Address
Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo,
7-3-1 Hongo, Bunkyo-ku, Tokyo, 113-8656, Japan
TEL/FAX
+81 3 5841 6959
E-mail
takeda*mist.i.u-tokyo.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.