and algorithms for finding low rank submatrices (with S. Vavasis and K. C. Toh)

    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)

  • "Numerical Computations and the ω-Condition Number", submitted to SIAM Journal on Matrix Analysis and Applications, July 2011 (with H. Wolkowicz)

  • "Finding Approximately Rank-One Submatrices with the Nuclear Norm and L1-Norm", submitted to SIAM Journal of Optimization, November 2010 (with S. Vavasis)

  • "The Generalized Restless Bandit Problems: Algorithms and Applications", submitted to Operations Research, October 2010 (with A. Becker and D. Bertsimas)


    Facts

    Education

  • PhD in Operations Research from Operations Research Center at MIT (October 2009)

  • 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:

  • Internship experience:

  • Student coordinator of ORC Seminar Series, Spring 2007.

  • Participant in workshops and tutorials on algebraic geometry and optimization at IMA (2006-2007).


    Publications

  • "A Robust Algorithm for Semidefinite Programming", accepted to 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", accepted to 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

  • "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

  • "Real-Time Scheduling for Multi-Functional Phased Array Radar", Project Report, Operations Research Center, MIT, March 2008. (with D. Bertsimas and M. Weber)

  • "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"

  • "Convex Bounds for Combinatorial Optimization Problems with Non-Overlapping Multivariate Marginals"

  • "A Robust Algorithm for Semidefinite Optimization Problems"

  • "The Problem of Moments and Its Applications", PDF

  • "Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion", PDF
  • "Data-Driven and Robust Optimization Approaches to Call Centers", PDF

  • Extras

    Fractal - Abstract

  • Travel

  • Fractals

  • Sports: squash, soccer, and badminton

  • Films

  • Books

  • Last updated in June, 2011 by Doan, Xuan Vinh