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

2012 Fiscal Year Final Research Report

Development of optimization techniques for the Japanese Public pension fund

Research Project

  • PDF
Project/Area Number 23710164
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Social systems engineering/Safety system
Research InstitutionTokyo Institute of Technology

Principal Investigator

KITAHARA Tomonari  東京工業大学, 大学院・社会理工学研究科, 助教 (10551260)

Project Period (FY) 2011 – 2012
KeywordsOR / 公的年金運用
Research Abstract

Since population aging has been rapidly advancing in Japan, stability of the public pension system is important. In this research, I aimed at developing optimization techniques needed in the management of the public pension fund in Japan. As a result of this research, I show quantitative properties of the Mean-Variance Model, which is currently used in the management of the Japanese public pension fund. I also analyzed some algorithms for solving mathematical programming problems which appear in the management of the pension fund, and I proved several theoretical properties of the algorithms.

  • Research Products

    (17 results)

All 2013 2012 2011 2010 Other

All Journal Article (8 results) (of which Peer Reviewed: 8 results) Presentation (9 results)

  • [Journal Article] A bound for thenumber of different solutions generated by the simplex method2013

    • Author(s)
      北原知就, 水野眞治
    • Journal Title

      MathematicalProgramming

      Volume: 1375 Pages: 579-586

    • DOI

      DOI:10.1007/s10107-011-0482-y

    • Peer Reviewed
  • [Journal Article] 単体法の計算量の新評価2012

    • Author(s)
      北原知就, 水野眞治
    • 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: 66-83

    • Peer Reviewed
  • [Journal Article] On the Number of Solutions Generated by the Dual Simplex Method2012

    • Author(s)
      北原知就, 水野眞治
    • Journal Title

      Operations Research Letters

      Volume: Vol.40 Pages: 172-174

    • DOI

      DOI:10.1016/j.orl.2012.01.004

    • Peer Reviewed
  • [Journal Article] On the Number of Solutions Generated by Dantzig's Simplex Method for LP with Bounded Variables2012

    • Author(s)
      北原知就, 松井知己, 水野眞治
    • Journal Title

      Pacific Journal of Optimization

      Volume: 8(2) Pages: 447-455

    • Peer Reviewed
  • [Journal Article] Lower Bounds forthe Maximum Number of Solutions Generated by the Simplex Method2011

    • Author(s)
      北原知就, 水野眞治
    • Journal Title

      Journal ofthe Operations Research Society of Japan

      Volume: Vol.54,No.4 Pages: 191-200

    • Peer Reviewed
  • [Journal Article] On the number of solutions generated by the simplex method for LP

    • Author(s)
      北原知就, 水野眞治
    • Journal Title

      Advances in Optimization and Control with Applications (Springer Book for the OCA Conference)

      Volume: (掲載決定)

    • Peer Reviewed
  • [Journal Article] An Upper Bound forthe Number of Different Solutions Generated by the Primal Simplex Method with Any Selection Rule of Entering Variables

    • Author(s)
      北原知就, 水野眞治
    • Journal Title

      Asia-Pacific Journal of Operational Research

      Volume: (掲載決定)

    • DOI

      DOI:10.1142/S0217595913400125

    • Peer Reviewed
  • [Journal Article] TheLP-Newton method for standard form linear programming problems

    • Author(s)
      北原知就, 水野眞治, 施建明
    • Journal Title

      Operations Research Letters

      Volume: (掲載決定)

    • DOI

      DOI:10.1016/j.orl.2013.05.004

    • Peer Reviewed
  • [Presentation] 平均分散モデルについて2013

    • Author(s)
      北原知就, 土谷隆(報告者)
    • 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(東京)
    • Year and Date
      2013-03-11
  • [Presentation] 多面体の直径と単体法2012

    • Author(s)
      北原知就, 水野眞治
    • 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(東京)
    • Year and Date
      20120315-16
  • [Presentation] The Simplex Methodand the Diameter of a 0-1 Polytope2012

    • Author(s)
      北原知就, 水野眞治
    • Organizer
      INFORMS Annual Meeting 2012
    • Place of Presentation
      Phoenix Convention Center (USA)
    • Year and Date
      2012-10-15
  • [Presentation] A proof by thesimplex method for the diameter of a (0,1)-polytope2012

    • Author(s)
      北原知就, 水野眞治
    • Organizer
      The 21st International Symposium on Mathematical Programming(ISMP 2012)
    • Place of Presentation
      Berlin Instituteof Technology (Germany)
    • Year and Date
      2012-08-23
  • [Presentation] 単体法の計算量の新評価2011

    • Author(s)
      北原知就, 水野眞治
    • Organizer
      第23回RAMPシンポジウム
    • Place of Presentation
      関西大学(大阪)
    • Year and Date
      20111024-25
  • [Presentation] 双対単体法によって生成される基底解の数の上界について2011

    • Author(s)
      北原知就, 水野眞治
    • Organizer
      京都大学数理解析研究所(RIMS)研究集会「最適化手法の深化と広がり」
    • Place of Presentation
      京都大学(京都)
    • Year and Date
      20110721-22
  • [Presentation] A Bound for theNumber of Different Basic Solutions Generated by the Simplex Method2011

    • Author(s)
      北原知就, 水野眞治
    • Organizer
      SIAM conference on Optimization
    • Place of Presentation
      Darmstadtium Conference Center (ドイツ)
    • Year and Date
      20110516-19
  • [Presentation] 単体法によって生成される基底解の数の上界とその初等的証明2011

    • Author(s)
      北原知就, 水野眞治
    • Organizer
      OR若手横断の会(KSMAP)第8回研究集会
    • Place of Presentation
      京都大学(京都)
    • Year and Date
      2011-06-04
  • [Presentation] 等式標準形に対するLP-ニュートン法2010

    • Author(s)
      北原知就, 水野眞治, 施建明
    • 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(東京)
    • Year and Date
      2010-03-11

URL: 

Published: 2014-09-25  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi