| Project/Area Number |
08458094
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| Research Category |
Grant-in-Aid for Scientific Research (B)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
社会システム工学
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| Research Institution | Tokyo Institute of Technology |
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Principal Investigator |
KONNO Hiroshi Tokyo Institute of Technology, Graduate School of Dcision Science and Technology, Professor, 大学院・社会理工学研究科, 教授 (10015969)
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| Co-Investigator(Kenkyū-buntansha) |
SUZUKI Ken-ichi Tokyo Institute of Technology, Graduate School of Dcision Science and Technology, 大学院・社会理工学研究科, 助手 (30262306)
YAJIMA Yasutoshi Tokyo Institute of Technology, Graduate School of Dcision Science and Technology, 大学院・社会理工学研究科, 助教授 (80231645)
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| Project Period (FY) |
1996 – 1997
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| Project Status |
Completed (Fiscal Year 1997)
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| Budget Amount *help |
¥5,200,000 (Direct Cost: ¥5,200,000)
Fiscal Year 1997: ¥2,100,000 (Direct Cost: ¥2,100,000)
Fiscal Year 1996: ¥3,100,000 (Direct Cost: ¥3,100,000)
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| Keywords | global optimization / nonconvex minimization problem / low rank nonconvex structure / linear fractional function / reverse convex program / outer approximation / nonconvex quadratic problem / piecewise linear approximation / 低ランク非凸型 |
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| Research Abstract |
In the last two years, we developed efficient algorithms for calculating globally optimal solutions of a number of low rank nonconvex minimization problems by exploiting their special structures. Among the more important results are the following :
(1) Developed an efficeint algorithm for minimizing the sum and the product of several linear fractional functions over a polytope.
(2) Developed an efficient heuristic algorithm for obtaining a global minimum point of concave quadratic programming problems.
(3) Proposed an efficient algorithm for solving a mean-variance-skewness model by applying a new branch-and-bound algorithm.
(4) Proposed a partitioning/cutting plane algorithm for a class of minimization problems with a set of reverse convex constraints.
(5) Developed an efficient heuristic algorithm for solving a nonconvex minimization problem associated with an optimal operation of steam turbines.
(6) Completed a monograph entitled "Optimization on Low Rank Nonconvex Structures" (Kluwer Academic Publishers, 1996), a collection of our efforts in global optimization during the past decade.
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