  We report recent progress of non-perturbative formulation of supersymmetric
Yang-Mills. Although lattice formulations of two-dimensional theories which are
fine tuning free to all order in perturbation theory are known for almost ten
years, however, there were only few evidence for the validity at
non-perturbative level. In this talk we argue that most numerical studies so
far do not capture the physics in continuum, and add new evidence that lattice
formulation works at non-perturbatively. We further point out that, by
combining two-dimensional lattice and matrix model techniques inspired by
D-brane dynamics in superstring theory, a non-perturbative formulation of the
four-dimensional maximally supersymmetric Yang-Mills theory, which is free from
the fine tuning at least to all order in perturbation theory, is obtained.
