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Algorithm for a global optimal solution of optimization problems without convexity

Research Project

Project/Area Number 06680389
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field 社会システム工学
Research InstitutionUniversity of Tsukuba

Principal Investigator

YAMAMOTO Yoshitsugu  University of Tuskuba, Institute of Policy and Planning Scinces, Professor, 社会工学系, 教授 (00119033)

Project Period (FY) 1994 – 1996
Project Status Completed (Fiscal Year 1996)
Budget Amount *help
¥2,100,000 (Direct Cost: ¥2,100,000)
Fiscal Year 1996: ¥400,000 (Direct Cost: ¥400,000)
Fiscal Year 1995: ¥400,000 (Direct Cost: ¥400,000)
Fiscal Year 1994: ¥1,300,000 (Direct Cost: ¥1,300,000)
KeywordsMathematical program / Globally optimal solution / Nonconvex problem / Convexity / 大域的最適化 / 準凹関数 / パラメトリックシンプレックス法 / 端点列挙 / 多面体の1次元フェイス / 多面体 / アルゴリズム / シンプレックス法
Research Abstract

According to the sets and functions defining the problem mathematical programming problems are classified roughly into two groups : convex program and nonconvex program. Convex programs have been attracting many researchers, theoretically well established, and practical codes are offered to solve large scale problems. Nonconve programs, however, are in unsatisfactory situation because of its difficulty.
We set the nonconvex problem on the differece of several convex sets as a standard problem of nonconvex programs and developed algorithms for finding a globally optimal solution. The largest empty sphere problem, the out-of-roundess problem in higher dimension are cast into this standard problem. We proposed an algorithm for the problem which yileds a globally optimal solution within a finite number of iterations, which forms a striking contrast to the existing algorithms proposed by Kuno-Konno-Yamamoto, Kuno-Yajima-Yamamoto-Konno, Thach-Burkard-Oettli, Pferschy-Tuy for the problem which yield only an approximate solution. As far as we know, the algorithm is the first one which enjoys both the global optimality and the finiteness. We compared the algorithm with the existing algorithms by computational experiment, which supports the superiority of our algorithm.
We also formulated the out-of-roundess problem as a fractional problem and proposed an algorithm. For the variational inequality problem we developed a continuous deformation algorithm based on the simplcial algorithm.
Furthermore, we have finished a book on the traveling salesman problem, which has been known as one of the hardest problems, with the aim of introducing the difficulty and interest of the problem.

Report

(4 results)
  • 1996 Annual Research Report   Final Research Report Summary
  • 1995 Annual Research Report
  • 1994 Annual Research Report
  • Research Products

    (23 results)

All Other

All Publications (23 results)

  • [Publications] Y.Dai: "Global optimization problem with multiple reverse convex constraint and its application to out-of-roundness problem" Journal of the Operations Research Society of Japan. 39. 356-371 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] J.M.Shi: "A d.c. approach to the largest sphere problem in higher dimension" State of the Art in Global Optimization. 395-411 (1996)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] A.J.J.Talman: "A new variable dimension simplicial alogorithm for computing economic equilibia on S x R" Journal of Optimization Theory and Applications. 87. 679-701 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Sekitani: "Genaral fractional programming : minmax convex-convex quadtaric case" Proceedings of APORS '94. 505-514 (1995)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Kuno: "Convex programs with additional constraint on the product of several convex functions" European Journal of Operational Research. 77. 314-324 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Dai: "A continuous deformation algorithm for variational inequality problems on polytopes" Mathematical Programming. 64. 103-122 (1994)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] 山本芳嗣: "巡回セールスマン問題への招待" 朝倉書店, 174 (1997)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Dai, J.M.Shi and Y.Yamamoto: "Global optimization problem with multiple reverse convex constraint and its application to out-of-roundness problem" Journal of the Operations Research Society of Japan. 356-371 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] J.M.Shi and Y.Yamamoto: "A d.c.approach to the largest emtpy shpere problem in higher dimension" State of the Art in Global Optimization. 395-411 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] A.J.J.Talman, Y.Yamamoto and Z.Yang: "A new variable dimension simplicial algorithm for computing economic equilibia on S x R" Journal of Optimization Theory and Applications. 679-701 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] K.Sekitani, J.M.Shi and Y.Yamamoto: "General fractional programming : minmax convex-convex quadtaric case" Proceedings of APORS '94. 505-514 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] T.Kuno, Y.Yajima, Y.Yamamoto and H.Konno: "Convex programs with additional constraint on the product of several convex functions" European Journal of Operational Researach. 314-324 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Y.Dai and Yamamoto: "A continuous deformation algorithm for variational inequality problems on polytopes" Mathematical Programming. 103-122 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1996 Final Research Report Summary
  • [Publications] Yang Dai: "Global optimization problem with multiple reverse convex constraints and its application to out-of-roundness problem" Journal of the Operations Research Society of Japan. 39・3. 356-371 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] J.M.Shi: "A d.c.approach to the largest empty sphere problem in higher dimension" in:C.A.Floudas and P.M.Paradalos(eds.),State of the Art in Global Optimization. 395-411 (1996)

    • Related Report
      1996 Annual Research Report
  • [Publications] 山本芳嗣: "巡回セールスマン問題への招待" 朝倉書店, 174 (1997)

    • Related Report
      1996 Annual Research Report
  • [Publications] K. Sekitani: "General fractional programming:minmax convex-convex quadraticcase" Proceedings of APORS'94. 505-514 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] A. J. J. Talman: "A new variable dimension simplicial algorithm for computing economic equilibria on S^n x R^m_t" Journal of Optimization Theory and Applications. 87. 679-701 (1995)

    • Related Report
      1995 Annual Research Report
  • [Publications] Y. Dai: "Global optimization problem with several reverse convex constraints and its application to out-of-roundness problem" Journal of the Operations Research Society of Japan. (発表予定).

    • Related Report
      1995 Annual Research Report
  • [Publications] Y.Dai: "A continuous deformation algorithm for variational inequality prolems on polytopes" Mathematical Programming,Series A. 64. 103-122 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] T.Kuno: "Convex programs with an addtitional constraint on the product of several convex functions" European Journal of Operational Research. 77. 314-324 (1994)

    • Related Report
      1994 Annual Research Report
  • [Publications] A.J.J.Talman: "The (2^<n+m+l>-2)-ray algorithm: a new variable dimension simplicial algorithm for computing economic equilibria" Journal on Optimization Theory and Applications. (発表予定).

    • Related Report
      1994 Annual Research Report
  • [Publications] K.Sekitani: "General fractional programming: minmax convex-convex quadratic case" Proceedings of APORS '94. (発表予定).

    • Related Report
      1994 Annual Research Report

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Published: 1994-04-01   Modified: 2016-04-21  

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