2011 Fiscal Year Final Research Report
Optimization Theory and Computational Methods in Measure Spaces with Applications
| Project/Area Number |
20540147
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | The Institute of Statistical Mathematics |
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Principal Investigator |
ITO Satoshi 統計数理研究所, 数理・推論研究系, 教授 (50232442)
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| Project Period (FY) |
2008 – 2011
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| Keywords | 無限計画 / 半無限計画 / 切除平面法 / 容量問題 / モーメント問題 / 確率分布の推定 / 通信路容量 / ロバスト最適化 |
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| Research Abstract |
The purpose of this research is the development of theory and computational methods of estimation of probabilistic or non-probabilistic distributions based on optimization in measure spaces with practical applications to statistical science, control engineering or information theory. The bilateral cutting plane method was developed as an efficient algorithmic framework for linear or convex quadratic programming in measure spaces. We have concentrated on the theory for general nonlinear convex programming in the latter half, and applied it to the problem of communication channel capacity in information theory.
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