Andrzej Piotr Ruszczyński (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.
Schooling and positions Ruszczyński was born and educated in Poland. In 1969 he won the XX Polish Mathematical Olympiad.XX Olimpiada Matematyczna (rok szk. 1968/69), http://om.edu.pl/stara_wersja/20.html After graduating in 1974 with a master's 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 the control of large-scale systems, and in 1983 Habilitation, for a dissertation on nonlinear stochastic programming."Niektóre własności i metody rozwiązywania nieliniowych zadań programowania stochastycznego," Prace Naukowe - Politechnika Warszawska: Elektronika, Wydawnictwa Politechniki Warszawskiej, 1982. In 1992 the President of Poland, Lech Wałęsa, awarded Ruszczyński the state title of Professor. In 1984-86 Ruszczyński 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.History / About us / Faculty / FEIT - The Faculty of Electronics and Information Technology home page In 1992 Ruszczyński 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 the Board of Governors Professor at the Rutgers Business School.
Main achievements Ruszczyński developed 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), created the theory of Markov risk measures, and proposed new decomposition methods for stochastic programming problems.Higle, J. L., Stochastic programming: Optimization when uncertainty matters, Tutorials in Operations Research, INFORMS 2005, .Rockafellar, R. T., Coherent approaches to risk in optimization under uncertainty, Tutorials in Operations Research, INFORMS 2007, .Sagastizabal, C., Divide to conquer: decomposition methods for energy optimization. Mathematical Programming, Ser. B, 134, 2012, 187-–222. He authored five books and more than 100 research papers.Andrzej Ruszczyński - Google Scholar Citations
He was elected to the 2017 class of Fellows of the Institute for Operations Research and the Management Sciences. In 2018 Ruszczyński (jointly with A. Shapiro) received the Dantzig PrizeSIAMMOS of the Society for Industrial and Applied Mathematics and the Mathematical Optimization Society.Dantzig Prize Ceremony, Bordeaux 2018
Selected books
Most influential papers
Chess composition
Under the name Piotr, Ruszczyński is known as an author of chess problems holding the title of International Master of Chess Composition of FIDEInternational masters (since 1988). 30 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 Ruszczyński's problems.Problem 101, FIDE Album 1971-1973, Sahovska Naklada, Zagreb, 1978 The key 1. Qa6! gives the black king three flight squares and threatens 2. Qxb5#. Black's defenses are followed by seven different battery mates: 1 ... Kb4 2. Sc6#, 1 ... Kc5 2. Sxb5#, 1 ... Kd3 2. Sc2#, 1 ... Qe8 2. Se6#, 1 ... Qxf5 2. Sxf5#, 1 ... Qxe2 2. Sxe2#, 1 ... Qf3+ 2. Sxf3#.
To the right is one of Ruszczyński's best-known threemovers.Odette Vollenweider, "Gleiche Inhalte in Zwei- und Dreizügern", Die Schwalbe, Deutsche Vereinigung für Problemschach, Heft 223, Februar 2007 (http://www.dieschwalbe.de/schwalbe223.htm). The key is 1.Qf6! with the threat 2. fxg3+ Kxe1 3. Bd2#. In the two main variations, black Grimshaw interference 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, Ruszczyński co-authored the book:
References
External links Homepage of Andrzej Ruszczyński at Rutgers University. Contains biography, research overviews, lectures and presentations. Rutgers Business School article on Ruszczyński.
Collection of chess compositions by Ruszczyński.