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Development of optimization methods using nonlinear dynamics to solve optimization problems with various constraints

Research Project

Project/Area Number 22700229
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field Sensitivity informatics/Soft computing
Research InstitutionChiba University

Principal Investigator

OKAMOTO Takashi  千葉大学, 大学院・工学研究科, 助教 (40451752)

Project Period (FY) 2010 – 2012
Project Status Completed (Fiscal Year 2012)
Budget Amount *help
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Keywords大域的最適化 / カオス / システム工学 / 数理工学 / 複雑系 / ソフトコンピューティング / 同時摂動勾配近似 / リアプノフ指数 / ラジアル基底関数ネットワーク
Research Abstract

In this study, we studied to develop optimization methods which use nonlinear dynamics like the chaotic dynamics as their computation models to solve optimization problems with various constraints which includes the indifferentiability and equality and inequality constraints. We proposed the chaotic Lagrangian method for optimization problems with equality and inequality constraints, the quasi-chaotic optimization method which can implement without exact gradient computation, and the chaotic optimization method without the parameter tuning based on the stability analysis of the chaotic optimization method.

Report

(4 results)
  • 2012 Annual Research Report   Final Research Report ( PDF )
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (36 results)

All 2013 2012 2011 2010

All Journal Article (8 results) (of which Peer Reviewed: 8 results) Presentation (28 results)

  • [Journal Article] Constrained Optimization using a Multipoint Type Chaotic Lagrangian Method with a Coup ling Structure2013

    • Author(s)
      T. Okamoto, H. Hirata
    • Journal Title

      Engineering Optimiza tion

      Volume: 第45巻 Pages: 311-336

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Global optimi zation using a multipoint type quasi- chaotic optimization method2013

    • Author(s)
      T. Okamoto, H. Hirata
    • Journal Title

      Applied Soft Computing

      Volume: 第13巻 Issue: 2 Pages: 1247-1264

    • DOI

      10.1016/j.asoc.2012.10.025

    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Global optimization using a multipoint type quasi-chaotic optimization method2013

    • Author(s)
      T. Okamoto, H. Hirata
    • Journal Title

      Applied Soft Computing

      Volume: 13 Pages: 1247-1264

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Chaotic Optimization Method without Initial Sampling Parameter Tuning2012

    • Author(s)
      岡本卓,平田廣則
    • Journal Title

      Transactions of the Society of Instrument and Control Engineers

      Volume: 48 Issue: 3 Pages: 125-133

    • DOI

      10.9746/sicetr.48.125

    • NAID

      10030597247

    • ISSN
      0453-4654, 1883-8189
    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] Constrained Optimization using a Multipoint Type Chaotic Lagrangian Method with a Coupling Structure2012

    • Author(s)
      T.Okamoto, H.Hirata
    • Journal Title

      Engineering Optimization

      Volume: (掲載予定) Issue: 3 Pages: 311-336

    • DOI

      10.1080/0305215x.2012.675060

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 初期離散化幅の調整を伴わないカオス最適化手法2012

    • Author(s)
      岡本卓, 平田廣則
    • Journal Title

      計測自動制御学会論文集

      Volume: 48 Pages: 125-133

    • NAID

      10030597247

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Global Optimization Using a Multi-point Type Discrete Inertial Time-varying Model2010

    • Author(s)
      岡本卓,相吉英太郎,浜田憲一郎
    • Journal Title

      Transactions of the Society of Instrument and Control Engineers

      Volume: 46 Issue: 11 Pages: 642-650

    • DOI

      10.9746/sicetr.46.642

    • NAID

      130004549428

    • ISSN
      0453-4654, 1883-8189
    • Related Report
      2012 Final Research Report
    • Peer Reviewed
  • [Journal Article] 多点型離散化時変慣性系モデルを用いた大域的最適化2010

    • Author(s)
      岡本卓, 相吉英太郎, 浜田憲一郎
    • Journal Title

      計測自動制御学会論文集

      Volume: 46 Pages: 642-650

    • NAID

      10027445641

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] 基底半径最適化を伴うラジアル基底関数ネットワークを用いた応答曲面法,計測自動制御学会2013

    • Author(s)
      島谷修平,岡本卓,小圷成一,平田廣則
    • Organizer
      第48回システム工学部会研究会
    • Place of Presentation
      東京工業大学田町キャンパス(東京都)
    • Year and Date
      2013-03-06
    • Related Report
      2012 Final Research Report
  • [Presentation] 基底半径最適化を伴うラジアル基底関数ネットワークを用いた応答曲面法2013

    • Author(s)
      島谷 修平, 岡本 卓, 小圷 成一, 平田 廣則
    • Organizer
      計測自動制御学会 第48回システム工学部会研究会
    • Place of Presentation
      東京工業大学田町キャンパス(東京都)
    • Related Report
      2012 Annual Research Report
  • [Presentation] 生存選択型情報交換を導入した多点型準カオス最適化手法2012

    • Author(s)
      丹治瑛一,岡本卓,小圷成一,平田廣則
    • Organizer
      電気学会システム研究会「確率的最適化」
    • Place of Presentation
      近畿大学会館(大阪府)
    • Year and Date
      2012-12-02
    • Related Report
      2012 Final Research Report
  • [Presentation] 初期離散化幅の推定を伴うカオス最適化手法2012

    • Author(s)
      小野渉,岡本卓,小圷成一,平田廣則
    • Organizer
      計測自動制御学会第39回知能システムシンポジウム
    • Place of Presentation
      千葉大学(千葉県)
    • Year and Date
      2012-03-16
    • Related Report
      2012 Final Research Report
  • [Presentation] 初期離散化幅の推定を伴うカオス最適化手法2012

    • Author(s)
      小野渉, 岡本卓, 小圷成一, 平田廣則
    • Organizer
      計測自動制御学会第39回知能システムシンポジウム
    • Place of Presentation
      千葉大学(千葉県千葉市)
    • Year and Date
      2012-03-16
    • Related Report
      2011 Annual Research Report
  • [Presentation] 混合整数最適化問題に対する準カオス最適化手法の有効性の検証,計測自動制御学会2012

    • Author(s)
      岡本卓,都築浩平,小圷成一,平田廣則
    • Organizer
      第46回システム工学部会研究会
    • Place of Presentation
      東京工業大学田町キャンパス(東京都)
    • Year and Date
      2012-03-08
    • Related Report
      2012 Final Research Report
  • [Presentation] 混合整数最適化問題に対する準カオス最適化手法の有効性の検証2012

    • Author(s)
      岡本卓, 都築浩平, 小圷成一, 平田廣則
    • Organizer
      計測自動制御学会第46回システム工学部会研究会
    • Place of Presentation
      東京工業大学田町キャンパス(東京都港区)
    • Year and Date
      2012-03-08
    • Related Report
      2011 Annual Research Report
  • [Presentation] カオス力学系の分岐特性に基づいた初期離散化幅の推定を伴うカオス最適化手法2012

    • Author(s)
      岡本卓,平田廣則
    • Organizer
      計測自動制御学会システム・情報部門学術講演会2012
    • Place of Presentation
      ウィルあいち(愛知県)
    • Related Report
      2012 Final Research Report
  • [Presentation] 生存選択型情報交換を導入した多点型準カオス最適化手法2012

    • Author(s)
      丹治 瑛一, 岡本 卓, 小圷 成一, 平田 廣則
    • Organizer
      電気学会 システム研究会 「確率的最適化」
    • Place of Presentation
      近畿大学会館(大阪府)
    • Related Report
      2012 Annual Research Report
  • [Presentation] カオス力学系の分岐特性に基づいた初期離散化幅の推定を伴うカオス最適化手法2012

    • Author(s)
      岡本 卓, 平田 廣則
    • Organizer
      計測自動制御学会 システム・情報部門学術講演会 2012
    • Place of Presentation
      ウィルあいち(愛知県)
    • Related Report
      2012 Annual Research Report
  • [Presentation] Constrained optimization using the quasi-chaotic optimization method with the exact penalty function and the sequential quadratic programming, IEEE Interna tional Conference on Systems2011

    • Author(s)
      T. Okamoto, H. Hirata
    • Organizer
      Man, and Cybernetics 2011
    • Place of Presentation
      Hilton Anchorage Hotel (Anchor age, USA)
    • Year and Date
      2011-10-11
    • Related Report
      2012 Final Research Report
  • [Presentation] Constrained optimization using the quasi-chaotic optimization method with the exact penalty function and the sequential quadratic programming2011

    • Author(s)
      T.Okamoto, H.Hirata
    • Organizer
      IEEE International Conference on Systems, Man, and Cybernetics 2011
    • Place of Presentation
      Hilton Anchorage Hotel (Anchorage, USA)
    • Year and Date
      2011-10-11
    • Related Report
      2011 Annual Research Report
  • [Presentation] Mixed integer optimization using the quasi-chaotic optimization with the discrete simul taneous perturbation stochastic appr oximation2011

    • Author(s)
      T. Okamoto, H. Hirata
    • Organizer
      SICE Annual Conference2011
    • Place of Presentation
      早稲田大学(東京都)
    • Year and Date
      2011-09-14
    • Related Report
      2012 Final Research Report
  • [Presentation] Mixed integer optimization using the quasi-chaotic optimization with the discrete simultaneous perturbation stochastic approximation2011

    • Author(s)
      T.Okamoto, H.Hirata
    • Organizer
      SICE Annual Conference 2011
    • Place of Presentation
      早稲田大学(東京都新宿区)
    • Year and Date
      2011-09-14
    • Related Report
      2011 Annual Research Report
  • [Presentation] 離散変数最適化問題のための同時摂動法を用いた多点型準カオス最適化手法2011

    • Author(s)
      都築浩平,岡本卓,小圷成一,平田廣則
    • Organizer
      平成23年電気学会電子・情報・システム部門大会
    • Place of Presentation
      富山大学五福キャンパス(富山県)
    • Year and Date
      2011-09-08
    • Related Report
      2012 Final Research Report
  • [Presentation] 離散変数最適化問題のための同時摂動法を用いた多点型準カオス最適化手法2011

    • Author(s)
      都築浩平, 岡本卓, 小圷成一, 平田廣則
    • Organizer
      平成23年電気学会電子・情報・システム部門大会
    • Place of Presentation
      富山大学五福キャンパス(富山県富山市)
    • Year and Date
      2011-09-08
    • Related Report
      2011 Annual Research Report
  • [Presentation] Global Optim ization using a Multi-point type Quasi-chaotic Optimization Method without Initial Sampling Parameter Tuning2010

    • Author(s)
      T. Okamoto, H. Hirata
    • Organizer
      Joint 5th International Conf erence on Soft Computing and Intell igent Systems and 11th International Symposium on Advanced Intelligent Systems
    • Place of Presentation
      Okayama Convention Center (Okayama, Japan)
    • Year and Date
      2010-12-12
    • Related Report
      2012 Final Research Report
  • [Presentation] Global Optimization using a Multi-point type Quasi-chaotic Optimization Method without Initial Sampling Parameter Tuning2010

    • Author(s)
      T.Okamoto, H.Hirata
    • Organizer
      Joint 5th International Conference on Soft Computing and Intelligent Systems and 11th International Symposium on Advanced Intelligent Systems
    • Place of Presentation
      Okayama Convention Center (Okayama, Japan)
    • Year and Date
      2010-12-12
    • Related Report
      2010 Annual Research Report
  • [Presentation] パラメータの調整を伴わないカオス最適化手法に関する一検討2010

    • Author(s)
      岡本卓,平田廣則
    • Organizer
      計測自動制御学会システム・情報部門学術講演会2010
    • Place of Presentation
      キャンパスプラザ京都(京都府)
    • Year and Date
      2010-11-25
    • Related Report
      2012 Final Research Report
  • [Presentation] パラメータの調整を伴わないカオス最適化手法に関する一検討2010

    • Author(s)
      岡本卓, 平田廣則
    • Organizer
      計測自動制御学会 システム・情報部門学術講演会2010
    • Place of Presentation
      キャンパスプラザ京都(京都府京都市)
    • Year and Date
      2010-11-25
    • Related Report
      2010 Annual Research Report
  • [Presentation] Global Optimi zation using a Multi-point type Quasi-chaotic Optimization Method with the Simultaneous Perturbation Gradi ent Approximation2010

    • Author(s)
      T. Okamoto, H. Hirata
    • Organizer
      IEEE Internation al Conference on Systems, Man, and Cybernetics 2010
    • Place of Presentation
      Military Museum (Istanbul, Turkey)
    • Year and Date
      2010-10-11
    • Related Report
      2012 Final Research Report
  • [Presentation] Global Optimization using a Multi-point type Quasi-chaotic Optimization Method with the Simultaneous Perturbation Gradient Approximation2010

    • Author(s)
      T.Okamoto, H.Hirata
    • Organizer
      IEEE International Conference on Systems, Man, and Cybernetics 2010
    • Place of Presentation
      Military Museum (Istanbul, Turkey)
    • Year and Date
      2010-10-11
    • Related Report
      2010 Annual Research Report
  • [Presentation] 半径の最適化をともなうラジアル基底関数ネットワークを用いた最適化2010

    • Author(s)
      小野渉,岡本卓,小圷成一,平田廣則
    • Organizer
      第20回インテリジェント・システム・シンポジウム
    • Place of Presentation
      首都大学東京南大沢キャンパス(東京都)
    • Year and Date
      2010-09-25
    • Related Report
      2012 Final Research Report
  • [Presentation] 半径の最適化をともなうラジアル基底関数ネットワークを用いた最適化2010

    • Author(s)
      小野渉, 岡本卓, 小圷成一, 平田廣則
    • Organizer
      第20回 インテリジェント・システム・シンポジウム
    • Place of Presentation
      首都大学東京 南大沢キャンパス(東京都八王子市)
    • Year and Date
      2010-09-25
    • Related Report
      2010 Annual Research Report
  • [Presentation] カオス最適化手法とラジアル基底関数ネットワークを用いた最適化2010

    • Author(s)
      小野渉,岡本卓,小圷成一,平田廣則
    • Organizer
      平成22年電気学会電子・情報・システム部門大会
    • Place of Presentation
      熊本大学(熊本県)
    • Year and Date
      2010-09-03
    • Related Report
      2012 Final Research Report
  • [Presentation] カオス最適化手法とラジアル基底関数ネットワークを用いた最適化2010

    • Author(s)
      小野渉, 岡本卓, 小圷成一, 平田廣則
    • Organizer
      平成22年 電気学会 電子・情報・システム部門大会
    • Place of Presentation
      熊本大学(熊本県熊本市)
    • Year and Date
      2010-09-03
    • Related Report
      2010 Annual Research Report
  • [Presentation] Global Optimi zation using the Draining Method and the Simultaneous Perturbation Gradi ent Approximation2010

    • Author(s)
      T. Okamoto, H. Hirata
    • Organizer
      SICE Annual Confe rence 2010
    • Place of Presentation
      Grand Hotel (Taipei, Taiwan)
    • Year and Date
      2010-08-19
    • Related Report
      2012 Final Research Report
  • [Presentation] Global Optimization using the Draining Method and the Simultaneous Perturbation Gradient Approximation2010

    • Author(s)
      T.Okamoto, H.Hirata
    • Organizer
      SICE Annual Conference 2010
    • Place of Presentation
      Grand Hotel (Taipei, Taiwan)
    • Year and Date
      2010-08-19
    • Related Report
      2010 Annual Research Report

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Published: 2010-08-23   Modified: 2019-07-29  

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