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Construction of basic theory to accelerate the utilization of conic optimization in the real world

Research Project

Project/Area Number 15H02966
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionUniversity of Tsukuba

Principal Investigator

Yoshise Akiko  筑波大学, システム情報系, 教授 (50234472)

Co-Investigator(Kenkyū-buntansha) 久野 誉人  筑波大学, システム情報系, 教授 (00205113)
八森 正泰  筑波大学, システム情報系, 准教授 (00344862)
フン・ドック トゥアン  筑波大学, システム情報系, 准教授 (20633465)
繁野 麻衣子  筑波大学, システム情報系, 教授 (40272687)
高野 祐一  筑波大学, システム情報系, 准教授 (40602959)
小林 佑輔  筑波大学, システム情報系, 准教授 (40581591)
Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥12,090,000 (Direct Cost: ¥9,300,000、Indirect Cost: ¥2,790,000)
Fiscal Year 2018: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2017: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2016: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2015: ¥2,860,000 (Direct Cost: ¥2,200,000、Indirect Cost: ¥660,000)
Keywords錐最適化 / 半正定値最適化 / 二重非負値最適化 / 共正値最適化 / 線形計画問題 / 二重非負値錐 / 共正値錐 / 線形計画法 / 勾配法 / 半正定値錐 / 半正定値計画問題 / 半正定値基
Outline of Final Research Achievements

In this research, in order to accelerate the application of the cone optimization method to the real world, we proposed highly unique solutions for
the following three important issues to be overcome: [Issue 1] Development of a new method for solving optimization problems over cones without self duality [Issue 2] Development of a hot start technique that determines the computational efficiency in branch and bound methods, [Issue 3] Derivation of low rank solutions that are important in convex conic relaxation for combinatorial optimization problems, respectively. By repeating construction of basic theory and verification by calculation experiment, we derived the results that contribute to the promotion of the utilization of cone optimization method in the real world, which were published in international journals.

Academic Significance and Societal Importance of the Research Achievements

人工知能や機械学習などが広く社会に浸透し始めている今日,それらの技術と深いかかわりをもつ数理最適化に関しても多くの注目が集まっている.組合せ最適化など困難とされる問題に新たな緩和手法を与え,21世紀を代表する最適化モデルとも言われる錐最適化問題に対して,緩和手法で重要な役割をもつ二重非負値行列の判定アルゴリズムの高速化や,協調フィルタリングモデルに対する行列ランク最小化問題に対する改良モデルの提案,半正定値錐の計算効率性に優れた新たな凸多面錐近似など,独自性の高い新しい研究成果を示すことができたことは,学術的にも社会的にも大きな意義があると考える.

Report

(5 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Annual Research Report
  • 2016 Annual Research Report
  • 2015 Annual Research Report
  • Research Products

    (35 results)

All 2018 2017 2016 2015

All Journal Article (13 results) (of which Peer Reviewed: 7 results,  Open Access: 5 results,  Acknowledgement Compliant: 1 results) Presentation (22 results) (of which Int'l Joint Research: 9 results,  Invited: 4 results)

  • [Journal Article] LP-based tractable subcones of the semidefinite plus nonnegative cone2018

    • Author(s)
      Tanaka Akihiro、Yoshise Akiko
    • Journal Title

      Annals of Operations Research

      Volume: 265 Issue: 1 Pages: 155-182

    • DOI

      10.1007/s10479-017-2720-z

    • Related Report
      2018 Annual Research Report 2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Bounds for two static optimization problems on routing and spectrum allocation of anycasting2018

    • Author(s)
      Yasutaka Miyagawa, Yosuke Watanabe, Maiko Shigeno, Kiyo Ishii, Atsuko Takehusa and Akiko Yoshise
    • Journal Title

      Optical Switching and Networking

      Volume: 31 Pages: 144-161

    • DOI

      10.1016/j.osn.2018.10.008

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Optimization-based analysis of last-mile one-way mobility sharing2018

    • Author(s)
      Masaki Yamada, Masashi Kimura, Naoki Takahashi and Akiko Yoshise
    • Journal Title

      Discussion Paper Series

      Volume: 1353 Pages: 1-35

    • Related Report
      2017 Annual Research Report
  • [Journal Article] 半正定値基底を用いた錐最適化問題の近似について2018

    • Author(s)
      成島大吾,田中彰浩,吉瀬章子
    • Journal Title

      日本オペレーションズリサーチ学会春季研究発表会アブストラクト集

      Volume: 2018 Pages: 168-169

    • Related Report
      2017 Annual Research Report
  • [Journal Article] ワンウェイ型ラストマイルモビリティシェアリングのオペレーション最適化及び新規戦略の検討2018

    • Author(s)
      山田匡規,木村雅志,高橋直希,吉瀬章子
    • Journal Title

      日本オペレーションズリサーチ学会春季研究発表会アブストラクト集

      Volume: 2018 Pages: 88-89

    • Related Report
      2017 Annual Research Report
  • [Journal Article] Nuclear ノルムを用いた行列ランク最小化手法の 協調フィルタリングへの応用2017

    • Author(s)
      横尾知孝, 田中彰浩, 吉瀬 章子
    • Journal Title

      統計数理研究所共同研究リポート「最適化:モデリングとアルゴリズム」

      Volume: -

    • Related Report
      2016 Annual Research Report
  • [Journal Article] SD基を用いた錐最適化問題の近似について2017

    • Author(s)
      成島大悟, 田中彰浩, 吉瀬 章子
    • Journal Title

      統計数理研究所共同研究リポート「最適化:モデリングとアルゴリズム」

      Volume: -

    • Related Report
      2016 Annual Research Report
  • [Journal Article] Routing and wavelength/sub-wavelength path assignment to maximizing accommodated traffic demands on optical networks2016

    • Author(s)
      Y. Watanabe, K. Ishii, T. Sato, A. Takefusa, T. Kudoh, M. Shigeno, and A. Yoshise
    • Journal Title

      Journal of Advanced Mechanical Design, Systems, and Manufacturing

      Volume: 10 Issue: 3 Pages: JAMDSM0038-JAMDSM0038

    • DOI

      10.1299/jamdsm.2016jamdsm0038

    • NAID

      130005161647

    • ISSN
      1881-3054
    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Creation of Service Science Curriculum for Customer-Oriented Business Innovation2016

    • Author(s)
      Hideaki Takagi, Yukihiko Okada, Akiko Yoshise, Maiko Shigeno
    • Journal Title

      (Chapter) Global Perspectives on Service Science: Japan, Part of the series Service Science: Research and Innovations in the Service Economy

      Volume: - Pages: 313-336

    • DOI

      10.1007/978-1-4939-3594-9_20

    • ISBN
      9781493935925, 9781493935949
    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Feature subset selection for logistic regression via mixed integer optimization2016

    • Author(s)
      T. Sato, Y. Takano, R. Miyashito, and A. Yoshise
    • Journal Title

      Computational Optimization and Applications

      Volume: 64(3) Issue: 3 Pages: 865-880

    • DOI

      10.1007/s10589-016-9832-2

    • Related Report
      2016 Annual Research Report 2015 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Routing and wavelength/sub-wavelength path assignment to maximizing accommodated traffic demands on optical networks2016

    • Author(s)
      Yosuke Watanabe, Toshiki Sato, Kiyo Ishii, Tomohiro Kudoh, Maiko Shigeno and Akiko Yoshise
    • Journal Title

      Special Issue on Advanced Production Scheduling

      Volume: 印刷中

    • NAID

      120007129346

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Routing and wavelength/sub-wavelength path assignment to maximizing accommodated traffic demands on optical networks2015

    • Author(s)
      Yosuke Watanabe, Toshiki Sato, Kiyo Ishii, Tomohiro Kudoh, Maiko Shigeno and Akiko Yoshise
    • Journal Title

      International Symposium on Scheduling 2015

      Volume: 無 Pages: 202-207

    • NAID

      120007129346

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Tractable subcones and LP-based algorithms for testing copositivity2015

    • Author(s)
      Akihiro Tanaka and Akiko Yoshise
    • Journal Title

      Discussion Paper Series

      Volume: 1338 Pages: 1-25

    • Related Report
      2015 Annual Research Report
    • Open Access / Acknowledgement Compliant
  • [Presentation] Polyhedral approximations of the semidefinite cone and their applications2018

    • Author(s)
      Yuzhu Wang, Akihiro Tanaka and Akiko Yoshise
    • Organizer
      The Sixth Asian Conference on Nonlinear Analysis and Optimization
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Acceleration of the Lagrangian-DNN method for a class of QOPs2018

    • Author(s)
      Yuzhu Wang and Akiko Yoshise
    • Organizer
      International Symposium on Mathematical Programming
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 半正定値基底を用いた錐最適化問題の近似について2018

    • Author(s)
      成島大吾,田中彰浩,吉瀬章子
    • Organizer
      日本オペレーションズリサーチ学会春季研究発表会
    • Related Report
      2017 Annual Research Report
  • [Presentation] ワンウェイ型ラストマイルモビリティシェアリングのオペレーション最適化及び新規戦略の検討2018

    • Author(s)
      山田匡規,木村雅志,高橋直希,吉瀬章子
    • Organizer
      日本オペレーションズリサーチ学会春季研究発表会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Inner and Outer Approximations of the Semidefinite Cone Using SD Bases and their Applications to Some NP-Hard Problems2017

    • Author(s)
      Daigo Narushima, Akihiro Tanaka, and Akiko Yoshise
    • Organizer
      SIAM Optimization 2017
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 交通ネットワーク上における水素ス テーションの最適配置モデル2017

    • Author(s)
      夛名賀寛, 髙原勇,川本雅之, 吉瀬章子
    • Organizer
      日本オペレーションズ・リサーチ学会春季発表会
    • Place of Presentation
      沖縄県市町村自治会館(沖縄県那覇市)
    • Related Report
      2016 Annual Research Report
  • [Presentation] 半正定値基底を用いた錐最適化問題の近似について2017

    • Author(s)
      成島大悟, 吉瀬章子
    • Organizer
      日本オペレーションズ・リサーチ学会春季発表会
    • Place of Presentation
      沖縄県市町村自治会館(沖縄県那覇市)
    • Related Report
      2016 Annual Research Report
  • [Presentation] エラスティック光ネットワーク上のエニーキャスト通信に対するヒューリスティックアルゴリズム2017

    • Author(s)
      宮川穏貴, 石井紀代, 竹房あつ子, 工藤知宏, 繁野麻衣子, 吉瀬章子
    • Organizer
      日本オペレーションズ・リサーチ学会春季発表会
    • Place of Presentation
      沖縄県市町村自治会館(沖縄県那覇市)
    • Related Report
      2016 Annual Research Report
  • [Presentation] 時空間ネットワークを用いたモビリ ティの運行パターン比較2017

    • Author(s)
      木村雅志, 夛名賀寛, 川本雅之, 吉瀬章子
    • Organizer
      日本オペレーションズ・リサーチ学会春季発表会
    • Place of Presentation
      沖縄県市町村自治会館(沖縄県那覇市)
    • Related Report
      2016 Annual Research Report
  • [Presentation] SD基による錐最適化問題の近似について2016

    • Author(s)
      成島大悟
    • Organizer
      研究集会「最適化:モデリングとアルゴリズム」
    • Place of Presentation
      政策科学研究大学院大学(東京)
    • Year and Date
      2016-03-22
    • Related Report
      2015 Annual Research Report
  • [Presentation] Nuclearノルムを用いた行列ランク最小化手法の協調フィルタリングへの応用2016

    • Author(s)
      吉瀬章子
    • Organizer
      研究集会「最適化:モデリングとアルゴリズム」
    • Place of Presentation
      政策科学研究大学院大学(東京)
    • Year and Date
      2016-03-22
    • Related Report
      2015 Annual Research Report
  • [Presentation] Nuclearノルムを用いた行列ランク最小化手法の協調フィルタリングへの応用2016

    • Author(s)
      横尾知孝
    • Organizer
      日本オペレーションズ・リサーチ学会2016年春季研究発表会
    • Place of Presentation
      慶應義塾大学 (神奈川県)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Annual Research Report
  • [Presentation] 神栖市における津波避難シミュレーションに基づく避難時の移動手段の検討2016

    • Author(s)
      松下芽以
    • Organizer
      日本オペレーションズ・リサーチ学会2016年春季研究発表会
    • Place of Presentation
      慶應義塾大学(神奈川県)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Annual Research Report
  • [Presentation] 半正定値基底とこれを用いて構成可能な共正値部分錐について2016

    • Author(s)
      田中彰浩
    • Organizer
      日本オペレーションズ・リサーチ学会2016年春季研究発表会
    • Place of Presentation
      慶應義塾大学(神奈川県)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Annual Research Report
  • [Presentation] 茨城県南部における水素供給サービスを満足させテションの配置モデル2016

    • Author(s)
      夛名賀寛, 髙原勇,川本雅之, 吉瀬章子
    • Organizer
      日本経営学会秋季発表会
    • Place of Presentation
      日本教育会館(東京都千代田区)
    • Related Report
      2016 Annual Research Report
  • [Presentation] 筑波大学におけるサービス工学の取組 -イバライアンス・ビッグデータ・人工知能による価値創造2016

    • Author(s)
      吉瀬章子
    • Organizer
      日本経営学会秋季発表会
    • Place of Presentation
      日本教育会館(東京都千代田区)
    • Related Report
      2016 Annual Research Report
  • [Presentation] Inner and Outer Approximations of the Semidefinite Cone Using SD Bases and Their Applications to Some NP-hard Problems2016

    • Author(s)
      Daigo Narushima, Akihiro Tanaka, Akiko Yoshise
    • Organizer
      ICCOPT 2016 Tokyo
    • Place of Presentation
      政策研究大学院大学(東京都港区)
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Rank Minimization Approach to Collaborative Filtering Based on the Nuclear Norm Minimization2016

    • Author(s)
      Yomonari Yokoo, Akihiro Tanaka, Akiko Yoshise
    • Organizer
      ICCOPT 2016 Tokyo
    • Place of Presentation
      政策研究大学院大学(東京都港区)
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Some Tractable Subcones for Testing Copositivity2016

    • Author(s)
      Akihiro Tanaka, Akiko Yoshise
    • Organizer
      ICCOPT 2016 Tokyo
    • Place of Presentation
      政策研究大学院大学(東京都港区)
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Some Tractable Subcones for Testing Copositivity2016

    • Author(s)
      Akihiro Tanaka, Akiko Yoshise
    • Organizer
      ICOTA 10
    • Place of Presentation
      Ulaanbaatar, Mongolia
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Some Tractable Subcones for Testing Copositivity2015

    • Author(s)
      Akiko Yoshise
    • Organizer
      CORS/INFORMS 2015
    • Place of Presentation
      Sheraton Hotel, Montreal (Canada)
    • Year and Date
      2015-06-14
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Some Tractable Subcones for Testing Copositivity2015

    • Author(s)
      Akiko Yoshise
    • Organizer
      Paths, Pivots and Practice: The Power of Optimization
    • Place of Presentation
      HEC Montreal (Canada)
    • Year and Date
      2015-06-11
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research / Invited

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Published: 2015-04-16   Modified: 2020-03-30  

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