Welcome to Takashi TSUCHIYA's Home Page!
(Since Jan. 1996, Last Update: February, 2004)

Takashi Tsuchiya is a professor of The Institute of 
Statistical Mathematics.

He graduated from the Department of Mathematical Engineering 
and Instrumentation Physics of University of Tokyo in 
1983, and received his Ph. D from the same department in 1991.  
He has been working in the field of interior point algorithms 
for mathematical programming.

His current research interest includes optimization algorithms, 
numerical computation, computational complexity, statistics
and information science.

Link to the Home Page of RIMS Symposium Mathematics and Algorithms of Optimization (July 17-19, 2002)
Link to the Home Page of ISM Symposium Optimization: Modelling and Algorithms (since 1986 -- present)
Link to the Home Page of ISM Symposium New Trends in Optimization and Computational Algorithms (NTOC2001) (December 9-13, 2001)

Personal Data Name: Takashi Tsuchiya Born: November 28, 1960, Tokyo, Japan Nationality: Japan Marital Status: Married Languages: Japanese, English (Crick here for my pictures!)
Current Position Position: Professor (July 2002 - Present) Division of Statistical Computing Department of Prediction and Control The Institute of Statistical Mathematics Office Address: 4-6-7, Minami-Azabu, Minato-ku, Tokyo 106 Japan Tel.: +81-3-5421-8758 (Dial-in) Fax.: +81-3-5421-8750 e-mail: tsuchiya@sun312.ism.ac.jp
Education B.E.: Department of Mathematical Engineering and Instrumentation Physics, Faculty of Engineering, University of Tokyo, Tokyo, Japan, 1983. M.E.: Department of Mathematical Engineering and Instrumentation Physics, Faculty of Engineering, University of Tokyo, Tokyo, Japan, 1986. (Title of master thesis: Fast Automatic Differentiation Algorithms and Rounding Error Estimates with Applications to Numerical Analysis.) D.E.: Department of Mathematical Engineering and Information Physics, University of Tokyo, Tokyo, Japan, 1991. (Title of doctor thesis: A Study on Global and Local Convergence of Interior Point Algorithms for Linear Programming.)
Past Positions 1986-1988: Assistant Professor Division of Numerical Optimization Department of Prediction and Control The Institute of Statistical Mathematics 1989-1994: Assistant Professor Division of Statistical Control Department of Prediction and Control The Institute of Statistical Mathematics 1994-2002: Associate Professor Division of Statistical Control Department of Prediction and Control The Institute of Statistical Mathematics
Professional Activities Reviewer: Journal of the Operations Research Society of Japan, SIAM Journal on Optimization, Mathematical Programming, Mathematics of Operations Research, Algorithmica, Mathematical Review, Proceedings of the Institute of Statistical Mathematics.
Awards 1986: Student Award of the Operations Research Society of Japan (Master thesis). 1997: The Best Paper Award of the Operations Research Society of Japan (T. Tsuchiya and R.D.C. Monteiro: Superlinear Convergence of the Affine Scaling Algorithm. Mathematical Programming, Vol. 75 (1996), pp. 77-110.)
List of Refereed Papers
    1985
  1. M. Iri, T. Tsuchiya and M. Hoshi: Automatic Computation of Partial Derivatives and Rounding Error Estimates with Applications to Large-Scale Systems of Nonlinear Equations (in Japanese). Joho Shori, Vol. 26, No. 11 (1985), pp. 1411 -1420. 1988

  2. M. Iri, T. Tsuchiya and M. Hoshi: Automatic Computation of Partial Derivatives and Rounding Error Estimates with Applications to Large-Scale Systems of Nonlinear Equations. Journal of Computational and Applied Mathematics, Vol. 24 (1988), pp. 365-392.
  3. T. Tsuchiya and M. Iri: Analysis of Rounding Errors in Large Systems of Nonlinear Equations (in Japanese). Proceedings of the Institute of Statistical Mathematics, Vol. 26, No. 1 (1988), pp. 1-22. (An English translation is available under the same title as Research Memorandum RMI 89-02, Department of Mathematical Engineering and Information Physics, University of Tokyo, Japan, March, 1989.) 1990
  4. Takashi Tsuchiya and Kunio Tanabe: Local Convergence Properties of New Methods in Linear Programming. Journal of the Operations Research Society of Japan, Vol. 33, No. 1 (1990), pp. 22-45. (Original: Research Memorandum No. 358, The Institute of Statistical Mathematics, Tokyo, Japan, November, 1988.) 1991
  5. Takashi Tsuchiya: Global Convergence of the Affine Scaling Methods for Degenerate Linear Programming Problems. Mathematical Programming Series B, Vol. 52, No. 3 (1991), pp. 377-404. (Original: Research Memorandum No. 373, The Institute of Statistical Mathematics, Tokyo, Japan, January, 1990.) 1992
  6. Takashi Tsuchiya: Global Convergence Property of the Affine Scaling Methods for Primal Degenerate Linear Programming Problems. Mathematics of Operations Research, Vol. 17, No. 3 (1992), pp. 527-557. 1993
  7. Takashi Tsuchiya: Global Convergence of the Affine Scaling Algorithms for the Primal Degenerate Strictly Convex Quadratic Programming Problems. Annals of Operations Research, Vol. 47 (1993), pp. 509-539.
  8. O. Guler, D. den Hertog, C. Roos, T. Terlaky and T. Tsuchiya: Degeneracy in Interior Point Methods for Linear Programming: a Survey. Annals of Operations Research, Vol. 46 (1993), pp. 107-138.
  9. R. D. C. Monteiro, T. Tsuchiya and Y. Wang: A Simplified Global Convergence Proof of the Affine Scaling Algorithm. Annals of Operations Research, Vol. 47 (1993), pp. 443-482. (Original: Technical Report, Department of Systems and Industrial Engineering, University of Arizona, Tucson, USA, October, 1992.) 1994
  10. M. G. C. Resende, T. Tsuchiya and G. Veiga: Identifying the Optimal Face of a Network Linear Program with a Globally Convergent Interior Point Method. Large Scale Optimization: State of the Art (eds. W. W. Hager, D. W. Hearn and P. M. Pardalos), Kluwer Academic Publishes B. V., the Netherlands.) (1994), pp. 371-396. (Original: Manuscript, March, 1993.)
  11. Takashi Tsuchiya: Theoretical Convergence Analysis of the Affine Scaling algorithm (in Japanese). Proceedings of the Institute of Statistical Mathematics, Vol. 42, No. 2 (1994), pp. 277-296. 1995
  12. Takashi Tsuchiya and Masakazu Muramatsu: Global Convergence of a Long-Step Affine Scaling Algorithm for Degenerate Linear Programming Problems. SIAM Journal on Optimization, Vol. 5, No. 3 (1995), pp. 525-551. (Original: Research Memorandum No. 423, The Institute of Statistical Mathematics, Tokyo, Japan, January, 1992 (revised: September, 1992)).
  13. Takashi Tsuchiya: Quadratic Convergence of Iri and Imai's Algorithm for Degenerate Linear Programming Problems. Journal of Optimization Theory and Applications, Vol. 87, No. 3 (1995), pp. 703-726. (Original: Research Memorandum No.412, The Institute of Statistical Mathematics, Tokyo, Japan, June, 1991.) 1996
  14. T. Terlaky and T. Tsuchiya: A Note on Mascarenhas' Counter Example about Global Convergence of the Affine Scaling Algorithm. Research Memorandum No. 596, The Institute of Statistical Mathematics, Tokyo, Japan, March, 1996. (To appear in Applied Mathematics and Optimization.)
  15. M. Muramatsu and T. Tsuchiya:An Affine Scaling Method with an Infeasible Starting Point: Convergence Analysis under Nondegeneracy Assumption. Annals of Operations Research, Vol. 62 (1996), pp. 325-355.
  16. M. Muramatsu and T. Tsuchiya: A Convergence Analysis of the Projective Scaling Algorithm based on the Long-Step Homogeneous Affine Scaling Algorithm. Mathematical Programming, Vol. 72 (1996), pp. 291-305. (Original:A Convergence Analysis of a Long-step Variant of the Projective Scaling Algorithm. Research Memorandum of the Institute of Statistical Mathematics, No. 454, The Institute of Statistical Mathematics, Tokyo, Japan, October, 1992.)
  17. A. El-Bakry, R. A. Tapia, T. Tsuchiya and Y. Zhang: On the Formulation of the Newton Interior-Point Method for Nonlinear Programming. Journal of Optimization Theory and Applications, Vol. 89 (1996), pp. 507-541. (Original: Technical Report, Department of Mathematical and Computational Sciences, Rice University, Houston, February, 1993.)
  18. Takashi Tsuchiya: Affine Scaling Algorithm.Interior Point Methods of Mathematical Programming(ed. T. Terlaky), pp.35-82, Kluwer Academic Publisher, 1996.
  19. T. Tsuchiya and R. D. C. Monteiro: Superlinear Convergence of the Affine Scaling Algorithm. Mathematical Programming, Vol. 75 (1996), pp. 77-110. (Original: Technical Report, Center for Research of Parallel Computation, Rice University, Houston, USA, November, 1992.)
  20. R. D. C. Monteiro and T. Tsuchiya: Limiting Behavior of the Derivatives of Certain Trajectories Associated with a Monotone Horizontal Linear Complementarity Problem. Mathematics of Operations Research, Vol. 21 (1996), pp. 793-814. (Original: Technical Report, Department of Systems and Industrial Engineering, University of Arizona, Tucson, USA, December, 1992.)
  21. S. Mizuno, N. Megiddo and T. Tsuchiya: A Linear Programming Instance with Many Crossover Events. Journal of Complexity, Vol. 12 (1996), pp. 474-479. 1998
  22. R. D. C. Monteiro and Takashi Tsuchiya: Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming. SIAM Journal on Optimization, Vol. 8 (1998), pp. 525-552.
  23. N. Megiddo, S. Mizuno and T. Tsuchiya: A Modified Layered-Step Interior-Point Algorithm for Linear Programming. Mathematical Programming, Vol. 82 (1998), pp. 339-355. (Original: IBM Technical Report, May, 1996.) 1999
  24. R. D. C. Monteiro and T. Tsuchiya: Polynomiality of Primal-Dual Algorithms for Semidefinite Linear Complementarity Problem Based on the Kojima-Shindoh-Hara Family of Directions. Mathematical Programming, Vol. 84 (1999), pp. 39--53. (Original: Research Memorandum No. 610, The Institute of Statistical Mathematics, Tokyo, Japan, August, 1996.)
  25. R. D. C. Monteiro and T. Tsuchiya: Polynomiality of a New Family of Primal-Dual Algorithms for Semidefinite Programming. SIAM Journal on Optimization, Vol. 9 (1999), pp. 551-577. (Original: Research Memorandum No. 627, The Institute of Statistical Mathematics, Tokyo, Japan, November, 1996.)
  26. T. Tsuchiya: A Convergence Analysis of the Scaling-invariant Primal-dual Path-following Algorithms for Second-order Cone Programming. Optimization Methods and Software, Vol.11/12 (1999), pp.141-182. (Original: Research Memorandum No. 664, The Institute of Statistical Mathematics, Feburary, 1998.) 2000
  27. R. D. C. Monteiro and T. Tsuchiya: Polynomial Convergence of Primal-Dual Algorithms for the Second-Order Cone Program Based on the MZ-Family of Directions. Mathematical Programming, Vol. 88 (2000), pp. 61-83. (Original: Manuscript, The Institute of Statistical Mathematics, Tokyo, Japan, May, 1998.) 2001
  28. M. Kojima, T. Tsuchiya, S. Mizuno and H. Yabe: Interior Point Methods (in Japanese), Asakura Shoten, pp. 285, Tokyo, 2001.
  29. G. Ueno, N. Nakamura, T. Higuchi, T. Tsuchiya, S. Machida, T. Araki, Y. Saito, and T. Mukai: Application of multivariate Maxwellian mixture model to plasma velocity distribution function. Journal of Geophysical Research, Vol.106, No.A11 (2001), pp. 25655--25672. 2003
  30. T. Sasakawa and T. Tsuchiya: Optimal Magnetic Shield Design with Second-order Cone Programming. SIAM Journal on Scientific Computing , Vol.24 (2003), No.6, pp.~1930-1950. (Original: Research Memorandum No. 775, The Institute of Statistical Mathematics, Tokyo, Japan, October, 2000 (Final Revision: September 2002) PS-file PDF-file
  31. R.D.C. Monteiro and T. Tsuchiya: A Variant of the Vavasis-Ye Layered-step Interior-point Algorithm for Linear Programming. SIAM Journal on Optimization , Vol.23 (2003), No.4, pp.1054-1079. (Original: Research Memorandum No. 793, The Institute of Statistical Mathematics, Tokyo, Japan, April, 2001.) PS-file PDF-file
  32. Leonid Faybusovich and Takashi Tsuchiya: Primal- dual Algorithms and Infinite-dimensional Jordan Algebras. Mathematical Programming, Vol.97 (2003), No.3, pp.471-493. (Original: Research Memorandum No.821, The Institute of Statistical Mathematics, Tokyo, Japan, November, 2001.)
Technical Reports
  1. M. Muramatsu and T. Tsuchiya: An Affine Scaling Method with an Infeasible Starting Point. Research Memorandum No. 490, The Institute of Statistical Mathematics, Minato-ku, Tokyo, Japan, January, 1994 (Revised: February, 1994). (The paper [16] in List of Refereed Papers is a simplified and revised version of this paper and is to appear in Annals of Operations Research.)
  2. Takashi Tsuchiya: A New Family of Polynomial-Time Interior Point Algorithms for Linear Programming. Research Memorandum No. 510, The Institute of Statistical Mathematics, Tokyo, Japan, May, 1994.
  3. M. Muramatsu and T. Tsuchiya: Infeasibility Detection in an Affine Scaling Infeasible Interior Point Algorithm. Research Memorandum No. 553, The Institute of Statistical Mathematics, Tokyo, Japan, March, 1995.
  4. T. Tsuchiya: A Polynomial Primal-dual Path-following Algorithm for Second-order Cone Programming. Research Memorandum No. 649, The Institute of Statistical Mathematics, Tokyo, Japan, October, 1997 (Revised: December, 1997).
  5. A. Ohara and T. Tsuchiya: Graphical Modelling with Interior-point Methods and Combinatorial Optimization Techniques --- An Analysis on Relationship between Lawyers and Judges in Japan ---. Research Memorandum No. 774, The Institute of Statistical Mathematics, Tokyo, Japan, October, 2000.
  6. R.D.C. Monteiro and T. Tsuchiya: A New Iteration-complexity Bound for the MTY Predictor-corrector Algorithm. Research Memorandum No. 856, The Institute of Statistical Mathematics, Tokyo, Japan, November, 2002 (Revised: January, 2004). PS-file PDF-file
  7. R.D.C. Monteiro, Jerome W. O'Neal and T. Tsuchiya: Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior Point Methods. Research Memorandum No.872, The Institute of Statistical Mathematics, Tokyo, Japan, March, 2003. PS-file PDF-file
  8. T. Fushiki, H. Horiuchi and T. Tsuchiya: A New Computational Approach to Density Estimation with Semidefinite Programming. Research Memorandum No.898, The Institute of Statistical Mathematics, Tokyo, Japan, November, 2003. PS-file PDF-file
Selected Articles and Surveys
  1. Takashi Tsuchiya and Kunio Tanabe: On the Local Behavior of the Adler-Karmarkar Method, Iri-Imai Method and Yamashita Method for Linear Programming. Cooperative Research Report of the Institute of Statistical Mathematics Vol. 5 (1987), pp.99-117.
  2. Kunio Tanabe and Takashi Tsuchiya: New Geometry of Linear Programming (in Japanese). Mathematical Science, No. 303 (1988), pp.32-27.
  3. Takashi Tsuchiya: Degenerate Linear Programming Problem and Affine Scaling Method. System/Information/Control, Vol. 34, No. 4(1990), pp. 216-222.
  4. Takashi Tsuchiya: Basis of Numerical Computation. In Handbook of Information Processing, Ohm-sha, Tokyo, 1995.
  5. Takashi Tsuchiya: New Trends in Optimization: Interior-point Algorithms and Applications (A series of lecture course article). System/Information/Control, Vol. 43 (1998) (No. 4, No. 6, No. 8, No. 10, No. 12), Vol. 44 (1999) (No. 2, No. 4, No. 6). 
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