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2012 Fiscal Year Final Research Report

Implementations of the quasi-Newton method with positive definite matrix completion

Research Project

  • PDF
Project/Area Number 20560056
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Engineering fundamentals
Research InstitutionKyoto University

Principal Investigator

YAMASHITA Nobuo  京都大学, 大学院・情報研究科, 准教授 (30293898)

Project Period (FY) 2008 – 2012
Keywords数理工学 / 数理最適化
Research Abstract

We showed theoretical and numerical properties of the quasi-Newton method with positive definite matrix completion (MCQN) for the unconstrained minimization problem. Taking into account of the properties, we proposed a hybrid method MCQN and implement it for practical use.

  • Research Products

    (11 results)

All 2012 2011 2010 Other

All Journal Article (6 results) (of which Peer Reviewed: 6 results) Presentation (3 results) Remarks (2 results)

  • [Journal Article] Global Complexity Bound Analysis of the Levenberg-Marquardt Method for Monsmooth Equations and its Application to the Monlinear Complementarity Problem2012

    • Author(s)
      Kenji Ueda and Nobuo Yamashita
    • Journal Title

      Journal of Optimaztion Theory and Application

      Volume: Vol152 Pages: 450-467

    • Peer Reviewed
  • [Journal Article] Convergence Analysis of Sparse Quasi-Newton Updates with Positive Definite Matrix Completion for Two -Dimensional Functions2011

    • Author(s)
      Y. -H.Dai and N.Yamashita
    • Journal Title

      Numerical Analysis, Control and Opt imization

      Volume: Vol. 1 Pages: 61-69

    • Peer Reviewed
  • [Journal Article] A Derivative Free Trust Region Algorithm for Unconstained Optimization with Controlled Error2011

    • Author(s)
      J. Takaki and N. Yamashita
    • Journal Title

      Numerical Analysis, Control and Optimization

      Volume: Vol. 1 Pages: 117-145

    • Peer Reviewed
  • [Journal Article] Convergence Properties of the Regularized Newton Method for the Unconstrained Nonconvex Optimization2010

    • Author(s)
      K. Ueda and N. Ya mashita
    • Journal Title

      Applied Mathematics & Optimization

      Volume: Vol. 62 Pages: 27-46

    • Peer Reviewed
  • [Journal Article] On a Global Complexity Bound of the Levenberg Marquardt Method2010

    • Author(s)
      K. Ueda and N. Yamashita
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: Vol.147 Pages: 443-453

    • Peer Reviewed
  • [Journal Article] New Local Search Methods for Improving the lagragian Relaxation Based Unit Commitment Solution2010

    • Author(s)
      T.Seki, N. Yamashita K. Kawamoto
    • Journal Title

      IEEE transaction on Power System

      Volume: Vol25 Pages: 272-283

    • Peer Reviewed
  • [Presentation] An Inexact Coordinate Descent Method for the Weighted L1-regularized Convex Optimization Problem2012

    • Author(s)
      Xiaqin Hua and Nobuo Yamashita
    • Organizer
      The 5th International Conference on Optimization and Control with Applications
    • Place of Presentation
      Beijing, China
    • Year and Date
      20120000
  • [Presentation] リプシッツ連続性に基づく勾配法,ニュートン型手法の計算量解析2011

    • Author(s)
      山下信雄 ,上田健詞
    • Organizer
      RAMPシンポジウム
    • Place of Presentation
      関西大学
    • Year and Date
      20110000
  • [Presentation] 大規模凸計画に対する勾配法2011

    • Author(s)
      山下信雄
    • Organizer
      情報論的学習理論(ISBIS)ワークショップ
    • Place of Presentation
      奈良女子大学
    • Year and Date
      20110000
  • [Remarks]

    • URL

      http://www-optima.amp.i.kyoto-u.ac.jp/ nobuo/MLBFGS/MLBFGS.html

  • [Remarks] LBFGS法とMCQN法のハイブリッド法のMATLABコード

URL: 

Published: 2014-08-29  

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