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Convex Optimization Modeling and Computational Inference

Research Project

Project/Area Number 24310112
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypePartial Multi-year Fund
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionNational Graduate Institute for Policy Studies

Principal Investigator

TSUCHIYA Takashi  政策研究大学院大学, 政策研究科, 教授 (00188575)

Co-Investigator(Kenkyū-buntansha) OHARA Atsumi  福井大学, 工学(系)研究科, 教授 (90221168)
MURAMATSU Masakazu  電気通信大学, 情報理工学(系)研究科, 教授 (70266071)
FUKUDA Mitsuhiro  東京工業大学, 情報理工学(系)研究科, 准教授 (80334548)
UENO Genta  統計数理研究所, 大学共同利用機関等の部局等, 准教授 (40370093)
KITAHARA Tomonari  東京工業大学, 社会理工学研究科, 助教 (10551260)
Project Period (FY) 2012-04-01 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥8,970,000 (Direct Cost: ¥6,900,000、Indirect Cost: ¥2,070,000)
Fiscal Year 2014: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2013: ¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2012: ¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Keywords凸最適化 / 半正定値計画 / 2次錐計画 / 双対性 / 制御理論 / データ同化 / メソポタミア / 半正定値計画問題 / 面縮小法 / 内点法 / 弱実行不能 / 悪条件 / 2次錐計画 / 古代メソポタミア / 社会構造推定 / von Neumann エントロピー / 大規模最適化 / 人口動態推定 / 大規模問題 / 悪条件性 / モデリング
Outline of Final Research Achievements

We studied modeling, mathematics and algorithms of convex optimization. Semidefinite programs and second-order cone programs are convex optimization problems studied intensively recently because of their broad applicability but yet hard to solve. To overcome this difficulty, we analyzed structures of problems with nonzero duality gap and/or unattained optimality, and of weakly infeasible problems. We also developed a self-concordant barrier function for optimization problem involving von Neumann entropy function. Regarding modeling, we studied clay tablet data from Nuzi, an ancient village in Mesopotamia existed 3500 years ago. We formulated estimation problem of birth and death years of individuals appearing in the tablets and generated years of tablets as a convex quadratic program. The result suggested that wealth is generally concentrated to a few rich family over about a hundred year of period. Finally, we also studied optimization methods for ocean data assimilation.

Report

(5 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Annual Research Report
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • Research Products

    (25 results)

All 2016 2015 2014 2013 Other

All Int'l Joint Research (2 results) Journal Article (8 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 7 results,  Acknowledgement Compliant: 2 results) Presentation (13 results) (of which Int'l Joint Research: 4 results,  Invited: 5 results) Book (2 results)

  • [Int'l Joint Research] University of Notre Dame(米国)

    • Related Report
      2014 Annual Research Report
  • [Int'l Joint Research]

    • Related Report
      2014 Annual Research Report
  • [Journal Article] A structural geometrical analysis of weakly infeasible SDPs2016

    • Author(s)
      Bruno F. Lourenco, Masakazu Muramatsu and Takashi Tsuchiya
    • Journal Title

      Journal of Japan Operations Research Society

      Volume: 未確定

    • NAID

      130005163067

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Weak infeasibility in second order cone programming2015

    • Author(s)
      Bruno F. Lourenco , Masakazu Muramatsu, Takashi Tsuchiya
    • Journal Title

      Optimization letters

      Volume: First online Issue: 8 Pages: 1-13

    • DOI

      10.1007/s11590-015-0982-4

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Logistic Growth for the Nuzi Cuneiform Tablets: Analyzing Family Networks in Ancient Mesopotamia2014

    • Author(s)
      Sumie Ueda, Kumi Makino, Yoshiaki Itoh, Takashi Tsuchiya
    • Journal Title

      Physica A:Statistical Mechanics and its Applications

      Volume: 421 Pages: 223-232

    • DOI

      10.1016/j.physa.2014.11.025

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Curvature integrals and iteration complexities in SDP and symmetric cone programs2014

    • Author(s)
      Satoshi Kakihara, Atsumi Ohara and Takashi Tsuchiya
    • Journal Title

      Computational Optimization and Applications

      Volume: 57 Issue: 3 Pages: 623-665

    • DOI

      10.1007/s10589-013-9608-x

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 最小二乗法を巡って2014

    • Author(s)
      土谷隆
    • Journal Title

      オペレーションズ・リサーチ

      Volume: 59 Pages: 31-41

    • Related Report
      2013 Annual Research Report
  • [Journal Article] A simple variant of the Mizuno-Todd-Ye predictor-corrector algorithm and its2013

    • Author(s)
      Kitahara, T. and Tsuchiya, T.
    • Journal Title

      SIAM Journal on Optimization

      Volume: 23 Issue: 3 Pages: 1890-1903

    • DOI

      10.1137/110835475

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 内点法・情報幾何・最適化モデリング2013

    • Author(s)
      土谷隆
    • Journal Title

      統計数理

      Volume: 61 Pages: 3-16

    • NAID

      120006020784

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Information Geometry and Interior-Point Algorithms in Semidefinite Programs and Symmetric Cone Programs2013

    • Author(s)
      Satoshi Kakihara, Atsumi Ohara and Takashi Tsuchiya
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: 167 Pages: 749-780

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Presentation] Solving SDP Completely with an Interior point Oracle2015

    • Author(s)
      Bruno F. Lourenco, Masakazu Muramatsu and Takashi Tsuchiya
    • Organizer
      22nd International Symposium on Mathematical Programming
    • Place of Presentation
      Pittsburgh, United States
    • Year and Date
      2015-07-16
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Solving SDP Completely with an Interior-point Oracle2015

    • Author(s)
      Takashi Tsuchiya
    • Organizer
      Paths, Pivots, and Practice: The Power of Optimization
    • Place of Presentation
      University of Montreal, Canada
    • Year and Date
      2015-06-12
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Weak Infeasibility in Second-order Cone Programming2015

    • Author(s)
      Lourenco Bruno, 村松正和, 土谷隆
    • Organizer
      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
      2015-03-20
    • Related Report
      2014 Annual Research Report
  • [Presentation] von Neumann Entropy, Matrix Monotonicity and Polynomial-Time Interior-point Algorithms2014

    • Author(s)
      Takashi Tsuchiya
    • Organizer
      Information Geometry for Machine Learning
    • Place of Presentation
      理化学研究所(埼玉県和光市)
    • Year and Date
      2014-12-04
    • Related Report
      2014 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 悪条件SDP/SOCPの構造について2014

    • Author(s)
      土谷隆
    • Organizer
      新時代の最適化モデルに基づく意思決定支援プラットフォームの研究と開発 (科学研究費基盤研究(A)による研究集会)
    • Place of Presentation
      東京工業大学(東京都目黒区)
    • Year and Date
      2014-09-19
    • Related Report
      2014 Annual Research Report
    • Invited
  • [Presentation] A Geometrical Analysis of Weak Infeasibility in Semidefinite Programming and Related Issues2014

    • Author(s)
      Bruno Lourenso, Masakazu Muramatsu, Takashi Tsuchiya
    • Organizer
      SIAM Conference on Optimization
    • Place of Presentation
      San Diego, USA
    • Year and Date
      2014-05-22
    • Related Report
      2014 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 平均・分散モデルについて2013

    • Author(s)
      土谷隆・北原知就
    • Organizer
      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
    • Year and Date
      2013-03-11
    • Related Report
      2012 Annual Research Report
  • [Presentation] Information geometry of conic programming and interior-point methods

    • Author(s)
      Takashi Tsuchiya
    • Organizer
      Hot Topics Workshopon Jordan Theory, Analysis and Optimization
    • Place of Presentation
      NIMS, Daejeon, Korea
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Information geometry and interior-point algorithms

    • Author(s)
      Takashi Tsuchiya
    • Organizer
      Geometric Science of Information 2013
    • Place of Presentation
      Mine TechParis, Paris, France
    • Related Report
      2013 Annual Research Report
  • [Presentation] Information geometry of symmetric cone programs

    • Author(s)
      Takashi Tsuchiya, Satoshi Kakihara and Atsumi Ohara
    • Organizer
      The 5th International Conference on Continuous Optimization
    • Place of Presentation
      Universidade Nova de Lisboa, Lisbon, Portugal
    • Related Report
      2013 Annual Research Report
  • [Presentation] A structural geometrical analysis of ill-conditioned semidefinite programs

    • Author(s)
      Takashi Tsuchiya
    • Organizer
      The 9th International Conference on Numerical Optimization and Numerical Linear Algebra
    • Place of Presentation
      国盛大飯店, 長春, 中国
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 線形計画問題と半正定値計画問題の幾何学的構造について

    • Author(s)
      土谷隆
    • Organizer
      正定対称行列をめぐるモデリング・数理・アルゴリズムの世界
    • Place of Presentation
      政策研究大学院大学, 東京, 日本
    • Related Report
      2013 Annual Research Report
  • [Presentation] Geometric approaches to interior point methods

    • Author(s)
      Geometric approaches to interior-point methods
    • Organizer
      X Brazilian Workshop on Conitnuous Optimization
    • Place of Presentation
      Jurere Beach Village, Florianapolis, Brazil
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Book] 最適化と変分法2015

    • Author(s)
      寒野善博、土谷隆
    • Total Pages
      304
    • Publisher
      丸善出版
    • Related Report
      2014 Annual Research Report
  • [Book] モデリング:広い視野を求めて2015

    • Author(s)
      赤池弘次他 (室田一雄,池上敦子,土谷隆 編)
    • Total Pages
      192
    • Publisher
      近代科学社
    • Related Report
      2014 Annual Research Report

URL: 

Published: 2012-04-24   Modified: 2019-07-29  

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