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Andrzej Piotr Ruszczynski

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Citizenship
  
United States

Name
  
Andrzej Ruszczynski

Doctoral advisor
  
Jacek Szymanowski

Andrzej Piotr Ruszczynski
Residence
  
New Jersey, United States

Fields
  
Mathematical optimization

Alma mater
  
Politechnika Warszawska, Warsaw, Poland

Known for
  
Stochastic programming, Risk-Averse Optimization

Andrzej Piotr Ruszczyński


Andrzej Piotr Ruszczynski (born July 29, 1951) is a Polish-American applied mathematician, noted for his contributions to mathematical optimization, in particular, stochastic programming and risk-averse optimization.

Contents

Schooling and positions

Ruszczynski was born and educated in Poland. In 1969 he won the XX Polish Mathematical Olympiad. After graduating in 1974 with a MsC degree from the Department of Electronics, Warsaw University of Technology, he joined the Institute of Automatic Control at this school. In 1977 he received his PhD degree for a dissertation on control of large-scale systems, and in 1983 Habilitation, for a dissertation on nonlinear stochastic programming. In 1992 the President of Poland, Lech Walesa, awarded Ruszczynski the state title of Professor. In 1984-86 Ruszczynski was a visiting scholar at the Institute for Operations Research, University of Zurich. In 1986-87 he was the Vice-Director of the Institute of Automatic Control, and in 1987-1990 he was the Vice-Dean of the Department of Electronics, Warsaw University of Technology. In 1992 Ruszczynski was a visiting professor at the Department of Operations Research, Princeton University, in 1992-96 he led the project Optimization under Uncertainty at the International Institute for Applied Systems Analysis, in 1996-97 he was a visiting professor at the Department of Industrial Engineering, University of Wisconsin-Madison, and since 1997 he has been with Rutgers University, where he holds a position of Distinguished Professor at the Rutgers Business School.

Main achievements

Ruszczynski developed decomposition methods for stochastic programming problems, the theory of stochastic dominance constraints (jointly with Darinka Dentcheva), contributed to the theory of coherent, conditional, and dynamic risk measures (jointly with Alexander Shapiro), and created the theory of Markov risk measures. He authored 5 books and more than 80 research papers.

Selected books

  • Ruszczynski, Andrzej; Shapiro, Alexander (2003). Stochastic Programming. Handbooks in Operations Research and Management Science 10. Philadelphia: Elsevier. p. 700. ISBN 978-0444508546. 
  • Ruszczynski, Andrzej (2006). Nonlinear Optimization. Princeton, NJ: Princeton University Press. pp. xii+454. ISBN 978-0691119151. MR 2199043. 
  • Shapiro, Alexander; Dentcheva, Darinka; Ruszczynski, Andrzej (2009). Lectures on stochastic programming. Modeling and theory. MPS/SIAM Series on Optimization 9. Philadelphia: Society for Industrial and Applied Mathematics. pp. xvi+436. ISBN 978-0898716870. MR 2562798. 

    • Most influential papers

  • Ruszczynski, A., A regularized decomposition method for minimizing a sum of polyhedral functions, Mathematical Programming 35 (1986) 309–333.
  • Mulvey, J. M.; and Ruszczynski, A., A new scenario decomposition method for large-scale stochastic optimization, Operations Research 43(1995) 477–490.
  • Ogryczak, W.; and Ruszczynski, A., Dual stochastic dominance and related mean—risk models, SIAM Journal on Optimization 13 (2002) 60–78.
  • Dentcheva, D.; and Ruszczynski, A., Optimization with stochastic dominance constraints, SIAM Journal on Optimization 14 (2003) 548–566.
  • Ruszczynski, A.; and Shapiro, A., Optimization of convex risk functions, Mathematics of Operations Research 31 (2006) 433–452.

    • Chess composition

    Under the name Piotr, Ruszczynski is known as an author of chess problems holding the title of International Master of Chess Composition of FIDE (since 1988). 29 his problems of all genres were selected to FIDE Albums by the Permanent Commission of the FIDE for Chess Compositions.

    To the left is one of early Ruszczynski's problems. The key 1. Qh6! threatens 2. Qf8 and 3. Qd6#. After 1 ... Ke6 white still plays 2. Qf8 Kxd7 3. Qe7#. The two main variations present the idea of half-pin: 1 ... f5 2. Rd5+ Ke6 3. exf5# (using the pinning of Pg5), and 1 ... g5 2. Re7+ Kd6 3. e5# (using the pinning of Pf5). All variations end with model mates; the main two variations have identical mate pictures on different squares.

    To the right is one of Ruszczynski's best known strategic threemovers. The key is 1.Qf6! with the threat 2. fxg3+ Kxe1 3. Bd2#. In the two main variations, black Grimshaw intersection on the square c3 is exploited with anticipatory shut-offs from a white half battery. After 1. ... Bc3 white plays 2. Nc2! (threatening 3. Bd2#), and then 2. ... Bxf6 3. Be3# (using the anticipatory shutoff on c2), 2. ... Bxb2 3. Bxb2#, and 2. ... Be1 3. Ne3#. After 1. ... Rc3 white plays 2. Bd2! (threatening 3. Nc2#), and then 2. ... Rf3 3. Nd3# (using the anticipatory shutoff on d2), 2. ... Re3 3. fxe3#, and 2. ... Rc1 3. fxg3#.

    With Jan Rusinek, Ruszczynski co-authored the book: 64 Polish Chess Compositions. Warszawa: Polski Zwiazek Szachowy. 1989. 

    References

    Andrzej Piotr Ruszczynski Wikipedia
    (Text) CC BY-SA