- I will be presenting work on primal-dual algorithms via regret minimization at the Conference on Decision and Control 2018 session TuC05 (Tuesday 12/18, 4:30pm-6:30pm).
- I am very happy to receive an honourable mention in this year's INFORMS Optimization Society Best Student Paper Prize for our paper Online First-Order Framework for Robust Convex Optimization.
I am a fifth year PhD candidate in operations research at the Tepper School of Business, Carnegie Mellon University. I am very fortunate to be advised by Fatma Kılınç-Karzan. My doctoral research focuses on data-driven optimization models and scalable algorithms for decision making problems under uncertainty.
I had the privilege of interning at Deutsche Bank (summer 2018) and IBM Research (summer 2017) during my PhD, where I worked on applied optimization problems.
In 2013, I completed my undergraduate degree in mathematics at the Australian National University.
You can find my CV here.
My doctoral research focuses on data-driven optimization models and scalable algorithms for decision making problems under uncertainty. I am interested in using techniques from large-scale convex optimization, machine learning and statistics to better understand the challenges and capabilities of decision making models under uncertainty.
I have also worked on applying a variety of optimization tools to applications in choice modelling, portfolio optimization, electronic trading, and solution design of IT services.
- Primal–Dual Algorithms for Convex Optimization via Regret Minimization. Nam Ho-Nguyen and Fatma Kılınç-Karzan. IEEE Control Systems Letters, 2(2), 284-289, 2018.
Jointly accepted to the Conference on Decision and Control 2018.
- Online First-Order Framework for Robust Convex Optimization. Nam Ho-Nguyen and Fatma Kılınç-Karzan. Forthcoming in Operations Research (accepted March 2018).
Honourable mention in the INFORMS Optimization Society Best Student Paper Prize 2018.
- Exploiting Problem Structure in Optimization under Uncertainty via Online Convex Optimization. Nam Ho-Nguyen and Fatma Kılınç-Karzan. Forthcoming in Mathematical Programming Series A (accepted March 2018).
- A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and its Variants. Nam Ho-Nguyen and Fatma Kılınç-Karzan. SIAM Journal on Optimization, 27(3), 1485-1512, 2017.
- Performance Evaluation of Iterative Methods for Solving Robust Convex Quadratic Problems. Christian Kroer, Nam Ho-Nguyen, George Lu and Fatma Kılınç-Karzan. Optimization for Machine Learning workshop at NIPS, 2017.
- Dynamic Data-Driven Estimation of Non-Parametric Choice Models. Nam Ho-Nguyen and Fatma Kılınç-Karzan. Last updated February 2018.
Work in progress
- Black-Box Combinatorial Optimization with Monotonic Structure. Nam Ho-Nguyen, Giacomo Nannicini and Aly Megahed.
- Optimal Allocation Algorithms for Smart Order Routing with Cardinality and Integrality Constraints. Nam Ho-Nguyen and Michael Sotiropoulos.
- Iterative Methods for Ranking Students using Noisy Questions. J. Gerdus Benadè, Wolfgang Gatterbauer, Nam Ho-Nguyen, R. Ravi.
- Mathematical Models for Consulting (upper level undergraduate elective at Tepper). Main instructor, Fall 2017.
- Applications of Operations Research (MBA elective at Tepper). Teaching assistant, Fall 2016.
- Linear Programming (core PhD course at Tepper). Teaching assistant, Fall 2016.
- Mathematics and Applications 1 Honours (first year undergraduate course at ANU). Teaching assistant, Semester 1 2014.
- Algebra 1 (second year undergraduate course at ANU). Teaching assistant, Semester 2 2012 and 2013.
- Mathematics and Applications 1 (first year undergraduate course at ANU). Teaching assistant, Semester 1 2012 and 2013.