Research theme for competitive and other funds (3):
2020 - 2024 Theory and algorithms for ill-conditioned conic linear programming
2020 - 2024 Development of nonlinear semidefinite optimization theory and application to machine learning
2015 - 2019 錐制約をもつ半無限計画問題に対するアルゴリズムの高速化と諸問題への応用
Papers (25):
Naoki Marumo, Takayuki Okuno, Akiko Takeda. Accelerated-gradient-based generalized Levenberg-Marquardt method with oracle complexity bound and local quadratic convergence. Mathematical Programming. 2024
Takashi Tsuchiya, Bruno F. Lourenço, Masakazu Muramatsu, Takayuki Okuno. Closing duality gaps of SDPs completely through perturbation when singularity degree is one. Optimization Methods and Software. 2024. 39. 5. 1040-1067
Jan Harold Alcantara, Chieu Thanh Nguyen, Takayuki Okuno, Akiko Takeda, Jein-Shan Chen. Unified Smoothing Approach for Best Hyperparameter Selection Problem Using a Bilevel Optimization Strategy. Mathematical Programming. 2024. 1-40
Takayuki Okuno. Local convergence of primal-dual interior point methods for nonlinear semi-definite optimization using the family of Monteiro-Tsuchiya directions. Computational Optimization and Applications. 2024
Mitsuaki Obara, Kazuhiro Sato, Takayuki Okuno, Akiko Takeda. Stable Linear System Identification with Prior Knowledge by Riemannian Sequential Quadratic Optimization. IEEE Transactions on Automatic Control. 2023. 1-8
Adachi, Sho, Okuno, Takayuki, Takeda, Akiko. Riemannian Levenberg-Marquardt Method with Global and Local Convergence Properties. arXiv preprint arXiv:2210.00253. 2022
Takayuki Okuno. Analysis of the primal-dual central path for nonlinear semidefinite optimization without the nondegeneracy condition. arXiv preprint arXiv:2210.00838. 2022
M. Muramatsu, T. Kitahara, B. F. Loureco, T. Okuno, T. Tsuchiya. An oracle-based projection and rescaling algorithm for linear semi-infinite feasibility problems and its application to SDP and SOCP. arXiv preprint arXiv:1809.10340. 2018
Okuno Takayuki, Hayashi Shunsuke, Fukushima Masao. Optimality Conditions and Algorithms for Semi-Infinite Programs with an Infinite Number of Second-Order Cone Constraints (The evolution of optimization models and algorithms). RIMS Kokyuroku. 2011. 1726. 161-171
Books (2):
A Bayesian and OPtimization Perspective, 2nd Edition
2022
理工系の基礎 情報工学
丸善出版 2018
Lectures and oral presentations (14):
A bilevel approach to l q hyperpa- rameter optimization
(nternational Conference on Nonlinear Analysis and Convex Analysis International Conference on Optimization Techniques and Applications 2019)
Smoothing Newton method for l q hyperparameter optimization
(The PolyU AMA - RIKEN AIP Joint Workshop on Optimization and Machine Learning 2019)
Hyperparameter learning for sparse l p regularizers via nonsmooth bilevel op- timization
(019 Optimization Workshop Department of Mathematics 2019)