Dr Vinh Doan
Associate Professor - DIMAP
Research Interests
Optimization under Uncertainty; Data Mining; Operational Research; Mathematical Modeling; Large-Scale Applications
Teaching in 2018-2019
Business Analytics
- IB9190: Advanced Analytics: Models and Applications
- IB9BW0: Analytics in Practice
Postgraduate Research Business and Management
- IB9GF0: Recent Advances in Operational Research and Operations Management
Undergraduate
- IB3520: Applied Optimization Methods
- IB3J20: Decision Making under Uncertainty
Operations Group
Email: Xuan.Doan@wbs.ac.uk / Tel: 024 765 22475 / Room: 1.215
Biography
Dr Xuan Vinh Doan is an Associate Professor in the Operations Group, Warwick Business School. He is currently a Turing Fellow at the Alan Turing Institute. Before joining Warwick Business School, he was a postdoctoral fellow in the Department of Combinatorics and Optimization at University of Waterloo, Canada from November 2009 to September 2011. He completed his PhD from the Operations Research Center at MIT, his master study from the MIT-Singapore Aliance programme in Singapore, and his undergraduate study from RMIT University in Australia.
Publications
Journal Articles
- Doan, X. V. and Vavasis, S. (2016) "Finding the largest low-rank clusters with Ky Fan 2-k-norm and l1-norm", SIAM Journal on Optimization, 26, 1, 274-312
- Doan, X. V., Li, X. and Natarajan, K. (2015) "Robustness to dependency in portfolio optimization using overlapping marginals", Operations Research, 63, 6, 1468-1488
- Wang, C., Doan, X. V. and Chen, B. (2014) "Price of anarchy for non-atomic congestion games with stochastic demands", Transportation Research. Part B: Methodological, Volume 70, 90-111
- Doan, X. V., Toh, K. and Vavasis, S. (2013) "A proximal point algorithm for sequential feature extraction applications", SIAM Journal on Scientific Computing, Volume 35, Number 1, A517-A540
- Doan, X. V. and Vavasis, S. (2013) "Finding approximately rank-one submatrices with the nuclear norm and $\ell_1$-Norm", SIAM Journal on Optimization, Volume 23, Number 4, 2502-2540
- Doan, X. V. and Natarajan, K. (2012) "On the complexity of nonoverlapping multivariate marginal bounds for probabilistic combinatorial optimization problems", Operations Research, Vol.60, No.1, 138-149
- Doan, X. V., Kruk, S. and Wolkowicz, H. (2011) "A robust algorithm for semidefinite programming", Optimization Methods and Software, 27, 4-5, 1-27
- Bertsimas, D. and Doan, X. V. (2010) "Robust and data-driven approaches to call centers", European Journal of Operational Research, 207, 2, 1072-1085
- Bertsimas, D., Doan, X. V., Natarajan, K. and Teo, C. -. (2010) "Models for minimax stochastic linear optimization problems with risk aversion", Mathematics of Operations Research, 35, 3, 580-602
- Bertsimas, D., Doan, X. V. and Lasserre, J. (2008) "Approximating integrals of multivariate exponentials : a moment approach", Operations Research Letters, 36, 2, 205-210
