Doan, Xuan Vinh's Home Page
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)
"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)
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)
- Advisor: Professor Dimitris Bersimas
- Thesis: "Optimization under Moment, Robust, and Data-Driven Models of Uncertainty"
Student coordinator of ORC Seminar Series, Spring 2007.
Participant in workshops and tutorials on algebraic geometry and optimization at IMA (2006-2007).
- 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
"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)
"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
"Finding Approximately Rank-One Submatrices with the Nuclear and L1-Norm"
"Convex Bounds for Combinatorial Optimization Problems with Non-Overlapping Multivariate Marginals"
- INFORMS Annual Meeting, Austin TX, USA, November 2010.
- SIAM Conference on Optimization, Darmstadt, Germany, May 2011.
"A Robust Algorithm for Semidefinite Optimization Problems"
- 12th SP Conference, Halifax NS, Canada, August 2010.
- IPAM Robust Optimization Workshop, Los Angeles, USA, November 2010.
"The Problem of Moments and Its Applications", PDF
- SONAD Meeting, Waterloo ON, Canada, May 2010.
- ICIAM Conference, Vancouver BC, Canada, July 2011.
"Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion", PDF
- C & O Seminar, Waterloo ON, Canada, January 2010 (invited talk).
"Data-Driven and Robust Optimization Approaches to Call Centers", PDF
- 20th ISMP Conference, Chicago IL, USA, August 2009,
- INFORMS Annual Meeting, San Diego CA, USA, October 2009.
- INFORMS Annual Meeting, Washington DC, USA, October 2008,
- INFORMS MSOM Conference, Cambridge MA, USA, June 2009 (refereed extended abstract).
Last updated in June, 2011 by Doan, Xuan Vinh