Kyoto University - System Optimization Laboratory

Master's Theses

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

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