The development of online solver having functions of automatic parameter settings for optimization problems
The development of online solver having functions of automatic parameter settings for optimization problems
批准号:
20510143
负责人:
FUJISAWA Katsuki
金额:
$2.91万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2008
资助国家:
日本
项目状态:
已结题
起止时间:
2008 至 2010
中文摘要
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英文摘要
We have developed the online solver systems having functions of automatic parameter settings for some major optimization problems (semidefinite program, shortest path problem and mixed integer program). The online solvers are now available from some websites. We have also developed high performance optimization solvers for semidefinite program and shortest path problem, which can obtain optimal solutions for very large-scale optimization problems which existing optimization solvers cannot solve.
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DOI:
10.1007/s11009-009-9152-4
发表时间:
2011-05
期刊:
Methodology and Computing in Applied Probability
影响因子:
0.9
作者:
[Jun-ya Gotoh;Hui Jin;U. Sumita]
通讯作者:
Jun-ya Gotoh;Hui Jin;U. Sumita
Constant rebalanced portfolio optimization under nonlinear transaction costs
非线性交易成本下不断再平衡的投资组合优化
DOI:
10.1007/s10690-010-9130-4
发表时间:
2011
期刊:
Asia-Pacific Financial Markets
影响因子:
1.7
作者:
[Iwamoto N, Ito S, Kobayashi M, Kumagai Y, Y. Takano and J. Gotoh]
通讯作者:
Y. Takano and J. Gotoh
DOI:
10.1007/s10951-010-0164-2
发表时间:
2012
期刊:
Journal of Scheduling
影响因子:
2
作者:
[K.Matsumoto, S.Umetani, H.Nagamochi]
通讯作者:
H.Nagamochi
Two-probe routing in inspection of circuit boards
电路板检查中的双探针布线
DOI:
--
发表时间:
2009
期刊:
影响因子:
--
作者:
[V. Virtanen, S. Umetani and H. Morita]
通讯作者:
S. Umetani and H. Morita
SDPA Online Solver
SDPA 在线求解器
DOI:
--
发表时间:
期刊:
影响因子:
--
作者:
[]
通讯作者:
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