京都大学 大学院情報学研究科 数理工学専攻 最適化数理分野

修士論文

※ 2016年からのPDFは摘要のみ

2017年3月 飯塚 拓矢
A Stabilized SQP-Type Method for Nonlinear Second-Order Cone Programming Problems
池上 哲矢
An Equivalent Nonlinear Optimization Model with Triangular Low-Rank Factorization for Semidefinite Programs
山口 貴大
Efficient Implementation of Stochastic Gradient Descent Method with Variance Reduction
2016年3月 鋒 幸洋
A Forward-Backward Splitting Method with Component-Wise Lazy Evaluation for Online Structured Convex Optimization
森下 美子
A Descent Method for Robust Multiobjective Optimization in the Presence of Implementation Errors
濵 功樹
A Regularized Limited Memory BFGS Method for Box-Constrained Minimization Problems
上浦 伸也
Efficient Block Selections in Block Coordinate Gradient Descent Methods for Linearly Constrained Optimization Problem
露口 大介
The Use of Smoothing Methods in Multi-Leader-Follower Games
2015年3月 大井 一輝
On the Relation Between the Diversity of Players and the Stability of Nash Equilibria in Non-Cooperative Games
岩崎 一真
A Hybrid Algorithm of Gradient and Newton Methods for Semidefinite Programs
西村 卓馬
Differentiable Exact Penalty Functions for Nonlinear Optimization with Easy Constraints
羽賀 俊朗
An Accelerated Proximal Gradient Method for Fenchel-Type Dual Problems of General Support Vector Regressions
2014年3月 梅田 零
Universal Portfolios with Trading Cost and Downside Risk
合元 健祐
An Exchange Method with Refined Subproblems for Convex Semi-Infinite Programming Problems
杉本 真二
A Regularized Limited Memory BFGS Method for Unconstrained Minimization Problems
松田 一樹
Simultaneous Likelihood Estimation for Normal Mixture Distributions and Sparse Precision Matrix
2013年3月 門元 崇
A Randomized Block-Coordinate Descent Method for Online Convex Optimization Problem
河野 将希
A Regularized Outer Approximation Method for Monotone Semi-Infinite Variational Inequality Problems
安田 浩平
Sl_1QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems
2012年3月 高須 啓介
Smoothing Method for Nonlinear Second-Order Cone Programs with Complementarity Constraints and Its Application to the Smart House Scheduling Problem
新見 朋広
A Multiplier Method with Variable Augmented Lagrangian Functions
野田 峻弘
Three-Stage Model for the Manufacturer-Supplier Game in Supply Chain Management
山村 広
A Smoothing SQP Method for Mathematical Programs with Second-order Cone Complementarity Constraints
西森 雅峰
Practical Implementations of the Adaptive Regularized Newton Method
森田 佳祐
A Tridiagonal Quasi-Newton Method for the Large-Scale Unconstrained Minimization Problem
2011年3月 伊藤 好彦
Robust Wardrop Equilibria in the Traffic Assignment Problem with Uncertain Data
尾添 俊介
A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem
山中 翔太
A Branch-and-Bound Method for Absolute Value Programs and Its Application to Facility Location Problems
吉田 雅基
Optimization Models for Constructing a Portfolio Function with Kernel Methods
阮 可 (Ke Ruan)
Robust Portfolio Selection with a Combined WCVaR and Factor Model
2010年3月 大坪 亮太
Optimal Design of a Combined Heat and Power Network
奥野 貴之
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Second-Order Cone Constraints
西 考浩
A Semidefinite Programming Relaxation Approach for the Pooling Problem
濱谷 健史
Pricing American Options with Uncertain Volatility through Stochastic Linear Complementarity Models
山本 大輔
Convexity Analysis and Splitting Algorithm for the Sum-Rate Maximization Problem
2009年3月 上田 健詞
A Regularized Newton Method Without Line Search for Unconstrained Optimization
金山 宗高
交通混雑問題におけるパレート改善の方法
久保田 雄統
A Gap Functon Approach to the Generalized Nash Equilibrium Problem
黒川 典俊
Global Convergence of Derivative-Free Trust Region Algorithm Using Inexact Information on Function Values
西村 亮一
Semidefinite Programming Reformulation for a Class of Robust Optimization Problems and its Application to Robust Nash Equiiblium Problems
2008年3月 關 雄至
New Local Search Methods for Improving the Lagrangian Relaxation-Based Unit Commitment Solution
髙木 潤
A Derivative-Free Trust-Region Algorithm for Unconstrained Optimization with Controllable Error
鍋谷 昴一
Variational Inequality Approaches to Generalized Nash Equilibrium Problems
張 艾玲 (Ailing Zhang)
Quadratic Fractional Programming Problems with Quadratic Constraints
2007年3月 江尻 健志
A Smoothing Method for Mathematical Programs with Second-Order Cone Complementarity Constraints
道古 真也
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
星村 圭一郎
Covariance Matrix Adaptation Evolution Strategy for Constrained Optimization Problem
2006年3月 枠山 豊
Analysis of Generalized Processor Sharing Networks with Variable Service Rate
加藤 宏和
Sequential Quadratic Programming Method for Nonlinear Second-Order Cone Programming Problems
前田 繁章
Approximate Formulas for the Cell Loss Probability in Finite-Buffer Queues with Correlated Input
2005年3月 池端 祐介
スペースデブリ観測レーダーの最適操作
岡 孝之
Estimation of Packet Loss Probability Based on Measured Traffic Data
岡崎 健太郎
Approximate Analysis of Tandem Blocking Queueing Networks with Correlated Arrivals and Services
岡崎 大志
A Robust User Equilibrium in the Traffic Assignment Problem under Uncertainty
Rocsildes Canoy
A Numerically Robust Algorithm for the Nonlinear Complementarity Problem
2004年3月 浅原 大輔
Distributed Contents Discovery Based on PageRank
沓名 拓郎
Optimal Design of PAC-Companion Structure for Mortage Backed Securities Using Cash Reserve
武田 裕弘
IP Traffic Modeling for Packet Loss Estimation
2003年3月 竹口 英樹
Analysis of a Batch-Arival Batch-Service Queueing System and Its Application to Optimization of the Order of Services
橋本 崇
Quantitative Evaluation of the Energy System in an Adaptive Network Architecture
山口 貴大
A Matrix Splitting Method for Affine Second-Order Cone Complementarity Problems
吉田 宏克
Optimal Transaction Strategy Incorporating Liquidity Risk
胡 海光 (Haiguang Hu)
A New Simulation-Based Approach for Multi-Period Portfolio Optimization Problem
2002年3月 今川 裕人
Modeling and Analysis of Buffer Management Schemes in a DiffServ Router
榎本 章宏
Community Based Discovery in Peer to Peer Networks
田島 潤
A Branch and Bound Method for the Mathematical Program with Mixed Complementarity Constraints
槌山 志郎
Performance Analysis of a Dynamic Channel Switching Scheme in IMT-2000
林 俊介
On the Coerciveness of Merit Functions for the Second-Order Cone Complementarity Problems
2001年3月 伊藤 知行
Multiperiod Portfolio Selection with Second-order Cone Constraints
大西 壮輝
Performance Analysis of a Differentiated Service Router
檀 寛成
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
増山 博之
Analysis of an Infinite-Server Queue with Markovian Arrival Streams
宮本 直美
An Equilibrium Model of a Self-organizing Network Architecture
2000年3月 井上 大
Sojourn Time in a Queue with Clustered Periodic Arrivals
京野 正宏
Nonlinear Proximal Decomposition Method with Bregman Function
森山 裕之
The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule
山田 卓広
Modeling MPEG Video Traffic Based on Superposition of Homogeneous On-Off Sources
小西 拓也
A New Algorithm for Computing the Fundamental Period Matrix in Markov Chains of M/G/1 Type
1999年3月 今井 純志
The Proximal Point Method for the P0 Complementarity Problem
橋本 貴志
多期間資産配分問題に対する近似解法
森本 智行
An Infeasible Interior Proximal Method for Convex Programming Problems with Linear Constraints
1998年3月 柴田 雅博
The Extended Semidefinite Linear Complementarity Problem: A Reformulation Approach
山田 憲二郎
A New Derivative-free Descent Method for the Nonlinear Complementarity Problem
1997年3月 中沢 誠司
Decomposition of a Portfolio Optimization Model by Splitting Methods