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Information Geometric and Jordan Algebraic Study of Semidefinite Programming and Its Applications

Research Project

Project/Area Number 12640122
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionOsaka University

Principal Investigator

OHARA Atsumi  Osaka University, Graduate School of Engineering Science, Associate Professor, 大学院・基礎工学研究科, 助教授 (90221168)

Project Period (FY) 2000 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥2,200,000 (Direct Cost: ¥2,200,000)
Fiscal Year 2003: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2002: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2001: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2000: ¥700,000 (Direct Cost: ¥700,000)
KeywordsSemidefinite Programming / Information Geometry / Jordan Algebra / Symmetric Cone / Linear Matrix Inequality / Control Theory / 曲率 / 行列微分不等式 / 計算の手間
Research Abstract

In the area of information theory and systems science, positive definite matrices appear in connection with various concepts. Hence, mathematical problems in these area are often formulated as ones relating to the structural properties of positive definite matrices, or more formally as optimization problems on symmetric cones, which is a generalization of the set of positive definite matrices.
The research has aimed at exploiting the followings, with the assistance of information geometry and Jordan algebra theory:
(a) the information-geometric structure and properties of symmetric cones and their submanifolds,
(b) the relation between geometric structure and computational complexity of linear programming on symmetric cones,
(c) applicability of mathematical programming of this type to systems science, in particular, control theory.
As for the item (a), the results we obtained are the characterization of so-called dual connections by Jordan algebra (ref.[3]), decomposition property of the divergence on the level surfaces defined by the characteristic function of symmetric cones (ref.[2]), the relation of the level surfaces with affine geometry (ref.[l]) and definition of means on symmetric cones and the relation with dualistic geodesies (ref.[4]) and so on.
As for the item (b), we have obtained a result that shows flat submanifolds in a symmetric cone with respect to the dual connections play a key role. However, we have not established a clear relation between complexity and curvatures yet. We shall keep on researching along this line.
As for the item (c), we develop applications of inequalities of symmetric matrices induced by the positive definite cone, i.e., matrix inequality, to control theory (ref. [5], [6]).

Report

(5 results)
  • 2003 Annual Research Report   Final Research Report Summary
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • Research Products

    (24 results)

All Other

All Publications (24 results)

  • [Publications] K.Uohashi et al.: "1-conformally flat statistical submanifolds"Osaka Journal of Mathematics. Vol.37,No.2. 501-507 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] K.Uohashi et al.: "Foliations and Divergences of Flat Statistical Manifolds"Hiroshima Math.J. Vol.30,No.3. 403-414 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] K.Uohashi et al.: "Jordan Algebras and Dual Affine Connections on Symmetric Cones"Positivity. (印刷中). (2004)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] A.Ohara: "Geodesics for Dual Connections and Means on Symmetric Cones"Integral Equations and Operator Theory. 印刷中. (2004)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 小原敦美 他: "あるクラスのIQC条件を満たす変動に対するロバスト制御-多重ループゲイン・位相同時変動への応用-"計測自動制御学会論文集. Vol.37,No.6. 493-501 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 山口恭弘 他: "IQC条件を満たす多入出力系ゲインスケジューリング飛行制御則の設計"日本航空宇宙学会論文集. Vol.50,No.581. 242-248 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] K.Uohashi, A.Ohara, T.Fujii: "1-conformally flat statistical submanifolds"Osaka J.Math.. Vol.37,No.2. 501-507 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] K.Uohashi, A.Ohara, T.Fujii: "Foliations and Divergences of Flat Statistical Manifolds"Hiroshima Math.J.. Vol.30, No.3. 403-414 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] K.Uohashi, A.Ohara: "Jordan Algebras and Dual Affine Connections on symmetric Cones"Positivity. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] A.Ohara: "Geodesics for Dual Connections and Means on Symmetric Cones"Integral Equations and Operator Theory. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] A.Ohara, K.Matsumoto, M.Ide: "Robust Stabilization for Plants with Uncertainties Satisfying a Certain Class of IQC Conditions"Transaction of the Society of Instrument and Control Engineers. Vol.37, No.6. 493-501 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Y.Yamaguchi, A.Ohara, M.Ide, K.Matsumoto: "Design of Gain Scheduled Flight Controller Satisfying IQC Condition"Journal of the Japan Society for Aeronautical and Space Sciences. Vol.50, No.581. 242-248 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] K.Uohashi et al.: "1-conformally flat statistical submanifolds"Osaka Journal of Mathematics. Vol.37, No.2. 501-507 (2000)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Uohashi et al.: "Foliations and Divergences of Flat Statistical Manifolds"Hiroshima Math.J. Vol.30, No.3. 403-414 (2000)

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Uohashi et al.: "Jordan Algebras and Dual Affine Connections on Symmetric Cones"Positivity. (印刷中). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] A.Ohara: "Geodesics for Dual Connections and Means on Symmetric Cones"Integral Equations and Operator Theory. (印刷中). (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] 小原敦美 他: "あるクラスのIQC条件を満たす変動に対するロバスト制御-多重ループゲイン・位相同時変動への応用-"計測自動制御学会論文集. Vol.37, No.6. 493-501 (2001)

    • Related Report
      2003 Annual Research Report
  • [Publications] 山口恭弘 他: "IQC条件を満たす多入出力系ゲインスケジューリング飛行制御則の設計"日本航空宇宙学会論文集. Vol.50, No.581. 242-248 (2002)

    • Related Report
      2003 Annual Research Report
  • [Publications] 山口, 小原, 松本, 井手: "IQC条件を満たす多入出力系ゲインスケジューリング飛行制御則の設計"日本航空宇宙学会論文集. 50-581. 242-248 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] K.Uohashi, A.Ohara: "Jordan Algebras and Dual Affine Connections on Symmetric Cones"Positivity. (To appear). (2003)

    • Related Report
      2002 Annual Research Report
  • [Publications] 小原, 松本, 井出: "あるクラスのIQC条件を満たす変動に対するロバスト制御-多重ループゲイン・位相同時変動への応用-"計測自動制御学会論文集. Vol.37, No.6. 493-501 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Uohashi,A.Ohara & T.Fujii:: "1-conformally flat statistical submanifolds"Osaka Journal of Mathematics. vol.37,No.2. 501-507 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 山口,大野,畑,小原,井手: "安定余裕を指定したゲイニスケジューリングH∞発行制御則の設計"日本航空宇宙学会論文誌. Vol.48,No.501. 322-328 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] K.Uohashi,A,Ohara & T.Fujii: "Foliations and Divergences of Flat Statistical Manifolds"Hiroshima Math.Journal. Vol.30,No.3. 403-414 (2000)

    • Related Report
      2000 Annual Research Report

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Published: 2000-04-01   Modified: 2016-04-21  

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