| Project/Area Number |
14380188
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (B)
|
| Allocation Type | Single-year Grants |
|---|
| Section | 一般 |
|---|
| Research Field |
社会システム工学
|
|---|
| Research Institution | University of Tsukuba |
|---|
Principal Investigator |
YAMAMOTO Yoshitsugu University of Tsukuba, Graduate School of Systems and Information Engineering, Professor, 大学院・システム情報工学研究科, 教授 (00119033)
|
|---|
| Co-Investigator(Kenkyū-buntansha) |
YOSHISE Akiko University of Tsukuba, Graduate School of Systems and Information Engineering, Associate Professor, 大学院・システム情報工学研究科, 助教授 (50234472)
SATO-ILIC Mika University of Tsukuba, Graduate School of Systems and Information Engineering, Associate Professor, 大学院・システム情報工学研究科, 助教授 (60269214)
SHIGENO Maiko University of Tsukuba, Graduate School of Systems and Information Engineering, Associate Professor, 大学院・システム情報工学研究科, 助教授 (40272687)
GOTOH Junya University of Tsukuba, Graduate School of Systems and Information Engineering, Assistant Professor, 大学院・システム情報工学研究科, 講師 (40334031)
HACHIMORI Masahiro University of Tsukuba, Graduate School of Systems and Information Engineering, Assistant Professor, 大学院・システム情報工学研究科, 講師 (00344862)
|
|---|
| Project Period (FY) |
2002 – 2004
|
| Project Status |
Completed (Fiscal Year 2004)
|
| Budget Amount *help |
¥5,900,000 (Direct Cost: ¥5,900,000)
Fiscal Year 2004: ¥1,600,000 (Direct Cost: ¥1,600,000)
Fiscal Year 2003: ¥1,900,000 (Direct Cost: ¥1,900,000)
Fiscal Year 2002: ¥2,400,000 (Direct Cost: ¥2,400,000)
|
|---|
| Keywords | Game theory / Social welfare function / Social choice function / Global optimization / Network flow / Complementarity / Multi Dimensional scaling / 大域的適化 / 非凸性 / 相補性条件 / 制御不能 / 部分システム / 極大流 / 非凸集合 / NP困難 / 相補性 / 凹関数 |
|---|
| Research Abstract |
A conventional paradigm common to mathematical programming or optimization could be referred to as "controllability." Namely, it is taken for granted that we can freely control the variables of the system as we choose. What has been done sp far in this field is to optimize an objective function under this controllability assumption. The difficulty of putting together the different and controversial objectives of the system into a single objective function has been recognized and hence drove multi-objective optimization as well as multi-level optimization. However, the uncontrollability of variables has not been fully considered yet.
Take a society as the whole system and each individual with his own preference function as a sub-system, the model we consider here leads to the social welfare function and social choice function concerning the democratic decision of society. We have shown, like the conventional impossibility theorem, negative conclusions in the society of mutual evaluation,
… More
however some positive conclusion about the strategy proofness. Concerning the problem of how much cost each stakeholder should pay we have given some results about the non-emptyness of core.
We take a network as the whole system, which is divided into several sub-networks, and arc flows as variables to control, and considered the design problem of network by means of worst case analysis. The problem is formulated as an optimization problem over a non-convex set, for which we have proposed an algorithm. The complementarity constraint emerges as this kind of optimization problems, and we also investigate the interior point method for the problem. If the uncontrollability comes from the probabilistic nature of the system, stochastic programming that emerges as credit risk problem, portfolio selection problems comes in. Fuzzy parameters will bring fuzzy optimization.
With the above viewpoint, encouraging self-discipline of members we have carried out collaboration for three years. A good many papers has been published with the support of this fellowship. Less
|
