Hayato Waki | Last modified date：2017.09.14 |

Associate Professor /
Laboratory of Advanced Software in Mathematics

Institute of Mathematics for Industry

Institute of Mathematics for Industry

Graduate School

Undergraduate School

E-Mail

Homepage

##### http://sites.google.com/site/hayatowaki/Home

Academic Degree

Ph.D. (science)

Field of Specialization

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

Outline Activities

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 interest 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. Also, I research on the development of automotive engine control with industry-academia collaboration as IMI Joint Research.

Research

**Research Interests**

- 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 interest 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. Moreover, I am also interested in applications of optimization methods.

keyword : Optimization, mathematical programming, continuous optimization, semidefinite programming problem, optimization software

2002.04～2017.03.

**Academic Activities**

**Reports**

1. | Hayato Waki, Strict Feasibility of Conic Optimization Problems, Springer , 2014.06, [URL]. |

**Papers**

1. | Hayato Waki, Noboru Sebe, Application of Facial Reduction to $H_\infty$ State Feedback Control Problem, International Journal of Control, [URL]. |

2. | Hayato Waki, Florin Nae, Boundary modeling in model-based calibration for automotive engines via the vertex representation of the convex hulls, Pacific Journal of Mathematics for Industry, 9, 1, 2017.01, [URL]. |

3. | Hayato Waki, Yoshio Ebihara, Noboru Sebe, Reduction of SDPs in H∞ control of SISO systems and performance limitations analysis, IEEE 55th Conference on Decision and Control (CDC), 2016, 2016.12, [URL]. |

4. | Hayato Waki, Noboru Sebe, Application of Facial Reduction to $H_¥infty$ State Feedback Control Problem, The 8th IFAC Robust Control Design (ROCOND 2015), 48, 14, 2015.07. |

5. | Hayato Waki, How to generate weakly infeasible semidefinite programs via Lasserre's relaxations for polynomial optimization, OPTIMIZATION LETTERS, 6, 8, 1883-1896, 2012.12. |

6. | Hayato Waki, Nakata, Maho, Muramatsu, Masakazu, Strange behaviors of interior-point methods for solving semidefinite programming problems in polynomial optimization, Computational Optimization and Applications, 53, 3, 823-844, 2012.12. |

7. | Hayato Waki, Masakazu Muramatsu, Facial Reduction Algorithms for Conic Optimization Problems, Journal of Optimization Theory and Applications, 158, 1, 2013.07. |

8. | Hayato Waki, Masakazu Muramatsu, An extension of the elimination method for a sparse SOS polynomial, Journal of the Operations Research Society of Japan, 54, 4, 161--190, 2011.12, [URL]. |

9. | Hayato Waki, Masakazu Muramatsu, A Facial Reduction Algorithm for Finding Sparse SOS representations, Operations Research Letters, 38, 5, 361--365, 2010.09, [URL]. |

10. | Hayato Waki, Masakazu Muramatsu, Masakazu Kojima, INVARIANCE UNDER AFFINE TRANSFORMATION IN SEMIDEFINITE PROGRAMMING RELAXATION FOR POLYNOMIAL OPTIMIZATION PROBLEMS, Pacific Journal of Optimization, 5, 2, 297-312, 2009.05. |

11. | Hayato Waki, Sunyoung Kim, Masakazu Kojima, Masakazu Muramatsu, Hiroshi Sugimoto, Algorithm 883: SparsePOP -- a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems, ACM Transactions on Mathematical Software, 15, 2, 15:1--15:13, 2008.07. |

12. | Hayato Waki, Sunyoung Kim, Masakazu Kojima, Masakazu Muramatsu, Sums of Squares and Semidefinite Programming Relaxations for Polynomial Optimization Problems with Structured Sparsity, SIAM Journal on Optimization, 17, 1, 218-242, 2006.05. |

13. | Masakazu Kojima, Sunyoung Kim, Hayato Waki, Sparsity in sums of squares of polynomials, Mathematical Programming, 103, 1, 45-62, 2005.05. |

**Presentations**

1. | 脇 隼人, Computational aspects on non-strictly feasible semidefinite program, PROJECT COLLOQUIA in ERATO MMSD, 2017.07.14, [URL]. |

2. | Hayato Waki, An Introduction on SemiDefinite Program -- from the viewpoint of computation --, Combinatorial Optimization at Work, 2015.10.08, [URL]. |

3. | Hayato Waki, Noboru Sebe, Application of Facial Reduction to H_¥infty State Feedback Control Problem, 22nd International Symposium on Optimization, 2015.07.14, [URL]. |

4. | Hayato Waki, Noboru Sebe, Application of Facial Reduction to H_¥infty State Feedback Control Problem, 8th IFAC Symposium on Robust Control Design, 2015.07.09, [URL]. |

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10. | Hayato Waki, SDP relaxation for Polynomial Optimization Problems and Facial Reduction Algorithm, The International Conference on Continuous Optimization (ICCOPT) 2010, 2010.07.26, [URL]. |

11. | Hayato Waki, Strange Behaviors of Interior-Point Methods for Solving Semidefinite Programming Problems in Polynomial Optimization, 2nd Alpen-Adria Workshop on Optimization , 2011.05.11. |

12. | Hayato Waki, Strange Behaviors of Interior-Point Methods for Solving Semidefinite Programming Problems in Polynomial Optimization, SIAM Conference on Optimization 2011, 2011.05.17. |

**Membership in Academic Society**

- The Japan Society for Industrial and Applied Mathematics
- The Operations Research Society of Japan

Educational

Social

**Professional and Outreach Activities**

An agreement on academic cooperation between the institute of mathematics for industry and Zuse Institute Berlin was concluded in 2014 spring. We carried out the following three events:

(1) An international workshop ``Workshop on Optimization in the Real World" was held on Ito campus, Kyushu University, on 14--15 Oct. 2014. This workshop was organized by Professor Katsuki Fujisawa (Institute of mathematics for industry, Kyushu University), Yuji Shinano (Zuse Institute Berlin), and me. We invited Zuse Institute of Berlin of President and Professor Martine Groetschel and some researchers.

(2) Combinatorial Optimization @ Work was held in Berlin, 27 Sept. -- 9 Oct, 2015. Professor Fujisawa and I give lectures on optimization to students

(3) We published a post-proceedings on the workshop (1) as a book in the series Mathematics for Industry, Springer. .

(1) An international workshop ``Workshop on Optimization in the Real World" was held on Ito campus, Kyushu University, on 14--15 Oct. 2014. This workshop was organized by Professor Katsuki Fujisawa (Institute of mathematics for industry, Kyushu University), Yuji Shinano (Zuse Institute Berlin), and me. We invited Zuse Institute of Berlin of President and Professor Martine Groetschel and some researchers.

(2) Combinatorial Optimization @ Work was held in Berlin, 27 Sept. -- 9 Oct, 2015. Professor Fujisawa and I give lectures on optimization to students

(3) We published a post-proceedings on the workshop (1) as a book in the series Mathematics for Industry, Springer. .

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