Research Activities (Papers)

Refereed Journals

    1. S. Okido and A. Takeda,
      " Economic and Environmental Analysis of Photovoltaic Energy Systems via Robust Optimization",
      accepted in Energy Systems, 2012.
    2. J. Gotoh, K. Shinozaki and A. Takeda,
      "Robust Portfolio Techniques for Mitigating the Fragility of CVaR Minimization and Generalization to Coherent Risk Measures",
      to appear in Quantitative Finance, 2013, DOI:10.1080/14697688.2012.738930.
    3. A. Takeda, H. Mitsugi and T. Kanamori,
      "A Unified Classification Model Based on Robust Optimization",
      Neural Computation, 25 (3), 759-804 (2013), DOI: 10.1162/NECO_a_00412.
    4. A. Takeda, M. Niranjan, J. Gotoh and Y. Kawahara,
      "Simultaneous Pursuit of Out-of-Sample Performance and Sparsity in Index Tracking Portfolios",
      Computational Management Science, 10 (1), pp.21-49 (2013), DOI: 10.1007/s10287-012-0158-y.
    5. J. Gotoh and A. Takeda,
      "Minimizing Loss Probability Bounds for Portfolio Selection",
      European Journal of Operational Research, 217 (2), pp.371-380 (2012), DOI: 10.1016/j.ejor.2011.09.012.
    6. T. Kanamori and A. Takeda,
      "Worst-Case Violation of Sampled Convex Programs for Optimization with Uncertainty",
      Journal of Optimization Theory and Applications, 152 (1), pp.171-197 (2012), DOI: 10.1007/s10957-011-9923-2.
    7. J. Gotoh and A. Takeda,
      "On the Role of Norm Constraints in Portfolio Selection",
      Computational Management Science, 8 (4), pp.323-353 (2011), DOI: 10.1007/s10287-011-0130-2.
    8. A. Takeda, S. Taguchi and T. Tanaka,
      "A Relaxation Algorithm with a Probabilistic Guarantee for Robust Deviation Optimization",
      Computational Optimization and Applications, 47 (1), pp.1-31 (2010), DOI: 10.1007/s10589-008-9212-7.
    9. A. Takeda and M. Sugiyama,
      "On generalization performance and non-convex optimization of extended nu-support vector machine",
      New Generation Computing, 27, pp.259-279 (2009), DOI: 10.1007/s00354-008-0064-6.
    10. A. Takeda,
      "Generalization Performance of nu-Support Vector Classifier Based on Conditional Value-at-Risk Minimization", Neurocomputing, 72 (10-12), pp.2351-2358 (2009), DOI:10.1016/j.neucom.2008.11.022.
    11. A. Takeda and T. Kanamori,
      "A Robust Approach Based on Conditional Value-at-Risk Measure to Statistical Learning Problems",
      European Journal of Operational Research, 198 (1), pp. 287-296 (2009), DOI:10.1016/j.ejor.2008.07.027.
    12. J. Gotoh and A. Takeda,
      "Conditional Minimum Volume Ellipsoid with Applications to Multiclass Discrimination",
      Computational Optimization and Applications, 41 (1), pp.27-51 (2008), DOI: 10.1007/s10589-007-9097-x.
    13. A. Takeda, S. Taguchi and R. Tutuncu,
      "Adjustable Robust Optimization Models for a Nonlinear Two-Period System",
      Journal of Optimization Theory and Applications, 136 (2), pp.275-295 (2008), DOI: 10.1007/s10957-007-9288-8.
    14. T. Mizutani, A. Takeda and M. Kojima,
      "Dynamic Enumeration of All Mixed Cells",
      Discrete and Computational Geometry, 37 (3), pp.351-367 (2007), DOI: 10.1007/s00454-006-1300-9.
    15. A. Takeda, N. Uchihira, M. Nakamoto and S. Matsumoto,
      "An Electric Powerplant Planning Method for Uncertain Environments" (Japanese),
      Journal of Japan Industrial Management Association, 56 (5), pp.366-376 (2005).
    16. J. Gotoh and A. Takeda,
      "A linear Classification Model Based on Conditional Geometric Score",
      Pacific Journal of Optimization, 1 (2),pp.277-296 (2005).
    17. K. Fujisawa, M. Kojima, A. Takeda and M. Yamashita,
      "Solving Large Scale Optimization Problems via Grid and Cluster Computing".
      Journal of the Operations Research Society of Japan, 47(4),pp.265-274 (2004).
    18. T. Gunji, S. Kim, M. Kojima, A. Takeda, K. Fujisawa and T. Mizutani,
      "PHoM -- a Polyhedral Homotopy Continuation Method".
      Computing, 73, pp.57-77 (2004), DOI: 10.1007/s00607-003-0032-4.
    19. C. Vo, A. Takeda and M. Kojima,
      "A Multilevel Parallelized Hybrid Branch and Bound Algorithm for Quadratic Optimization",
      IPSJ Transactions on Advanced Computing Systems, 45 SIG 6(ACS 6), pp.186-196 (2004).
    20. A. Takeda, K. Fujisawa, Y. Fukaya and M. Kojima,
      "Parallel Implementation of Successive Convex Relaxation Methods for Quadratic Optimization Problems",
      Journal of Global Optimization, 24 (2), pp.237-260 (2002).
    21. A. Takeda, M. Kojima and K. Fujisawa,
      "Enumeration of All Solutions of a Combinatorial linear Inequality System Arising from
      the Polyhedral Homotopy Continuation Method",
      Journal of the Operations Research Society of Japan, 45 (1), pp.64-82 (2002).
    22. A. Takeda and H. Nishino,
      "On Measuring the Inefficiency with the Inner-Product Norm in Date Envelopment Analysis",
      European Journal of Operational Research, Vol.133 (2), pp.377-393 (2001).
    23. M. Kojima and A. Takeda,
      "Complexity Analysis of Successive Convex Relaxation Methods for Nonconvex Sets",
      Mathematics of Operations Research, 26 (3), pp.519-542 (2001).

    Refereed Book Chapters

    1. T. Mizutani and A. Takeda,
      "DEMiCs: A software package for computing the mixed volume via dynamic enumeration of all mixed cells",
      in M.E. Stillman, N. Takayama and J. Verschelde (Eds.),
      IMA Volumes on "Software for algebraic geometry", pp.59-79 (2008).
    2. A. Takeda and M. Kojima,
      "Successive Convex Relaxation Approach to Bilevel Quadratic Optimization Problems",
      in M. C. Ferris, O. L. Mangasarian and J.S. Pang (Eds.),
      Applications and Algorithms of Complementarity, Kluwer Academic Publishers, p.317-p.340 (2001).
    3. A. Takeda, Y. Dai, M. Fukuda, and M. Kojima,
      "Towards the Implementation of Successive Convex Relaxation Method for Nonconvex Quadratic Optimization Problems",
      in P.M. Pardalos (Ed.), Approximation and Complexity in Numerical Optimization:
      Continuous and Discrete Problems
      , Kluwer Academic Publishers, p.489-p.510 (2000).

    Refereed Conference Proceedings

    1. T. Kanamori and A. Takeda,
      "Non-Convex Optimization on Stiefel Manifold and Applications to Machine Learning",
      The International Conference on Neural Information Processing (ICONIP2012), 2012.
    2. A. Takeda, H. Mitsugi and T. Kanamori,
      "A unified robust classification model",
      29th International Conference on Machine Learning (ICML2012), 2012.
    3. T. Kanamori, A. Takeda and T. Suzuki,
      "A conjugate property between loss functions and uncertainty sets in classification problems",
      Conference on Learning Theory (COLT2012), 2012.
    4. A. Takeda, J. Gotoh and M. Sugiyama, ``Support Vector Regression as Conditional Value-at-Risk Minimization with Application to Financial Time-series Analysis'', Proceedings of 2010 IEEE International Workshop on Machine Learning for Signal Processing (MLSP 2010), Kittila, Finland, 2010.
    5. A. Takeda and M. Sugiyama, "Nu-Support Vector Machine as Conditional Value-at-Risk Minimization", Proceedings of the 25th International Conference on Machine Learning (ICML 2008), Helsinki, Finland, 2008. [paper]
    6. A. Takeda,
      "A Modified Algorithm for Nonconvex Support Vector Classification",
      Proceedings of the International Conference on Artificial Intelligence and Applications (AIA 2008), Innsbruck, Austria, 2008.
    7. K. Fujisawa, M. Kojima, A. Takeda and M. Yamashita,
      "High Performance Grid and Cluster Computing for Some Optimization Problems",
      2004 Symposium on Applications and the Internet (SAINT 2004 Workshops), pp.612-615 (2004).

    Submitted Articles

    1. J. Goto, A. Takeda and R. Yamamoto,
      "Interactions between Financial Risk Measures and Machine Learning Methods", 2012.
    2. A. Barbero, A. Takeda and J. Lopez,
      "Geometric intuition and algorithms for Enu-SVM", 2012.
    3. T. Kanamori and A. Takeda,
      "A Numerical Study of Learning Algorithms on Stiefel Manifold", 2012.
    4. T. Kanamori, A. Takeda and T. Suzuki,
      "A Conjugate Property between Loss Functions and Uncertainty Sets in Classification Problems", 2012.

    Doctor Thesis

    1. "Successive Convex Relaxation Methods for Nonconvex Quadratic Optimization Problems"
      (PDF file, PS file), Doctor Thesis, March 2001.
      Abstract