Latest News(Updated December 2019.)
- December 2019: New preprint Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds with David Huckleberry Gutman.
- June 2019: New preprint Risk Guarantees for End-to-End Prediction and Optimization Processes with Fatma Kılınç-Karzan.
- May 2019: I am honoured to receive the Gerald L. Thompson Doctoral Dissertation Award in Management Science.
I am Postdoctoral Research Associate (since September 2019) in the Wisconsin Institute for Discovery at the University of Wisconsin-Madison, working with Steve Wright. In July 2020, I will join the Discipline of Business Analytics at the University of Sydney Business School.
My research focused data-driven optimization models and scalable algorithms for decision making problems under uncertainty.
In May 2019, I completed my PhD at the Tepper School of Business, Carnegie Mellon University. I was very fortunate to be advised by Fatma Kılınç-Karzan. You can find a copy of my dissertation here.
In 2013, I completed my undergraduate degree in mathematics at the Australian National University.
You can find my CV here and email here.
I use techniques from large-scale optimization, machine learning and statistics to better understand the challenges and capabilities of decision making models under uncertainty.
I have also worked on the application a variety of optimization tools to choice modelling, portfolio optimization, electronic trading, and solution design of IT services.
- Exploiting Problem Structure in Optimization under Uncertainty via Online Convex Optimization. Nam Ho-Nguyen and Fatma Kılınç-Karzan. Mathematical Programming Series A, 177(1), 113-147, 2019.
- Online First-Order Framework for Robust Convex Optimization. Nam Ho-Nguyen and Fatma Kılınç-Karzan. Operations Research, 66(6), 1670-1692, 2018.
Honourable mention in the INFORMS Optimization Society Best Student Paper Prize 2018.
- 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.
- 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.
- Coordinate Descent Without Coordinates: Tangent Subspace Descent on Riemannian Manifolds David Huckleberry Gutman and Nam Ho-Nguyen. December 2019.
- Risk Guarantees for End-to-End Prediction and Optimization Processes. Nam Ho-Nguyen and Fatma Kılınç-Karzan. June 2019.
- Dynamic Data-Driven Estimation of Non-Parametric Choice Models. Nam Ho-Nguyen and Fatma Kılınç-Karzan. Last updated July 2019.
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.