Methods for Complementarity and Related Problems
Project/Area Number |
22500256
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Statistical science
|
Research Institution | Nanzan University (2013) Kyoto University (2010-2012) |
Principal Investigator |
|
Project Period (FY) |
2010-04-01 – 2014-03-31
|
Project Status |
Completed (Fiscal Year 2013)
|
Budget Amount *help |
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
|
Keywords | 相補性 / 最適化問題 / 均衡問題 / ゲーム理論 / 変分不等式 / 2次錐計画問題 / 確率的相補性問題 / 均衡制約付き最適化問題 |
Research Abstract |
Complementarity is one of the most fundamental concepts in mathematical optimization, which plays an essentially important role in the optimality conditions of optimization problems and the formulation of various equilibrium problems. In this study, we have developed practical methods with a solid theoretical basis, for complementarity and related problems including eigenvalue complementarity problems, optimization problems with second-order cone complementarity constraints, nonlinear second-order cone programming problems, Nash equilibrium problems, generalized Nash equilibrium problems, and multi-leader-follower games.
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Report
(5 results)
Research Products
(48 results)