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Development of Riemannian optimization algorithms and their applications

Research Project

Project/Area Number 26887037
Research Category

Grant-in-Aid for Research Activity Start-up

Allocation TypeSingle-year Grants
Research Field Foundations of mathematics/Applied mathematics
Research InstitutionTokyo University of Science

Principal Investigator

SATO Hiroyuki  東京理科大学, 工学部, 助教 (80734433)

Project Period (FY) 2014-08-29 – 2016-03-31
Project Status Completed (Fiscal Year 2015)
Budget Amount *help
¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords最適化 / アルゴリズム / 応用数学 / 数理工学 / 幾何学 / リーマン幾何学
Outline of Final Research Achievements

Constrained optimization problems whose feasible sets are Riemannian manifolds can be regarded as unconstrained problems on the manifolds. Among nonlinear conjugate gradient methods on the Euclidean space, which are known as effective methods for large-scale problems, the Dai-Yuan-type method is guaranteed to have global convergence property under a mild assumption. This research generalized the Dai-Yuan-type method to that on Riemannian manifolds, which led to a novel Riemannian optimization algorithm. This research also proposed a new joint singular value decomposition algorithm based on the Riemannian trust-region method.

Report

(3 results)
  • 2015 Annual Research Report   Final Research Report ( PDF )
  • 2014 Annual Research Report
  • Research Products

    (22 results)

All 2016 2015 2014

All Journal Article (6 results) (of which Peer Reviewed: 4 results,  Acknowledgement Compliant: 4 results,  Open Access: 1 results) Presentation (16 results) (of which Int'l Joint Research: 5 results)

  • [Journal Article] A Dai-Yuan-type Riemannian conjugate gradient method with the weak Wolfe conditions2016

    • Author(s)
      Hiroyuki Sato
    • Journal Title

      Computational Optimization and Applications

      Volume: 64 Issue: 1 Pages: 101-118

    • DOI

      10.1007/s10589-015-9801-1

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] シュティーフェル多様体上のニュートン法とその収束性解析2016

    • Author(s)
      佐藤寛之,相原研輔
    • Journal Title

      京都大学数理解析研究所講究録

      Volume: 1981 Pages: 127-142

    • Related Report
      2015 Annual Research Report
  • [Journal Article] Riemannian trust-region methods for H^2 optimal model reduction2015

    • Author(s)
      Hiroyuki Sato and Kazuhiro Sato
    • Journal Title

      Proceedings of the 54th IEEE Conference on Decision and Control

      Volume: - Pages: 4648-4655

    • DOI

      10.1109/cdc.2015.7402944

    • Related Report
      2015 Annual Research Report
    • Peer Reviewed / Acknowledgement Compliant
  • [Journal Article] Financial news classification based on topographic independent component analysis: Optimization on the Stiefel manifold2015

    • Author(s)
      Akiko Kitao, Takayuki Shiohama, and Hiroyuki Sato
    • Journal Title

      Proceedings of the 16th Applied Stochastic Models and Data Analysis International Conference

      Volume: - Pages: 403-415

    • Related Report
      2015 Annual Research Report
    • Acknowledgement Compliant
  • [Journal Article] Joint singular value decomposition algorithm based on the Riemannian trust-region method2015

    • Author(s)
      Hiroyuki Sato
    • Journal Title

      JSIAM Letters

      Volume: 7 Issue: 0 Pages: 13-16

    • DOI

      10.14495/jsiaml.7.13

    • NAID

      130004953466

    • ISSN
      1883-0609, 1883-0617
    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Journal Article] Riemannian conjugate gradient method for complex singular value decomposition problem2014

    • Author(s)
      Hiroyuki Sato
    • Journal Title

      Proceedings of the 53rd IEEE Conference on Decision and Control

      Volume: / Pages: 5849-5854

    • DOI

      10.1109/cdc.2014.7040305

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Presentation] リーマン多様体上の種々の共役勾配法のパフォーマンスプロファイルによる比較2016

    • Author(s)
      松永和也,佐藤寛之
    • Organizer
      日本オペレーションズ・リサーチ学会 2016年春季研究発表会
    • Place of Presentation
      慶應義塾大学(神奈川県横浜市)
    • Year and Date
      2016-03-17
    • Related Report
      2015 Annual Research Report
  • [Presentation] シュティーフェル多様体上のニュートン法に基づく近接特異値をもつ行列に対する特異値分解アルゴリズム2016

    • Author(s)
      佐藤寛之,相原研輔
    • Organizer
      日本応用数理学会2016年研究部会連合発表会
    • Place of Presentation
      神戸学院大学(兵庫県神戸市)
    • Year and Date
      2016-03-04
    • Related Report
      2015 Annual Research Report
  • [Presentation] シュティーフェル多様体上のニュートン法に対する線形反復解法の応用2015

    • Author(s)
      相原研輔,佐藤寛之
    • Organizer
      2015年度応用数学合同研究集会
    • Place of Presentation
      龍谷大学
    • Year and Date
      2015-12-17
    • Related Report
      2015 Annual Research Report
  • [Presentation] Riemannian trust-region methods for H^2 optimal model reduction2015

    • Author(s)
      Hiroyuki Sato and Kazuhiro Sato
    • Organizer
      The 54th IEEE Conference on Decision and Control
    • Place of Presentation
      大阪府立国際会議場(大阪府大阪市)
    • Year and Date
      2015-12-15
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Matrix-free Krylov subspace methods for solving a Riemannian Newton equation2015

    • Author(s)
      Kensuke Aihara and Hiroyuki Sato
    • Organizer
      2015 SIAM Conference on Applied Linear Algebra
    • Place of Presentation
      Atlanta (USA)
    • Year and Date
      2015-10-26
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] シュティーフェル多様体上のニュートン法の数値的な収束性について2015

    • Author(s)
      佐藤寛之,相原研輔
    • Organizer
      日本応用数理学会2015年度年会
    • Place of Presentation
      金沢大学(石川県金沢市)
    • Year and Date
      2015-09-09
    • Related Report
      2015 Annual Research Report
  • [Presentation] シュティーフェル多様体上のニュートン法とその収束性解析2015

    • Author(s)
      佐藤寛之,相原研輔
    • Organizer
      京都大学数理解析研究所研究集会「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(京都府京都市)
    • Year and Date
      2015-08-31
    • Related Report
      2015 Annual Research Report
  • [Presentation] Riemannian Newton's method for optimization problems on the Stiefel manifold2015

    • Author(s)
      Hiroyuki Sato and Kensuke Aihara
    • Organizer
      22nd International Symposium on Mathematical Programming
    • Place of Presentation
      Pittsburgh (USA)
    • Year and Date
      2015-07-12
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Financial news classification based on topographic independent component analysis: Optimization on the Stiefel manifold2015

    • Author(s)
      Akiko Kitao, Takayuki Shiohama, and Hiroyuki Sato
    • Organizer
      16th Applied Stochastic Models and Data Analysis International Conference
    • Place of Presentation
      Piraeus (Greece)
    • Year and Date
      2015-06-30
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] リーマン多様体上のニュートン方程式に対するクリロフ部分空間法 (Solving a Riemannian Newton equation with matrix-free Krylov subspace methods)2015

    • Author(s)
      相原研輔,佐藤寛之
    • Organizer
      第44回 数値解析シンポジウム (NAS2015)
    • Place of Presentation
      ぶどうの丘(山梨県甲州市)
    • Year and Date
      2015-06-08
    • Related Report
      2015 Annual Research Report
  • [Presentation] Riemannian optimization and its applications2015

    • Author(s)
      Hiroyuki Sato
    • Organizer
      Hong Kong-Tokyo Workshop on Scientific Computing
    • Place of Presentation
      国立情報学研究所(東京都千代田区)
    • Year and Date
      2015-04-06
    • Related Report
      2015 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 多様体上のある最適化問題に対するニュートン法について2015

    • Author(s)
      佐藤寛之,相原研輔
    • Organizer
      日本オペレーションズ・リサーチ学会 2015年春季研究発表会
    • Place of Presentation
      東京理科大学
    • Year and Date
      2015-03-26 – 2015-03-27
    • Related Report
      2014 Annual Research Report
  • [Presentation] 直交制約付き最適化問題に対するニュートン方程式の求解について2015

    • Author(s)
      相原研輔,佐藤寛之
    • Organizer
      第11回 日本応用数理学会 研究部会連合発表会
    • Place of Presentation
      明治大学
    • Year and Date
      2015-03-06 – 2015-03-07
    • Related Report
      2014 Annual Research Report
  • [Presentation] Riemannian conjugate gradient method for complex singular value decomposition problem2014

    • Author(s)
      Hiroyuki Sato
    • Organizer
      The 53rd IEEE Conference on Decision and Control
    • Place of Presentation
      J. W. Marriott Hotel, Los Angeles
    • Year and Date
      2014-12-15 – 2014-12-17
    • Related Report
      2014 Annual Research Report
  • [Presentation] シュティーフェル多様体上の信頼領域法の近似的同時特異値分解への応用2014

    • Author(s)
      佐藤寛之
    • Organizer
      京都大学数理解析研究所研究集会「最適化アルゴリズムの進展:理論・応用・実装」
    • Place of Presentation
      京都大学
    • Year and Date
      2014-09-24 – 2014-09-25
    • Related Report
      2014 Annual Research Report
  • [Presentation] 幾何学的最適化に基づく近似的同時特異値分解アルゴリズム2014

    • Author(s)
      佐藤寛之
    • Organizer
      日本応用数理学会2014年度年会
    • Place of Presentation
      政策研究大学院大学
    • Year and Date
      2014-09-03 – 2014-09-05
    • Related Report
      2014 Annual Research Report

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Published: 2014-09-09   Modified: 2017-05-10  

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