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Development of algorithms for solving conic complementarity problems and semi-infinite programming problems, and their applications to transportation planning problems

Research Project

Project/Area Number 26330022
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Mathematical informatics
Research InstitutionTohoku University

Principal Investigator

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

Project Period (FY) 2014-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2018: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2017: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2016: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2015: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2014: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywords最適化 / 均衡問題 / 交通計画 / アルゴリズム / 情報基礎 / 国際情報交換(台湾)
Outline of Final Research Achievements

The initial purpose of this research was to develop efficient algorithms for solving conic complementarity problems and semi-infinite programming problems, and to apply them to real problems in transportation planning. For the algorithm aspects, we have developed explicit exchange algorithm for convex semi-infinite programming problems with second-order cone constraints, and simplex-based algorithms for solving second-order cone programming problems via semi-infinite programming transformation. For the application aspects, we have analyzed the departure time choice equilibrium problems with multi-bottlenecks network and developed the models for evaluating the optimal placement of rockfall protection structures on a road.

Academic Significance and Societal Importance of the Research Achievements

錐相補性問題や半無限計画問題といった問題に関する研究は主に数理工学系の研究者によって行われているため,実問題への応用が二の次となりがちであった.一方,交通計画学は土木工学の一分野として発展してきた歴史もあり,数理最適化の技法の活用が十分とは言えない側面があった.本研究では,特殊なクラスの最適化問題に対するアルゴリズム開発とその収束解析に関していくつか成果が得られたが,それだけでなく,交通計画や落石対策工設置問題といった現実問題に対する成果も得られた.現実世界を対象とする土木工学と,数理最適化の分野の橋渡しをするという意味でも,本課題で得られた研究成果は意義深いものであるといえる.

Report

(6 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Research-status Report
  • 2016 Research-status Report
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (31 results)

All 2018 2017 2016 2015 2014 Other

All Int'l Joint Research (2 results) Journal Article (7 results) (of which Int'l Joint Research: 3 results,  Peer Reviewed: 6 results,  Open Access: 1 results,  Acknowledgement Compliant: 5 results) Presentation (18 results) (of which Int'l Joint Research: 5 results,  Invited: 6 results) Remarks (4 results)

  • [Int'l Joint Research] 国立成功大学/国家理論科学研究センター(台湾(中華民国))

    • Related Report
      2015 Research-status Report
  • [Int'l Joint Research] 清華大学(中国)

    • Related Report
      2015 Research-status Report
  • [Journal Article] STATISTICAL MODELING FOR EVALUATING THE OPTIMAL PLACEMENT OF ROCKFALL PROTECTION STRUCTURES ON A ROAD2018

    • Author(s)
      菅野蓮華, 森口周二, 寺田賢二郎, 林 俊介, 磯部有作, 岩永昇二
    • Journal Title

      Journal of Japan Society of Civil Engineers, Ser. A2 (Applied Mechanics (AM))

      Volume: 74 Issue: 2 Pages: I_13-I_21

    • DOI

      10.2208/jscejam.74.I_13

    • NAID

      130007585217

    • ISSN
      2185-4661
    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] An exchange method with refined subproblems for convex semi-infinite programming problems2016

    • Author(s)
      Takayuki Okuno, Shunsuke Hayashi, Nobuo Yamashita, Kensuke Gomoto
    • Journal Title

      Optimization Methods and Software

      Volume: published online Issue: 6 Pages: 1305-1324

    • DOI

      10.1080/10556788.2015.1124432

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Computation algorithm for convex semi-infinite program with second-order cones: special analyses for affine and quadratic case2015

    • Author(s)
      Shunsuke Hayashi, Soon-Yi Wu, and Liping Zhang
    • Journal Title

      Journal of Scientific Computing

      Volume: first online Issue: 2 Pages: 1-23

    • DOI

      10.1007/s10915-015-0149-6

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Simplex type algorithm for second-order cone programs via semi-infinite programming reformulation2015

    • Author(s)
      Shunsuke Hayashi, Takayuki Okuno, and Yoshihiko Ito
    • Journal Title

      Optimization Methods and Software

      Volume: published online Issue: 6 Pages: 1272-1297

    • DOI

      10.1080/10556788.2015.1121487

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] S<i>l</i><sub>1</sub>QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems2015

    • Author(s)
      Takayuki Okuno, Kohei Yasuda, and Shunsuke Hayashi
    • Journal Title

      Interdisciplinary Information Sciences

      Volume: 21 Issue: 2 Pages: 97-107

    • DOI

      10.4036/iis.2015.97

    • NAID

      110009964261

    • ISSN
      1340-9050, 1347-6157
    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] The corridor problem with discrete multiple bottlenecks2015

    • Author(s)
      Takashi Akamatsu, Kentaro Wada, and Shunsuke Hayashi
    • Journal Title

      Transportation Research Part B: Methodological

      Volume: -

    • Related Report
      2014 Research-status Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] ReSNAの手引き (特集:2次錐計画の波に乗れ)2014

    • Author(s)
      林 俊介
    • Journal Title

      オペレーションズ・リサーチ:経営の科学

      Volume: 59 Pages: 716-724

    • NAID

      110009893082

    • Related Report
      2014 Research-status Report
  • [Presentation] 確率統計学2018

    • Author(s)
      林 俊介
    • Organizer
      第33期非線形CAE勉強会
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] ロバスト最適化と錐計画問題2018

    • Author(s)
      林 俊介
    • Organizer
      第25回信頼性設計技術WS & 第38回最適設計研究会
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] ツリー構造をもつ動的利用者配分問題に対する均衡解析2018

    • Author(s)
      山下祐欣,林 俊介
    • Organizer
      日本オペレーションズ・リサーチ学会(2018年秋季研究発表会)
    • Related Report
      2018 Annual Research Report
  • [Presentation] ボトルネックモデルと通勤時刻選択均衡2018

    • Author(s)
      林 俊介
    • Organizer
      日本オペレーションズ・リサーチ学会 関西支部SSOR2018
    • Related Report
      2018 Annual Research Report
    • Invited
  • [Presentation] Sequential Injective Algorithm for Weakly Univalent Vector Equation and Its Application to Mixed Second-Order Cone Complementarity Problem2017

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      2017 SIAM Conference on Optimization (OP17)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] Sequential Injective Algorithm for Weakly Univalent Vector Equation and Its Application to Mixed Second-Order Cone Complementarity Problems2017

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      21st Conference of the International Federation of Operational Research Societies (IFORS2017)
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 弱一価ベクトル方程式に対する逐次単射アルゴリズム2017

    • Author(s)
      林俊介
    • Organizer
      研究集会「数理最適化の発展:モデル化とアルゴリズム」,京都大学 数理解析研究所
    • Related Report
      2017 Research-status Report
  • [Presentation] Departure time choice equilibrium with heterogeneous commuters in corridor type traffic network2016

    • Author(s)
      Shunsuke Hayashi and Naoya Seki
    • Organizer
      The 14th EUROPT Workshop on Advances in Continuous Optimization (EUROPT2016)
    • Place of Presentation
      Warsaw, Poland
    • Year and Date
      2016-07-01
    • Related Report
      2016 Research-status Report
    • Int'l Joint Research
  • [Presentation] 工学のための最適化数学の基礎2015

    • Author(s)
      林 俊介
    • Organizer
      土木学会応用力学委員会 東北地区応用力学フォーラム
    • Place of Presentation
      東北大学工学部人間・環境系研究教育棟(仙台市)
    • Year and Date
      2015-11-26
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 複数のボトルネックをもつ通勤時刻選択均衡問題~無限次元相補性問題への定式化~2015

    • Author(s)
      赤松 隆,和田健太郎,林 俊介
    • Organizer
      日本オペレーションズ・リサーチ学会 「最適化の基盤とフロンティア」研究部会(WOO) 第3回研究会
    • Place of Presentation
      東京理科大学神楽坂キャンパス(東京都新宿区)
    • Year and Date
      2015-10-24
    • Related Report
      2015 Research-status Report
    • Invited
  • [Presentation] 複数のボトルネックをもつ通勤時刻選択問題とその均衡解2015

    • Author(s)
      赤松 隆,和田健太郎,林 俊介
    • Organizer
      RIMS 研究集会「新時代を担う最適化:モデル化手法と数値計算」
    • Place of Presentation
      京都大学数理解析研究所(京都市)
    • Year and Date
      2015-09-01
    • Related Report
      2015 Research-status Report
  • [Presentation] The departure-time choice equilibrium of the corridor problem with discrete multiple bottlenecks: modeling, solvability, and uniqueness2015

    • Author(s)
      Takashi Akamatsu, Kentaro Wada, and Shunsuke Hayashi
    • Organizer
      The 27th European Conference on Operational Research (EURO2015)
    • Place of Presentation
      Glasgow, UK (Scotland)
    • Year and Date
      2015-07-12
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] Infinite or finite-dimensional complementarity reformulation for the departure-time choice equilibrium problem with discrete multiple bottlenecks2015

    • Author(s)
      Takashi Akamatsu, Kentaro Wada, and Shunsuke Hayashi
    • Organizer
      The 13th EUROPT Workshop on Advances in Continuous Optimization (EUROPT2015)
    • Place of Presentation
      Edinburgh, UK (Scotland)
    • Year and Date
      2015-07-08
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 複数のボトルネックをもつ通勤時刻選択問題とその均衡解2015

    • Author(s)
      赤松 隆,和田 健太郎,林 俊介
    • Organizer
      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
    • Year and Date
      2015-03-20
    • Related Report
      2014 Research-status Report
  • [Presentation] Simplex type algorithm for second-order cone programs via semi-infinite programming reformulation2014

    • Author(s)
      Shunsuke Hayashi, Takayuki Okuno and Yoshihiko Ito
    • Organizer
      The First Pacific Optimization Conference (POC2014)
    • Place of Presentation
      Wuxi, China
    • Year and Date
      2014-10-31
    • Related Report
      2014 Research-status Report
  • [Presentation] Smoothing Newton method for second-order cone complementarity problems2014

    • Author(s)
      Shunsuke Hayashi
    • Organizer
      NCTS seminar
    • Place of Presentation
      National Center for Theoretical Sciences, National Cheng Kung University, Tainan, Taiwan
    • Year and Date
      2014-09-15
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] The alpha-BB cutting plane algorithm for a semi-infinite programming problem with multi-dimensional index set2014

    • Author(s)
      Shunsuke Hayashi and Soon-Yi Wu
    • Organizer
      The 12th EUROPT Workshop on Advances in Continuous Optimization (EUROPT2014)
    • Place of Presentation
      Perpignan, France
    • Year and Date
      2014-07-11
    • Related Report
      2014 Research-status Report
  • [Presentation] The alpha-BB cutting plane algorithm for a semi-infinite programming problem with multi-dimensional index set2014

    • Author(s)
      Shunsuke Hayashi and Soon-Yi Wu
    • Organizer
      SIAM Conference on Optimization (OP14)
    • Place of Presentation
      San Diego, USA
    • Year and Date
      2014-05-19
    • Related Report
      2014 Research-status Report
  • [Remarks] 林俊介のホームページ

    • URL

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

    • Related Report
      2018 Annual Research Report 2017 Research-status Report
  • [Remarks] 林 俊介のホームページ

    • URL

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

    • Related Report
      2016 Research-status Report
  • [Remarks] 研究者ウェブサイト

    • URL

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

    • Related Report
      2015 Research-status Report
  • [Remarks] 林 俊介のウェブページ

    • URL

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

    • Related Report
      2014 Research-status Report

URL: 

Published: 2014-04-04   Modified: 2022-02-28  

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