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2012 Fiscal Year Final Research Report

Study on numerical methods for optimization problems in social system and their implementation

Research Project

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Project/Area Number 21510164
Research Category

Grant-in-Aid for Scientific Research (C)

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

Principal Investigator

YABE Hiroshi  東京理科大学, 理学部, 教授 (90158056)

Co-Investigator(Kenkyū-buntansha) OGASAWARA Hideho  東京理科大学, 理学部, 准教授 (00231217)
NARUSHIMA Yasushi  横浜国立大学, 経営学部, 准教授 (70453842)
Research Collaborator KATO Atsushi  
KIMURA Saeko  
KOBAYASHI Hiroshi  
KOBAYASHI Michiya  
SUGASAWA Kiyohisa  
SUGIKI Kaori  
NAKAMURA Wataru  
MURAI Kyoko  
YANAGIDA Kento  
LU Peixun  
WAKAMATSU Takehiko  
Project Period (FY) 2009 – 2012
Keywords最適化理論 / 非線形最適化 / 無制約最小化 / 制約付き最小化 / アルゴリズム
Research Abstract

We proposed new conjugate gradient methods and three-term conjugate gradient methods for unconstrained minimization problems. We also proposed a new sequential quadratically constrained quadratic programming method and a primal-dual interior point method for nonlinear semidefinite programming problems. Furthermore, we studied new methods for second-order cone complementarity problems. Convergence properties of the proposed methods were analyzed and their numerical performance was investigated

  • Research Products

    (41 results)

All 2013 2012 2011 2010 2009

All Journal Article (17 results) (of which Peer Reviewed: 16 results) Presentation (24 results)

  • [Journal Article] A smoothing conjugate gradient method for solving systems of nonsmooth equations2013

    • Author(s)
      Y. Narushima
    • Journal Title

      Applied Mathematics and Computation

      Volume: 219 Pages: 8646-8655

    • DOI

      DOI:10.1016/j.amc.2013.02.060

    • Peer Reviewed
  • [Journal Article] A Jacobian smoothing Newton method for second-order cone complementarity problems2013

    • Author(s)
      村井京子、小笠原英穂
    • Journal Title

      統計数理研究所共同研究リポート

      Volume: 306 Pages: 41-55

  • [Journal Article] 大規模無制約最適化問題に対する非線形共役勾配法の最近の研究動向2012

    • Author(s)
      成島康史
    • Journal Title

      日本応用数理学会

      Volume: 22 Pages: 27-39

    • Peer Reviewed
  • [Journal Article] Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming2012

    • Author(s)
      H. Yamashita and H. Yabe
    • Journal Title

      Mathematical Programming

      Volume: 132 Pages: 1-30

    • DOI

      DOI:10.1007/s10107-010-0354-x

    • Peer Reviewed
  • [Journal Article] Globally convergent three-term conjugate gradient methods that use secant conditions and generate descent search directions for unconstrained optimization2012

    • Author(s)
      K. Sugiki, Y. Narushima and H. Yabe
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: 153 Pages: 733-757

    • DOI

      DOI:10.1007/s10957-011-9960-x

    • Peer Reviewed
  • [Journal Article] Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming2012

    • Author(s)
      A. Kato, Y. Narushima and H. Yabe
    • Journal Title

      Pacific Journal of Optimization

      Volume: 8 Pages: 609-629

    • Peer Reviewed
  • [Journal Article] Conjugate gradient methods using value of objective function for unconstrained optimization2012

    • Author(s)
      H. Iiduka and Y. Narushima
    • Journal Title

      Optimization Letters

      Volume: 6 Pages: 941-955

    • DOI

      DOI:10.1007/s11590-011-0324-0

    • Peer Reviewed
  • [Journal Article] The Jacobian consistency of a smoothedFischer-Burmeister function associated with second-order cones2012

    • Author(s)
      H. Ogasawara and Y. Narushima
    • Journal Title

      Journal of Mathematical Analysis and Applications

      Volume: 394 Pages: 231-247

    • DOI

      DOI:10.1016/j.jmaa.2012.04.050

    • Peer Reviewed
  • [Journal Article] 不定値カーネルを伴うサポートベクターマシンに対するカーネル最適化2012

    • Author(s)
      木村彩英子、 矢部博
    • Journal Title

      日本オペレーションズ・リサーチ学会和文論文誌

      Volume: 55 Pages: 110-131

    • URL

      http://www.orsj.or.jp/~archive/pdf/j_mag/Vol.55_J_110.pdf

    • Peer Reviewed
  • [Journal Article] A primal-dual interior point method for nonlinear semidefinite programming2012

    • Author(s)
      H. Yamashita, H. Yabe and K. Harada
    • Journal Title

      Mathematical Programming

      Volume: 135 Pages: 89-121

    • DOI

      DOI:10.1007/s10107-011-0449-z

    • Peer Reviewed
  • [Journal Article] Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization2012

    • Author(s)
      Y. Narushima and H. Yabe
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 236 Pages: 4303-4317

    • DOI

      DOI:10.1016/j.cam.2012.01.036

    • Peer Reviewed
  • [Journal Article] A three-term conjugate gradient method with sufficient descent property for unconstrained optimization2011

    • Author(s)
      Y. Narushima, H. Yabe and J. A. Ford
    • Journal Title

      SIAM Journal on Optimization

      Volume: 21 Pages: 212-230

    • URL

      http://www .siam.org/journals/siopt/21-1/74357.html

    • Peer Reviewed
  • [Journal Article] Symmetric rank-one method based on some modified secant conditions for unconstrained optimization2011

    • Author(s)
      Y. Narushima
    • Journal Title

      SUT Journal of Mathematics

      Volume: 47 Pages: 25-43

    • Peer Reviewed
  • [Journal Article] A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems2011

    • Author(s)
      Y. Narushima, N. Sagara and H. Ogasawara
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: 149 Pages: 79-101

    • DOI

      DOI:10.1007/s10957-010-9776-0

    • Peer Reviewed
  • [Journal Article] Nonlinear conjugate gradient methods with structured secant condition for nonlinear least squares problems2010

    • Author(s)
      M. Kobayashi, Y. Narushima and H. Yabe
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 234 Pages: 375-397

    • DOI

      DOI:10.1016/j.cam.2009.12031

    • Peer Reviewed
  • [Journal Article] Extended Barzilai-Borwein method for unconstrained minimization problems2010

    • Author(s)
      Y. Narushima, T. W akamatsu and H. Yabe
    • Journal Title

      Pacific Journal of Optimization

      Volume: 6 Pages: 591-613

    • Peer Reviewed
  • [Journal Article] Convergence properties of a new smoothing Newton method for second-order cone complementarity problems2010

    • Author(s)
      H. Ogasawara, Y. Narushima and N. Sagara
    • Journal Title

      Proceedings of the 6th International Conference on Nonlinear Analysis and Convex Analysis

      Pages: 269-280

    • Peer Reviewed
  • [Presentation] 無制約最小化問題に対する修正対称ランクワン公式を用いた準ニュートン法2013

    • Author(s)
      柳田健人
    • Organizer
      研究集会「最適化:モデリングとアルゴリズム」
    • Place of Presentation
      統計数理研究所
    • Year and Date
      2013-03-12
  • [Presentation] セカント条件に基づいた常に降下方向を生成する3項共役勾配法2013

    • Author(s)
      小林宏
    • Organizer
      日本OR学会
    • Place of Presentation
      東京大学本郷キャンパス
    • Year and Date
      2013-03-05
  • [Presentation] 2 次錐箱型制約付き変分不等式問題に対する平滑正則化 Newton 法2013

    • Author(s)
      盧培洵
    • Organizer
      日本OR学会
    • Place of Presentation
      東京大学本郷キャンパス
    • Year and Date
      2013-03-05
  • [Presentation] 二次錐相補性問題に対する数値解法について2012

    • Author(s)
      成島康史
    • Organizer
      平成 24 年度 文部科学省 数学・数理科学と諸科学・産業との連携研究ワークショップ「離散構造と最適化:展開と連携」
    • Place of Presentation
      九州大学伊都キャンパス
    • Year and Date
      2012-11-30
  • [Presentation] 非凸最適化問題に対するスペクトラルスケーリング付き準ニュートン法について2012

    • Author(s)
      菅澤清久
    • Organizer
      日本OR学会
    • Place of Presentation
      ウインクあいち
    • Year and Date
      2012-09-13
  • [Presentation] An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming2012

    • Author(s)
      加藤惇志
    • Organizer
      21th International Symposium on Mathematical Programming
    • Place of Presentation
      Berlin, Germany
    • Year and Date
      2012-08-21
  • [Presentation] 無制約最適化問題に対して降下方向を生成する非線形共役勾配法の大域的収束性2012

    • Author(s)
      矢部博
    • Organizer
      第41回数値解析シンポジウム
    • Place of Presentation
      伊香保温泉
    • Year and Date
      2012-06-08
  • [Presentation] 二次錐相補性問題に対する Fischer-Burmeister 関数に基づいた平滑化 Newton 法2012

    • Author(s)
      成島康史
    • Organizer
      第41回数値解析シンポジウム
    • Place of Presentation
      伊香保温泉
    • Year and Date
      2012-06-08
  • [Presentation] 自動的に降下方向を生成する非線形共役勾配法について2012

    • Author(s)
      中村渉
    • Organizer
      日本OR学会
    • Place of Presentation
      防衛大学校
    • Year and Date
      2012-03-28
  • [Presentation] A Jacobian smoothing Newton method for second-order cone complementarity problems2012

    • Author(s)
      村井京子
    • Organizer
      研究集会「最適化:モデリングとアルゴリズム
    • Place of Presentation
      政策研究大学院大学
    • Year and Date
      2012-03-15
  • [Presentation] An interior point method with a primal-dual merit function for nonlinear semidefinite programming2012

    • Author(s)
      加藤惇志
    • Organizer
      Informs Optimization Society 4th Meeting, Optimization and Analytics: New Frontiers of Theory and Practice
    • Place of Presentation
      Miami, Florida, USA
    • Year and Date
      2012-02-25
  • [Presentation] Global and superlinear convergence of inexact sequential quadratically constrained quadratic programming method for convex programming2011

    • Author(s)
      加藤惇志
    • Organizer
      The 5th Sino-Japan Optimization Meeting
    • Place of Presentation
      Beijing, China
    • Year and Date
      2011-09-28
  • [Presentation] Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization2011

    • Author(s)
      矢部博
    • Organizer
      The 5th Sino-Japan Optimization Meeting
    • Place of Presentation
      Beijing, China
    • Year and Date
      2011-09-28
  • [Presentation] A smoothing conjugate gradient method for solving nonsmooth systems of equations2011

    • Author(s)
      成島康史
    • Organizer
      The 5th Sino-Japan Optimization Meeting
    • Place of Presentation
      Beijing, China
    • Year and Date
      2011-09-27
  • [Presentation] 二次錐相補性問題に対するパラメータの調整を組み込んだ平滑化 Newton 法について2011

    • Author(s)
      成島康史
    • Organizer
      日本OR学会
    • Place of Presentation
      甲南大学
    • Year and Date
      2011-09-16
  • [Presentation] 無制約最適化問題に対するセカント条件に基づいた降下条件を保証する非線形共役勾配法2011

    • Author(s)
      成島康史
    • Organizer
      研究集会「最適化手法の深化と広がり」
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2011-07-22
  • [Presentation] セカント条件に基づいた降下方向を生成する非線形共役勾配法の大域的収束性について2011

    • Author(s)
      矢部博
    • Organizer
      第40回数値解析シンポジウム
    • Place of Presentation
      鳥羽シーサイドホテル
    • Year and Date
      2011-06-20
  • [Presentation] Convergence properties of inexact sequential quadratically constrained quadratic programming method for convex programming2010

    • Author(s)
      加藤惇志
    • Organizer
      The 8th International Conference on Optimization: Techniques and Applications
    • Place of Presentation
      Shanghai, China
    • Year and Date
      2010-12-12
  • [Presentation] 微分不可な方程式系に対する行列を使用しない数値解法について2010

    • Author(s)
      成島康史
    • Organizer
      研究集会「科学技術計算アルゴリズムの数理的基盤と展開」
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2010-10-19
  • [Presentation] 非線形最適化問題に対する部分問題を非厳密に解く逐次2次制約2次計画法2010

    • Author(s)
      加藤惇志
    • Organizer
      日本OR学会
    • Place of Presentation
      首都大学東京
    • Year and Date
      2010-03-05
  • [Presentation] 2 次錐相補性問題に対する平滑化 Fischer-Burmeister 関数のヤコビ行列の適合性について2009

    • Author(s)
      成島康史
    • Organizer
      日本数学会
    • Place of Presentation
      大阪大学
    • Year and Date
      2009-09-27
  • [Presentation] Some properties of a smoothing function based on the Fischer-Burmeister function for SOCCP2009

    • Author(s)
      成島康史
    • Organizer
      20th International Symposium on Mathematical Programming
    • Place of Presentation
      Chicago, USA
    • Year and Date
      2009-08-26
  • [Presentation] 無制約最適化問題に対するセカント条件に基づいた3項共役勾配法2009

    • Author(s)
      矢部博
    • Organizer
      第38回数値解析シンポジウム
    • Place of Presentation
      熱川ハイツ
    • Year and Date
      2009-06-17
  • [Presentation] 2 次錐相補性問題に対する平滑化 Newton 法2009

    • Author(s)
      小笠原英穂
    • Organizer
      第38回数値解析シンポジウム
    • Place of Presentation
      熱川ハイツ
    • Year and Date
      2009-06-17

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Published: 2014-08-29   Modified: 2015-10-20  

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