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離散最適化における準凸性の理論の構築と社会工学への応用

Research Project

Project/Area Number 13874016
Research Category

Grant-in-Aid for Exploratory Research

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionThe University of Tokyo (2002-2003)
Kyoto University (2001)

Principal Investigator

室田 一雄  東京大学, 大学院・情報理工学系研究科, 教授 (50134466)

Co-Investigator(Kenkyū-buntansha) 塩浦 昭義  東北大学, 大学院・情報科学研究科, 助教授 (10296882)
田村 明久  京都大学, 数理解析研究所, 助教授 (50217189)
Project Period (FY) 2001 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥2,100,000 (Direct Cost: ¥2,100,000)
Fiscal Year 2003: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2002: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2001: ¥800,000 (Direct Cost: ¥800,000)
Keywords凸解析(convex analysis) / 整数計画(integer program) / 主算法(primal algorithm) / 離散最適化(discrete optimization) / 非線形計画(nonlinear program) / 数理計画(mathematical program) / ネットワークフロー(network flow) / マトロイド(matroid) / 離散最適化 / 凸性 / 準凸性 / 非線形計画 / 組合せ最適化 / 凖凸関数 / マトロイド
Research Abstract

まず,数理経済学における離散凸関数の応用について研究を進めた.不可分な財を含む経済均衡モデルにおいて,供給者の費用関数がM凸関数かつ消費者の効用関数がM凹関数の場合に競争均衡が存在することが,研究代表者らの昨年度までの研究において証明されていた.本年度はさらにこの研究を進めて,競争均衡を実際に求める方法について検討し,多項式時間で競争均衡が求められることを示した.具体的には,競争均衡を求める問題を元にしてM凸劣モジュラ流問題をつくり,これを既存の多項式時間アルゴリズムで解いて得られた出力を適切に変換することで競争均衡が得られる,という手法である.これはM凸劣モジュラ流問題の応用としても興味深い結果である.
次に,最適配分問題に対する効率的な解法の研究を行った.生産ラインでのバッファ配分や労働力・資源の配分など,生産システム設計の際に頻繁に現れる最適配分問題は,離散準凸性の理論を適用しやすい問題の一つである.離散準凸関数の理論を踏まえて,現実に現れる最適配分問題を定式化し,その離散構造を明らかにすると共に効率的な解法を提案した,具体的には,劣モジュラ制約の元での最適配分問題に対するHochbaumの高速解法がなぜうまく働くのかを離散凸性の視点から検討し,その結果を元にM凸関数に対する高速な最小化アルゴリズムを提案した.
また,dial-a-ride transit system, isotone regressionなどに応用をもつ,双対最小費用流問題について研究を進めた.この問題が準L凸関数最小化問題の特殊ケースである,という事実を踏まえ,既存の解法を見直し,準L凸関数に対する解法へと拡張した.

Report

(3 results)
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • Research Products

    (17 results)

All Other

All Publications (17 results)

  • [Publications] K.Murota, A.Tamura: "Application of M-convex submodular flow problem to mathematical economics"Japan Journal of Industrial and Applied Mathematics. 20. 257-277 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Murota, A.Tamura: "Proximity theorems of discrete convex functions"Mathematical Programming. 掲載予定. (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Murota, A.Shioura: "Quadratic M-convex and L-convex functions"Advances in Applied Mathematics. 掲載予定. (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] S.Moriguchi, A.Shioura: "On Hochbaum's scaling algorithm for the general resource allocation problem"Mathematics of Operations Research. 掲載予定. (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] A.Shioura: "Fast scaling algorithms for M-convex function minimization with application to the resource allocation problem"Discrete Applied Mathematics. 134. 303-316 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Murota, A.Shioura: "Quasi M-convex and L-convex functions : quasiconvexity in discrete optimization."Discrete Applied Mathematics. 131. 467-494 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Murota, A.Shioura: "Quasi M-convex and L-convex Functions : Quasiconvexity in Discrete Optimization"Discrete Applied Mathematics. (掲載予定). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] K.Nakata, K.Fujisawa, M.Fukuda, M.Kojima, K.Muroa: "Exploiting Sparsity in Semidefinite Programming via Matrix Completion, II : Implementation and Numerical Results"Mathematical Programming. (掲載予定). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] K.Murota, A.Tamura: "New Characterizations of M-convex Functions and Their Applications to Economic Equilibrium Models"Discrete Applied Mathematics. (掲載予定). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] K.Murota: "Discrete Convex Analysis"Society for Industrial and Applied Mathematics. 380 (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] K.Murota, A.Shioura: "Relationship of M-/L-convex functions with discrete convex functions by Miller and by Favati-Tardella"Discrete Applied Mathematics. 115. 151-176 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] V.Danilov, G.Koshevoy, K.Murota: "Discrete convexity and equilibria in economies with indivisible goods and money"Mathematical Social Sciences. 41. 251-273 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Murota, A.Tamura: "New characterizations of M-convex functions and their applications to economic equilibrium models with indivisibilities"Discrete Applied Mathematics. (to appear). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Murota, A.Shioura: "Quasi M-convex and L-convex functions-Quasi-convexity in discrete optimization"Discrete Applied Mathematics. (to appear). (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] S.Moriguchi, K.Murota, A.Shioura: "Scaling algorithms for M-convex function minimization"IEICE Transactions on Systems and Information. E85-D. (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Murota, K., A.Tamura: "On circuit valuation of matroids"Advances in Applied Mathematics. 26. 192-225 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 室田 一雄: "共立出版"離散凸解析. 308 (2001)

    • Related Report
      2001 Annual Research Report

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Published: 2001-04-01   Modified: 2016-04-21  

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