Edmund, ranked 49th, fired five aces and faced only one break point in a 6-3, 6-0 victory over France's Adrian Mannarino, while Lu, ranked 63rd, rallied from a set and 0-3 down to defeat American Bjorn Fratangelo 4-6, 7-5, 6-4.
"It was a tough feeling in this moment," Lu said.
"I just tried other things. I changed the game plan, trying to come into the net more and put the pressure on him. I had nothing to lose. I just tried to play a different way and see how he reacts. It worked pretty well after that."