Program


Thursday, October 20, 2005
9:20
Opening Address
9:30























12:30

Session: Optimization in Risk Management
Organizer: Masao Fukushima
(Kyoto University, Graduate School of Informatics)

Hirokazu Tatano and Satoshi Tsuchiya
(Kyoto University, Disaster Prevention Research Institute)
Economic effects of redundant highway networks taking account of seismic risks: a spatial computable general equilibrium approach

Yoshitaka Kai
(Kwansei Gakuin University, Institute of Business & Accounting)
Debt-equity ratio to maximize enterprise value

Shintaro Kumano
(Mitsubishi Heavy Industries, Ltd. Takasago Research Center)
Risk management of airport check-in process based on mathematical optimization

Yong Shi
(Chinese Academy of Sciences Research Center on Data Technology & Knowledge Economy)
Optimization-based data mining in credit card risk management

Lunch
14:00






















17:00

Session: New Horizon in Discrete Convex Analysis
Organizer: Satoru Iwata
(University of Tokyo, Graduate School of Information Science and Technology)

Kazuo Murota
(University of Tokyo, Graduate School of Information Science and Technology)
Fundamentals of discrete convex analysis

Akihisa Tamura
(Keio University, Department of Mathematics)
Applications of discrete convex analysis to mathematical economics

Takashi Ui
(Yokohama National University, Faculty of Economics)
Potential games and discrete convexity

Hiroshi Hirai
(Kyoto University, Research Institute of Mathematical Science)
Introduction to submodular geometry

17:00
17:30
Poster Session
18:00
20:00
Banquet


Friday, October 21, 2005
9:30






















12:30

Session: Continuous Optimization
Organizer: Shinji Mizuno
(Tokyo Institute of Technology, Graduate School of Decision Science and Technology)

Hiroshi Yabe
(Tokyo University of Science, Department of Mathematical Information Science)
Numerical methods for nonlinear optimization

Kazuhide Nakata
(Tokyo Institute of Technology, Graduate School of Decision Science and Technology)
Large-scale semidifinite programming

Jun-ya Gotoh
(University of Tsukuba, Graduate School of Systems and Information Engineering)
Minimization of CVaR and its applications

Hidefumi Kawasaki
(Kyushu University, Faculty of Mathematics)
Duality and conjugacy of a multi-phase partition problem

Lunch
13:15
13:45
Poster Session
Break
14:00
























17:00

Session: Numerical Optimization
Organizer: Tetsuro Yamamoto
(Waseda University, School of Science and Engineering)

Daniel Ralph
(Judge Business School, University of Cambridge)
Game Theoretic Equilibrium Problems with Equilibrium Constraints, EPECs, and their stationary conditions

Takashi Tsuchiya
(The Institute of Statistical Mathematics)
Analysis of Interior-point Algorithms and Central Trajectory for Linear Programming Based on the Layered Least Squares Method

Kiyotaka Yamamura
(Faculty of Science and Engineering, Chuo University)
Path following circuits---SPICE-oriented numerical methods where formulas are described by circuits---

Hiroshi Yamashita and Nobuhiro Henmi
(Mathematical Systems Inc.)
Toward practical global optimization

17:00
Closing Address


Cherry blossom and faculty of science and technology building No.2