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Construction of theory of polyhedral approximation of the semi-definite cone in conic optimization and its applications

Research Project

Project/Area Number 19H02373
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 25010:Social systems engineering-related
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) 八森 正泰  筑波大学, システム情報系, 准教授 (00344862)
佐野 良夫  筑波大学, システム情報系, 准教授 (20650261)
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)
Project Period (FY) 2019-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2023)
Budget Amount *help
¥17,160,000 (Direct Cost: ¥13,200,000、Indirect Cost: ¥3,960,000)
Fiscal Year 2022: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2021: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2020: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2019: ¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Keywords錐最適化 / 半正定値最適化 / 多面体錐近似 / 優対角行列錐 / トレース正規化距離 / 半正定値錐 / 線形計画問題 / 二重非負値錐 / 優対角錐
Outline of Research at the Start

錐最適化モデルは,線形計画問題や半正定値計画問題を含む汎用性の高い最適化モデルであり,世界的規模で活発に研究が行われている.本研究では,特に解くことが困難とされる最適化問題に対する「錐最適化モデル」の高い問題記述能力に着目し,研究代表者らが発案した半正定値基によって生成される多様な凸多面錐を精査することで,錐最適化手法のさらなる社会実装に役立つ,半正定値錐の凸多面錐近似の理論を構築する.得られた成果を学術誌や国際会議で発表し,国際的に学術貢献することを目指している.

Outline of Final Research Achievements

The conic optimization model, which includes linear and semidefinite programming, is recognized globally as a significant optimization model for the 21st century. This study explicitly targets its capability to address complex problems such as the quadratic assignment problem. Key to the research is the detailed examination of the semidefinite bases we developed and the exploration of convex polyhedral cones formed through their extensions. The main objective is to formulate a theory on convex polyhedral cone approximation of semidefinite cones to enhance the practical application of conic optimization methods. Theoretical properties are derived and tested through computer experiments to evaluate these approximations' computational efficiency and accuracy.

Academic Significance and Societal Importance of the Research Achievements

本研究では半正定値錐の近似に関する新しい研究成果として,優対角行列錐とスケール優対角行列錐による近似の効率性を評価するため,新しい指標であるトレース正規化距離を提案している.既存研究で用いられていた距離を用いた近似評価に比べて,提案した距離による評価は,より精度が高く,上記の行列集合の近似効率性を区別するのに有効であることを理論的に示した.これらの結果は学術誌Optimization Lettersに掲載されるなど,学術的な意義がある.また,より堅牢で高速な最適化アルゴリズムが求められる錐最適化分野での計算効率性の改善と,実社会での問題への応用にも貢献するなど,社会的にも意義がある.

Report

(5 results)
  • 2023 Final Research Report ( PDF )
  • 2022 Annual Research Report
  • 2021 Annual Research Report
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • Research Products

    (46 results)

All 2024 2023 2022 2021 2020 2019

All Journal Article (16 results) (of which Peer Reviewed: 7 results,  Open Access: 11 results) Presentation (29 results) (of which Int'l Joint Research: 13 results,  Invited: 2 results) Funded Workshop (1 results)

  • [Journal Article] Riemannian Interior Point Methods for Constrained Optimization on Manifolds2024

    • Author(s)
      Lai Zhijian; Yoshise Akiko
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: 201 Issue: 1 Pages: 433-469

    • DOI

      10.1007/s10957-024-02403-8

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Post-Processing with Projection and Rescaling Algorithms for Semidefinite Programming2024

    • Author(s)
      Kanoh Shin-ichi; Yoshise Akiko
    • Journal Title

      arXiv preprint

      Volume: 2401.10429 Pages: 1-78

    • Related Report
      2022 Annual Research Report
    • Open Access
  • [Journal Article] A new extension of Chubanov’s method to symmetric cones2023

    • Author(s)
      Kanoh Shin-ichi; Yoshise Akiko
    • Journal Title

      Mathematical Programming

      Volume: 205 Issue: 1-2 Pages: 773-812

    • DOI

      10.1007/s10107-023-01995-9

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Evaluating approximations of the semidefinite cone with trace normalized distance2022

    • Author(s)
      Wang Yuzhu; Yoshise Akiko
    • Journal Title

      Optimization Letters

      Volume: 17 Issue: 4 Pages: 917-934

    • DOI

      10.1007/s11590-022-01908-3

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Completely positive factorization by a Riemannian smoothing method2022

    • Author(s)
      Zhijian Lai & Akiko Yoshise
    • Journal Title

      Computational Optimization and Applications

      Volume: 83 Issue: 3 Pages: 933-966

    • DOI

      10.1007/s10589-022-00417-4

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Superlinear and Quadratic Convergence of Riemannian Interior Point Methods2022

    • Author(s)
      Zhijian Lai and Akiko Yoshise
    • Journal Title

      arXiv preprint

      Volume: arXiv:2203.09762 Pages: 1-34

    • Related Report
      2020 Annual Research Report
    • Open Access
  • [Journal Article] Polyhedral approximations of the semidefinite cone and their application2021

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

      Computational Optimization and Applications

      Volume: 78 Issue: 3 Pages: 893-913

    • DOI

      10.1007/s10589-020-00255-2

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report 2019 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Optimizing the Strategic Decisions for One-Way Station-Based Carsharing Systems: A Mean-CVaR Approach2021

    • Author(s)
      Zhang Kai, Takano Yuichi, Wang Yuzhu, Yoshise Akiko
    • Journal Title

      IEEE Access

      Volume: 9 Pages: 79816-79828

    • DOI

      10.1109/access.2021.3084287

    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] A New Extension of Chubanov's Method to Symmetric Cones2021

    • Author(s)
      Shin-ichi Kanoh, Akiko Yoshise
    • Journal Title

      arXiv preprint arXiv:2110.09854

      Volume: 2110.09854 Pages: 1-44

    • Related Report
      2021 Annual Research Report
    • Open Access
  • [Journal Article] Evaluating approximations of the semidefinite cone with trace normalized distance2021

    • Author(s)
      Yuzhu Wang, Akiko Yoshise
    • Journal Title

      arXiv preprint

      Volume: 2105.13579 Pages: 1-15

    • Related Report
      2021 Annual Research Report
    • Open Access
  • [Journal Article] Centering ADMM for the Semidefinite Relaxation of the QAP2021

    • Author(s)
      Sin-ichi Kanoh and Akiko Yoshise
    • Journal Title

      Proceedings of NACA-ICOTA2019

      Volume: 11 Pages: 197-213

    • Related Report
      2020 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Completely Positive Factorization in Orthogonality Optimization via Smoothing Method2021

    • Author(s)
      Zhijian Lai and Akiko Yoshise
    • Journal Title

      arXiv preprint

      Volume: arXiv:2107.01538 Pages: 1-18

    • Related Report
      2020 Annual Research Report
    • Open Access
  • [Journal Article] A New Extension of Chubanov's Method to Symmetric Cones2021

    • Author(s)
      Shin-ichi Kanoh and Akiko Yoshise
    • Journal Title

      arXiv preprint

      Volume: arXiv:2110.09854 Pages: 1-47

    • Related Report
      2020 Annual Research Report
    • Open Access
  • [Journal Article] QAPの半正定値緩和問題を解くためのセンタリングADMM2020

    • Author(s)
      加納伸一; 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: 428 Pages: 114-129

    • Related Report
      2019 Annual Research Report
  • [Journal Article] SD基に基づく半正定値行列錐の凸多面錐近似2020

    • Author(s)
      汪 玉柱; 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: 428 Pages: 106-113

    • Related Report
      2019 Annual Research Report
  • [Journal Article] Centering ADMM for the Semidefinite Relaxation of the QAP2019

    • Author(s)
      Kanoh Shin-ichi; Yoshise Akiko
    • Journal Title

      Discussion Paper Series, Department of Policy and Planning Sciences, University of Tsukuba

      Volume: 1359 Pages: 1-20

    • Related Report
      2019 Annual Research Report
    • Open Access
  • [Presentation] Data Collaboration Analysis for Distributed Datasets With Orthogonal Integration Matrices2024

    • Author(s)
      野坂桂悠; 吉瀬 章子
    • Organizer
      日本オペレーションズ・リサーチ学会 2024年春季研究発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] Riemannian Interior Point Methods for Constrained Optimization on Manifolds2023

    • Author(s)
      頼志堅; 吉瀬 章子
    • Organizer
      日本オペレーションズ・リサーチ学会 2023年春季研究発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] 射影- 再スケーリング 法を用いた対称錐計画問題に対 する後処理アルゴリズム2023

    • Author(s)
      加納伸一; 吉瀬 章子
    • Organizer
      日本オペレーションズ・リサーチ学会 2023年春季研究発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] 射影- 再スケーリング 法を用いた対称錐計画問題に対 する後処理アルゴリズム2023

    • Author(s)
      加納伸一; 吉瀬 章子
    • Organizer
      日本応用数理学会第19回研究部会連合発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] 射影- 再スケーリング 法を用いた対称錐計画問題に対 する後処理アルゴリズム2023

    • Author(s)
      加納伸一; 吉瀬 章子
    • Organizer
      研究集会「最適化:モデリングとアルゴリズム」/
    • Related Report
      2022 Annual Research Report
  • [Presentation] Post-Processing Algorithm with Chubanov Method for Symmetric Cone Programs2023

    • Author(s)
      Kanoh Shin-ichi; Yoshise Akiko
    • Organizer
      SIAM Conference on Optimization (OP23)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Interior Point Methods for Nonlinear Optimization on Riemannian Manifolds2023

    • Author(s)
      Lai Zhijian; Yoshise Akiko
    • Organizer
      SIAM Conference on Optimization (OP23)
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] SDPに対する Heuristic Facial Reduction Algorithm2022

    • Author(s)
      加納伸一; 吉瀬 章子
    • Organizer
      最適化手法とアルゴリズム (SOMA) ー未来を担う若手研究者の集い 2022ー
    • Related Report
      2022 Annual Research Report
  • [Presentation] 私家版主双対内点法とダイバーシティ2022

    • Author(s)
      吉瀬章子
    • Organizer
      最適化手法とアルゴリズム (SOMA) ー未来を担う若手研究者の集い 2022ー
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] SDPに対する Heuristic Facial Reduction Algorithm2022

    • Author(s)
      加納伸一; 吉瀬 章子
    • Organizer
      日本応用数理学会2022年度年会
    • Related Report
      2022 Annual Research Report
  • [Presentation] On the Global Convergence of Riemannian Interior Point Method2022

    • Author(s)
      頼志堅; 吉瀬 章子
    • Organizer
      日本応用数理学会2022年度年会
    • Related Report
      2022 Annual Research Report
  • [Presentation] On the Global Convergence of Riemannian Interior Point Method2022

    • Author(s)
      頼志堅; 吉瀬 章子
    • Organizer
      日本オペレーションズ・リサーチ学会 2022年秋季研究発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] 者名Riemannian Interior Point Methods for Constrained Optimization on Manifolds2022

    • Author(s)
      Zhijian Lai; Akiko Yoshise
    • Organizer
      International Workshop on Continuous Optimization
    • Related Report
      2022 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 2車種混合によるバス時刻表最適化問題の計算技術2022

    • Author(s)
      大沼悠人; 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2022
    • Related Report
      2021 Annual Research Report 2020 Annual Research Report
  • [Presentation] Superlinear and Quadratic Convergence of Riemannian Interior Point Methods2022

    • Author(s)
      頼志堅; 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2022
    • Related Report
      2021 Annual Research Report
  • [Presentation] Superlinear and Quadratic Convergence of Riemannian Interior Point Methods2022

    • Author(s)
      頼志堅; 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
    • Related Report
      2020 Annual Research Report
  • [Presentation] Completely Positive Factorization via Orthogonality Constrained Problem2021

    • Author(s)
      Lai ZhiJian; Yoshise Akiko
    • Organizer
      SIAM Conference on Optimization (OP21)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] An Extension of Roos’s Improved Version of Chubanov’s Method to the Feasibility Problem over the Symmetric Cone2021

    • Author(s)
      Kanoh Shin-ichi; Yoshise Akiko
    • Organizer
      SIAM Conference on Optimization (OP21)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Scenario-Based CVaR Approach for Strategic Decision Support in One-Way Carsharing Systems2021

    • Author(s)
      Zhang Kai; Wang Yuzhu; 高野祐一; Yoshise Akiko
    • Organizer
      SIAM Conference on Optimization (OP21)
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 改良Chubanov法の対称錐最適化への拡張2021

    • Author(s)
      加納伸一; 吉瀬 章子
    • Organizer
      研究集会「数理最適化の理論・アルゴリズム・応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] 完全正値行列の判定問題に関する新手法の提案2021

    • Author(s)
      頼志堅; 吉瀬 章子
    • Organizer
      研究集会「数理最適化の理論・アルゴリズム・応用」
    • Related Report
      2021 Annual Research Report
  • [Presentation] Scenario-Based CVaR Approach for Strategic Decision Support in One-Way Carsharing Systems2021

    • Author(s)
      Kai Zhang and Akiko Yoshise
    • Organizer
      SIAM Conference on Optimization (OP21)
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] An Extension of Roos’s Improved Version of Chubanov’s Method to the Feasibility Problem over the Symmetric Cone2021

    • Author(s)
      Shin-ichi Kanoh and Akiko Yoshise
    • Organizer
      SIAM Conference on Optimization (OP21)
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Completely Positive Factorization via Orthogonality Constrained Problem2021

    • Author(s)
      ZhiJian Lai and Akiko Yoshise
    • Organizer
      SIAM Conference on Optimization (OP21)
    • Related Report
      2020 Annual Research Report
    • Int'l Joint Research
  • [Presentation] SD基に基づく半正定値行列錐の凸多面錐近似2019

    • Author(s)
      汪 玉柱; 吉瀬 章子
    • Organizer
      日本オペレーションズ・リサーチ学会秋季発表会
    • Related Report
      2019 Annual Research Report
  • [Presentation] Two approaches for solving hard conic optimization problems2019

    • Author(s)
      Wang Yuzhu; Kanoh Shinichi; Yoshise Akiko
    • Organizer
      NACA-ICOTA2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Polyhedral approximations of the semidefinite cone and their applications2019

    • Author(s)
      Wang Yuzhu; Tanaka Akihiro; Yoshise Akiko
    • Organizer
      NACA-ICOTA2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] A centering ADMM for SDP and its application to QAP2019

    • Author(s)
      Shinichi Kanoh; Akiko Yoshise
    • Organizer
      ICCOPT 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Polyhedral Approximations of the Semidefinite Cone and Their Applications2019

    • Author(s)
      Yuzhu Wang; Akihiro Tanaka; Akiko Yoshise ICCOPT 2019/2019-08-05--2019-08-08
    • Organizer
      ICCOPT 2019
    • Related Report
      2019 Annual Research Report
    • Int'l Joint Research
  • [Funded Workshop] International Symposium on Scheduling 20232023

    • Related Report
      2022 Annual Research Report

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Published: 2019-04-18   Modified: 2025-01-30  

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