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2009 Fiscal Year Final Research Report

A challenge to huge scale semidefinite programs-exploiting sparsity, parallel computation and polynomial optimization problems

Research Project

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Project/Area Number 19310096
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Social systems engineering/Safety system
Research InstitutionTokyo Institute of Technology

Principal Investigator

KOJIMA Masakazu  Tokyo Institute of Technology, 大学院・情報理工学研究科, 教授 (90092551)

Co-Investigator(Renkei-kenkyūsha) FUJISAWA Katsuki  中央大学, 理工学部, 准教授 (40303854)
TAKEDA Akiko  慶應義塾大学, 大学院・理工学研究科, 専任講師 (80361799)
NAKATA Kazuhide  東京工業大学, 大学院・社会理工学研究科, 准教授 (00312984)
YAMASHITA Magkoto  東京工業大学, 大学院・情報理工学研究科, 助教 (20386824)
FUKUDA Mituhiro  東京工業大学, グローバルエッジ研究院, 助教 (80334548)
Research Collaborator KIM Sunyoung  Ewha W.University, 数学科, 教授
Project Period (FY) 2007 – 2009
Keywords最適化 / 半正定値計画問題 / 並列計算 / 多項式 / 疎性 / 数理計画
Research Abstract

We studied primal-dual interior-point methods for solving a semidefinite program which is one of the most important optimization problems having lots of applications in various fields of science and engineering, and developed a software package SDPA based on them. SDPA solves larger scale problems in shorter time than the existing software packages. As applications of SDPA, we provided SparsePOP for polynomial optimization problems and SFSDP for large scale sensor network localization problems.

  • Research Products

    (67 results)

All 2010 2009 2008 2007 Other

All Journal Article (32 results) (of which Peer Reviewed: 31 results) Presentation (29 results) Book (1 results) Remarks (4 results) Patent(Industrial Property Rights) (1 results)

  • [Journal Article] Solving polynomial least squares problems via semidefinite programming relaxations2010

    • Author(s)
      S. Kim, M. Kojima
    • Journal Title

      Journal of Global Optimization Vol.46

      Pages: 1-23

    • Peer Reviewed
  • [Journal Article] SDP Relaxations for Quadratic Optimization Problems Derived from Polynomial Optimization Problems2010

    • Author(s)
      M. Mevissen, M. Kojima
    • Journal Title

      Asia-Pacific Journal of Operational Research Vol.27

      Pages: 1-24

    • Peer Reviewed
  • [Journal Article] Semidefinite Programmig from Optimization to Quantum Chemistry2009

    • Author(s)
      M. Fukuda
    • Journal Title

      Tokyo Institute of Technology Chronicle Vol.445

      Pages: 10-12

  • [Journal Article] Exploiting Sparsity in SDP Relaxation for Sensor Network Localization2009

    • Author(s)
      S. Kim, M. Kojima, H. Waki
    • Journal Title

      SIAM Journal of Optimization Vol.20

      Pages: 192-215

    • Peer Reviewed
  • [Journal Article] Recognizing Underlying Sparsity in Optimization2009

    • Author(s)
      S. Kim, M. Kojima, Ph. ~L. ~Toint
    • Journal Title

      Mathematical Programming Vol.119

      Pages: 273-303

    • Peer Reviewed
  • [Journal Article] A Note on Sparse SOS and SDP Relaxations for Polynomial Optimization Problems over Symmetric Cones2009

    • Author(s)
      M. Kojima, M. Muramatsu
    • Journal Title

      Computational Optimization and Applications Vol.42

      Pages: 31-41

    • Peer Reviewed
  • [Journal Article] Approach Based on Conditional Value-at-Risk Measure to Statistical Learning Problems2009

    • Author(s)
      A. Takeda, T. Kanamori
    • Journal Title

      European Journal of Operational Research Vol.198

      Pages: 287-296

    • Peer Reviewed
  • [Journal Article] Generalization Performance of nu-Support Vector Classifier Based on Conditional Value-at-Risk Minimization2009

    • Author(s)
      A. Takeda
    • Journal Title

      Neurocomputing Vol.72

      Pages: 2351-2358

    • Peer Reviewed
  • [Journal Article] On Generalization Performance and non-convex optimization of extended nu-Support Vector Machine2009

    • Author(s)
      A. Takeda, M. Sugiyama
    • Journal Title

      New Generation Computing Vol.27

      Pages: 259-279

    • Peer Reviewed
  • [Journal Article] Invariance under Affine Transformation in Semidefinite Programming Relaxation for Polynomial Optimization Problems2009

    • Author(s)
      H. Waki, M. Muramatsu, M. Kojima
    • Journal Title

      Pacific Journal of Optimization Vol.5

      Pages: 297-312

    • Peer Reviewed
  • [Journal Article] Semidefinite Programming for Optimal Power Flow Problems2008

    • Author(s)
      X. Bai, H. Wei, K. Fujisawa, Y. Wang
    • Journal Title

      The International Journal of Electrical Power & Energy Systems (In Press)

    • Peer Reviewed
  • [Journal Article] Conditional Minimum Volume Ellipsoid with Applications to Subset Selection for MVE Estimator and Multiclass Discrimination2008

    • Author(s)
      J. Gotoh, A. Takeda
    • Journal Title

      Computational Optimization and Applications Vol.41

      Pages: 27-51

    • Peer Reviewed
  • [Journal Article] Sparse Second Order Cone Programming Formulations for Convex Optimization Problems2008

    • Author(s)
      K. Kobayashi, S. Kim, M. Kojima
    • Journal Title

      Journal of the Operations Research Society of Japan Vol.51

      Pages: 241-264

    • Peer Reviewed
  • [Journal Article] Correlative Sparsity in Primal-Dual Interior-Point Methods for LP, SDP and SOCP2008

    • Author(s)
      K. Kobayashi, S. Kim, M. Kojima
    • Journal Title

      Applied Mathematics and Optimization Vol.58

      Pages: 69-88

    • Peer Reviewed
  • [Journal Article] Efficient Evaluation of Polynomials and Their Partial Derivatives in Homotopy Continuation Methods2008

    • Author(s)
      M. Kojima
    • Journal Title

      Journal of the Operations Research Society of Japan Vol.51

      Pages: 29-54

    • Peer Reviewed
  • [Journal Article] Solving partial differential equations via sparse SDP relaxations2008

    • Author(s)
      M. Mevissen, M. Kojima, J. Nie, N. Takayama
    • Journal Title

      Pacific Journal of Optimization Vol.4

      Pages: 213-241

    • Peer Reviewed
  • [Journal Article] Variational calculation of second-order reduced density matrices by strong N-representability conditions and an accurate semidefinite programming solver2008

    • Author(s)
      M. Nakata, B.J. Braams, K. Fujisawa, M. Fukuda, J.K. Percus, M. Yamashita, Z. Zhao
    • Journal Title

      The Journal of Chemical Physics Vol.128

      Pages: 164113

    • Peer Reviewed
  • [Journal Article] 最適化ソフトウェアSDPA2008

    • Author(s)
      中田和秀, 藤澤克樹, 福田光浩, 山下真, 中田真秀, 小林和博
    • Journal Title

      応用数理 Vol.18

      Pages: 2-14

    • Peer Reviewed
  • [Journal Article] 拡散過程の生存確率に対する半正定値計画を用いた数値計算手法2008

    • Author(s)
      鈴木健太郎, 三好直人, 小島政和
    • Journal Title

      Transactions of the Operations Research Society of Japan Vol.51

      Pages: 25-43

    • Peer Reviewed
  • [Journal Article] Adjustable Robust Optimization Models for a Nonlinear Two-Period System2008

    • Author(s)
      A. Takeda, S. Taguchi, R.H. Tutuncu
    • Journal Title

      Journal of Optimization Theory and Applications Vol.136

      Pages: 275-295

    • Peer Reviewed
  • [Journal Article] ν-Support Vector Machine as Conditional Value-at-Risk Minimization2008

    • Author(s)
      A. Takeda, M. Sugiyama
    • Journal Title

      Proceedings of the 25th International Conference on Machine Learning (ICML 2008)

      Pages: 1056-1063

    • Peer Reviewed
  • [Journal Article] Equality Based Contraction of Semidefinite Programming Relaxations in Polynomial Optimization2008

    • Author(s)
      C. Vo, M. Muramatsu, M. Kojima
    • Journal Title

      Journal of the Operations Research Society of Japan Vol.51

      Pages: 111-125

    • Peer Reviewed
  • [Journal Article] SparsePOP : a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems2008

    • Author(s)
      H. Waki, S. Kim, M. Kojima, M. Muramatsu, H. Sugimoto
    • Journal Title

      ACM Transactions on Mathematical Software Vol.35

      Pages: 15

    • Peer Reviewed
  • [Journal Article] SDPA Project : Solving Large-scale Semidefinite Programs2007

    • Author(s)
      K. Fujisawa, K. Nakata, M. Yamashita, M. Fukuda
    • Journal Title

      Journal of the Operations Research Society of Japan Vol.50

      Pages: 278-298

    • Peer Reviewed
  • [Journal Article] Large-scale semidefinite programs in electronic structure calculation2007

    • Author(s)
      M. Fukuda, B. Braams, M. Nakata, M. Overton, J. Percus, M. Yamashita, Z. Zhao
    • Journal Title

      Mathematical Programming B Vol.109

      Pages: 553-580

    • Peer Reviewed
  • [Journal Article] A Conversion of an SDP Having Free Variables into the Standard Form SDP2007

    • Author(s)
      K. Kobayashi, K. Nakata, M. Kojima
    • Journal Title

      Optimization and Applications Vol.36

      Pages: 289-307

    • Peer Reviewed
  • [Journal Article] SemiDefinite Programming: Formulations and Primal-Dual Interior-Point Methods, in Reduced-Density-Matrix Mechanics with Applications to Many-Electron Atoms and Moecules2007

    • Author(s)
      M. Fukuda, M. Nakata, M. Yamashita
    • Journal Title

      edited by D.A. Mazziotti, John Wiley & Sons, Inc.

      Pages: 103-118

    • Peer Reviewed
  • [Journal Article] An Extension of Sums of Squares Relaxations to Polynomial Optimization Problems over Symmetric Cones2007

    • Author(s)
      M. Kojima, M. Muramatsu
    • Journal Title

      Mathematical Programming Vol.110

      Pages: 315-336

    • Peer Reviewed
  • [Journal Article] Dynamic Enumeration of All Mixed Cells2007

    • Author(s)
      T. Mizutani, A. Takeda, M. Kojima
    • Journal Title

      Discrete and Computational Geometry Vol.37(3)

      Pages: 351-367

    • Peer Reviewed
  • [Journal Article] Parallel Solver for Semidefinite Programming2007

    • Author(s)
      M. Yamashita, K. Fujisawa, K. Nakata
    • Journal Title

      International Journal of LOGISTICS and SCM Systems Vol.2

    • Peer Reviewed
  • [Journal Article] A Numerical Algorithm for Block-Diagonal Decomposition of Matrix *-Algebras, Part I: Proposed Approach and Application to Semidefinite Programming

    • Author(s)
      K. Murota, Y. Kanno, M. Kojima, S. Kojima
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics (掲載決定)

    • Peer Reviewed
  • [Journal Article] A Relaxation Algorithm with a Probabilistic Guarantee for Robust Deviation Optimization

    • Author(s)
      A. Takeda, S. Taguchi
    • Journal Title

      Computational Optimization and Applications (掲載決定)

    • Peer Reviewed
  • [Presentation] New Technologies in the SDPA Project2009

    • Author(s)
      K. Fujisawa
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      20090823-20090828
  • [Presentation] Parallel Software for SemiDeinfite Programming with Sparse Schur Complement Matrix2009

    • Author(s)
      K. Fujisawa, M. Fukuda, Y. Futakata, K. Kobayashi, M. Kojima, K. Nakata, M. Nakata
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      20090823-20090828
  • [Presentation] Exploiting Sparsity in SDP Relaxation for Sensor Network Localization2009

    • Author(s)
      S. Kim, M. Kojima
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      20090823-20090828
  • [Presentation] Reduction of SDP Relaxations for Polynomial Optimization Problems2009

    • Author(s)
      M. Mevissen, M. Kojima
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      20090823-20090828
  • [Presentation] Non-convex Optimization of Extended nu-Support Vector Machine2009

    • Author(s)
      A. Takeda, M. Sugiyama
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      20090823-20090828
  • [Presentation] Parallel Software for Semidefinite Programming with Sparse Schur complement Matrix2009

    • Author(s)
      M. Yamashita, K. Fujisawa, M. Fukuda, Y. Futakata, K. Kobayashi, M. Kojima, K. Nakata, M. Nakata
    • Organizer
      The 20th International Symposium of Mathematical Programming (ISMP)
    • Place of Presentation
      Chicago, IL, USA
    • Year and Date
      20090823-20090828
  • [Presentation] Global Optimization Using Semidefinite Programming Relaxation2009

    • Author(s)
      M. Kojima
    • Organizer
      Nonlinear Analysis and Convex Analysis
    • Place of Presentation
      Tokyo Institute of Technology, Tokyo
    • Year and Date
      20090327-20090331
  • [Presentation] 数理最適化から機械学習へのアプローチ2009

    • Author(s)
      武田朗子
    • Organizer
      第3回NECデータマイニングセミナー
    • Place of Presentation
      NEC知的資産R&Dユニット中央研究所, 神奈川県川崎市
    • Year and Date
      2009-05-18
  • [Presentation] 機械学習で使われる最適化手法の紹介2009

    • Author(s)
      武田朗子
    • Organizer
      日本オペレーションズ・リサーチ学会春季研究発表会
    • Place of Presentation
      筑波大学, 茨城県つくば市
    • Year and Date
      2009-03-18
  • [Presentation] Exploiting Sparsity in Matrix Inequality and Its Application to Polynomial SDP2008

    • Author(s)
      M. Kojima
    • Organizer
      Workshop of Computational Polynomial Optimization and Multilinear Algebra
    • Place of Presentation
      The Hong Kong Polytechnic University
    • Year and Date
      20081222-20081223
  • [Presentation] SDPA: Leading-edge Software for SDP2008

    • Author(s)
      M. Yamashita, M. Fukuda, M. Kojima, K. Nakata, K. Fujisawa, K. Kobayashi, M. Nakata
    • Organizer
      Informs Annual Meeting 2008
    • Place of Presentation
      Marriott Wardman Park Hotel, Washington DC, USA
    • Year and Date
      20081012-20081015
  • [Presentation] Conversion Methods for Large Scale SDPs to Exploit Their Structured Sparsity2008

    • Author(s)
      M. Kojima
    • Organizer
      The 4th Sino-Japanese Optimization Meeting, National Center for Theoretical Sciences
    • Place of Presentation
      National Cheng-Kung University, Tainan, Taiwan
    • Year and Date
      20080827-20080831
  • [Presentation] SDPA Project and New Features of SDPA72008

    • Author(s)
      K. Fujisawa, M. Kojima, M. Fukuda, K. Nakata, M. Yamashita, M. Nakata, K. Goto
    • Organizer
      The 4th Sino-Japanese Optimization Meeting, National Center for Theoretical Sciences
    • Place of Presentation
      National Cheng-Kung University, Tainan, Taiwan
    • Year and Date
      20080827-20080831
  • [Presentation] Statistical Learning Models Based on Conditional Value-at-risk2008

    • Author(s)
      A. Takeda
    • Organizer
      The 4th Sino-Japanese Optimization Meeting, National Center for Theoretical Sciences
    • Place of Presentation
      National Cheng-Kung University, Tainan, Taiwan
    • Year and Date
      20080827-20080831
  • [Presentation] Large-Scale Semidefinite Programming Applications in Theoretical Chemistry and Data Assimilation2008

    • Author(s)
      M. Fukuda
    • Organizer
      VII Brazilian Workshop on Continuous Optimization
    • Place of Presentation
      State University of Campinas, Campinas, Brazil
    • Year and Date
      20080728-20070731
  • [Presentation] The SDPA Project: Solving Large-Scale Semidefinite Programs2008

    • Author(s)
      K. Fujisawa
    • Organizer
      SIAM Conference on Optimization (OP08)
    • Place of Presentation
      Boston, MA, USA
    • Year and Date
      20080510-20080513
  • [Presentation] Elimination of Free Variables for Solving Linear Optimization Problems Efficiently2008

    • Author(s)
      M. Kojima, S. Kim, H. Waki
    • Organizer
      SIAM Conference on Optimization
    • Place of Presentation
      Boston
    • Year and Date
      20080510-20080513
  • [Presentation] Modified Algorithm for Nonconvex Support Vector Classification2008

    • Author(s)
      A. Takeda
    • Organizer
      Artificial Intelligence and Applications (AIA 2008)
    • Place of Presentation
      Congress Innsbruck (Innsbruck, Austria)
    • Year and Date
      20080200
  • [Presentation] Conversion Methods for Large Scale SDPs and Their Applications to Polynomial Optimization Problems2008

    • Author(s)
      M. Kojima
    • Organizer
      Workshop: Advances in Mathematical Modeling and Computational Algorithms in Information Processing
    • Place of Presentation
      The Institute of Statistical Mathematics, Tokyo
    • Year and Date
      2008-11-01
  • [Presentation] Statistical Learning Models Based on Conditional Value-at-risk2008

    • Author(s)
      A. Takeda
    • Organizer
      The 25th International Conference on Machine Learning (ICML 2008)
    • Place of Presentation
      University of Helsinki, Helsinki, Finland
    • Year and Date
      2008-07-06
  • [Presentation] Conversion Methods for Large Scale SDPs to Exploit Their Structured Sparsity2008

    • Author(s)
      M. Kojima
    • Organizer
      The MIT Computation for Design and Optimization Program Distinguished Speaker Series
    • Place of Presentation
      Massachusetts Institute of Technology
    • Year and Date
      2008-05-14
  • [Presentation] Exploiting Sparsity in Polynomial Optimization Problems, Nonconvex Programming: Local and Global Approaches2007

    • Author(s)
      M. Kojima
    • Organizer
      Theory, Algorithms and Applications
    • Place of Presentation
      National Institute for Applied Sciences, Rouen, France
    • Year and Date
      20071217-20071221
  • [Presentation] Computational Time Estimation of SDP2007

    • Author(s)
      M. Yamashita
    • Organizer
      Solvers Informs Annual Meeting 2007
    • Place of Presentation
      Washington Convention Center, Seattle, USA
    • Year and Date
      20071104-20071107
  • [Presentation] New Features of SDPA (semidefinite programming algorithm)2007

    • Author(s)
      K. Nakata, K. Fujisawa, M. Fukuda, K. Kobayashi, M. Kojima, M. Nakata, M. Yamashita
    • Organizer
      INFORMS Annual Meeting
    • Place of Presentation
      Seattle
    • Year and Date
      20071100
  • [Presentation] ロバスト最適化問題への確率的アプローチ2007

    • Author(s)
      武田朗子
    • Organizer
      第19回RAMPシンポジウム(RAMP2007)
    • Place of Presentation
      長崎ブリックホール国際会議場
    • Year and Date
      20071025-20071026
  • [Presentation] Application of Conditional Value-at-Risk to Statistical Learning Problems2007

    • Author(s)
      A. Takeda
    • Organizer
      ICCOPT-II (the Second Mathematical Programming Society International Conference on Continuous Optimization)
    • Place of Presentation
      McMaster University (Hamilton, Canada)
    • Year and Date
      20070800
  • [Presentation] SDPA Project : Solving Large-scale Semide nite Programs, Workshop on Advances in Optimization2007

    • Author(s)
      K. Fujisawa, M. Kojima, K. Nakata, M. Fukuda, M. Yamashita, M. Nakata
    • Organizer
      Workshop on Advances in Optimization
    • Place of Presentation
      Tokyo Institute of Technology, Japan
    • Year and Date
      20070419-20070421
  • [Presentation] Polyhedral Homotopy Methods vs Semidefinite Programming Relaxations for Problems Involving Polynomials2007

    • Author(s)
      M. Kojima
    • Organizer
      Workshop on Advances in Optimization
    • Place of Presentation
      Tokyo Institute of Technology, Japan
    • Year and Date
      20070419-20070421
  • [Presentation] Support Vector Machine Based on Conditional Value-at-Risk Minimization2007

    • Author(s)
      A. Takeda
    • Organizer
      Workshop on Advances in Optimization
    • Place of Presentation
      Tokyo Institute of Technology, Japan
    • Year and Date
      20070419-20070421
  • [Book] 応用に役立つ50の最適化問題

    • Author(s)
      藤澤克樹, 梅谷俊治
    • Publisher
      朝倉書店
  • [Remarks] ソフトウェアSDPAホームページ

    • URL

      http://sdpa.indsys.chuo-u.ac.jp/sdpa/

  • [Remarks] ソフトウェアSparsePOPホームページ

    • URL

      http://www.is.titech.ac.jp/~kojima/SparsePOP/SparsePOP.html

  • [Remarks] ソフトウェアSFSDPホームページ

    • URL

      http://www.is.titech.ac.jp/~kojima/SFSDP122/SFSDP.html

  • [Remarks] ソフトウェアSparseCoLOホームページ

    • URL

      http://www.is.titech.ac.jp/~kojima/SparseCoLO/SparseCoLO.htm

  • [Patent(Industrial Property Rights)] 充足可能列挙システム

    • Inventor(s)
      小島政和, 宇野毅明, 秋葉博
    • Industrial Property Rights Holder
      (株)アライドエンジニアリング,国立大学法人東京工業大学,(株)マツダ
    • Industrial Property Number
      特許4298333

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Published: 2011-06-18   Modified: 2016-04-21  

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