Tamás Szántai: Honoree of the Egerváry Jenő Memorial Award in 2012

Vita

Born in Hódmezővásárhely on 3 August, 1946. Holder of the following academic degrees:

  • Diploma (MSc-equivalent) in mathematics from Eötvös Loránd University, 1969;
  • Candidate of the Mathematical Sciences, 1985;
  • PhD in mathematics, 1995;
  • Doctor of the Hungarian Academy of Sciences, 2005.

In course of a fruitful academic career of more than 40 years, Tamás Szántai has been in the employ of just 3 institutions. Computer and Automation Research Institute of the Hungarian Academy of Sciences. Between 1972-76, he worked at the Department of Operations Research, as a colleague of András Prékopa.
Budapest University of Technology and Economics. He held various positions at different faculties. (Faculty of Electrical Engineering and Informatics, Department of Mathematics, assistant professor; Faculty of Mechanical Engineering, Department of Mathematics, assistant professor, later associate professor; Faculty of Natural Sciences, Department of Differential Equations, associate professor, later full professor.) For 3 years, served as head of the Mathematical Department at the Faculty of Mechanical Engineering. For 16 years, served as head of the Department of Differential Equations at the Faculty of Natural Sciences. He is presently a professor of this department.
Eötvös Loránd University. He was a member of the Department of Operations Research from 1984, the foundation of this department, until 1992. Between 1988-1992, he served as head of this department.

Teaching and organisational activities

Tamás Szántai plays an active role in the Hungarian engineering and mathematical education, as he has for more than forty years. He has supervised the thesis works of many talented students who did their first steps in research with his help. He has been consultant to several doctoral students who successfully acquired PhD degree.
He teaches probability theory, mathematical statistics, foundational mathematics (analysis, linear algebra, analytic geometry, differential equations), linear and nonlinear programming, network flows, stochastic programming, simulation, operations research.

As the head of the Department of Differential Equations at the Budapest University of Technology and Economics, he organised in every semester the mass education of more than a thousand students of engineering and economy, and the elite education of about a hundred students of engineering physics and mathematics.
Between 1998-2011 he was continually a member of the Council of the Faculty of Natural Sciences at the Budapest University of Technology and Economics. He chaired the Accreditation Committee of the Faculty of Natural Sciences. He also took part in the work of several educational committees.

Tamás Szántai played an important part in developing the curricula of the mathematics and applied mathematics MSc education in Hungary. He played a decisive role in developing the Operations Research curricula within these courses.

Research and professional activities

Tamás Szántai's research is application-oriented. Several of his important theoretical results were inspired by application projects. He lays an emphasis on implementing the models and solution methods developed in course of research projects, and on performing practical tests.

Right at the beginning of his career, he took an active part in large-scale hydrology projects, as a collaborator of András Prékopa. Optimal water level regulation of the Lake Balaton. The water input being random, the level is regulated by means of a sluice (Sió Channel). An optimal policy was worked out for the operation of a floodgate. Optimal design and regulation of flood control reservoir systems. The problem is to find optimal reservoir capacities by minimizing total building cost, under reliability constraints, and lower/upper bounds for the capacities.
Later he took part in developing stochastic models for the optimal planning of maintenance works on the road network of Hungary. The aim was to minimise overall transportation costs with respect to resource constraints. In this project, the collaborators of Tamás Szántai were András Bakó, László Gáspár, and Emil Klafszky. The models and solution methods were implemented and tested using real-life data. The Pavement Management System developed in course of this project was used at the Hungarian Ministry of Transportation as a decision support tool in resource allocation.
Recently he deals with reliability issues of network design, and with optimisation under reliability constraints. Moreover he deals with finance problems. Together with András Prékopa, they developed new option pricing models and methods.

The invention of a new multi-dimensional gamma distribution is an example for an important theoretical result inspired by an application project. It was developed in joint work with András Prékopa, in connection with the water level regulation project.
To model the above real-life decision problems, new stochastic models were developed. To solve the resulting optimisation problems, new solution methods were worked out. The new models and methods had a substantial effect on the development of stochastic programming.
Tamás Szántai lays an emphasis on implementing the models and solution methods developed in course of research projects, and on performing practical tests. He developed the PCSP (Probabilistic Constrained Stochastic Programming) solver that is well known in the stochastic programming community, and is acknowledged as a standard among stochastic solvers.

In order to effectively solve probabilistic constrained stochastic programming problems, reliable and easily computable estimates of distribution function values and gradients are needed. In this field, the results of Tamás Szántai are of primary importance. He invented and implemented several estimation methods, and performed extensive comparative tests.
A common generalization of former estimation methods of Tamás Szántai and István Deák was developed in joint work with Horand Gassmann. Later he developed further estimates based on hypergraphs in joint work with József Bukszár. These are generalizations of former results of Bukszár and Prékopa.
Recently they examine copula models of distribution functions, in a joint project with Edith Kovács. The aim is to apply such models and methods in the solution of stochastic programming problems.

Tamás Szántai is honoured both as a scholar with deep theoretical knowledge and as an expert proficient in the modeling and solution of real-life problems. He published more than 100 scientific papers, and these received more than 350 independent citations.
He has been invited to present plenary talks at many important international conferences (Laxenburg 2002, 2004, 2007; Prague 2000, 2007; Veszprém 2006; Pécs 2005; Tucson 2004; Berlin 2001.)

Service for the professional community

He was elected a Representative of Doctors of the Hungarian Academy of Sciences for the terms between 1995-2001. A member of the Scientific Committee on Operational Research from 1993, and has played an important part in the management of this Committee. (Chair 1993-1999, vice chair 2008-2011.)
A member of the Expert Commission of the Hungarian Accreditation Committee between 2001-2003.

A member of the Bolyai János Mathematical Society from 1969, vice chair of the Section of Applied Mathematics between 1988-93.
A member of the John von Neumann Computer Society from 1970. Founding member of the Hungarian Operations Research Society, and has played an important part in the management of the Society. (Secretary 1991-1993, vice chair 1993-95, secretary 2000-2002, chair 2002-2004, vice chair 2004-2006, board member 2008-2011.)

A member of the Commettee on Stochastic Programming (COSP) between 1992-2001. COSP coordinates the activities of the informal worldwide SP Community, and exists as a Technical Section of the Mathematical Optimization Society.
A founding member of EUROPT, the EURO Working Group on Continuous Optimization. A founding member of a new EURO Working Group on Stochastic Programming and Applications, presently under creation.

He has taken part in the organizing and program committees of many important international conferences, often as chair of these committees. He was a member of the Organizing Committee of the EURO 2000 conference held in Budapest.

He has been serving the Hungarian applied mathematician and operations researcher communities for almost forty years by editing the Hungarian Journal on Applied Mathematics (Alkalmazott Matematikai Lapok). He was technical editor between 1975-1991, editor between 1991-2001, and deputy of the editor-in-chief since 2003.
A member of the Editorial Board of the Central European Journal of Operations Research since 2002.

He was honoured with a Széchenyi Professorship for the period 1999-2003. He was awarded prestigious prizes: the Farkas Gyula Memorial Prize of the Bolyai Society in 1976, and the Palatine József Memorial Prize (József Nádor Emlékdíj) of the Budapest University of Technology and Economics in 2012.

We think the scientific and professional achievements of Professor Tamás Szántai are outstanding. He plays an important role both in the Hungarian and in the international professional community. His educational and organisational activities are crucial for the Hungarian Operational Research.
Hence we decided to give the Egerváry Jenő Memorial Award of 2012 to Professor Tamás Szántai.

The Management Board of the Hungarian Operations Research Society

Budapest, 13 December 2012.