Master's Theses

※ Since 2016, only abstracts are available in this website, with some exceptions.

Mar, 2024	Kensuke Moritani
	多目的最適化問題の Pascoletti-Serafini モデルに対する効率的な解法 (in Japanese)
	Yuki Nishimura
	Multi-Objective Accelerated Proximal Gradient Methods with Restart Techniques
	Ryusei Nagai
	A Twin Hyper-Ellipsoidal Model with a Single Quadratic Constraint for Multiclass Classification
	Kohdai Nagashio
	Estimation of Mixing Ratios for a Mixture Distribution Using the Wasserstein Distance
	Yichen Zhang
	The Utilization of Global Optimization for Obtaining Generalized Nash Equilibria
	Ken Ito
	A Projected Gradient Method for Vector Optimization with Positive Semidefinite Cone and its Application to Experiment Design
Mar, 2023	Shumpei Ariizumi
	Convergence Properties of Levenberg-Marquardt Methods with Generalized Regularization Terms
	Kosuke Okabe
	A Second-Order Sequential Optimality Condition for Nonlinear Second-Order Cone Programming Problems
	Keigo Habara
	Convergence Analysis and Acceleration of the Smoothing Methods for Solving Extensive-Form Games
	Yuhei Yamamoto
	A Generalized Restart FISTA with Bregman Distance for Convex Optimization
	Mitsutaka Yamada
	Conjugate Gradient Methods for Optimization Problems on Symplectic Stiefel Manifold
	Tian Zhong
	Acceleration of Hyperparameter Learning via Lp-Bilevel Optimization Problems
Sep, 2022	Atsushi Kawakami
	Augmented Lagrangian Method for Worst-Case Conditional Value-at-Risk Optimization (in Japanese)
Mar, 2022	Akio Hifu
	A New Quasi-Newton Method for Unconstrained Multiobjective Optimization Problems
	Ren Ito
	Neural Architecture Search Via Sparse Optimization
	Kangming Chen
	A Proximal Gradient Method with Bregman Distance in Multi-objective Optimization
Mar, 2021	Junpei Goto
	Approximated Logarithmic Maps on Riemannian Manifolds with Application to Optimization Problems
	Yu Mitsunari
	A Globally Convergent Levenberg-Marquardt Method for Degenerate Optimization with Equality and Inequality Constraints
	Kazuho Koganemaru
	Riemannian Generalized Newton Methods with Retractions for Nonsmooth Equations
	Tatsuya Tanaka
	An Uncertainty Model for Positive-Valued Parameters with Application to Robust Optimization
Mar, 2020	Ryuji Bando
	On the Use of Differentiable Exact Penalty Functions for Nonlinear Semidefinite Programming
	Yuji Tokuda
	An Explicit Exchange Method for Primal-Dual Sparse Optimization
	Koki Horiguchi
	A New Sequential Quadratic Programming Method for Constrained Multiobjective Optimization Problems
	Choi Yerin
	Portfolio Optimization with Distributionally Robust Entropic VaR
	Vu Hong Nhat
	Robust Support Vector Machines with Nonlinear Kernel Functions and Data Transformation
Sep, 2019	Hiroki Tanabe
	Merit Functions for Multiobjective Optimization and Convergence Rates Analysis of Multiobjective Proximal Gradient Methods
	Zhou Zichun
	Sparse Solutions of Affine Variational Inequality
Mar, 2019	Kanako Mita
	Nonmonotone Descent Methods for Multiobjective Optimization Problems
	Ichiro Isonishi
	An Efficient Difference of Convex Functions Algorithm for Nonlinear Conic Programming
	Yusuke Nakai
	A Stochastic Projection Method with Variance Reduction for Variational Inequality Problems
	Shun Takayanagi
	Adaptive Gradient Method for Stochastic Optimization on Riemannian Manifolds
	Hiroya Kamo
	Positively Homogeneous Optimization on Inner Product Spaces and its Duality
	Reiichi Sugao
	An Improved Low-Rank Decomposition Model with Total Variation Regularization for Detecting Foreground
Mar, 2018	Mirai Shimaguchi
	Equilibrium Problem Approaches for Hyper-Parameter Selections of Support Vector Machines
	Akiko Kobayashi
	Differentiable Exact Augmented Lagrangian Functions for Nonlinear Second-Order Cone Programs
	Yuuya Hikima
	An Active Set Method for L1-Regularized Optimization
	Ryota Katsuki
	A Block Coordinate Descent Method for Obtaining Vector Representations for Words
Mar, 2017	Takuya Iizuka
	A Stabilized SQP-Type Method for Nonlinear Second-Order Cone Programming Problems
	Tetsuya Ikegami
	An Equivalent Nonlinear Optimization Model with Triangular Low-Rank Factorization for Semidefinite Programs
	Takahiro Yamaguchi
	Efficient Implementation of Stochastic Gradient Descent Method with Variance Reduction
Mar, 2016	Yukihiro Togari
	A Forward-Backward Splitting Method with Component-Wise Lazy Evaluation for Online Structured Convex Optimization
	Miko Morishita
	A Descent Method for Robust Multiobjective Optimization in the Presence of Implementation Errors
	Kouki Hama
	A Regularized Limited Memory BFGS Method for Box-Constrained Minimization Problems
	Shinya Kamiura
	Efficient Block Selections in Block Coordinate Gradient Descent Methods for Linearly Constrained Optimization Problem
	Daisuke Tsuyuguchi
	The Use of Smoothing Methods in Multi-Leader-Follower Games
Mar, 2015	Kazuki Ohi
	On the Relation Between the Diversity of Players and the Stability of Nash Equilibria in Non-Cooperative Games
	Kazuma Iwasaki
	A Hybrid Algorithm of Gradient and Newton Methods for Semidefinite Programs
	Takuma Nishimura
	Differentiable Exact Penalty Functions for Nonlinear Optimization with Easy Constraints
	Toshiaki Haga
	An Accelerated Proximal Gradient Method for Fenchel-Type Dual Problems of General Support Vector Regressions
Mar, 2014	Rei Umeda
	Universal Portfolios with Trading Cost and Downside Risk
	Kensuke Gomoto
	An Exchange Method with Refined Subproblems for Convex Semi-Infinite Programming Problems
	Shinji Sugimoto
	A Regularized Limited Memory BFGS Method for Unconstrained Minimization Problems
	Kazuki Matsuda
	Simultaneous Likelihood Estimation for Normal Mixture Distributions and Sparse Precision Matrix
Mar, 2013	Sou Kadomoto
	A Randomized Block-Coordinate Descent Method for Online Convex Optimization Problem
	Masaki Kono
	A Regularized Outer Approximation Method for Monotone Semi-Infinite Variational Inequality Problems
	Kouhei Yasuda
	Sl_1QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems
Mar, 2012	Keisuke Takasu
	Smoothing Method for Nonlinear Second-Order Cone Programs with Complementarity Constraints and Its Application to the Smart House Scheduling Problem
	Tomohiro Niimi
	A Multiplier Method with Variable Augmented Lagrangian Functions
	Takahiro Noda
	Three-Stage Model for the Manufacturer-Supplier Game in Supply Chain Management
	Hiroshi Yamamura
	A Smoothing SQP Method for Mathematical Programs with Second-order Cone Complementarity Constraints
	Masataka Nishimori
	Practical Implementations of the Adaptive Regularized Newton Method
	Keisuke Morita
	A Tridiagonal Quasi-Newton Method for the Large-Scale Unconstrained Minimization Problem
Mar, 2011	Yoshihiko Ito
	Robust Wardrop Equilibria in the Traffic Assignment Problem with Uncertain Data
	Shunsuke Ozoe
	A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem
	Shota Yamanaka
	A Branch-and-Bound Method for Absolute Value Programs and Its Application to Facility Location Problems
	Masaki Yoshida
	Optimization Models for Constructing a Portfolio Function with Kernel Methods
	Ke Ruan
	Robust Portfolio Selection with a Combined WCVaR and Factor Model
Mar, 2010	Otsubo Ryota
	Optimal Design of a Combined Heat and Power Network
	Takayuki Okuno
	A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Second-Order Cone Constraints
	Takahiro Nishi
	A Semidefinite Programming Relaxation Approach for the Pooling Problem
	Kenji Yamatani
	Pricing American Options with Uncertain Volatility through Stochastic Linear Complementarity Models
	Daisuke Yamamoto
	Convexity Analysis and Splitting Algorithm for the Sum-Rate Maximization Problem
Mar, 2009	Kenji Ueda
	A Regularized Newton Method Without Line Search for Unconstrained Optimization
	Munetaka Kanayama
	交通混雑問題におけるパレート改善の方法 (in Japanese)
	Katsunori Kubota
	A Gap Functon Approach to the Generalized Nash Equilibrium Problem
	Noritoshi Kurokawa
	Global Convergence of Derivative-Free Trust Region Algorithm Using Inexact Information on Function Values
	Ryoichi Nishimura
	Semidefinite Programming Reformulation for a Class of Robust Optimization Problems and its Application to Robust Nash Equiiblium Problems
Mar, 2008	Takeshi Seki
	New Local Search Methods for Improving the Lagrangian Relaxation-Based Unit Commitment Solution
	Jun Takaki
	A Derivative-Free Trust-Region Algorithm for Unconstrained Optimization with Controllable Error
	Koichi Nabetani
	Variational Inequality Approaches to Generalized Nash Equilibrium Problems
	Ailing Zhang
	Quadratic Fractional Programming Problems with Quadratic Constraints
Mar, 2007	Takeshi Ejiri
	A Smoothing Method for Mathematical Programs with Second-Order Cone Complementarity Constraints
	Dohko Shinya
	A Smoothing Implicit Programming Method for Generalized Semi-Infinite Programming Problems
	Dinh Hoang Tien
	大規模な非線形計画問題に対するスパース準ニュートン更新について (in Japanese)
	Keiichirou Hoshimura
	Covariance Matrix Adaptation Evolution Strategy for Constrained Optimization Problem
Mar, 2006	Yutaka Kaseyama
	Analysis of Generalized Processor Sharing Networks with Variable Service Rate
	Hirokazu Kato
	Sequential Quadratic Programming Method for Nonlinear Second-Order Cone Programming Problems
	Shigeaki Maeda
	Approximate Formulas for the Cell Loss Probability in Finite-Buffer Queues with Correlated Input
Mar, 2005	Yuusuke Ikehata
	スペースデブリ観測レーダーの最適操作 (in Japanese)
	Takayuki Oka
	Estimation of Packet Loss Probability Based on Measured Traffic Data
	Kentaro Okazaki
	Approximate Analysis of Tandem Blocking Queueing Networks with Correlated Arrivals and Services
	Hiroshi Okazaki
	A Robust User Equilibrium in the Traffic Assignment Problem under Uncertainty
	Rocsildes Canoy
	A Numerically Robust Algorithm for the Nonlinear Complementarity Problem
Mar, 2004	Daisuke Asahara
	Distributed Contents Discovery Based on PageRank
	Takurou Kutsuna
	Optimal Design of PAC-Companion Structure for Mortage Backed Securities Using Cash Reserve
	Yasuhiro Takeda
	IP Traffic Modeling for Packet Loss Estimation
Mar, 2003	Hideki Takeguchi
	Analysis of a Batch-Arival Batch-Service Queueing System and Its Application to Optimization of the Order of Services
	Takashi Hashimoto
	Quantitative Evaluation of the Energy System in an Adaptive Network Architecture
	Takahiro Yamaguchi
	A Matrix Splitting Method for Affine Second-Order Cone Complementarity Problems
	Hirokatsu Yoshida
	Optimal Transaction Strategy Incorporating Liquidity Risk
	Haiguang Hu
	A New Simulation-Based Approach for Multi-Period Portfolio Optimization Problem
Mar, 2002	Yujin Imagawa
	Modeling and Analysis of Buffer Management Schemes in a DiffServ Router
	Akihiro Enomoto
	Community Based Discovery in Peer to Peer Networks
	Jun Tajima
	A Branch and Bound Method for the Mathematical Program with Mixed Complementarity Constraints
	Shiro Tsuchiyama
	Performance Analysis of a Dynamic Channel Switching Scheme in IMT-2000
	Shunsuke Hayashi
	On the Coerciveness of Merit Functions for the Second-Order Cone Complementarity Problems
Mar, 2001	Tomoyuki Ito
	Multiperiod Portfolio Selection with Second-order Cone Constraints
	Masateru Ohnishi
	Performance Analysis of a Differentiated Service Router
	Hiroshige Dan
	Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
	Hiroyuki Masuyama
	Analysis of an Infinite-Server Queue with Markovian Arrival Streams
	Miyamoto Naomi
	An Equilibrium Model of a Self-organizing Network Architecture
Mar, 2000	Dai Inoue
	Sojourn Time in a Queue with Clustered Periodic Arrivals
	Masahiro Kyouno
	Nonlinear Proximal Decomposition Method with Bregman Function
	Hiroyuki Moriyama
	The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule
	Takahiro Yamada
	Modeling MPEG Video Traffic Based on Superposition of Homogeneous On-Off Sources
	Takuya Konishi
	A New Algorithm for Computing the Fundamental Period Matrix in Markov Chains of M/G/1 Type
Mar, 1999	Junshi Imai
	The Proximal Point Method for the P0 Complementarity Problem
	Takashi Hashimoto
	多期間資産配分問題に対する近似解法 (in Japanese)
	Tomoyuki Morimoto
	An Infeasible Interior Proximal Method for Convex Programming Problems with Linear Constraints
Mar, 1998	Masahiro Shibata
	The Extended Semidefinite Linear Complementarity Problem: A Reformulation Approach
	Kenjiro Yamada
	A New Derivative-free Descent Method for the Nonlinear Complementarity Problem
Mar, 1997	Seiji Nakazawa
	Decomposition of a Portfolio Optimization Model by Splitting Methods