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The Australian Open champion was the first to lose a serve in the opening set, but broke back instantly, leaving proceedings level.
After clinching the first set on the tie-break 8-6, Wawrinka went from strength to strength by nabbing two further breaks in the second to take a comfortable lead on the grass court.
Lu fought back in the third set to come from a break down to secure two points of his own and put a set on the board, forcing the contest into a fourth set.
Games went by way of serve until Wawrinka earned a crucial break point, which allowed him to serve out the match and book his place in the next phase of the Grand Slam.