Optimization modeling via conic optimization
| Project/Area Number |
26400203
|
|---|
| Research Category |
Grant-in-Aid for Scientific Research (C)
|
| Allocation Type | Multi-year Fund |
|---|
| Section | 一般 |
|---|
| Research Field |
Foundations of mathematics/Applied mathematics
|
|---|
| Research Institution | Kyushu 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)
|
|---|
| Keywords | H∞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)
Research Products
(15 results)
