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2021 年度 実施状況報告書

錐最適化における悪条件問題の求解

研究課題

研究課題/領域番号 19K20217
研究機関統計数理研究所

研究代表者

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

研究期間 (年度) 2019-04-01 – 2023-03-31
キーワードerror bounds / exponential cone / p-cones / facial residual function
研究実績の概要

(a) Completed the preprint "Tight error bounds and facial residual functions for the p-cones and beyond", which is about a new framework for proving tightness of error bound results for conic feasibility problems. This is illustrated with sharp Holderian error bounds for problems involving general p-cones. Surprisingly, those error bounds can be very different from the second-order cone case (i.e., the p=2 case). Some applications are also discussed and, in particular, we use our results to determine the KL exponent of a function related to least squares minimization with p-norm regularization.
(b) Following the results of peer review, some of the papers submitted in the previous fiscal year were revised and now are closer to being accepted. In particular, the framework described in the paper "Error bounds, facial residual functions and applications to the exponential cone" was significantly revised and simplified with more emphasis put on the notion of facial residual functions.
(c) We presented our results in a few online workshops and conferences.

現在までの達成度 (区分)
現在までの達成度 (区分)

2: おおむね順調に進展している

理由

A new preprint was completed. Also, several papers were revised and are now either under "Minor Revision" or "Major Revision".

今後の研究の推進方策

(a) Continue the research on error bounds for problems involving other non-symmetric cones such as power cones and hyperbolicity cones.
(b) Continue the research on the facial structure and geometry of convex cones.
(c) Explore the connections between error bounds and convergence rate of algorithms for feasibility problems especially in exotic cases where there are non-Holderian error bounds present.
(d) Present our findings at conferences and workshops.

次年度使用額が生じた理由

Amidst the ongoing pandemic, all my travel plans to conferences and workshops were cancelled. Correspondingly, all the travel budget was unused. For the next fiscal year, I am more optimistic that some amount of research travels will be possible, so I plan to use the budget for attending conferences and to visit my collaborators in order to keep active our ongoing projects.

  • 研究成果

    (12件)

すべて 2022 2021 その他

すべて 国際共同研究 (4件) 学会発表 (8件) (うち国際学会 5件、 招待講演 2件)

  • [国際共同研究] Monash University/University of New South Wales/Curtin University(オーストラリア)

    • 国名
      オーストラリア
    • 外国機関名
      Monash University/University of New South Wales/Curtin University
  • [国際共同研究] Hong Kong Polytechnic University(中国)

    • 国名
      中国
    • 外国機関名
      Hong Kong Polytechnic University
  • [国際共同研究] UNC at Chapel Hil(米国)

    • 国名
      米国
    • 外国機関名
      UNC at Chapel Hil
  • [国際共同研究] University of Porto(ポルトガル)

    • 国名
      ポルトガル
    • 外国機関名
      University of Porto
  • [学会発表] Error bounds and facial residual functions for conic linear programs2022

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      One World Optimization Seminar
    • 国際学会 / 招待講演
  • [学会発表] 凸錐の幾何学の最近の結果2022

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      モデリングを通して見えた世界
  • [学会発表] Error bounds for conic problems and an application to the exponential cone2021

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      SIAM Conference on Optimization 2021
    • 国際学会 / 招待講演
  • [学会発表] Consistent error bounds and convergence rates2021

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      IFORS 2021
    • 国際学会
  • [学会発表] 双曲錐の露出性について2021

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      日本オペレーションズ・リサーチ学会 2021年秋季研究発表会
  • [学会発表] Completely solving general SDPs2021

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      Workshop on Continuous Optimization and Related Topics
  • [学会発表] On error bounds for conic linear programs2021

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      INFORMS 2021
    • 国際学会
  • [学会発表] On consistent error bounds and convergence rates2021

    • 著者名/発表者名
      Bruno F. Lourenco
    • 学会等名
      WOMBAT 2021
    • 国際学会

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公開日: 2022-12-28  

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