Optimization Theory and Computational Methods in Measure Spaces with Applications
| Project/Area Number |
20540147
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
ITO Satoshi 統計数理研究所, 数理・推論研究系, 教授 (50232442)
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| Project Period (FY) |
2008 – 2011
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| Project Status |
Completed (Fiscal Year 2011)
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| Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
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| Keywords | 無限計画 / 半無限計画 / 切除平面法 / 容量問題 / モーメント問題 / 確率分布の推定 / 通信路容量 / ロバスト最適化 / 測度空間における最適化 / 離散分布 / 非線形計画 / リーグ戦 / 線形計画 / 線形計画法 / 緩和法 / 双方向切除平面法 |
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| Research Abstract |
The purpose of this research is the development of theory and computational methods of estimation of probabilistic or non-probabilistic distributions based on optimization in measure spaces with practical applications to statistical science, control engineering or information theory. The bilateral cutting plane method was developed as an efficient algorithmic framework for linear or convex quadratic programming in measure spaces. We have concentrated on the theory for general nonlinear convex programming in the latter half, and applied it to the problem of communication channel capacity in information theory.
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Report
(6 results)
Research Products
(37 results)
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[Presentation] 区間推定と予測分布について2010
Author(s)
池田思朗,伊藤聡
Organizer
共同研究集会「最適化:モデリングとアルゴリズム」
Place of Presentation
統計数理研究所(東京都立川市)
Year and Date
2010-03-23
Related Report
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