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Development of highly accurate algorithms for semidefinite programming problems

Research Project

Project/Area Number 22740056
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKyushu University (2012-2013)
The University of Electro-Communications (2010-2011)

Principal Investigator

WAKI Hayato  九州大学, マス・フォア・インダストリ研究所, 准教授 (00567597)

Project Period (FY) 2010-04-01 – 2014-03-31
Project Status Completed (Fiscal Year 2013)
Budget Amount *help
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords半正定値計画 / 面的縮小 / 多項式最適化問題 / 半正定値計画緩和 / 高精度計算 / 対称錐上の線形最適化問題 / 面的縮小法 / 半正定値計画問題 / H∞制御問題 / 線形行列不等式 / 低ランク解 / 国際情報交換 / 凸集合 / 数理計画法
Research Abstract

We mainly proposed an algorithm to remove ill-conditionedness in a given semidefinite programming problems (SDPs). In particular, we focus on ill-conditioned SDP, i.e., the SDP or its dual do not have any interior feasible solutions. Our results are: (1) We proposed a pre-processor for ill-conditioned SDP. It generates an equivalent and well-conditioned SDP with the original. Furthermore, we proposed a similar pre-processor for conic optimization problems, (2) We traced a reason why the resulting SDP from some applications are ill-conditioned, (3) We proposed an algorithm to generate well-conditioned SDP for polynomial optimization problems.

Report

(5 results)
  • 2013 Annual Research Report   Final Research Report ( PDF )
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (48 results)

All 2014 2013 2012 2011 2010 Other

All Journal Article (15 results) (of which Peer Reviewed: 12 results) Presentation (30 results) (of which Invited: 11 results) Remarks (3 results)

  • [Journal Article] Real ideal and the duality of semidefinite programming for polynomial optimization2013

    • Author(s)
      Yoshiyuki Sekiguchi, Tomoyuki Takenawa and Hayato Waki
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 20 Issue: 2 Pages: 321-330

    • DOI

      10.1007/s13160-013-0104-6

    • NAID

      10031185311

    • Related Report
      2013 Annual Research Report 2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Remarks on positivity of alpha-determinants via SDP relaxation2013

    • Author(s)
      Takayuki Osogami, Tomoyuki Shirai and Hayato Waki
    • Journal Title

      Journal of Math-for-Industry

      Volume: 5 Pages: 1-10

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Numerical reduction method for doubly nonnegative optimization problems2013

    • Author(s)
      Mirai Tanaka, Kazuhide Nakata and Hayato Waki
    • Volume
      5
    • Pages
      41-50
    • NAID

      120005372047

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Facial reduction algorithms for conic optimization problems2013

    • Author(s)
      H. Waki, and M. Muramatsu
    • Journal Title

      Journal of Optimization Theory and Applications

      Volume: 158 Issue: 1 Pages: 188-215

    • DOI

      10.1007/s10957-012-0219-y

    • Related Report
      2013 Final Research Report 2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Numerical reduction method for doubly nonnegative optimization problems2013

    • Author(s)
      M. Tanaka, K. Nakata and H. Waki
    • Journal Title

      Journal of Math-for-Industry

      Volume: 5 Pages: 41-50

    • NAID

      120005372047

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] How to generate weakly infeasible semidefinite programs via Lasserre's relaxations for polynomial optimization2012

    • Author(s)
      Hayato Waki
    • Journal Title

      Optimization Letters

      Volume: 6 Issue: 8 Pages: 1883-1896

    • DOI

      10.1007/s11590-011-0384-1

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Application of a facial reduction algorithm and an inexact primal-dual path-following method for doubly nonnegative relaxation for mixed binary nonconvex quadratic optimization problems2012

    • Author(s)
      Mirai Tanaka, Kazuhide Nakata and Hayato Waki
    • Journal Title

      Pacific Journal of Optimization

      Volume: 8 Pages: 699-724

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] SFSDP": a sparse version of full semidefinite programming relaxation for sensor network localization problem2012

    • Author(s)
      S. Kim, M. Kojima, H. Waki, and M. Yamashita
    • Journal Title

      ACM Transactions on Mathematical Software

      Volume: Vo.38, article no.27 Issue: 4 Pages: 1-19

    • DOI

      10.1145/2331130.2331135

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] Strange behaviors of interior-point methods for solving semidefinite pro- gramming problems in polynomial optimization2012

    • Author(s)
      H. Waki, M. Nakata, and M. Muramatsu
    • Journal Title

      Computational Optimization and Applications

      Volume: 53 Issue: 3 Pages: 823-844

    • DOI

      10.1007/s10589-011-9437-8

    • Related Report
      2013 Final Research Report 2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] SFSDP : a Sparse version of Full SemiDefinite Programming relaxation for sensor network localization problems2011

    • Author(s)
      S.Kim, M.Kojima, H.Waki, M.Yamashita
    • Journal Title

      ACM Transactions on Mathematical Software

      Volume: 38(印刷中)

    • Related Report
      2011 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A facial reduction algorithm for finding sparse SOS representations2010

    • Author(s)
      H. Waki and M. Muramatsu
    • Journal Title

      Operations Research Letters

      Volume: 38 Issue: 5 Pages: 361-365

    • DOI

      10.1016/j.orl.2010.05.011

    • Related Report
      2013 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Facial Reduction Algorithm for Finding Sparse SOS representations2010

    • Author(s)
      Hayato Waki, Masakazu Muramatsu
    • Journal Title

      Operations Research Letters

      Volume: 38 Pages: 361-365

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 多項式最適化問題に対する半正定値計画緩和2010

    • Author(s)
      脇隼人
    • Journal Title

      オペレーションズ・リサーチ誌

      Volume: 7 Pages: 412-417

    • NAID

      110003969635

    • Related Report
      2010 Annual Research Report
  • [Journal Article] 二次錐計画2010

    • Author(s)
      脇隼人, 村松正和
    • Journal Title

      オペレーションズ・リサーチ誌

      Volume: 10 Pages: 657-656

    • NAID

      110007818525

    • Related Report
      2010 Annual Research Report
  • [Journal Article] ジョルダン代数2010

    • Author(s)
      脇隼人, 村松正和
    • Journal Title

      オペレーションズ・リサーチ誌

      Volume: 11 Pages: 718-719

    • NAID

      110007880839

    • Related Report
      2010 Annual Research Report
  • [Presentation] 半正定値計画問題とその応用2014

    • Author(s)
      脇 隼人
    • Organizer
      Kobe Studio Seminar for Design
    • Place of Presentation
      神戸大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Optimization theory for Renderman users : Basic and Advanced2014

    • Author(s)
      Hayato Waki
    • Organizer
      Optimization theory for Renderman users
    • Place of Presentation
      神戸大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 先端的最適化技術の実用化を目指して2014

    • Author(s)
      脇 隼人
    • Organizer
      九州大学COI拠点フォーラム
    • Place of Presentation
      TKP市ヶ谷カンファレンスセンター
    • Related Report
      2013 Annual Research Report
  • [Presentation] 半正定値計画問題における数値計算2013

    • Author(s)
      脇 隼人
    • Organizer
      九州大学数値解析セミナー
    • Place of Presentation
      九州大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] SparsePOP: 疎な多項式最適化問題に対する半正定値計画緩和のためのMATLABソフトウェアの紹介2013

    • Author(s)
      脇 隼人
    • Organizer
      福岡大学情報数学セミナー
    • Place of Presentation
      福岡大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] A perturbed sums of squares theorem for polynomial optimization and its applications2013

    • Author(s)
      Hayato Waki
    • Organizer
      JST CREST & ERATO
    • Place of Presentation
      中央大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 多項式行列不等式系に対する半正定値計画緩和について2013

    • Author(s)
      脇 隼人
    • Organizer
      第2回 数学・数理科学とシステム制御との連携研究集会 『半正定値計画とロバスト制御』
    • Place of Presentation
      九州大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] 最適化手法の全体像2013

    • Author(s)
      脇 隼人
    • Organizer
      2013年度 プラントモデリング部会研究会
    • Place of Presentation
      富士通研究所
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] Recent work on semidefinite programming relaxation for polynomial optimization problems2013

    • Author(s)
      Hayato Waki
    • Organizer
      Kobe Studio Seminar for Design
    • Place of Presentation
      神戸大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 錐最適化問題と面的縮小法2013

    • Author(s)
      脇 隼人
    • Organizer
      日本OR学会九州支部平成25年度 第3回講演会・研究会
    • Place of Presentation
      九州大学
    • Related Report
      2013 Annual Research Report
    • Invited
  • [Presentation] 数学応用の要 -- 最適化 --2013

    • Author(s)
      脇 隼人
    • Organizer
      九州大学COI第二回シーズ・ニーズ対話型ワークショップ
    • Place of Presentation
      九州大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] An Application of a Facial Reduction Algorithm to Doubly Nonnegative Optimization Problems2012

    • Author(s)
      H. Waki
    • Organizer
      文部科学省連携ワークショップ離散構造と最適化:展開と連携
    • Place of Presentation
      九州大学 伊都キャンパス
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] A perturbed sums of squares theorem for polynomial optimization and its applications2012

    • Author(s)
      H. Waki
    • Organizer
      Optimization: Computation, Theory and Modeling
    • Place of Presentation
      National University of Singapore, Singapore
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Ill-conditionedness in Semidefinite Programming Relaxation for Polynomial Optimization Problems2012

    • Author(s)
      H. Waki
    • Organizer
      KSMAP琵琶湖合宿
    • Place of Presentation
      琵琶湖コンファレンスセンター
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Computation of Facial Reduction2012

    • Author(s)
      H. Waki
    • Organizer
      INFORMS Annual Meeting 2012
    • Place of Presentation
      Phoenix, USA
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] Computation of facial reduction algorithm2012

    • Author(s)
      H. Waki
    • Organizer
      21st International Symposium on Mathematical Programming
    • Place of Presentation
      Berlin, Germany
    • Related Report
      2012 Annual Research Report
    • Invited
  • [Presentation] On a smaller SDP relaxation for Polynomial Optimization Problems2011

    • Author(s)
      Hayato Waki
    • Organizer
      Workshop on Optimization
    • Place of Presentation
      Fields Institute, Canada(招待講演)
    • Year and Date
      2011-09-27
    • Related Report
      2011 Annual Research Report
  • [Presentation] SemiDefinite Programming Relaxation for Polynomial Optimization Problems2011

    • Author(s)
      Hayato Waki
    • Organizer
      Tutte seminar series, Dept. on Combinatorcs, & Optimization
    • Place of Presentation
      U. Waterloo, Canada
    • Year and Date
      2011-06-17
    • Related Report
      2011 Annual Research Report
  • [Presentation] Strange Behaviors of Interior-point Methods for Solving Semidefinite Programming Problems in Polynomial Optimization2011

    • Author(s)
      Hayato Waki
    • Organizer
      SIAM Conference on Optimization 2011
    • Place of Presentation
      Darmstadt, Germany
    • Year and Date
      2011-05-17
    • Related Report
      2011 Annual Research Report
  • [Presentation] Strange Behaviors of Interior-point Methods for Solving Semidefinite Programming Problems in Polynomial Optimization2011

    • Author(s)
      Hayato Waki
    • Organizer
      2nd Alpen-Adria Workshop on Optimization
    • Place of Presentation
      U. Klagenfult, Austria
    • Year and Date
      2011-05-11
    • Related Report
      2011 Annual Research Report
  • [Presentation] SparsePOP : A Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems2010

    • Author(s)
      Hayato Waki
    • Organizer
      Informs Annual Meeting-Austin, Texas 2010
    • Place of Presentation
      Austin, Texas
    • Year and Date
      2010-11-07
    • Related Report
      2010 Annual Research Report
  • [Presentation] A perturbed sums of squares theorem for polynomial optimization and its applications

    • Author(s)
      Hayato Waki
    • Organizer
      JST CREST & ERATO 講演会
    • Place of Presentation
      Tokyo
    • Related Report
      2013 Final Research Report
  • [Presentation] A perturbed sums of squares theorem for polynomial optimization and its applications, Optimization : Computation

    • Author(s)
      Hayato Waki
    • Organizer
      Theory and Modeling
    • Place of Presentation
      Singapore
    • Related Report
      2013 Final Research Report
  • [Presentation] Computation of Facial Reduction

    • Author(s)
      Hayato Waki
    • Organizer
      INFORMS Annual Meeting 2012
    • Place of Presentation
      USA
    • Related Report
      2013 Final Research Report
  • [Presentation] Computation of facial reduction algorithm

    • Author(s)
      Hayato Waki
    • Organizer
      21st International Symposium on Mathematical Programming
    • Place of Presentation
      Germany
    • Related Report
      2013 Final Research Report
  • [Presentation] On a smaller SDP relaxation for Polynomial Optimization Problems

    • Author(s)
      Hayato Waki
    • Organizer
      Workshop on Optimization at Fields Institute
    • Place of Presentation
      Canada
    • Related Report
      2013 Final Research Report
  • [Presentation] SemiDefinite Programming Relaxation for Polynomial Optimization Problems

    • Author(s)
      Hayato Waki
    • Organizer
      Tutte Seminar at Combinatorial and Optimization
    • Place of Presentation
      Canada
    • Related Report
      2013 Final Research Report
  • [Presentation] Strange Behaviors of Interior-point Methods for Solving Semidefinite Programming Problems in Polynomial Optimization

    • Author(s)
      Hayato Waki
    • Organizer
      SIAM Conference on Optimization 2011
    • Place of Presentation
      Germany
    • Related Report
      2013 Final Research Report
  • [Presentation] Strange Behaviors of Interior-point Methods for Solving Semidefinite Programming Problems in Polynomial Optimization

    • Author(s)
      Hayato Waki
    • Organizer
      2nd Alpen-Adria Workshop on Optimization
    • Place of Presentation
      Austria
    • Related Report
      2013 Final Research Report
  • [Presentation] SparsePOP : A Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems

    • Author(s)
      Hayato Waki
    • Organizer
      Informs Annual Meeting
    • Place of Presentation
      Austin, Texas, USA
    • Related Report
      2013 Final Research Report
  • [Remarks] 脇 隼人, 最適化手法の全体像, 2013年度プラントモデリング部会, 富士通研究所, 2013年7月(アウトリーチ活動)

    • Related Report
      2013 Final Research Report
  • [Remarks] SparsePOP

    • URL

      http://sourceforge.net/projects/sparsepop/

    • Related Report
      2012 Annual Research Report
  • [Remarks]

    • URL

      http://sourceforge.net/projects/sparsepop/

    • Related Report
      2011 Annual Research Report

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Published: 2010-08-23   Modified: 2019-07-29  

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