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1995 Fiscal Year Final Research Report Summary

Research on Global Optimization Problems in Engineering Systems

Research Project

Project/Area Number 06452141
Research Category

Grant-in-Aid for General Scientific Research (B)

Allocation TypeSingle-year Grants
Research Field Engineering fundamentals
Research InstitutionTOKYO INSTITUTE OF TECHNOLOGY

Principal Investigator

KONNO Hiroshi  TOKYO INSTITUTE OF TECHNOLOGY,Professor, 工学部, 教授 (10015969)

Co-Investigator(Kenkyū-buntansha) KUNO Takahito  Univ.of Tsukuba, Associate Professor, 電子情報工学系, 助教授 (00205113)
THACH Phan Thien  TOKYO INSTITUTE OF TECHNOLOGY,Research Associate, 工学部, 助手 (10242299)
YAJIMA Yasutoshi  TOKYO INSTITUTE OF TECHNOLOGY,Lecturer, 大学院・情報理工学研究科, 講師 (80231645)
Project Period (FY) 1994 – 1995
Keywordsglobal optimization / low rank nonconvex problems / outer approximation / nonlinear programming / cutting plane / nonconvex minimization / Pareto optimal surface / multi-objective optimization
Research Abstract

Main reuslts of this research project are the following.
(1)We proposed a type of lexicographic ordering method to prevent possible convergence of the outer-approximation method to a point x^<**> epsilon^P where P is the set of Pareto optimal solution associated with a minimization of a convex function on P.We are now able to obtain a solution on P without fail by using this new method.
(2)We developed an outer approximation method for a concave cost production-transportation network and demonstrated its efficiency for low rank problems, namely, problems containing relatively few concave cost arcs.
(3)We developed an efficint algorithm for solving low rank concave quadratic programming problems by using Rosen's cutting plane and Tuy's cutting plane method. This method is very efficient and we may be able to obtain an even more efficient method by combining it with a heuristic such as tabusearch approach.
(4)Konno wrote a survey article on low rank global optimization problems, which was published in Joho-Shori.
(5)Completed a monograph entitled "Optimization on Low Rank Nonconvex Structures" to be published from Kluwer Academic Publishers in 1996. This book is based upon about 100 papers published by Konno, Thach, Tuy, Kuno and Yajima in the past 10 years.

  • Research Products

    (18 results)

All Other

All Publications (18 results)

  • [Publications] KONNO,H.and WATANABE.H:"B and Portfolio Oytiwization Sioblew and Their Applicofims to Index Traski" J.of the Operations Research Society of Japan. 39(未定). (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] KONNO,H.and TAKASE,T.: "A Canstrained Least Square Apprcach for Estiwafiuf the Term Structure" Financial Engineering on the Japanese Markefs. 2. 125-138 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] KONNO,H.and TAKASE,T.: "On the De-Facto Cauvex Strudove of a Constrained Ceast Squsre Problem" Financial Engineering and the Japanese Mavhets. 3(未定). (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 今野 浩: "大域的最適化の現状:低ランク非凸型の問題を中心に" 情報処理. 36. 1062-1069 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] YAJIMA.Y.AND KONNO,H.: "An Algoritbu for a Concove Production Cost Network Flow Prcblen" J.of the Operetions Reseorch Society of Japan. 38. 230-239 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] THACH,P.T.: "Diewert-Crcuzeix Conjugation for General Qwasiconvex Duality" J.of Optiwization Theory and Applications. 86. 719-743 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 今野 浩: "理財工学I:平均・分教モデルとその拡張" 日科扱連出版社, 166 (1995)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] KONNO,THACH,TUY: "Optimization on Low Rauh Nouconvex Structure" Kluwer Academic Publishers, 520 (1996)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Kuno, T., Yajima, Y., Konno, H.and Yamamoto, Y.: ""Convex Programs with an Additional Constraint on the product of Several Convex Functions"" European J.of Operational Research. 77. 314-324 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konno, H., Kuno, T.and Yajima, Y.: ""Global Minimization of Generalized Convex Multiplicative Programming Problems"" J.of Global Optimization. 4. 47-62 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konno, H., Yajima, Y.and Ban, A.: ""Calculating a Minimal Sphere Containing a Polytope Defined by a System of Linear Inequalities"" Computational Optimization and Applications. 3. 181-191 (1994)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Yajima, Y.and Konno, H.: ""A Finitely Convergent Outer Approximation Method for Lower Rank Bilinear Programming Problems"" J.of the Operations Resrearch Society of Japan. 38. 230-239 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konno, H.and Takase, T.: ""A Constrained Least Square Approach for Estimating the Term Structure of Interest Rates"" Financial Engineering and the Japanese Markets. 2. 125-138 (1995)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Thach, P.T.and Konno, H.: ""On a Degree and Separability of Nonconvexity and Applications to Optimization Problems"" Mathematical Programming, Series A.

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Thach, P.T., Konno, H.and Yokota, D.: ""A Dual Approach to a Minimization on the Set of Pareto-optimal Solutions"" J.of Optimization Theory and Applications. 88. 350-371 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Thach, P.T.and Konno, H.: ""On D.C.Reprentability of Closed Sets in Reflexive Banach Spaces and Applications in Optimization Problems"" J.of Optimization Theory and Applications. 29 (1997)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konno, H.and Takase, T.: ""On the De-Facto Covex Structure of a Least Square Problem for Estimating the Term Structure of Interest Rates"" Financial Engineering and the Japanese Markets. 3. 75-85 (1996)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Konno, H.: ""Recent Progress in Global Optimization : Low Rank Nonconvex Minimization Problems" (in Japanese)" Joho Shori. 36. 1062-1069 (1995)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 1999-03-16   Modified: 2021-04-07  

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