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2023 Fiscal Year Research-status Report

Towards new classes of conic optimization problems

Research Project

Project/Area Number 23K16844
Research InstitutionThe Institute of Statistical Mathematics

Principal Investigator

ロウレンソ ブルノ・フィゲラ  統計数理研究所, 統計基盤数理研究系, 准教授 (80778720)

Project Period (FY) 2023-04-01 – 2028-03-31
Keywordserror bounds / log determinant cones / convex cones / power cones / p-cones
Outline of Annual Research Achievements

(a) We completed several new preprints on topics related to this project. This includes a paper on error bounds for log determinant cones; a preprint on the geometry of copositive cones over symmetric cones; a new framework for eigenvalue programming and, finally, a study on closing duality gaps of semidefinite programs via a perturbation approach.
(b) We also had papers accepted on error bounds of p-cones and power cones. They will be published at the Mathematics of Operations Research and at the SIAM Journal on Optimization.
(c) We had in-person research meetings with overseas collaborators where we explored some themes related to this project.
(d) We presented our results at the SIAM conference on Optimization in Seattle and at the ICIAM conference in Tokyo.

Current Status of Research Progress
Current Status of Research Progress

2: Research has progressed on the whole more than it was originally planned.

Reason

Two papers were accepted and we completed several preprints on the topics of the project.

Strategy for Future Research Activity

We will continue exploring new classes of convex cones and their geometry. This will include, in particular, a focus on new results for homogeneous cones, hyperbolicity cones and an exploration of the facial exposedness properties of certain convex cones. Whenever possible, we will also try to get appropriate error bound results and connect them to convergence properties of certain algorithms.

Causes of Carryover

Due to some unforeseen circumstances, I had to cancel some of the research travel plans I had. This next fiscal year, however, I am planning to use part of the budget to attend some conferences and workshops.

  • Research Products

    (7 results)

All 2024 2023 Other

All Int'l Joint Research (3 results) Journal Article (2 results) Presentation (2 results) (of which Int'l Joint Research: 2 results)

  • [Int'l Joint Research] Curtin University/Monash/UNSW(オーストラリア)

    • Country Name
      AUSTRALIA
    • Counterpart Institution
      Curtin University/Monash/UNSW
  • [Int'l Joint Research] Hong Kong Polytechnic University(中国)

    • Country Name
      CHINA
    • Counterpart Institution
      Hong Kong Polytechnic University
  • [Int'l Joint Research] University of Coimbra(ポルトガル)

    • Country Name
      PORTUGAL
    • Counterpart Institution
      University of Coimbra
  • [Journal Article] Generalized Power Cones: Optimal Error Bounds and Automorphisms2024

    • Author(s)
      Lin Ying、Lindstrom Scott B.、Lourenco Bruno F.、Pong Ting Kei
    • Journal Title

      SIAM Journal on Optimization

      Volume: 34 Pages: 1316~1340

    • DOI

      10.1137/22M1542921

  • [Journal Article] Optimal Error Bounds in the Absence of Constraint Qualifications with Applications to p-Cones and Beyond2024

    • Author(s)
      Lindstrom Scott B.、Lourenco Bruno F.、Pong Ting Kei
    • Journal Title

      Mathematics of Operations Research

      Volume: - Pages: -

    • DOI

      10.1287/moor.2022.0135

  • [Presentation] Error bounds based on facial residual functions2023

    • Author(s)
      Bruno F. Lourenco
    • Organizer
      ICIAM
    • Int'l Joint Research
  • [Presentation] Facial Residual Functions, Error Bounds and Applications2023

    • Author(s)
      Bruno F. Lourenco
    • Organizer
      SIAM Conference on Optimization (OP23)
    • Int'l Joint Research

URL: 

Published: 2024-12-25  

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