| Project/Area Number |
15K17588
|
|---|
| Research Category |
Grant-in-Aid for Young Scientists (B)
|
| Allocation Type | Multi-year Fund |
|---|
| Research Field |
Foundations of mathematics/Applied mathematics
|
|---|
| Research Institution | Shimane University |
|---|
Principal Investigator |
Suzuki Satoshi 島根大学, 総合理工学研究科, 助教 (70580489)
|
|---|
| Project Period (FY) |
2015-04-01 – 2018-03-31
|
| Project Status |
Completed (Fiscal Year 2017)
|
| Budget Amount *help |
¥4,030,000 (Direct Cost: ¥3,100,000、Indirect Cost: ¥930,000)
Fiscal Year 2017: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
|
|---|
| Keywords | 数理計画問題 / 準凸計画問題 / 応用数学 / 凸解析 |
|---|
| Outline of Final Research Achievements |
Quasiconvex programming problem is one of mathematical programming problems, and has attracted a great deal of attention in recent years as a method for problems which can not be expressed by linear or convex programming problem. On the other hand, when modeling a practical problem into a mathematical model, model uncertainty arising from measurement error etc. occurs, and its response is an important task.
The purpose of this research is to propose robust optimization for quasiconvex programming problem with uncertainty as a method to get a robust and stable solution. Throughout the research period, we studied duality theorems for multiobjective optimization problem with uncertainty, duality theorems and its necessary and sufficient constraint qualifications, optimality conditions and characterizations of the solution set, and properties of quasiconvex functions.
|
