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Optimization Theory and Computational Methods in Measure Spaces with Applications

Research Project

Project/Area Number 20540147
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

ITO Satoshi  統計数理研究所, 数理・推論研究系, 教授 (50232442)

Project Period (FY) 2008 – 2011
Project Status Completed (Fiscal Year 2011)
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)
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
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.

Report

(6 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report   Self-evaluation Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report
  • Research Products

    (37 results)

All 2012 2011 2010 2008 Other

All Journal Article (11 results) (of which Peer Reviewed: 4 results) Presentation (19 results) Patent(Industrial Property Rights) (7 results)

  • [Journal Article] 測度空間における凸最適化と半無限計画2012

    • Author(s)
      伊藤聡
    • Journal Title

      第24回RAMPシンポジウム論文集,日本オペレーションズリサーチ学会常設研究部会数理計画

    • Related Report
      2011 Final Research Report
  • [Journal Article] クリンチとエリミネーションの数理~リーグスポーツにおけるロバスト最適化2012

    • Author(s)
      伊藤聡
    • Journal Title

      システム/制御/情報

      Volume: vol.26, no.7 Pages: 344-349

    • NAID

      110009480290

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Min-maxstrategyforprediction2011

    • Author(s)
      S. IkedaandS. Ito
    • Journal Title

      最適化:モデリングとアルゴリズム24(統計数理研究所共同研究リポート267)

      Pages: 15-23

    • Related Report
      2011 Final Research Report
  • [Journal Article] Min-max strategy for prediction2011

    • Author(s)
      Ikeda, S., Ito, S.
    • Journal Title

      最適化:モデリングとアルゴリズム24(統計数理研究所共同研究リポート267)

      Pages: 15-23

    • Related Report
      2010 Annual Research Report
  • [Journal Article] Capacity-achieving probability measure in communication channels2010

    • Author(s)
      S. Ito and S. Ikeda
    • Journal Title

      Book of Abstracts of the 8^<th> In Conference on Optimization : Techniques and Applications

      Pages: 98-98

    • Related Report
      2011 Final Research Report
  • [Journal Article] A numerical approach to infinite-dimensional linear programming in L_1 spaces2010

    • Author(s)
      S. Ito, S. Y. Wu, T. J. Shiu and K. L. Teo
    • Journal Title

      Journal of Industrial and Management Optimization

      Volume: Vol.6 Pages: 15-28

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Capacity-achieving probability measure in communication channels2010

    • Author(s)
      S.Tto, S.Ikeda
    • Journal Title

      X.Sun and X.Bai (eds.), Book of Abstracts of the 8^<th> International Conference on Optimization : Techniques and Applications

      Pages: 98-98

    • Related Report
      2010 Self-evaluation Report
  • [Journal Article] A numerical approach to infinite-dimensional linear programming in L_1 spaces2010

    • Author(s)
      S.Ito, S.Y.Wu, T.J.Shiu, K.L.Teo
    • Journal Title

      Journal of Industrial and Management Optimization Vol.6

      Pages: 15-28

    • Related Report
      2010 Self-evaluation Report
    • Peer Reviewed
  • [Journal Article] Capacity-achieving probability measure in communication channels2010

    • Author(s)
      Ito, S., Ikeda, S.
    • Journal Title

      Book of Abstracts, The 8^<th> International Conference on Optimization : Techniques and Applications

      Pages: 98-98

    • Related Report
      2010 Annual Research Report
  • [Journal Article] A numerical approach to infinite-dimensional linear programming in L_1 spaces2010

    • Author(s)
      S.Ito, et al.
    • Journal Title

      Journal of Industrial and Management Optimization 6

      Pages: 15-28

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Min-max strategy for prediction

    • Author(s)
      S.Ikeda, S.Ito
    • Journal Title

      最適化:モデリングとアルゴリズム24(統計数理研究所共同研究リポート267)

    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 測度空間における凸最適化と半無限計画2012

    • Author(s)
      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
      政策研究大学院大学(東京都港区)
    • Year and Date
      2012-03-23
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] コンパクト空間上で定義された測度の凸最適化2012

    • Author(s)
      伊藤聡
    • Organizer
      共同利用研究「確率測度の最適化と通信路容量」研究会
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Year and Date
      2012-03-12
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Locally semi-infinite optimization2012

    • Author(s)
      伊藤聡
    • Organizer
      統計的機械学習研究センター最適化推論プロジェクト研究会
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Year and Date
      2012-01-20
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] 離散的最適化とサービス科学2010

    • Author(s)
      伊藤聡
    • Organizer
      科研費研究集会「リスク評価と最適化に関する研究集会」
    • Place of Presentation
      同志社大学(京都府京田辺市)
    • Year and Date
      2010-12-26
    • Related Report
      2011 Final Research Report
  • [Presentation] 離散的最適化とサービス科学2010

    • Author(s)
      伊藤聡
    • Organizer
      科研費研究集会「リスク評価と最適化に関する研究集会
    • Place of Presentation
      京田辺
    • Year and Date
      2010-12-26
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 離散的最適化とサービス科学2010

    • Author(s)
      伊藤聡
    • Organizer
      リスク評価と最適化に関する研究集会
    • Place of Presentation
      同志社大学(京都府)
    • Year and Date
      2010-12-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] Capacity-achieving probability measure in communication channels2010

    • Author(s)
      S. Ito and S. Ikeda
    • Organizer
      The 8th International Conference on Optimization : Techniques and Applications
    • Place of Presentation
      復旦大学(中華人民共和国・上海市)
    • Year and Date
      2010-12-11
    • Related Report
      2011 Final Research Report
  • [Presentation] Capacity-achieving probability measure in communication channels2010

    • Author(s)
      S.Ito, S.Ikeda
    • Organizer
      The 8th International Conference on Optimization : Techniques and Applications
    • Place of Presentation
      Shanghai, China
    • Year and Date
      2010-12-11
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] Capacity-achieving probability measure in communication channels2010

    • Author(s)
      Ito, S., Ikeda, S.
    • Organizer
      The 8^<th> International Conference on Optimization : Techniques and Applications
    • Place of Presentation
      復旦大学(中華人民共和国・上海市)
    • Year and Date
      2010-12-11
    • Related Report
      2010 Annual Research Report
  • [Presentation] 測度の最適化と離散最適化2010

    • Author(s)
      伊藤聡
    • Organizer
      統計数理研究所新機軸創発センター最適化推論研究グループ研究会
    • Place of Presentation
      統計数理研究所(東京都)
    • Year and Date
      2010-10-05
    • Related Report
      2010 Annual Research Report
  • [Presentation] 測度空間における凸最適化2010

    • Author(s)
      伊藤聡
    • Organizer
      共同研究集会「確率測度の最適化と通信路容量」
    • Place of Presentation
      統計数理研究所(東京都立川市)
    • Year and Date
      2010-07-27
    • Related Report
      2011 Final Research Report
  • [Presentation] 測度空間における凸最適化2010

    • Author(s)
      伊藤聡
    • Organizer
      統計数理研究所共同研究集会「確率測度の最適化と通信路容量」
    • Place of Presentation
      東京
    • Year and Date
      2010-07-27
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] 測度空間における凸最適化2010

    • Author(s)
      伊藤聡
    • Organizer
      統計数理研究所共同研究集会「確率測度の最適化と通信路容量」
    • Place of Presentation
      統計数理研究所(東京都)
    • Year and Date
      2010-07-27
    • Related Report
      2010 Annual Research Report
  • [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
      2011 Final Research Report
  • [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
      統計数理研究所共同研究集会「最適化:モデリングとアルゴリズム」
    • Place of Presentation
      東京
    • Year and Date
      2010-03-23
    • Related Report
      2010 Self-evaluation Report
  • [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
      統計数理研究所共同研究集会「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)
    • Year and Date
      2010-03-23
    • Related Report
      2009 Annual Research Report
  • [Presentation] A bilateral cutting framework for infinite-dimensional optimisation2008

    • Author(s)
      S. Ito
    • Organizer
      Mathematics Colloquium
    • Place of Presentation
      RMIT大学(オーストラリア・メルボルン市)
    • Year and Date
      2008-05-09
    • Related Report
      2011 Final Research Report
  • [Presentation] A bilateral cutting framework for infinite-dimensional optimisation2008

    • Author(s)
      S.Ito
    • Organizer
      RMIT University Mathematics Colloquium
    • Place of Presentation
      Melbourne, Australia
    • Year and Date
      2008-05-09
    • Related Report
      2010 Self-evaluation Report
  • [Presentation] A bilateral cutting plane framework for infinite-dimensional optimisation2008

    • Author(s)
      伊藤聡
    • Organizer
      RMIT University Mathematics Colloquium
    • Place of Presentation
      メルボルン(オーストラリア)
    • Year and Date
      2008-05-09
    • Related Report
      2008 Annual Research Report
  • [Patent(Industrial Property Rights)] 境界内計画評価装置及び方法2011

    • Inventor(s)
      村瀬道夫、三瓶祐一郎、翁志強、土谷隆、伊藤聡、上野玄太、染谷博司
    • Industrial Property Rights Holder
      株式会社小野測器、大学共同利用機関法人情報・システム研究機構
    • Industrial Property Number
      2011-203264
    • Filing Date
      2011-09-16
    • Related Report
      2011 Final Research Report
  • [Patent(Industrial Property Rights)] 限界点探索装置及び方法2011

    • Inventor(s)
      村瀬道夫、三瓶祐一郎、翁志強、土谷隆、伊藤聡、上野玄太、染谷博司
    • Industrial Property Rights Holder
      株式会社小野測器、大学共同利用機関法人情報・システム研究機構
    • Industrial Property Number
      2011-203270
    • Filing Date
      2011-09-16
    • Related Report
      2011 Final Research Report
  • [Patent(Industrial Property Rights)] 境界内計画評価装置及び方法2011

    • Inventor(s)
      伊藤聡, 他6名
    • Industrial Property Rights Holder
      情報・システム研究機構、(株)小野測器
    • Industrial Property Number
      2011-203264
    • Filing Date
      2011-09-16
    • Related Report
      2011 Annual Research Report
  • [Patent(Industrial Property Rights)] 限界点探索装置及び方法2011

    • Inventor(s)
      伊藤聡, 他6名
    • Industrial Property Rights Holder
      情報・システム研究機構、(株)小野測器
    • Industrial Property Number
      2011-203270
    • Filing Date
      2011-09-16
    • Related Report
      2011 Annual Research Report
  • [Patent(Industrial Property Rights)] 計測点算出装置及び方法2010

    • Inventor(s)
      村瀬道夫、土谷隆、伊藤聡、石黒真木夫、上野玄太、染谷博司
    • Industrial Property Rights Holder
      株式会社小野測器、大学共同利用機関法人情報・システム研究機構
    • Industrial Property Number
      2010-145615
    • Filing Date
      2010-06-25
    • Related Report
      2011 Final Research Report 2010 Self-evaluation Report
  • [Patent(Industrial Property Rights)] 演算装置及び演算方法2010

    • Inventor(s)
      伊藤聡、大場信之介
    • Industrial Property Rights Holder
      大学共同利用機関法人情報・システム研究機構、一般社団法人共同通信社
    • Industrial Property Number
      2010-169244
    • Filing Date
      2010-07-28
    • Related Report
      2011 Final Research Report 2010 Annual Research Report 2010 Self-evaluation Report
  • [Patent(Industrial Property Rights)] 計測点算出装置及び方法2010

    • Inventor(s)
      伊藤聡, 他5名
    • Industrial Property Rights Holder
      情報・システム研究機構、(株)小野測器
    • Industrial Property Number
      2010-145615
    • Filing Date
      2010-06-25
    • Related Report
      2010 Annual Research Report

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

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