Andrzej Piotr Ruszczyński (born July 29, 1951) is a Polish-American
applied mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change.
History
One ...
, noted for his
contributions to
mathematical optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfiel ...
, in particular,
stochastic programming
In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. A stochastic program is an optimization problem in which some or all problem parameters are uncertain, ...
and risk-averse optimization.
Schooling and positions
Ruszczyński was born and educated in Poland. In 1969 he won the XX Polish Mathematical Olympiad. After graduating in 1974 with a master's degree from the Department of Electronics,
Warsaw University of Technology
The Warsaw University of Technology () is one of the leading institutes of technology in Poland and one of the largest in Central Europe. It employs 2,453 teaching faculty, with 357 professors (including 145 titular professors). The student body ...
, 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
Habilitation is the highest university degree, or the procedure by which it is achieved, in Germany, France, Italy, Poland and some other European and non-English-speaking countries. The candidate fulfills a university's set criteria of excelle ...
'', for a dissertation on nonlinear
stochastic programming
In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. A stochastic program is an optimization problem in which some or all problem parameters are uncertain, ...
. In 1992 the President of Poland,
Lech Wałęsa
Lech Wałęsa (; ; born 29 September 1943) is a Polish statesman, dissident, and Nobel Peace Prize laureate who served as the president of Poland between 1990 and 1995. After winning the 1990 Polish presidential election, 1990 election, Wałę ...
, awarded Ruszczyński the state title of ''Professor''.
In 1984-86 Ruszczyński was a visiting scholar at the Institute for Operations Research,
University of Zurich
The University of Zurich (UZH, ) is a public university, public research university in Zurich, Switzerland. It is the largest university in Switzerland, with its 28,000 enrolled students. It was founded in 1833 from the existing colleges of the ...
. 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
The Warsaw University of Technology () is one of the leading institutes of technology in Poland and one of the largest in Central Europe. It employs 2,453 teaching faculty, with 357 professors (including 145 titular professors). The student body ...
. In 1992 Ruszczyński was a visiting professor
at the Department of Operations Research,
Princeton University
Princeton University is a private university, private Ivy League research university in Princeton, New Jersey, United States. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial ...
, in 1992-96 he led the project ''Optimization under Uncertainty'' at the
International Institute for Applied Systems Analysis
The International Institute for Applied Systems Analysis (IIASA) is an independent International research institute located in Laxenburg, near Vienna in Austria, founded as an East-West scientific cooperation initiative during the Cold War. Th ...
, in 1996-97 he was a visiting professor at the Department of Industrial Engineering,
University of Wisconsin-Madison
A university () is an institution of tertiary education and research which awards academic degrees in several academic disciplines. ''University'' is derived from the Latin phrase , which roughly means "community of teachers and scholars". Uni ...
,
and since 1997 he has been with
Rutgers University
Rutgers University ( ), officially Rutgers, The State University of New Jersey, is a Public university, public land-grant research university consisting of three campuses in New Jersey. Chartered in 1766, Rutgers was originally called Queen's C ...
, where he holds a position of the Board of Governors Professor at the
Rutgers Business School
Rutgers University ( ), officially Rutgers, The State University of New Jersey, is a public land-grant research university consisting of three campuses in New Jersey. Chartered in 1766, Rutgers was originally called Queen's College and was aff ...
Darinka Dentcheva
Darinka Dentcheva (Bulgarian language, Bulgarian: Даринка Денчева) is a Bulgarian Americans, Bulgarian-American mathematician, noted for her contributions to convex analysis, stochastic programming, and risk-averse optimization.
Sc ...
), contributed to the theory of coherent, conditional, and dynamic
risk measures
In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks ...
(jointly with Alexander Shapiro), created the theory of Markov
risk measures
In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve. The purpose of this reserve is to make the risks taken by financial institutions, such as banks ...
, and proposed new decomposition methods for stochastic programming problems.
He authored five books and more than 100 research papers.
He was elected to the 2017 class of
Fellow
A fellow is a title and form of address for distinguished, learned, or skilled individuals in academia, medicine, research, and industry. The exact meaning of the term differs in each field. In learned society, learned or professional society, p ...
s of the
Institute for Operations Research and the Management Sciences
The Institute for Operations Research and the Management Sciences (INFORMS) is an international society for practitioners in the fields of operations research
Operations research () (U.S. Air Force Specialty Code: Operations Analysis), often s ...
. In 2018 Ruszczyński (jointly with A. Shapiro) received the Dantzig Prize of the
Society for Industrial and Applied Mathematics
Society for Industrial and Applied Mathematics (SIAM) is a professional society dedicated to applied mathematics, computational science, and data science through research, publications, and community. SIAM is the world's largest scientific soci ...
and the
Mathematical Optimization Society
The Mathematical Optimization Society (MOS), known as the Mathematical Programming Society (MPS) until 2010,
chess problem
A chess problem, also called a chess composition, is a puzzle created by the composer using chess pieces on a chessboard, which presents the solver with a particular task. For instance, a position may be given with the instruction that White is t ...
s holding the title of International Master of Chess Composition of
FIDE
The International Chess Federation or World Chess Federation, commonly referred to by its French acronym FIDE ( , ), is an international organization based in Switzerland that connects the various national chess federations and acts as the Spor ...
(since 1988). 30 his problems of all genres were selected to
FIDE Album
The FIDE Albums are publications of the world chess governing body, FIDE, via the Permanent Commission of the FIDE for Chess Compositions (PCCC), containing the best chess problems and studies of a certain period (usually three years in length).
...
s by the
Permanent Commission of the FIDE for Chess Compositions The World Federation for Chess Composition (WFCC) is the highest body governing the official activities in the chess composition. It was known as the Permanent Commission of the FIDE for Chess Compositions (PCCC) from its inception in 1956 until Oct ...
.
To the left is one of early Ruszczyński's problems. 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: