2012 Fiscal Year Final Research Report
Developing deterministic algorithms for solving virtually all nonlinear optimization problems
| Project/Area Number |
22651057
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| Research Category |
Grant-in-Aid for Challenging Exploratory Research
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| Allocation Type | Single-year Grants |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | University of Tsukuba |
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Principal Investigator |
KUNO Takahito 筑波大学, システム情報系, 教授 (00205113)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 数理最適化 / アルゴリズム / 非線形計画問題 / 大域的最適化 |
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| Research Abstract |
Due to powerful solvers, a variety of large-scale optimization problems can be solved in a small amount of time. Nonlinear optimization problems are, however, excluded from this benefit, especially when the convexity is not assumed. In this research, we paid attention to the fact that almost all nonlinear optimization problems can be formulated into a class of problems of minimizing a concave function over a convex set, and developed some deterministic algorithms for solving it. We verified that each of them converges in theory to an optimal solution, and that it actually terminates in a practical amount of time on a computer.
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