List of faculty
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WAKI, Hayato( WAKI, Hayato ) / Associate Professor

Faculty , Department

Institute of Mathematics for Industry : Applied Mathematics ,Laboratory of Mathematical Design for Advanced Cryptography (concurrent) ,Fujitsu Social Mathematics (joint research staff)

Keywords

Optimization, Mathematical Programming, Continuous Optimization, Semidefinite Programming Problem, Optimization Software

Optimization problem is the problem of finding the maximum or minimum of a given function over a given set, and is widely used in industry and daily life. My research interests are (i) to solve continuous optimization problems, e.g., convex optimization problems and semidefinite programming problems, (ii) to develop effective algorithms and software. In particular, I am strongly interested in research for solving nonlinear and nonconvex optimization problems by using convex optimization and semidefinite programming problems. However, such problems have two difficulties: (1) the resulting convex optimization problems become too large-scale to handle, (2) the resulting problems become too degenerate to solve accurately. In addition, we often encounter phenomena that the theoretical results are completely different from computational results due to numerical errors, e.g., round-off errors in computation. We welcome people who challenge these difficulties with us and/or who have some practical optimization problems.