Address
Department of Mathematical Analysis and Statistical Inference,
The Institute of Statistical Mathematics,
10-3 Midori-cho, Tachikawa, Tokyo 190-8562, Japan
TEL/FAX
+81 50 5533 8453
E-mail
atakeda*ism.ac.jp (* is @ mark)

Main research interests include solution methods for decision making problems under uncertainty, large-scale optimization problems and nonconvex optimization problems, which appear in portfolio selection in financial engineering, classification in machine learning, etc. We develop models and algorithms for solving those problems, and examine the computational efficiency of the proposed methods.