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Interviewee: Hiroshi Konno
Interviewer: Jun-ya Gotoh
Interview Date: May 2009
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** Your full name, address and e-mail
address:
Hiroshi Konno,
Department of Industrial and Systems Engineering, Chuo Univ.
1-13-27 Kasuga, Bunkyo-ku, Tokyo 112-8551 Japan
konno@indsys.chuo-u.ac.jp
*** Your highest degree, awarding
institution and year:
Ph. D., Stanford University,
1971.
Dr. Eng., Univ. of Tokyo, 1977.
*** How many research papers have you
published (including papers accepted
for publication)? How many of them in
the field of optimization?
About 150 refereed papers, among
which 130 are in the field of optimization.
*** Please describe your major contributions in optimization
Applications of mathematical programming to financial optimization.
*** What are
your most representative papers or books?
Konno, H. and Yamazaki, H., “Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market”, Management Science, 37 (1991) 519-531.
Konno, H. and Shirakawa, H., “Existence of a Nonnegative Equilibrium Price Vector in the Mean-Variance Capital Market”, Mathematical Finance, 5(1995) 233-246.
Konno, H. and Yamamoto, R., “Choosing the Best Set of Variables in Regression Analysis”, J. of Global Optimization, 44 (2009) 273-282.
Konno, H., Thach, P. T. and Tuy, H., Optimization on Low Rank Nonconvex Structures, Kluwer Academic Publishers, 1997.
*** In addition
to the technical textbooks on optimization and operations research, you have
several books for the public in Japanese. What are the motivations and aims for
writing those?
In addition to 9 textbooks in mathematical programming, financial optimization
and mathematical modeling, I wrote 3 books on software/algorithm patents and about a
dozen books for the general audience.
The
aim of these books is to let the public know the opinion of “silent” engineers
on such problems as : (i) software / algorithm patents, (ii) inadequate government
funding to engineering schools, (iii)
lowering popularity of engineering schools among young people.
*** Your PhD students: how many them, please present names of some of them.
10 Ph. D. Students including Takahito KUNO, Ken-ichi SUZUKI, Jun-ya GOTOH, Rei YAMAMOTO, among others.
*** When and how did you get interested in
optimization?
I got interested in optimization when I was a junior student of the
Department of Mathematical Engineering of the University of Tokyo. I
was fascinated by linear programming, game theory and portfolio optimization
through a superb lecture of Professor of Sigeiti Moriguti, a pioneer of OR in Japan.
*** What kinds of topics excite your
research interests? How did you develop these interests?
To solve problems which are neglected by brilliant people. Typical examples
are low rank nonconvex minimization problems, mean-risk models under nonconvex constraints.
*** What is your message to the young researchers? e.g., your and/or others' mottos in research
I was very lucky to have had a chance to work on two different and yet closely related fields, namely global optimization and financial optimization. I could produce at least two times many papers, than concentrating on a single field. At the same time, I found that working on three topics (global optimization, financial optimization and software patent) made me less productive.
*** As far as I
know, you often emphasize a viewpoint as an engineer. Have you intended to be
an engineer-type researcher rather than a scientist-type one from beginning?
I was more like a scientist-type researcher until mid 40’s. Since then I
shifted to an engineer type.
*** What is your future plan over 70 years
old?
I plan to do what other people would not do. For example, I would continue
writing stories about the best and brightest and yet, silent engineers who
created the Japanese engineering empire after World War Ⅱ.