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Application of conic constrained semi-infinite programming to filter design and DSM communication

Research Project

Project/Area Number 22760064
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field Engineering fundamentals
Research InstitutionTohoku University (2013)
Kyoto University (2010-2012)

Principal Investigator

HAYASHI Shunsuke  東北大学, 情報科学研究科, 准教授 (20444482)

Project Period (FY) 2010-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2013: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords数理工学 / 最適化 / 半無限計画 / 錐計画 / フィルタ設計 / 国際研究者交流(台湾)
Research Abstract

When I first applied for this fund, the purposes of the study are to establish an efficient algorithm for semi-infinite programming problems with conic constraints, and to apply the established algorithm to real problems such as filter design, DSM communication and so on. On establishing the algorithms, we have accomplished the first purpose sufficiently. Especially, the most remarkable result is to have proposed the regularized explicit exchange method for semi-infinite conic programming problems, which was accepted for publication in SIAM Journal on Optimization. On the other hand, concerning the real application, we could not obtain sufficient results on the DSM communication. However, we applied the regularized explicit exchange method to the vector Chebyshev approximation problem, which includes the FIR filter design problems as a subclass.

Report

(5 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (50 results)

All 2013 2012 2011 2010 Other

All Journal Article (7 results) (of which Peer Reviewed: 7 results) Presentation (36 results) (of which Invited: 2 results) Book (2 results) Remarks (5 results)

  • [Journal Article] A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems2013

    • Author(s)
      Yasushi Narushima, Hideho Ogasawara, and Shunsuke Hayashi
    • Journal Title

      Abstract and Applied Analysis

      Volume: 830698 Pages: 1-16

    • Related Report
      2013 Annual Research Report 2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A smoothing SQP method for mathematical programs with linear second-order cone complementarity constraints2013

    • Author(s)
      Hiroshi Yamamura, Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Journal Title

      Pacific Journal of Optimization

      Volume: 9 Pages: 345-372

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] SDP reformulation for robust optimization problems based on nonconvex QP duality2013

    • Author(s)
      Ryoichi Nishimura, Shunsuke Hayashi, and Masao Fukushima
    • Journal Title

      Computational Optimization and Applications

      Volume: 55 Pages: 21-47

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints2012

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Journal Title

      SIAM Journal on Optimization

      Volume: 22 Pages: 1009-1028

    • NAID

      120004920429

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets2012

    • Author(s)
      Ryoichi Nishimura, Shunsuke Hayashi, and Masao Fukushima
    • Journal Title

      Journal of Global Optimization

      Volume: 53 Pages: 107-120

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets2012

    • Author(s)
      R. Nishimura, S. Hayashi and M. Fukushima
    • Journal Title

      Journal of Global Optimization

      Volume: Vol.53 Issue: 1 Pages: 107-120

    • DOI

      10.1007/s10898-011-9719-9

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Celis-Dennis-Tapia based approach to quadratic fractional programming problems with two quadratic constraints2011

    • Author(s)
      Ailing Zhang and Shunsuke Hayashi
    • Journal Title

      Numerical Algebra, Control and Optimization

      Volume: 1 Pages: 83-98

    • Related Report
      2013 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] Explicit exchange algorithm for convex semi-infinite programming problems with second-order cone constraints2013

    • Author(s)
      Shunsuke Hayashi, Liping Zhang, and Soon-Yi Wu
    • Organizer
      The 9th International Conference on Optimization : Techniques and Applications (ICOTA9)
    • Place of Presentation
      Taipei, Taiwan
    • Year and Date
      2013-12-14
    • Related Report
      2013 Final Research Report
  • [Presentation] Equilibrium problems related to conic complementarity problems2013

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      NCTS seminar, National Center for Theoretical Sciences
    • Place of Presentation
      National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2013-09-15
    • Related Report
      2013 Final Research Report
  • [Presentation] Sl1QP based algorithm with trust region technique for nonlinear second-order cone programs2013

    • Author(s)
      Kohei Yasuda, Takayuki Okuno, and Shunsuke Hayashi
    • Organizer
      The 26th European Conference on Operational Research (EURO2013) / EURO-INFORMS Joint International Meeting
    • Place of Presentation
      Rome, Italy
    • Year and Date
      2013-07-07
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] A smoothing method with appropriate parameter control based on Fischer-Burmeister function for second-order cone complementarity problems2013

    • Author(s)
      Yasushi Narushima, Hideho Ogasawara, and Shunsuke Hayashi
    • Organizer
      The 11th EUROPT Workshop on Advances in Continuous Optimization (EUROPT2013)
    • Place of Presentation
      Florence (Firenze), Italy
    • Year and Date
      2013-06-28
    • Related Report
      2013 Annual Research Report 2013 Final Research Report
  • [Presentation] Robust optimization equilibrium and conic complementarity problems2012

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      Colloquium of Mathematics Department
    • Place of Presentation
      National Taiwan Normal University, Taipei, Taiwan
    • Year and Date
      2012-09-12
    • Related Report
      2013 Final Research Report
  • [Presentation] A smoothing SQP method for mathematical programs with second-order cone complementarity constraints2012

    • Author(s)
      Hiroshi Yamamura, Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      The 21st International Symposium on Mathematical Programming (ISMP2012)
    • Place of Presentation
      Berlin, Germany
    • Year and Date
      2012-08-12
    • Related Report
      2013 Final Research Report 2012 Annual Research Report
  • [Presentation] The αBB based cutting plane method for semi-infinite program with multi-dimensional index set2012

    • Author(s)
      Kensuke Goumoto and Shunsuke Hayashi
    • Organizer
      The 25th European Conference on Operational Research (EURO2012)
    • Place of Presentation
      Vilnius, Lithuania
    • Year and Date
      2012-07-10
    • Related Report
      2013 Final Research Report
  • [Presentation] A smoothing SQP method for mathematical programs with second-order cone complementarity constraints2012

    • Author(s)
      Hiroshi Yamamura, Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      The 10th EUROPT Workshop on Advances in Continuous Optimization (EUROPT2012)
    • Place of Presentation
      Siauliai, Lithuania
    • Year and Date
      2012-07-06
    • Related Report
      2013 Final Research Report 2012 Annual Research Report
  • [Presentation] Robust Wardrop equilibrium in traffic assignment problem with uncertain data2012

    • Author(s)
      Yoshihiko Ito and Shunsuke Hayashi
    • Organizer
      Nanjing-Kyoto Joint Workshop on Algorithms, Optimization and Numerical Analysis 2012
    • Place of Presentation
      Kyoto, Japan
    • Year and Date
      2012-03-12
    • Related Report
      2013 Final Research Report
  • [Presentation] Robust Wardrop equilibrium in traffic assignment problem with uncertain data2012

    • Author(s)
      Yoshihiko Ito, Shunsuke Hayashi
    • Organizer
      Nanjing-Kyoto Joint Workshop on Algorithms, Optimization and Numerical Analysis 2012
    • Place of Presentation
      京都大学(京都府)
    • Year and Date
      2012-03-12
    • Related Report
      2011 Annual Research Report
  • [Presentation] 錐計画と半無限計画におけるアルゴリズムと応用2011

    • Author(s)
      林 俊介
    • Organizer
      日本オペレーションズ・リサーチ学会 「数理モデルとその応用」研究部会 第13回研究集会
    • Place of Presentation
      金沢学院大学大学院サテライト教室
    • Year and Date
      2011-10-01
    • Related Report
      2013 Final Research Report
  • [Presentation] 錐計画と半無限計画におけるアルゴリズムと応用2011

    • Author(s)
      林俊介
    • Organizer
      日本オペレーションズ・リサーチ学会「数理モデルとその応用」研究部会第13回研究集会
    • Place of Presentation
      金沢学院大学大学院サテライト教室(石川県)(招待講演)
    • Year and Date
      2011-10-01
    • Related Report
      2011 Annual Research Report
  • [Presentation] Semi-infinite program with infinitely many conic constraints : optimality condition and algorithms2011

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      The 5th Sino-Japan Optimization Meeting (SJOM 2011)
    • Place of Presentation
      Beijing, China
    • Year and Date
      2011-09-27
    • Related Report
      2013 Final Research Report 2011 Annual Research Report
  • [Presentation] Robust Wardrop equilibrium in uncertain traffic assignment problem : second-order cone based model2011

    • Author(s)
      Yoshihiko Ito and Shunsuke Hayashi
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Center for Theoretical Sciences, National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2011-09-15
    • Related Report
      2013 Final Research Report
  • [Presentation] Robust Wardrop equilibrium in uncertain traffic assignment problem : second-order cone based model2011

    • Author(s)
      Yoshihiko Ito, Shunsuke Hayashi
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Cheng Kung University, Tainan, Taiwan(招待講演)
    • Year and Date
      2011-09-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] Robust Nash equilibria for games with uncertain data2011

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Center for Theoretical Sciences, National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2011-09-13
    • Related Report
      2013 Final Research Report
  • [Presentation] Robust Nash equilibria for games with uncertain data2011

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Cheng Kung University, Tainan, Taiwan(招待講演)
    • Year and Date
      2011-09-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] ロバストWardrop均衡問題と二次錐相補性問題への変換2011

    • Author(s)
      伊藤好彦, 高橋 仁, 林 俊介
    • Organizer
      RIMS研究集会「最適化手法の深化と広がり」
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2011-07-21
    • Related Report
      2013 Final Research Report
  • [Presentation] ロバストWardrop均衡問題と二次錐相補性問題への変換2011

    • Author(s)
      伊藤好彦, 高橋仁, 林俊介
    • Organizer
      RIMS研究集会「最適化手法の深化と広がり」
    • Place of Presentation
      京都大学数理解析研究所(京都府)
    • Year and Date
      2011-07-21
    • Related Report
      2011 Annual Research Report
  • [Presentation] Semi-infinite program with infinitely many conic constraints : optimality conditions and globally convergent algorithm2011

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      The 19th Triennial Conference of the International Federation of Operational Research Societies (IFORS2011)
    • Place of Presentation
      Melbourne, Australia
    • Year and Date
      2011-07-15
    • Related Report
      2013 Final Research Report
  • [Presentation] Semi-infinite program with infinitely many conic constraints : Optimality conditions and globally convergent algorithm2011

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, Masao Fukushima
    • Organizer
      The 19th Triennial Conference of the International Federation of Operational Research Societies
    • Place of Presentation
      Melbourne, Australia
    • Year and Date
      2011-07-15
    • Related Report
      2011 Annual Research Report
  • [Presentation] Second-order cone complementarity reformulation for robust Wardrop equilibrium problems in traffic assignment with uncertain data2011

    • Author(s)
      Yoshihiko Ito, Hitoshi Takahashi, and Shunsuke Hayashi
    • Organizer
      The 9th EUROPT Workshop on Advances in Continuous Optimization
    • Place of Presentation
      Ballarat, Australia
    • Year and Date
      2011-07-08
    • Related Report
      2013 Final Research Report 2011 Annual Research Report
  • [Presentation] Second-order cone based reformulation for robust Wardrop equilibrium problems2011

    • Author(s)
      Yoshihiko Ito, Hitoshi Takahashi, and Shunsuke Hayashi
    • Organizer
      SIAM Conference on Optimization (OP11)
    • Place of Presentation
      Darmstadt, Germany
    • Year and Date
      2011-05-18
    • Related Report
      2013 Final Research Report 2011 Annual Research Report
  • [Presentation] Convergence analysis of an explicit exchange method for convex semi-infinite programming problems with second-order cone constraints2010

    • Author(s)
      Shunsuke Hayashi, Soon-Yi Wu, and Liping Zhang
    • Organizer
      The 8th International Conference on Optimization : Techniques and Applications (ICOTA8)
    • Place of Presentation
      Shanghai, China
    • Year and Date
      2010-12-11
    • Related Report
      2013 Final Research Report
  • [Presentation] Convergence analysis of an explicit exchange method for convex semi-in finite programming problems with second-order cone constraints2010

    • Author(s)
      Shunsuke Hayashi, Soon-Yi Wu, Liping Zhang
    • Organizer
      The 8th International Conference on Optimization : Techniques and Applications (ICOTA8)
    • Place of Presentation
      Shanghai, China
    • Year and Date
      2010-12-11
    • Related Report
      2010 Annual Research Report
  • [Presentation] SDP reformulation for robust LPs and SOCPs based on nonconvex QP duality2010

    • Author(s)
      Ryoichi Nishimura, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Center for Theoretical Sciences, National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2010-09-07
    • Related Report
      2013 Final Research Report
  • [Presentation] Optimality conditions and regularized explicit exchange method for convex semi-infinite programs with infinitely many conic constraints2010

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      NCTS seminar, National Center for Theoretical Sciences
    • Place of Presentation
      National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2010-08-31
    • Related Report
      2013 Final Research Report
  • [Presentation] Explicit exchange method for convex semi-infinite programming problems with second-order cone constraints2010

    • Author(s)
      Shunsuke Hayashi, Soon-Yi Wu, and Liping Zhang
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Center for Theoretical Sciences, National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2010-08-24
    • Related Report
      2013 Final Research Report
  • [Presentation] Semidefinite complementarity reformulation for robust Nash equilibrium problems based on the duality of nonconvex quadratic programming2010

    • Author(s)
      Ryoichi Nishimura, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      International Conference on Optimization
    • Place of Presentation
      Simulation and Control, Ulaanbaatar, Mongolia
    • Year and Date
      2010-07-26
    • Related Report
      2013 Final Research Report
  • [Presentation] Semidefinite complementarity reformulation for robust Nash equilibrium problems based on the duality of nonconvex quadratic programming2010

    • Author(s)
      Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima
    • Organizer
      International Conference on Optimization, Simulation and Control
    • Place of Presentation
      Ulaanbaatar, Mongolia
    • Year and Date
      2010-07-26
    • Related Report
      2010 Annual Research Report
  • [Presentation] Optimality conditions and regularized explicit exchange method for convex semi-infinite programs with infinitely many conic constraints2010

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      24th European Conference on Operational Research (EURO XXIV)
    • Place of Presentation
      Lisbon, Portugal
    • Year and Date
      2010-07-11
    • Related Report
      2013 Final Research Report 2010 Annual Research Report
  • [Presentation] Robust Nash equilibria in incomplete information games : semidefinite complementarity reformulation and equilibrium behavior2010

    • Author(s)
      Ryoichi Nishimura, Shunsuke Hayashi, and Masao Fukushima
    • Organizer
      The 8th EUROPT Workshop on Advances in Continuous Optimization
    • Place of Presentation
      Aveiro, Portugal
    • Year and Date
      2010-07-09
    • Related Report
      2013 Final Research Report 2010 Annual Research Report
  • [Presentation] Equilibrium problems related to conic complementarity problems

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      NCTS seminar, National Center for Theoretical Sciences, National Cheng Kung University
    • Place of Presentation
      Tainan, Taiwan
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Explicit exchange algorithm for convex semi-infinite programming problems with second-order cone constraints

    • Author(s)
      Shunsuke Hayashi, Liping Zhang, and Soon-Yi Wu
    • Organizer
      The 9th International Conference on Optimization: Techniques and Applications (ICOTA9)
    • Place of Presentation
      Taipei, Taiwan
    • Related Report
      2013 Annual Research Report
  • [Presentation] Robust optimization equilibrium and conic complementarity problems

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      Colloquium of Mathematics Department, National Taiwan Normal University
    • Place of Presentation
      Taipei, Taiwan
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] The alpha-BB based cutting plane method for semi-infinite program with multi-dimensional index set

    • Author(s)
      Kensuke Goumoto and Shunsuke Hayashi
    • Organizer
      The 25th European Conference on Operational Research (EURO2012)
    • Place of Presentation
      Vilnius, Lithuania
    • Related Report
      2012 Annual Research Report
  • [Book] "半無限計画問題", 太田快人・酒井英明・高橋豊・田中利幸・永持仁・福島雅夫(編集),数理工学事典2011

    • Author(s)
      林 俊介
    • Publisher
      朝倉書店
    • Related Report
      2013 Final Research Report
  • [Book] 数理工学事典(9.4節半無限計画問題(約4ページ分)のみ執筆)2011

    • Author(s)
      太田快人, 酒井英明, 高橋豊, 田中利幸, 永持仁, 福島雅夫(編)
    • Total Pages
      597
    • Publisher
      朝倉書店
    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www.plan.civil.tohoku.ac.jp/opt/hayashi/

    • Related Report
      2013 Final Research Report
  • [Remarks] 林俊介のウェブページ

    • URL

      http://www.plan.civil.tohoku.ac.jp/opt/hayashi/

    • Related Report
      2013 Annual Research Report
  • [Remarks] 研究者のウェブページ

    • URL

      http://www.plan.civil.tohoku.ac.jp/opt/hayashi/

    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      http://www-optima.amp.i.kyoto-u.ac.jp/~hayashi/

    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www-optima.amp.i.kyoto-u.ac.jp/~hayashi/

    • Related Report
      2010 Annual Research Report

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

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