3 papers
cs.GT2026
Optimal design of lottery with cumulative prospect theory
Shunta Akiyama, Mitsuaki Obara, Yasushi Kawase
Lotteries are a prevalent form of gambling between a seller and buyers. Designing a lottery requires a model of how buyers make decisions when confronted with uncertain outcomes. C…
math.OC2026
Local near-quadratic convergence of Riemannian interior point methods
Mitsuaki Obara, Takayuki Okuno, Akiko Takeda
We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of in…
math.OC2026
A primal-dual interior point trust region method for second-order stationary points of Riemannian inequality-constrained optimization problems
Mitsuaki Obara, Takayuki Okuno, Akiko Takeda
We consider Riemannian inequality-constrained optimization problems. Such problems inherit the benefits of Riemannian approach developed in the unconstrained setting and naturally…