2013 Fiscal Year Final Research Report
Development of the modeling tool to use the symmetric cone programming efficiently
| Project/Area Number |
22710136
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Tokyo Institute of Technology |
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Principal Investigator |
NAKATA Kazuhide 東京工業大学, 社会理工学研究科, 准教授 (00312984)
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| Project Period (FY) |
2010-04-01 – 2014-03-31
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| Keywords | 最適化 / オペレーションズ・リサーチ / 数理計画法 / モデリング |
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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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Research Products
(41 results)
