Optimization methods in computational optimal transport and machine learning.

My research focuses on the computational approaches to optimal transport and Wasserstein distributionally robust optimization problems. Specifically, I am interested in developing advanced optimization algorithms to efficiently solve various variants of optimal transport problems, along with the tractable interpretation of the minimax problems that arise from Wasserstein robust optimization.

• 2024 to present: Assistant Professor, College of Engineering & Computer Science, VinUniversity, Vietnam

• 2023-2024: Research Fellow, Department of Mathematics, National University of Singapore, Singapore

• 2018-2023: PhD, Department of Mathematics, National University of Singapore, Singapore (Supervisor: Professor Kim-Chuan Toh)

• 2017-2018: Researcher, Institute of Mathematics, Vietnam Academy of Science and Technology, Hanoi, Vietnam

• 2013-2017: Bachelor of Mathematics, Hanoi National University of Education, Hanoi, Vietnam

• Hong T.M. Chu, Meixia Lin, Kim-Chuan Toh, Wasserstein distributionally robust optimization and its tractable regularization formulations, Submitted

• Lei Yang, Ling Liang, Hong T.M. Chu, Kim-Chuan Toh, A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-quadratic Regularized Optimal Transport Problems, Journal of Scientific Computing 99 (3), 79.

• Hong T.M. Chu, Kim-Chuan Toh, Yangjing Zhang, On Regularized Square-root Regression Problems: Distributionally Robust Interpretation and Fast Computations, Journal of Machine Learning Research, 23(308):1–39.

• Hong T. M. Chu, Ling Liang, Kim-Chuan Toh, Lei Yang, An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems, Computational Optimization and Applications, (2023): 1-40.

• Teaching award Part-time teaching assistant award AY 2020/2021 - Faculty of Science, National University of Singapore, Singapore

• Teaching award Part-time teaching assistant  award AY 2019/2020 - Faculty of Science, National University of Singapore, Singapore

• Internship award Award of excellence 2017 - Faculty of Mathematics & Information Technology, HNUE, Vietnam 

• 2023 - 2028: Ambassador Appointment as Faculty of Science Postgraduate Alumni Ambassador (FPAA), National University of Singapore, Singapore

• Spring 2024: Preliminary & Final Judge Singapore Science & Engineering Fair (SSEF: MoE, A*STAR and SCS), Singapore

• Jan 2023: Member The Mathematics of Data, Institute for Mathematical Sciences, Singapore

• Dr. Quang-Tuan DANG, Home page 

• Dr. Ling LIANG, Home page 

• Dr. Kim-Chuan TOH, Home page 

• Mr. Hoang-Son TRAN, Google site 

• Dr. Geshuo WANG, Google site 

• Dr. Hanping XU, Home page 💚 my bestie

• Dr. Lei YANG, Google site 

• Dr. Yangjing ZHANG, Google site