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An Efficient Numerical Method for Optimal Contribution Problem based on Conic Optimization

Research Project

Project/Area Number 15K00032
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Mathematical informatics
Research InstitutionTokyo Institute of Technology

Principal Investigator

Yamashita Makoto  東京工業大学, 情報理工学院, 准教授 (20386824)

Research Collaborator FUKUDA mituhiro  
KOJIMA masakazu  
NAKATA kazuhide  
KIM sunyoung  
MULLIN tim j.  
SAFARINA sena  
Project Period (FY) 2015-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2017: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2016: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2015: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Keywords応用数学 / 数理最適化 / 錐最適化 / 育種学 / 種別構成問題 / 錐最適化理論 / 畜産学
Outline of Final Research Achievements

Optimal contribution problems arising from tree breeding or other optimization problems can be formulated as a mixed-integer second-order cone programming problem. We propose fast numerical methods that exploits conic optimization approaches. The proposed linear approximation reduces the computation time to about 1/10 of an existing method for obtaining exact solutions. Another new method, a steep ascent method, cannot theoretically guarantee the optimality, but it successfully outputs a favorable solution in several seconds.

Academic Significance and Societal Importance of the Research Achievements

種別構成問題は、育種学などから生じる数理最適化問題である。例えば「数千種の遺伝子から割合を決めて樹木園を作るときに、遺伝子の多様性を維持できる範囲で利益を最大にする割合の算出」の計算などを数理モデル化したものである。この計算時間が短縮されることで、遺伝子のパラメータなどを変えての複数回のシミュレーションの実施が容易になる。また、混合整数二次最適化問題は種別構成問題以外にも多くの応用を持っていることが知られており、本研究で開発した高速な計算解法は、それらの応用にも適用可能な範囲があると考えられる。

Report

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

    (27 results)

All 2019 2018 2017 2016 2015 Other

All Int'l Joint Research (6 results) Journal Article (4 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 3 results,  Open Access: 1 results) Presentation (14 results) (of which Int'l Joint Research: 9 results,  Invited: 4 results) Remarks (3 results)

  • [Int'l Joint Research] The Swedish Forestry Research Institute(スウェーデン)

    • Related Report
      2018 Annual Research Report
  • [Int'l Joint Research] Forestry Research Institute of Sweden(Sweden)

    • Related Report
      2017 Research-status Report
  • [Int'l Joint Research] Ewha Womans University(韓国)

    • Related Report
      2017 Research-status Report
  • [Int'l Joint Research] Forestry Research Institute of Sweden(Sweden)

    • Related Report
      2016 Research-status Report
  • [Int'l Joint Research] Skogforsk(スウェーデン)

    • Related Report
      2015 Research-status Report
  • [Int'l Joint Research] FICO(英国)

    • Related Report
      2015 Research-status Report
  • [Journal Article] Conic relaxation approaches for equal deployment problems2019

    • Author(s)
      Sena Safarina, Satoko Moriguchi, Tim J. Mulllin, and Makoto Yamashita
    • Journal Title

      Discrete Applied Mathematics

      Volume: 印刷中

    • NAID

      40021198374

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An Application of Polyhedral Relaxations to Optimal Contribution Selection of Tree Breeding Problem2018

    • Author(s)
      Sena Safarina, Makoto Yamashita
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 2069

    • Related Report
      2018 Annual Research Report
  • [Journal Article] An arc-search O(nL) infeasible-interior-point algorithm for linear programming2018

    • Author(s)
      Yaguang Yang, Makoto Yamashita
    • Journal Title

      Optimization Letters

      Volume: 印刷中 Issue: 4 Pages: 781-798

    • DOI

      10.1007/s11590-017-1142-9

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] An efficient second-order cone programming approach for optimal selection in tree breeding2018

    • Author(s)
      Makoto Yamashita, Tim. J. Mullin, Sena Safarina
    • Journal Title

      Optimization Letters

      Volume: 印刷中 Issue: 7 Pages: 1683-1697

    • DOI

      10.1007/s11590-018-1229-y

    • NAID

      120006582668

    • Related Report
      2017 Research-status Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Presentation] Cone Decomposition Method for Mixed-Integer SOCP arising from tree breeding2018

    • Author(s)
      Sena Safarina, Makoto Yamashita
    • Organizer
      International Symposium on Mathematical Programming 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A path-following method for semidefinite programming without Slater condition2018

    • Author(s)
      Makoto Yamashita, Kei Takemura
    • Organizer
      International Symposium on Mathematical Programming 2018
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 一般化優対角行列による緩和を用いた Pooling Problem に対する解法の構築2018

    • Author(s)
      君塚柾貴, Sunyoung Kim, 山下真
    • Organizer
      日本オペレーションズ・リサーチ学会 2018年春季研究発表会
    • Related Report
      2017 Research-status Report
  • [Presentation] A Lifted-Polyhedral-Programming Approach for Optimal Contribution Problems2017

    • Author(s)
      Sena Safarina, Makoto Yamashita
    • Organizer
      SIAM Conference on Optimization 2017
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] A Steep-Ascent Method for MI-SOCP arising from Tree Breeding2017

    • Author(s)
      Makoto Yamashita, Tim J Mullin, Sena Safarina
    • Organizer
      SIAM Conference on Optimization 2017
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 最適構成問題に対するLPP 緩和に基づいた整数計画問題による定式化2017

    • Author(s)
      Sena Safarina, Makoto Yamashita
    • Organizer
      京都大学数理解析研究所研究集会 「数理最適化の発展:モデル化とアルゴリズム」
    • Related Report
      2017 Research-status Report
  • [Presentation] A Fast SOCP-based Method for Optimal Selection Problem in Tree Breeding2016

    • Author(s)
      Makoto Yamashita, Tim J Mullin, Sena Safarina
    • Organizer
      INFORMS Annual Meeting 2016
    • Place of Presentation
      Music City Center & Omni Nashville Hotel
    • Year and Date
      2016-11-16
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] Mixed-integer SOCP in optimal contribution selection of tree breeding2016

    • Author(s)
      Makoto Yamashita, Sena Safarina, Tim J Mullin
    • Organizer
      Workshop on Advances in Optimization
    • Place of Presentation
      TKP品川カンファレンスセンター
    • Year and Date
      2016-08-12
    • Related Report
      2016 Research-status Report
    • Invited
  • [Presentation] An Efficient Second-Order Cone Programming Approach for Optimal Selection in Tree Breeding2016

    • Author(s)
      Sena Safarina, Tim J Mullin, Makoto Yamashita
    • Organizer
      ICCOPT (International Conference on Continuous Optimization) 2016
    • Place of Presentation
      政策研究大学院大学
    • Year and Date
      2016-08-08
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] A Numerically Stable Primal-Dual Interior-Point Method for SDP2016

    • Author(s)
      Kei Takemura, Makoto Yamashita
    • Organizer
      ICCOPT (International Conference on Continuous Optimization) 2016
    • Place of Presentation
      政策研究大学院大学
    • Year and Date
      2016-08-08
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] センサーネットワーク位置推定問題に対する二次錐計画問題を用いた精度の向上2016

    • Author(s)
      曽根毅, 山下真
    • 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
    • Year and Date
      2016-03-17
    • Related Report
      2015 Research-status Report
  • [Presentation] 直交射影作用素を用いた無線センサーネットワーク位置推定アルゴリズムの解析2016

    • Author(s)
      城戸武尊, 山下真
    • 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
    • Year and Date
      2016-03-17
    • Related Report
      2015 Research-status Report
  • [Presentation] Optimising selection in tree breeding with constraints on relatedness and operational flexibility2016

    • Author(s)
      Tim. J. Mullin, Makoto Yamashita, Pietro Belotti
    • Organizer
      Forest Genetics for Productivity Conference
    • Place of Presentation
      Rotorua Energy Events Centre, (Rotorua, New Zealand)
    • Year and Date
      2016-03-16
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] SDPA family: High-performance solvers for semidefinite programming2015

    • Author(s)
      Makoto Yamashita
    • Organizer
      Workshop on Systems Management and Control
    • Place of Presentation
      University of Tsukuba, Tokyo Campus (Tokyo, JAPAN)
    • Year and Date
      2015-12-11
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Remarks] Data and source code for OCP

    • URL

      http://www.opt.c.titech.ac.jp/yamashita/software/OCP/OCP01.html

    • Related Report
      2018 Annual Research Report
  • [Remarks] OPSEL のページ

    • URL

      http://www.skogforsk.se/opsel

    • Related Report
      2017 Research-status Report 2016 Research-status Report
  • [Remarks] Software to speed tree breeding

    • URL

      http://www.gentree-h2020.eu/news/article/software-to-speed-tree-breeding/

    • Related Report
      2017 Research-status Report

URL: 

Published: 2015-04-16   Modified: 2022-02-22  

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