| Budget Amount *help |
¥3,120,000 (Direct Cost: ¥2,400,000、Indirect Cost: ¥720,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Research Abstract |
In order to solve real problems using the symmetric cone programming, we developed modeling and the algorithm to solve the typical real problems efficiently. In addition, we have developed a modeling tool that integrates computer algebra system and financial engineering. QuantOnline that we developed can be computed by easy modeling over the Internet. Furthermore, we have succeeded in the development of algorithms that efficiently solve matrix approximation problems including constraints on condition number.
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