| Budget Amount *help |
¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
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: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
|
|---|
| Outline of Final Research Achievements |
In this project, we considered methods for conic optimization problems,in particular,nonlinear programming (NLP), nonlinear second-order cone programming (SOCP), and nonlinear semidefinite programming (SDP). We first focused in two methods: differentiable exact penalty functions, and squared slack variables techniques.For both methods, the theoretical analysis,implementations and numerical experiments were successfully done using NLP, SOCP and SDP. For the slack variables technique, we also obtained results for more general symmetric conic problems.We further proposed a method called exact augmented Lagrangian for SOCP and SDP, which has some similarities with the exact penalty method.Moreover, we proposed a new DC method for general conic optimization problems. All the methods proposed and analyzed so far replace difficult conic problems with easier problems, that are well-understood by the community. Related to these, we also studied some methods for multiobjective problems.
|
