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Optimization modeling via conic optimization

Research Project

Project/Area Number 26400203
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Foundations of mathematics/Applied mathematics
Research InstitutionKyushu University

Principal Investigator

Waki Hayato  九州大学, マス・フォア・インダストリ研究所, 准教授 (00567597)

Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2016: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2015: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
KeywordsH∞制御 / 行列不等式 / 半正定値計画問題 / 不変零点 / 面的縮小法 / 混合整数非線形計画問題 / 分枝限定法
Outline of Final Research Achievements

We discuss two subjects: (i) H_infty control in control theory, and (ii) variable selection in statistics. For (i), we revealed that stable invariant zeros or invariant zeros on the imaginary axis of a given generalized plant causes the ill-conditionedness in the linear matrix inequality (abbr. LMI) of H_infty control. Moreover, we propose a reduction of LMI based on stable invariant zeros and apply it to LMI of H_infty control with SISO generalized plant. For (ii), we provide an MINLP formulation for variable selection based on optimization, and
propose a branch-and-bound algorithm for this formulation. Then we exploit linear dependence in a data matrix to improve the performance of our MINLP formulation.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (15 results)

All 2016 2015 2014

All Journal Article (4 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 4 results,  Acknowledgement Compliant: 3 results,  Open Access: 1 results) Presentation (10 results) (of which Int'l Joint Research: 2 results,  Invited: 3 results) Book (1 results)

  • [Journal Article] Mixed Integer Nonlinear Program for Minimization of Akaike’s Information Criterion2016

    • Author(s)
      Keiji Kimura, Hayato Waki
    • Journal Title

      Lecture Notes in Computer Science

      Volume: 9725 Pages: 292-300

    • DOI

      10.1007/978-3-319-42432-3_36

    • ISBN
      9783319424316, 9783319424323
    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Perturbed sums-of-squares theorem for polynomial optimization and its applications2016

    • Author(s)
      Masakazu Muramatsu, Hayato Waki, Levent Tuncel
    • Journal Title

      Optimization Methods and Software

      Volume: 31 Issue: 1 Pages: 134-156

    • DOI

      10.1080/10556788.2015.1052969

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] H 1 Performance Limitations Analysis for SISO Systems: A Dual LMI Approach2016

    • Author(s)
      Yoshio Ebihara, Hayato Waki and Noboru Sebe
    • Journal Title

      2015 IEEE 54th Annual Conference on Decision and Control (CDC)

      Pages: 6629-6634

    • DOI

      10.1109/cdc.2015.7403263

    • Related Report
      2015 Research-status Report
    • Peer Reviewed
  • [Journal Article] Application of Facial Reduction to $H_\infty$ State Feedback Control Problem2015

    • Author(s)
      Hayato Waki and Noboru Sebe
    • Journal Title

      The 8th IFAC Robust Control Design (ROCOND 2015)

      Volume: 48 Issue: 14 Pages: 113-119

    • DOI

      10.1016/j.ifacol.2015.09.443

    • Related Report
      2015 Research-status Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Presentation] Slater条件から見た半正定値計画問題2016

    • Author(s)
      脇 隼人
    • Organizer
      京都大学数理解析研究所 共同研究 「組合せ最適化セミナー」
    • Place of Presentation
      京都大学
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Presentation] H ∞ 制御に対する面的縮小法の適用2016

    • Author(s)
      脇 隼人
    • Organizer
      京都大学 数理解析研究所 研究集会 「最適化技法の最先端と今後の展開」
    • Place of Presentation
      京都大学
    • Related Report
      2016 Annual Research Report
  • [Presentation] 「H∞ノルムに基づく出力フィードバック制御問題」の再考2016

    • Author(s)
      脇 隼人
    • Organizer
      最適モデリングセミナー
    • Place of Presentation
      東京大学
    • Related Report
      2016 Annual Research Report
  • [Presentation] 整数計画法と最短ベクトル問題への応用2016

    • Author(s)
      脇 隼人
    • Organizer
      CREST暗号数理チュートリアル講演
    • Place of Presentation
      九州大学
    • Related Report
      2016 Annual Research Report
    • Invited
  • [Presentation] An Introduction on SemiDefinite Program -- from the viewpoint of computation --2015

    • Author(s)
      Hayato Waki
    • Organizer
      Combinatorial Optimization at Work
    • Place of Presentation
      Berlin
    • Year and Date
      2015-10-08
    • Related Report
      2015 Research-status Report
  • [Presentation] Application of Facial Reduction to H_\infty State Feedback Control Problem2015

    • Author(s)
      Hayato Waki and Noboru Sebe
    • Organizer
      22nd International Symposium on Optimization
    • Place of Presentation
      Pittsburgh
    • Year and Date
      2015-07-14
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Application of Facial Reduction to H_\infty State Feedback Control Problem2015

    • Author(s)
      Hayato Waki and Noboru Sebe
    • Organizer
      8th IFAC Symposium on Robust Control Design
    • Place of Presentation
      Bratislava
    • Year and Date
      2015-07-09
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] H∞制御問題に対する面的縮小法の適用2015

    • Author(s)
      脇 隼人
    • 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
      2015-03-19 – 2015-03-20
    • Related Report
      2014 Research-status Report
  • [Presentation] 半正定値計画問題に対する面的縮小法2014

    • Author(s)
      脇 隼人
    • Organizer
      RACOT
    • Place of Presentation
      九州工業大学サテライト福岡天神
    • Year and Date
      2014-12-27
    • Related Report
      2014 Research-status Report
  • [Presentation] 面的縮小法を用いた最適化問題の解析と計算2014

    • Author(s)
      脇 隼人
    • Organizer
      自然言語処理と最適化
    • Place of Presentation
      九州大学伊都キャンパス
    • Year and Date
      2014-10-02 – 2014-10-03
    • Related Report
      2014 Research-status Report
  • [Book] Optimization in the Real World -- Toward Solving Real-World Optimization Problems --2015

    • Author(s)
      Katsuki Fujisawa, Yuji Shimano and Hayato Waki
    • Total Pages
      194
    • Publisher
      Springer
    • Related Report
      2015 Research-status Report

URL: 

Published: 2014-04-04   Modified: 2018-03-22  

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