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The development of online solver having functions of automatic parameter settings for optimization problems

Research Project

Project/Area Number 20510143
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionChuo University

Principal Investigator

FUJISAWA Katsuki  Chuo University, 理工学部, 准教授 (40303854)

Co-Investigator(Kenkyū-buntansha) GOTOH Junya  中央大学, 理工学部, 准教授 (40334031)
NONOBE Koji  法政大学, デザイン工学部, 准教授 (40324678)
UMETANI Syunji  大阪大学, 情報科学研究科, 准教授 (80367820)
Project Period (FY) 2008 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2010: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Keywords最適化問題 / オペレーションズ・リサーチ / HPC(高性能計算) / クラスタコンピューティング / グリッドコンピューティング / クラウドコンピューティング / マルチスレッドコンピューティング / 数理計画問題
Research Abstract

We have developed the online solver systems having functions of automatic parameter settings for some major optimization problems (semidefinite program, shortest path problem and mixed integer program). The online solvers are now available from some websites. We have also developed high performance optimization solvers for semidefinite program and shortest path problem, which can obtain optimal solutions for very large-scale optimization problems which existing optimization solvers cannot solve.

Report

(4 results)
  • 2010 Annual Research Report   Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (71 results)

All 2011 2010 2009 2008 Other

All Journal Article (32 results) (of which Peer Reviewed: 20 results) Presentation (23 results) Book (2 results) Remarks (14 results)

  • [Journal Article] 大規模最短路問題に対するダイクストラ法の高速化2011

    • Author(s)
      安井雄一郎,藤澤克樹,笹島啓史,後藤和茂
    • Journal Title

      Transactions of the Operations Research Society of Japan (掲載予定)

    • NAID

      110008913792

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Latest developments in the SDPA Family for solving large-scale SDPs, Handbook on Semidenite, Cone and Polynomial Optimization2011

    • Author(s)
      Makoto Yamashita, K.Fujisawa, Mituhiro Fukuda, Kazuhiro Kobayashi, Kazuhide Nakata, Maho Nakata
    • Journal Title

      Theory, Algorithms, Software and Applications(Springer Press) (掲載予定)

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] 大規模最短路問題に対するダイクストラ法の高速化2011

    • Author(s)
      安井雄一郎, 藤澤克樹, 笹島啓史, 後藤和茂
    • Journal Title

      Transactions of the Operations Research Society of Japan

      Volume: 54(In press)

    • NAID

      110008913792

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Latest developments in the SDPA Family for solving large-scale SDPs2011

    • Author(s)
      Makoto Yamashita, Katsuki Fujisawa, Mituhiro Fukuda, Kazuhiro Kobayashi, Kazuhide Nakata, Maho Nakata
    • Journal Title

      Handbook on Semidenite, Cone and Polynomial Optimization : Theory, Algorithms, Software and Applications, Springer Press

      Volume: (In press)

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Efficient Parallel Software for Large-Scale Semidefinite Programs2010

    • Author(s)
      Y.Makoto, K.Fujisawa
    • Journal Title

      The proceedings of the 2010 IEEE Multi-conference on Systems and Control(Yokohama, Japan) (CD-ROM)

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] 最適化ソルバー開発への最新の情報技術の適用について2010

    • Author(s)
      藤澤克樹
    • Journal Title

      オペレーションズ・リサーチ Vol.55 No.72

    • NAID

      110007657902

    • Related Report
      2010 Final Research Report
  • [Journal Article] Efficient Parallel Software for Large-Scale Semidefinite Programs2010

    • Author(s)
      Y.Makoto, K.Fujisawa
    • Journal Title

      The proceedings of the 2010 IEEE Multi-conference on Systems and Control, September 8-10, Yokohama, Japan, 2010

      Volume: (CD-ROM)

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 超大規模最適化問題に対する高速計算-京都大学T2Kスパコン上におけるSDPARAの数値計算-2010

    • Author(s)
      木村欣司, 藤澤克樹、中田真秀、山下真
    • Journal Title

      京都大学情報メディアセンター 全国共同利用版 広報

      Volume: Vol.9 No.2 Pages: 59-62

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 最適化ソルバー開発への最新の情報技術の適用について2010

    • Author(s)
      藤澤克樹
    • Journal Title

      オペレーションズ・リサーチ 7月号

      Volume: Vol.55 No.7 Pages: 418-424

    • NAID

      110007657902

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 高速化・最適化のためのBLAS入門2010

    • Author(s)
      藤澤克樹
    • Journal Title

      数学セミナー

      Volume: Vol.49, No.9 Pages: 50-55

    • NAID

      40017260838

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 大規模最適化問題に対する高速計算/理論からスパコンまで2010

    • Author(s)
      藤澤克樹
    • Journal Title

      数学セミナー

      Volume: Vol.49, No.10 Pages: 58-63

    • NAID

      40017291504

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs2010

    • Author(s)
      Takano, Y., Gotoh, J.
    • Journal Title

      Asia-Pacific Financial Markets

      Volume: (Online first) Pages: 191-211

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Robust Portfolio Technique for Mitigating the Fragility of CVaR Minimization2010

    • Author(s)
      Gotoh, J., Shinozaki, K.
    • Journal Title

      Department of Social Systems and Management Discussion Paper Series.Univ.of Tsukuba

      Volume: ISE10-03 Pages: 1-15

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 統計的機械翻訳におけるフレーズ対応最適化を利用したN-best翻訳候補のリランキング2010

    • Author(s)
      越川満, 内山将太, 梅谷俊治, 松井知己, 山本幹雄
    • Journal Title

      情報処理学会論文誌

      Volume: 51 Pages: 1443-1451

    • NAID

      40019544136

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 半正定値計画問題に対するソフトウェア SDPAについて2010

    • Author(s)
      藤澤克樹
    • Journal Title

      最適化:モデリングとアルゴリズム, 統計数理研究所共同研究レポート 23

      Pages: 184-216

    • Related Report
      2009 Annual Research Report
  • [Journal Article] On the one-dimensional stock cutting problem in the paper tube industry2010

    • Author(s)
      K.Matsumoto, S.Umetani, H.Nagamochi
    • Journal Title

      Journal of Scheduling (available online)

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 統計的機械翻訳におけるフレーズ対応最適化を利用したN-best翻訳候補のリランキング2010

    • Author(s)
      越川満, 内山将夫, 梅谷俊治, 松井知己, 山本幹雄
    • Journal Title

      情報処理学会論文誌 (採録決定(印刷中))

    • NAID

      40019544136

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 半正定値計画問題に対するソフトウェアSDPAについて,最適化:モデリングとアルゴリズム2009

    • Author(s)
      藤澤克樹
    • Journal Title

      統計数理研究所共同研究レポート 23

      Pages: 184-216

    • Related Report
      2010 Final Research Report
  • [Journal Article] Convex Optimization Approaches to Maximally Predictable Portfolio Selection2009

    • Author(s)
      J.Gotoh, K.Fujisawa
    • Journal Title

      Dept.of Industrial and Systems Engineering Discussion Paper Series.Chuo Univ. ISE09

    • Related Report
      2009 Annual Research Report
  • [Journal Article] Numerical Evaluation of Dynamic Behavior of Ornstein-Uhlenbeck Processes Modified by Various Boundaries and its Application to Pricing Barrier Options2009

    • Author(s)
      J.Gotoh, H.Jin, U.Sumita
    • Journal Title

      Methodology and Computing in Applied Probability (online first)

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Bounding European-type Contingent Claim Prices via Hedging Strategy with Coherent Risk Measure2009

    • Author(s)
      J.Gotoh, Y.Yamamoto, W.Yao
    • Journal Title

      Department of Social Systems and Management Discussion Paper Series.Univ.of Tsukuba. 1240

    • Related Report
      2009 Annual Research Report
  • [Journal Article] Constant Rebalanced Portfolio Optimization under Nonlinear Transaction Costs2009

    • Author(s)
      Y.Takano, J.Gotoh
    • Journal Title

      Department of Social Systems and Management Discussion Paper Series.Univ.of Tsukuba 1241

    • Related Report
      2009 Annual Research Report
  • [Journal Article] Solving the irregular strip packing problem via guided local search for overlap minimization2009

    • Author(s)
      S.Umetani, M.Yagiura, S.Imahori T.Imamichi, K.Nonobe, T.Ibaraki
    • Journal Title

      International Transactions in Operational Research 16

      Pages: 661-683

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exact Algorithms for the 2-Dimensional Strip Packing Problem with and without Rotations2009

    • Author(s)
      M.Kenmochi, T.Imamichi, K.Nonobe, M.Yagiura, H.Nagamochi
    • Journal Title

      European Journal of Operational Research 198

      Pages: 73-83

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] alpha-Conservative approximation for probabilistically constrained convex programs2009

    • Author(s)
      Y. Takano, (他1名)
    • Journal Title

      Computational Optimization and Applications (To appear)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Solving the irregular strip packing problem via guidedlocal search for overlap minimization2009

    • Author(s)
      S. Umetani, (他5名)
    • Journal Title

      International Transactions in Operational Research (To appear)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Exact Algorithms for the 2-Dimensional Strip Packing Problem with and without Rotations2009

    • Author(s)
      Mitsutoshi Kenmochi, (他4名)
    • Journal Title

      European Journal of Operational Research (To appear)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Set Covering Approach for the Pickup and Delivery Problem with General Constraints on Each Route2009

    • Author(s)
      Hideki Hashimoto, (他5名)
    • Journal Title

      Pacific Journal of Optimization (To appear)

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Variational calculation of second-order reduced density matrices by strong N-representability conditions and an accurate semidefinite programming solver2008

    • Author(s)
      M.Nakata, B.J.Braams, K.Fujisawa, M.Fukuda, J.K.Percus, M.Yamashita, Z.Zhao
    • Journal Title

      The Journal of Chemical Physics 128

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] SDPA Project and New Features of SDPA 7.102008

    • Author(s)
      K. Fujisawa
    • Journal Title

      “計算科学の基盤技術としての高速アルゴリズムとその周辺“, 京都大学数理解析研究所講究録 1614

      Pages: 136-143

    • Related Report
      2008 Annual Research Report
  • [Journal Article] Variational calculation of second-order reduced density matrices by strong N-representability conditions and an accurate semidefinite programming solver2008

    • Author(s)
      M. Nakata, (他6名)
    • Journal Title

      The Journal of Chemical Physics 128

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Journal Article] An iterated local search algorithm for the vehicle routing problem with convex time penalty functions2008

    • Author(s)
      Toshihide Ibaraki, (他5名)
    • Journal Title

      Discrete Applied Mathematics 156

      Pages: 2050-2069

    • Related Report
      2008 Annual Research Report
    • Peer Reviewed
  • [Presentation] CVaR最小化のためのロバスト・ポートフォリオ・モデル2011

    • Author(s)
      後藤順哉
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Place of Presentation
      電気通信大学
    • Year and Date
      2011-03-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] 問題構造の解析に基づく組合せ最適化アルゴリズムの自動構成2011

    • Author(s)
      梅谷俊治
    • Organizer
      日本オペレーションズ・リサーチ学会春季研究発表会
    • Place of Presentation
      電気通信大学
    • Year and Date
      2011-03-18
    • Related Report
      2010 Annual Research Report
  • [Presentation] メタヒューリスティクスを用いた制約最適化ソルバーのナーススケジューリング問題への適用2010

    • Author(s)
      野々部宏司
    • Organizer
      電気学会システム研究会「確率的最適化技術と機械学習技術の共進化」
    • Place of Presentation
      横浜市
    • Year and Date
      2010-12-04
    • Related Report
      2010 Annual Research Report
  • [Presentation] SDPA project2010

    • Author(s)
      K.Fujisawa
    • Organizer
      Solving large-scale semidefinite programs, Parallel Computing and SDP Workshop
    • Place of Presentation
      Zuse-Institute Berlin, Deutschland
    • Year and Date
      2010-12-01
    • Related Report
      2010 Final Research Report
  • [Presentation] SDPA project : Solving large-scale semidefinite programs2010

    • Author(s)
      Katsuki Fujisawa
    • Organizer
      Parallel Computing and SDP Workshop
    • Place of Presentation
      Zuse-Institute Berlin, Deutschland
    • Year and Date
      2010-12-01
    • Related Report
      2010 Annual Research Report
  • [Presentation] Total energy management system for electric vehicle operation using time-space network2010

    • Author(s)
      Y.Fukushima, S.Umetani, H.Morita
    • Organizer
      INFORMS Amual Meeting
    • Place of Presentation
      Austin, Texas, US
    • Year and Date
      2010-11-07
    • Related Report
      2010 Annual Research Report
  • [Presentation] メタヒューリスティクスによる制約最適化ソルバーの構築2010

    • Author(s)
      野々部宏司
    • Organizer
      日本オペレーションズ・リサーチ学会第7回中部支部シンポジウム「役に立つ最適化ツールとその応用」
    • Place of Presentation
      名古屋市
    • Year and Date
      2010-09-22
    • Related Report
      2010 Annual Research Report
  • [Presentation] タンク繰りスケジューリング問題に対する混合整数計画アプローチ2010

    • Author(s)
      石井俊成, 野々部宏司
    • Organizer
      日本オペレーションズ・リサーチ学会2010年度秋季研究発表会アブストラクト集
    • Place of Presentation
      福島市
    • Year and Date
      2010-09-16
    • Related Report
      2010 Annual Research Report
  • [Presentation] 混合整数計画モデルの作成法2010

    • Author(s)
      梅谷俊治
    • Organizer
      スケジューリング・シンポジウム2010
    • Place of Presentation
      法政大学
    • Year and Date
      2010-09-11
    • Related Report
      2010 Annual Research Report
  • [Presentation] Fast and stable computation for the Semidefinite Programming2010

    • Author(s)
      K.Fujisawa
    • Organizer
      HPOPT 2010-11th International Workshop on High Performance Optimization Techniques
    • Place of Presentation
      Tilburg University, The Netherlands
    • Year and Date
      2010-06-16
    • Related Report
      2010 Annual Research Report 2010 Final Research Report
  • [Presentation] 決定係数最大化ポートフォリオ選択に対する凸最適化アプローチ2010

    • Author(s)
      後藤順哉
    • Organizer
      日本オペレーションズ・リサーチ学会
    • Place of Presentation
      首都大学東京
    • Year and Date
      2010-03-05
    • Related Report
      2009 Annual Research Report
  • [Presentation] ユーザ定義制約の追加を考慮したメタヒューリスティクスに基づく制約最適化ソルバー2010

    • Author(s)
      野々部宏司
    • Organizer
      日本オペレーションズ・リサーチ学会2010年度春季研究発表会
    • Place of Presentation
      首都大学東京
    • Year and Date
      2010-03-05
    • Related Report
      2009 Annual Research Report
  • [Presentation] ナーススケジューリング問題における解の評価方法について2009

    • Author(s)
      野々部宏司, 池上敦子
    • Organizer
      スケジューリング・シンポジウム2009
    • Place of Presentation
      岡山大学
    • Year and Date
      2009-09-17
    • Related Report
      2009 Annual Research Report
  • [Presentation] New Technologies in the SDPA Project2009

    • Author(s)
      K.Fujisawa
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      2009-08-26
    • Related Report
      2010 Final Research Report
  • [Presentation] New Technologies in the SDPA Project2009

    • Author(s)
      藤澤克樹
    • Organizer
      The 20th International Symposium of Mathematical Programming(ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      2009-08-26
    • Related Report
      2009 Annual Research Report
  • [Presentation] 半正定値計画問題に対するソフトウェア開発で用いられる新技術について2009

    • Author(s)
      藤澤克樹, 後藤和茂, 中田真秀, 高宮安仁, 山下真
    • Organizer
      21世紀の数理計画:アルゴリズムとモデリング, 京都大学数理解析研究所研究集会
    • Place of Presentation
      京都大学
    • Year and Date
      2009-07-22
    • Related Report
      2009 Annual Research Report
  • [Presentation] Two-probe routing in inspection of circuit boards2009

    • Author(s)
      V.Virtanen, S.Umetani, H.Morita
    • Organizer
      International Symposium on Scheduling 2009
    • Place of Presentation
      名古屋工業大学
    • Year and Date
      2009-07-04
    • Related Report
      2009 Annual Research Report
  • [Presentation] A local search approach for the jobshop scheduling problem with dealines and controllable processing times2009

    • Author(s)
      Rihito Sakamoto, Koji Nonobe
    • Organizer
      International Symposium on Scheduling 2009
    • Place of Presentation
      名古屋工業大学
    • Year and Date
      2009-07-04
    • Related Report
      2009 Annual Research Report
  • [Presentation] 最適化問題用オンライン・ソルバーの構築と自動選択機能の開発2008

    • Author(s)
      藤澤 克樹
    • Organizer
      日本オペレーションズ・リサーチ学会 2008年秋季研究発表会
    • Place of Presentation
      札幌コンベンションセンター
    • Year and Date
      2008-09-11
    • Related Report
      2008 Annual Research Report
  • [Presentation] SDPA Project and New Features of SDPA 72008

    • Author(s)
      K.Fujisawa
    • Organizer
      The 4th Sino-Japanese Optimization Meeting
    • Place of Presentation
      Tainan, Taiwan
    • Year and Date
      2008-08-30
    • Related Report
      2010 Final Research Report
  • [Presentation] SDPA Project and New Features of SDPA 72008

    • Author(s)
      K. Fujisawa
    • Organizer
      The 4th Sino-Japanese Optimization Meeting
    • Place of Presentation
      NCKU, Tainan, Taiwan
    • Year and Date
      2008-08-30
    • Related Report
      2008 Annual Research Report
  • [Presentation] Improving the Out-of-Sample Performance via VaR/CVaR Minimization : A Statistical Learning Approach to Portfolio Selection2008

    • Author(s)
      J. Gotoh
    • Organizer
      The 4th Sino-Japanese Optimization Meeting August 27-August 31, 2008
    • Place of Presentation
      NCKU, Tainan, Taiwan
    • Year and Date
      2008-08-27
    • Related Report
      2008 Annual Research Report
  • [Presentation] The SDPA Project ; Solving Large-Scale Semidefinite Programs2008

    • Author(s)
      K.Fujisawa
    • Organizer
      SIAM Conference on Optimization
    • Place of Presentation
      Boston Park Plaza Hotel and Towers, Boston, MA, USA
    • Year and Date
      2008-05-12
    • Related Report
      2010 Final Research Report 2008 Annual Research Report
  • [Book] 応用最適化シリーズ3(応用に役立つ50の最適化問題)2009

    • Author(s)
      藤澤克樹,梅谷俊治
    • Total Pages
      174
    • Publisher
      朝倉書店
    • Related Report
      2010 Final Research Report
  • [Book] 応用に役立つ50の最適化問題(応用最適化シリーズ3)2009

    • Author(s)
      藤澤克樹, 梅谷俊治
    • Total Pages
      174
    • Publisher
      朝倉書店
    • Related Report
      2009 Annual Research Report
  • [Remarks] ホームページ等 SDPA Online Solver

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2010 Final Research Report
  • [Remarks] SDPA Online Solver

    • URL

      http://laqua.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2010 Final Research Report
  • [Remarks] 最短路問題用Online Solver

    • URL

      http://opt.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2010 Final Research Report
  • [Remarks] SDPAホームページ

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/sdpa/

    • Related Report
      2010 Final Research Report
  • [Remarks] スーパーコンピュータによる量子物質科学の計算で世界初の記録を達成--3分子の挙動解明のための最適化問題を解決し,科学技術の研究に貢献-富士通,2010年5月28日プレスリリース

    • URL

      http://pr.fujitsu.com/jp/news/2010/05/28.html

    • Related Report
      2010 Final Research Report
  • [Remarks] SDPA Online Solver

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2010 Annual Research Report
  • [Remarks] SDPA Online Solver

    • URL

      http://laqua.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2010 Annual Research Report
  • [Remarks] 最短路問題用Online Solver

    • URL

      http://opt.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2010 Annual Research Report
  • [Remarks] SDPAホームページ

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/sdpa/

    • Related Report
      2010 Annual Research Report
  • [Remarks] SDPA Online Solver

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2009 Annual Research Report
  • [Remarks] SDPA Online Solver

    • URL

      http://laqua.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2009 Annual Research Report
  • [Remarks] 最短路問題用 Online Solver

    • URL

      http://opt.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2009 Annual Research Report
  • [Remarks] (SDPA Online Solver)

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2008 Annual Research Report
  • [Remarks] (最短路問題用Online Solver)

    • URL

      http://opt.indsys.chuo-u.ac.jp/portal/

    • Related Report
      2008 Annual Research Report

URL: 

Published: 2008-04-01   Modified: 2016-04-21  

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