• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

2022 Fiscal Year Research-status Report

Solving ill-posed conic optimization problems

Research Project

Project/Area Number 19K20217
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

ロウレンソ ブルノ・フィゲラ  統計数理研究所, 数理・推論研究系, 准教授 (80778720)

Project Period (FY) 2019-04-01 – 2024-03-31
Keywordserror bounds / amenable cones / facial residual function / hyperbolicity cones / self-duality / automorphism group
Outline of Annual Research Achievements

(a) We completed several preprints on the following topics: geometry of hyperbolicity cones, error bounds for power cones and self-duality of polyhedral cones. Among our results, we were able to show that all hyperbolicity cones are amenable and we also investigated their automorphism group under certain conditions. For power cones, we completely determined their error bounds and automorphisms. Finally, we showed that self-duality for a polyhedral cone can be completely detected through the positive semidefiniteness of one of its slack matrices and we showed a surprising connection between slack matrices of irreducible self-dual polyhedral cones and extreme rays of doubly nonnegative matrices.
(b) Following the revision of papers that were in peer-review in the previous fiscal year, several of those papers were finally accepted at important journals in optimization and neighbouring areas. This includes papers in SIAM Journal on Optimization, SIAM Journal on Applied Algebra and Geometry, SIAM Journal on Matrix Analysis, Mathematical Programming and Foundations of Computational Mathematics.
(c) We presented our results in workshops and conferences both online and in-person. There were also research visits to collaborators in Australia and Brazil.

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

Several preprints were completed and several papers were accepted at important journals in optimization and neighbouring areas.

Strategy for Future Research Activity

(a) We will explore the computation of error bounds for other families of conic feasibility problems not yet covered by our past results.
(b) Explore further applications of error bounds in convergence analysis of algorithms.
(c) We will continue the investigation of geometric aspects of convex cones.
(d) Present our findings at conferences and visit research collaborators for in-depth discussions.

Causes of Carryover

Although the pandemic situation considerably improved in comparison with the previous fiscal years, travelling was still not easy and some of our research meetings got postponed. For the next fiscal year, we plan to use the remaining budget to visit research collaborators in order to advance the topics of this project.

  • Research Products

    (17 results)

All 2023 2022 Other

All Int'l Joint Research (5 results) Journal Article (9 results) (of which Int'l Joint Research: 5 results,  Peer Reviewed: 9 results,  Open Access: 4 results) Presentation (3 results) (of which Int'l Joint Research: 1 results,  Invited: 1 results)

  • [Int'l Joint Research] Curtin University/UNSW/Monash University(オーストラリア)

    • Country Name
      AUSTRALIA
    • Counterpart Institution
      Curtin University/UNSW/Monash University
  • [Int'l Joint Research] University of Sao Paulo/State University of Campinas(ブラジル)

    • Country Name
      BRAZIL
    • Counterpart Institution
      University of Sao Paulo/State University of Campinas
  • [Int'l Joint Research] Hong Kong Polytechnic University(中国)

    • Country Name
      CHINA
    • Counterpart Institution
      Hong Kong Polytechnic University
  • [Int'l Joint Research] University of Coimbra(ポルトガル)

    • Country Name
      PORTUGAL
    • Counterpart Institution
      University of Coimbra
  • [Int'l Joint Research] UNC at Chapel Hill(米国)

    • Country Name
      U.S.A.
    • Counterpart Institution
      UNC at Chapel Hill
  • [Journal Article] Hyperbolicity cones are amenable2023

    • Author(s)
      Lourenco Bruno F.、Roshchina Vera、Saunderson James
    • Journal Title

      Mathematical Programming

      Volume: - Pages: -

    • DOI

      10.1007/s10107-023-01958-0

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Automorphisms of Rank-One Generated Hyperbolicity Cones and Their Derivative Relaxations2023

    • Author(s)
      Ito Masaru、Lourenco Bruno F.
    • Journal Title

      SIAM Journal on Applied Algebra and Geometry

      Volume: 7 Pages: 236~263

    • DOI

      10.1137/22M1513964

    • Peer Reviewed
  • [Journal Article] Random projections of linear and semidefinite problems with linear inequalities2023

    • Author(s)
      Poirion Pierre-Louis、Lourenco Bruno F.、Takeda Akiko
    • Journal Title

      Linear Algebra and its Applications

      Volume: 664 Pages: 24~60

    • DOI

      10.1016/j.laa.2023.01.013

    • Peer Reviewed
  • [Journal Article] Self-dual polyhedral cones and their slack matrices2023

    • Author(s)
      Gouveia Joao、Lourenco Bruno F.
    • Journal Title

      SIAM Journal on Matrix Analysis (accepted)

      Volume: - Pages: -

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Convergence Analysis under Consistent Error Bounds2022

    • Author(s)
      Liu Tianxiang、Lourenco Bruno F.
    • Journal Title

      Foundations of Computational Mathematics

      Volume: - Pages: -

    • DOI

      10.1007/s10208-022-09586-4

    • Peer Reviewed
  • [Journal Article] Amenable Cones Are Particularly Nice2022

    • Author(s)
      Lourenco Bruno F.、Roshchina Vera、Saunderson James
    • Journal Title

      SIAM Journal on Optimization

      Volume: 32 Pages: 2347~2375

    • DOI

      10.1137/20M138466X

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Error bounds, facial residual functions and applications to the exponential cone2022

    • Author(s)
      Lindstrom Scott B.、Lourenco Bruno F.、Pong Ting Kei
    • Journal Title

      Mathematical Programming

      Volume: - Pages: -

    • DOI

      10.1007/s10107-022-01883-8

    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] A simplified treatment of Ramana’s exact dual for semidefinite programming2022

    • Author(s)
      Lourenco Bruno F.、Pataki Gabor
    • Journal Title

      Optimization Letters

      Volume: 17 Pages: 219~243

    • DOI

      10.1007/s11590-022-01898-2

    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms2022

    • Author(s)
      Tsuchiya Takashi、Lourenco Bruno F.、Muramatsu Masakazu、Okuno Takayuki
    • Journal Title

      Mathematical Programming

      Volume: - Pages: -

    • DOI

      10.1007/s10107-022-01891-8

    • Peer Reviewed / Open Access
  • [Presentation] 自己双対多面錐のスラック行列について2022

    • Author(s)
      Lourenco Bruno F.
    • Organizer
      数理最適化:モデル,理論,アルゴリズ
  • [Presentation] Koans of Cones: self-dual polyhedra2022

    • Author(s)
      Lourenco Bruno F.
    • Organizer
      Matrix workshop on Convexity, Geometry and Computation
    • Int'l Joint Research / Invited
  • [Presentation] 双曲錐の自己同型群について2022

    • Author(s)
      Lourenco Bruno F.
    • Organizer
      最適化:モデリングとアルゴリズム

URL: 

Published: 2023-12-25  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi