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Research on Global Optimization Problems in Engineering Systems

Research Project

Project/Area Number 06452141
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field Engineering fundamentals
Research InstitutionTOKYO INSTITUTE OF TECHNOLOGY

Principal Investigator

KONNO Hiroshi  TOKYO INSTITUTE OF TECHNOLOGY,Professor, 工学部, 教授 (10015969)

Co-Investigator(Kenkyū-buntansha) KUNO Takahito  Univ.of Tsukuba, Associate Professor, 電子情報工学系, 助教授 (00205113)
THACH Phan Thien  TOKYO INSTITUTE OF TECHNOLOGY,Research Associate, 工学部, 助手 (10242299)
YAJIMA Yasutoshi  TOKYO INSTITUTE OF TECHNOLOGY,Lecturer, 大学院・情報理工学研究科, 講師 (80231645)
鈴木 賢一  東京工業大学, 工学部, 助手 (30262306)
白川 浩  東京工業大学, 工学部, 助教授 (10216187)
Project Period (FY) 1994 – 1995
Project Status Completed (Fiscal Year 1995)
Budget Amount *help
¥7,200,000 (Direct Cost: ¥7,200,000)
Fiscal Year 1995: ¥2,800,000 (Direct Cost: ¥2,800,000)
Fiscal Year 1994: ¥4,400,000 (Direct Cost: ¥4,400,000)
Keywordsglobal optimization / low rank nonconvex problems / outer approximation / nonlinear programming / cutting plane / nonconvex minimization / Pareto optimal surface / multi-objective optimization / 大域的最適化法 / 多目的最適化問題 / 凸乗法計画問題 / 凹型生産コスト・輸送問題 / 計算幾何学 / パラメトリック・アプローチ / 低ランク非凸性
Research Abstract

Main reuslts of this research project are the following.
(1)We proposed a type of lexicographic ordering method to prevent possible convergence of the outer-approximation method to a point x^<**> epsilon^P where P is the set of Pareto optimal solution associated with a minimization of a convex function on P.We are now able to obtain a solution on P without fail by using this new method.
(2)We developed an outer approximation method for a concave cost production-transportation network and demonstrated its efficiency for low rank problems, namely, problems containing relatively few concave cost arcs.
(3)We developed an efficint algorithm for solving low rank concave quadratic programming problems by using Rosen's cutting plane and Tuy's cutting plane method. This method is very efficient and we may be able to obtain an even more efficient method by combining it with a heuristic such as tabusearch approach.
(4)Konno wrote a survey article on low rank global optimization problems, which was published in Joho-Shori.
(5)Completed a monograph entitled "Optimization on Low Rank Nonconvex Structures" to be published from Kluwer Academic Publishers in 1996. This book is based upon about 100 papers published by Konno, Thach, Tuy, Kuno and Yajima in the past 10 years.

Report

(3 results)
  • 1995 Annual Research Report   Final Research Report Summary
  • 1994 Annual Research Report
  • Research Products

    (34 results)

All Other

All Publications (34 results)

  • [Publications] KONNO,H.and WATANABE.H:"B and Portfolio Oytiwization Sioblew and Their Applicofims to Index Traski" J.of the Operations Research Society of Japan. 39(未定). (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] KONNO,H.and TAKASE,T.: "A Canstrained Least Square Apprcach for Estiwafiuf the Term Structure" Financial Engineering on the Japanese Markefs. 2. 125-138 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] KONNO,H.and TAKASE,T.: "On the De-Facto Cauvex Strudove of a Constrained Ceast Squsre Problem" Financial Engineering and the Japanese Mavhets. 3(未定). (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] 今野 浩: "大域的最適化の現状:低ランク非凸型の問題を中心に" 情報処理. 36. 1062-1069 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] YAJIMA.Y.AND KONNO,H.: "An Algoritbu for a Concove Production Cost Network Flow Prcblen" J.of the Operetions Reseorch Society of Japan. 38. 230-239 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] THACH,P.T.: "Diewert-Crcuzeix Conjugation for General Qwasiconvex Duality" J.of Optiwization Theory and Applications. 86. 719-743 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] 今野 浩: "理財工学I:平均・分教モデルとその拡張" 日科扱連出版社, 166 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] KONNO,THACH,TUY: "Optimization on Low Rauh Nouconvex Structure" Kluwer Academic Publishers, 520 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Kuno, T., Yajima, Y., Konno, H.and Yamamoto, Y.: ""Convex Programs with an Additional Constraint on the product of Several Convex Functions"" European J.of Operational Research. 77. 314-324 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Konno, H., Kuno, T.and Yajima, Y.: ""Global Minimization of Generalized Convex Multiplicative Programming Problems"" J.of Global Optimization. 4. 47-62 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Konno, H., Yajima, Y.and Ban, A.: ""Calculating a Minimal Sphere Containing a Polytope Defined by a System of Linear Inequalities"" Computational Optimization and Applications. 3. 181-191 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Yajima, Y.and Konno, H.: ""A Finitely Convergent Outer Approximation Method for Lower Rank Bilinear Programming Problems"" J.of the Operations Resrearch Society of Japan. 38. 230-239 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Konno, H.and Takase, T.: ""A Constrained Least Square Approach for Estimating the Term Structure of Interest Rates"" Financial Engineering and the Japanese Markets. 2. 125-138 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Thach, P.T.and Konno, H.: ""On a Degree and Separability of Nonconvexity and Applications to Optimization Problems"" Mathematical Programming, Series A.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Thach, P.T., Konno, H.and Yokota, D.: ""A Dual Approach to a Minimization on the Set of Pareto-optimal Solutions"" J.of Optimization Theory and Applications. 88. 350-371 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Thach, P.T.and Konno, H.: ""On D.C.Reprentability of Closed Sets in Reflexive Banach Spaces and Applications in Optimization Problems"" J.of Optimization Theory and Applications. 29 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Konno, H.and Takase, T.: ""On the De-Facto Covex Structure of a Least Square Problem for Estimating the Term Structure of Interest Rates"" Financial Engineering and the Japanese Markets. 3. 75-85 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] Konno, H.: ""Recent Progress in Global Optimization : Low Rank Nonconvex Minimization Problems" (in Japanese)" Joho Shori. 36. 1062-1069 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1995 Final Research Report Summary
  • [Publications] KONNO,H. and WATANABE.H.: "Bond Portfolio Optimization Problem and Their Applications to Index Tracklng" J. of the Operations Research Society of Japan. 39(未定). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] KONNO,H. and TAKASE,T.: "A Constrained Least Square Approach for Estimating the Term Structure" Financial Engineering and the Japanese Markets. 2. 125-138 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] KONNO,H. and TAKASE,T.: "On the De-Facto Convex Structure of a Constrained Least Square Problem" Financial Engineering and the Japanese Markets. 3(未定). (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] 今野 浩: "大域的最適化の現状:低ランク非線型問題を中心に" 情報処理. 36. 1062-1069 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] YAJIMA.Y. and KONNO,H.: "An Algorithm for a Concove Production Cost Network Flow Problem" J. of the Operations Research Society of Japan. 38. 230-239 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] THACH,P.T.: "Diewent-Crouzeix Conjugation for General Quasiconvex Duality" J. of Optimization Theory and Applications. 86. 719-743 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] 今野 浩: "理財工学I:平均・分数モデルとその拡張" 日科技連出版社, 166 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] KONNO,THACH,TUY: "Optimization on Low Rouk Nonconvex Structure" Kluwer Academic Publishers, 520 (1996)

    • Related Report
      1995 Annual Research Report
  • [Publications] KONNO,H.,KUNO,T.,YAJIMA,Y.: "Global Minimizotion of a Generalized Conex Multiplicotive Function" Journal of Global Optimization. 4. 47-62 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] KONNO,H.,YAJIMA,Y.,BAN,A.: "Calculating a Minimal Sphere Containing a Polytape" Conputational Optimization and Applications. 3. 181-191 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] KONNO,H.,KUNO,YAJIMA,YAMAMOTO: "Convex Program with an Additional Contraint on the Product of Leveral Convex Function" European J.of Operational Research. 77. 314-324 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] KONNO,H.Thach,P.T.,YOKOTA,D.: "A Dual Approach to a Minimization on the Set of Pareto Optimal Sdutions" J.of Optimization Theory and Applications. (掲載予定). (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] KONNO,H.and TAKASE,T.: "A Constrainel Leost Approach to the Estimation of the Term Structure of Intert Pates" Financial Engineering and Japanese Markets. 2(掲載予定). (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] H.KONNO,SUZUKI,K.: "A Mean Variance Sbeuness Portfolio Optimization Madel" J.of the Operations Research Society of Japan. (掲載予定). (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] KONNO,H.,KUNO,T,ほか: "Hand book of Global Optimization" Kluwer Academic Publishers, 960 (1995)

    • Related Report
      1994 Annual Research Report
  • [Publications] 今野 浩: "理財工学 I:平均分散モデルとその拡張" 日科技連出版社, 166 (1995)

    • Related Report
      1994 Annual Research Report

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Published: 1994-04-01   Modified: 2021-04-07  

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