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A study of manifolds of optimization problems via convex algebraic geometry

Research Project

Project/Area Number 19K03631
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 12040:Applied mathematics and statistics-related
Research InstitutionTokyo University of Marine Science and Technology

Principal Investigator

Sekiguchi Yoshiyuki  東京海洋大学, 学術研究院, 准教授 (50434890)

Project Period (FY) 2019-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2022: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2021: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2020: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2019: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords最適化理論 / 半正定値計画問題 / 凸代数幾何 / 交互射影法 / 射影幾何
Outline of Research at the Start

本研究では,あるクラスの最適化問題に対して,特異な最適化問題を点として持つ代数多様体を構成し,多様体内での個々の問題の持つ幾何的特徴,また,他のクラスの最適化問題を点として持つ代数多様体との関係を調べる.そのため,まず先行研究の豊富な行列補完問題に対して,コーダルグラフと半正定値計画問題の正則性の関係を代数幾何的に再考察する.また,特性類を用いた最適化問題の代数的次数計算に関する先行研究を応用し,具体的な応用例から得られるより狭いクラスの最適化問題の代数的次数を求め,最適化問題を点として持つ代数多様体の大域的な性質を調べる.

Outline of Final Research Achievements

(1) We showed that strictly feasibility of the primal and the dual problem of SDP is equivalent to existence of nontrivial solution to the homogenized KKT system. (2) We obtained sufficient conditions for the optimal value of a singular SDP to change continuously, and a perturbing direction in which the optimal value changes continuously by using a facial reduction sequence. (3) When a semialgebraic set intersects a line non-transversely, we expressed the exact convergence rate of alternating projections with the multiplicity of a polynomial. We also obtained the polynomial defining the boundary which
determines the behavior of alternating projections.

Academic Significance and Societal Importance of the Research Achievements

半正定値計画問題に射影幾何のアイデアを応用し,最適値が不連続に変化する現象に幾何的な意味を与え,strict feasibility と KKT 条件の関係を明らかにした.また,イデアル論を交互射影法の解析に初めて応用し,厳密収束レートの公式と,挙動の変化する境界の定義方程式を求めた. これらの結果は, 半正定値計画問題と最適化アルゴリズムに対する新しい見方を与え, 最適化理論そのものの新しい展開に貢献するものである.

Report

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

    (10 results)

All 2023 2022 2021 2019

All Journal Article (4 results) (of which Peer Reviewed: 3 results,  Open Access: 1 results) Presentation (5 results) (of which Int'l Joint Research: 2 results,  Invited: 1 results) Book (1 results)

  • [Journal Article] Exact Convergence Rates of Alternating Projections for Nontransversal Intersections2022

    • Author(s)
      Hiroyuki Ochiai, Yoshiyuki Sekiguchi, and Hayato Waki
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: ー Issue: 1 Pages: 57-83

    • DOI

      10.1007/s13160-023-00584-9

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] 交互射影法とイデアル論2022

    • Author(s)
      落合啓之,関口良行,脇隼人
    • Journal Title

      第34回RAMP数理最適化シンポジウム論文集,日本OR学会

      Volume: - Pages: 29-40

    • Related Report
      2022 Annual Research Report
  • [Journal Article] Perturbation Analysis of Singular Semidefinite Programs and Its Applications to Control Problems2021

    • Author(s)
      Sekiguchi Yoshiyuki、Waki Hayato
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: 188 Issue: 1 Pages: 52-72

    • DOI

      10.1007/s10957-020-01780-0

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Homogenized KKT Systems and Strict Feasibility of Semidefinite Programs2021

    • Author(s)
      Yoshiyuki Sekiguchi
    • Journal Title

      Proceedings of Nonlinear Analysis and Convex Analysis

      Volume: - Pages: 229-232

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Presentation] 交互射影法の厳密収束レート2023

    • Author(s)
      関口良行
    • Organizer
      最適化: モデリングとアルゴリズム
    • Related Report
      2022 Annual Research Report
  • [Presentation] 交互射影法とイデアル論2022

    • Author(s)
      関口良行
    • Organizer
      日本オペレーションズ学会 RAMP シンポジウム
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] Projective geometry and continuity of semidefinite programming2021

    • Author(s)
      Yoshiyuki Sekiguchi
    • Organizer
      SIAM Conference on Applied Algebraic Geometry
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research
  • [Presentation] Perturbation Analysis of Semidefinite Programs2019

    • Author(s)
      Yoshiyuki Sekiguchi
    • Organizer
      NACA-ICOTA 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] Perturbation Analysis of Singular Semidefinite Programs via Optimization Theory and Projective Geometry2019

    • Author(s)
      Yoshiyuki Sekiguchi
    • Organizer
      Recent Development in Optimization III
    • Related Report
      2019 Research-status Report
  • [Book] 世界標準MIT教科書 Python言語によるプログラミングイントロダクション第3版2023

    • Author(s)
      John V. Guttag、久保 幹雄、麻生 敏正、木村 泰紀、小林 和博、斉藤 佳鶴子、関口 良行、鄭 金花、並木 誠、兵藤 哲朗、藤原 洋志、古木 友子
    • Total Pages
      504
    • Publisher
      近代科学社
    • ISBN
      9784764906464
    • Related Report
      2022 Annual Research Report

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Published: 2019-04-18   Modified: 2024-01-30  

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