## Fukushima, Masao

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 Author ID: fukushima.masao Published as: Fukushima, Masao; Fukushima, M.; Fukushima, Masao F.; Fukushima, Massao more...less Homepage: http://www.seto.nanzan-u.ac.jp/~fuku/fuku-e.html External Links: MGP · ResearchGate · dblp
 Documents Indexed: 218 Publications since 1976 8 Contributions as Editor Biographic References: 1 Publication Co-Authors: 123 Co-Authors with 198 Joint Publications 2,920 Co-Co-Authors
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### Co-Authors

 21 single-authored 32 Yamashita, Nobuo 18 Ibaraki, Toshihide 13 Kanzow, Christian 11 Mine, Hisashi 10 Hedar, Abdel-Rahman 10 Li, Donghui 8 Chen, Xiaojun 8 Hayashi, Shunsuke 8 Júdice, Joaquim João 7 Pang, Jong-Shi 7 Qi, Liqun 7 Sagara, Nobuko 6 Tseng, Paul 6 Yamakawa, Eiki 5 Fabozzi, Frank J. 5 Fukuda, Ellen H. 5 Huang, Dashan 5 Ibaraki, Satoru 5 Majig, Mend-Amar 5 Taji, Kouichi 5 Tanaka, Yoshihiro 4 Hu, Ming 4 Okuno, Takayuki 3 Dan, Hiroshige 3 Fernandes, Luis M. 3 Iusem, Alfredo Noel 3 Lin, Gui-Hua 3 Luo, Zhi-Quan 3 Nishimura, Ryoichi 3 Ohno, Katsuhisa 3 Sessa, Valentina 3 Zhong, Ping 3 Zhu, Shushang 2 Agdeppa, Rhoda P. 2 Brás, Carmo P. 2 Chen, Lihua 2 Enkhbat, Rentsen 2 Itoh, Takehisa 2 Kato, Hirokazu 2 Lourenço, Bruno F. 2 Morimoto, Tomoyuki 2 Peng, Jiming 2 Sasaki, Mihiro 2 Sherali, Hanif D. 2 Sugimoto, Takanobu 2 Sun, Defeng 2 Tatsumi, Keiji 2 von Heusinger, Anna 2 Yamada, Kenjiro 2 Yuan, Ya-xiang 1 Almaraashi, Majid 1 Amin, Hesham H. 1 Ang, James S. K. 1 Barsbold, Bazarragchaa 1 Bipasha, Rehana Sultana 1 de Oliveira, Welington Luis 1 Deabes, Wael 1 Dreves, Axel 1 Eckstein, Jonathan 1 Fang, Haitao 1 Ferenczi, Izabella 1 Focardi, Sergio M. 1 Gaudioso, Manlio 1 Giannessi, Franco 1 Haddou, Mounir 1 Hamatani, Kenji 1 Hasegawa, Toshiharu 1 Hashizume, Satoru 1 Hori, Atsushi 1 Imai, Junji 1 Iwaoka, Kouichiro I. 1 Jiang, Houyuan 1 Kai, Yoshitaka 1 Katoh, Naoki 1 Kono, Masaki 1 Kyono, M. 1 Lin, Guihua 1 Ling, Chen 1 Lu, Zudi 1 Machida, Naoki 1 Martínez, José Mario 1 Matsubara, Yasuhiro 1 Meng, Fanwen 1 Morinaga, Yoshiaki 1 Moriyama, Hiroyuki 1 Nabetani, Koichi 1 Nagamochi, Hiroshi 1 Nagel, Christian 1 Nguyen, Van Hien 1 Nie, Pu-yan 1 Nishihara, Michi 1 Noda, Takahiro 1 Ohsaki, Shuichi 1 Ong, Bun Theang 1 Pallaschke, Diethard 1 Rauf, A. I. 1 Rosa, Silvé’erio S. 1 Ruan, Ke 1 Ryang, Yong-Joon 1 Shibata, Masahiro ...and 23 more Co-Authors
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### Serials

 18 Journal of Optimization Theory and Applications 18 SIAM Journal on Optimization 17 Computational Optimization and Applications 16 Journal of the Operations Research Society of Japan 16 Optimization Methods & Software 15 Journal of Computational and Applied Mathematics 13 Mathematical Programming. Series A. Series B 9 Pacific Journal of Optimization 8 Journal of Global Optimization 8 European Journal of Operational Research 7 RIMS Kokyuroku 5 International Journal of Systems Science 5 Journal of Industrial and Management Optimization 4 Journal of Mathematical Analysis and Applications 4 Mathematics of Operations Research 4 Mathematical Programming 4 Optimization 3 IEEE Transactions on Automatic Control 3 Journal of Nonlinear and Convex Analysis 3 Computational Management Science 2 Applied Mathematics and Computation 2 Numerical Functional Analysis and Optimization 2 Operations Research 2 SIAM Journal on Control and Optimization 2 Operations Research Letters 2 Annals of Operations Research 2 Optimization Letters 1 Mathematica Japonica 1 Networks 1 SIAM Journal on Numerical Analysis 1 SIAM Journal on Scientific and Statistical Computing 1 Asia-Pacific Journal of Operational Research 1 Journal of Economic Dynamics & Control 1 Neural Computation 1 Japan Journal of Industrial and Applied Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Soft Computing 1 Mathematical Methods of Operations Research 1 Studies in Nonlinear Dynamics and Econometrics 1 Optimization and Engineering 1 Applied Optimization 1 Numerical Algebra, Control and Optimization
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### Fields

 207 Operations research, mathematical programming (90-XX) 91 Numerical analysis (65-XX) 41 Calculus of variations and optimal control; optimization (49-XX) 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Computer science (68-XX) 8 General and overarching topics; collections (00-XX) 6 Operator theory (47-XX) 5 Systems theory; control (93-XX) 2 Real functions (26-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Statistics (62-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX)

### Citations contained in zbMATH Open

192 Publications have been cited 4,742 times in 2,779 Documents Cited by Year
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems. Zbl 0756.90081
Fukushima, Masao
1992
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
2005
Smoothing functions for second-order-cone complementarity problems. Zbl 0995.90094
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
2001
A modified BFGS method and its global convergence in nonconvex minimization. Zbl 0984.65055
Li, Donghui; Fukushima, Masao
2001
On the rate of convergence of the Levenberg-Marquardt method. Zbl 1001.65047
Yamashita, N.; Fukushima, M.
2001
A combined smoothing and regularization method for monotone second-order cone complementarity problems. Zbl 1114.90139
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
2005
Worst-case conditional value-at-risk with application to robust portfolio management. Zbl 1233.91254
Zhu, Shushang; Fukushima, Masao
2009
A relaxed projection method for variational inequalities. Zbl 0598.49024
Fukushima, Masao
1986
A globally and superlinearly convergent Gauss-Newton-based BFGS method for symmetric nonlinear equations. Zbl 0946.65031
Li, Donghui; Fukushima, Masao
1999
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
2005
A globally convergent Newton method for solving strongly monotone variational inequalities. Zbl 0792.49007
Taji, Kouichi; Fukushima, Masao; Ibaraki, Toshihide
1993
On the global convergence of the BFGS method for nonconvex unconstrained optimization problems. Zbl 1010.90079
Li, Dong-Hui; Fukushima, Masao
2001
Application of the alternating direction method of multipliers to separable convex programming problems. Zbl 0763.90071
Fukushima, Masao
1992
Levenberg–Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1064.65037
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
2004
Robust solution of monotone stochastic linear complementarity problems. Zbl 1165.90012
Chen, Xiaojun; Zhang, Chao; Fukushima, Masao
2009
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations. Zbl 0960.65076
Li, Donghui; Fukushima, Masao
2000
A generalized proximal point algorithm for certain non-convex minimization problems. Zbl 0467.65028
Fukushima, Masao; Mine, Hisashi
1981
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints. Zbl 0904.90153
Fukushima, Masao; Luo, Zhi-Quan; Pang, Jong-Shi
1998
Merit functions for variational inequality and complementarity problems. Zbl 0996.90082
Fukushima, Masao
1996
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Zbl 1220.90136
Nabetani, Koichi; Tseng, Paul; Fukushima, Masao
2011
Stochastic $$R_0$$ matrix linear complementarity problems. Zbl 1151.90052
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
2007
Unconstrained optimization reformulations of variational inequality problems. Zbl 0879.90180
Yamashita, N.; Taji, K.; Fukushima, M.
1997
Complementarity constraint qualifications and simplified $$B$$-stationary conditions for mathematical programs with equilibrium constraints. Zbl 1040.90560
Pang, Jong-Shi; Fukushima, Masao
1999
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints. Zbl 1005.65064
Fukushima, Masao; Tseng, Paul
2002
A globally and superlinearly convergent algorithm for nonsmooth convex minimization. Zbl 0868.90109
Fukushima, Masao; Qi, Liqun
1996
On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity. Zbl 1190.90239
Kanzow, Christian; Ferenczi, Izabella; Fukushima, Masao
2009
Some reformulations and applications of the alternating direction method of multipliers. Zbl 0816.90109
Eckstein, Jonathan; Fukushima, Masao
1994
A descent algorithm for nonsmooth convex optimization. Zbl 0545.90082
Fukushima, Masao
1984
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem. Zbl 0851.90138
Fukushima, Masao
1996
Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions. Zbl 1030.65049
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
2002
Portfolio selection under distributional uncertainty: a relative robust CVaR approach. Zbl 1176.91145
Huang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
2010
On stationary points of the implicit Lagrangian for nonlinear complementarity problems. Zbl 0824.90131
Yamashita, N.; Fukushima, M.
1995
Equivalent unconstrained minimization and global error bounds for variational inequality problems. Zbl 0873.49006
Yamashita, Nobuo; Fukushima, Masao
1997
Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. Zbl 1200.65052
Lin, Gui-Hua; Fukushima, Masao
2010
A modified relaxation scheme for mathematical programs with complementarity constraints. Zbl 1119.90058
Lin, Gui-Huan; Fukushima, Masao
2005
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems. Zbl 0872.90102
Yamashita, Nobuo; Fukushima, Masao
1997
A successive quadratic programming algorithm with global and superlinear convergence properties. Zbl 0597.90077
Fukushima, Masao
1986
New NCP-functions and their properties. Zbl 0886.90146
Kanzow, C.; Yamashita, N.; Fukushima, M.
1997
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
2011
A class of gap functions for quasi-variational inequality problems. Zbl 1170.90487
Fukushima, Masao
2007
Tabu search directed by direct search methods for nonlinear global optimization. Zbl 1093.90091
Hedar, Abdel-Rahman; Fukushima, Masao
2006
New reformulations for stochastic nonlinear complementarity problems. Zbl 1113.90110
Lin, Gui-Hua; Fukushima, Masao
2006
A hybrid Newton method for solving the variational inequality problem via the D-gap function. Zbl 0939.90023
Peng, Ji-Ming; Fukushima, Masao
1999
A trust region method for solving generalized complementarity problems. Zbl 0911.90324
Jiang, Houyuan; Fukushima, Masao; Qi, Liqun; Sun, Defeng
1998
Proximal quasi-Newton methods for nondifferentiable convex optimization. Zbl 0946.90111
Chen, Xiaojun; Fukushima, Masao
1999
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints. Zbl 1033.90087
Lin, G. H.; Fukushima, M.
2003
Robust Nash equilibria and second-order cone complementarity problems. Zbl 1137.91310
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
2005
Derivative-free filter simulated annealing method for constrained continuous global optimization. Zbl 1133.90421
Hedar, Abdel-Rahman; Fukushima, Masao
2006
Gap function approach to the generalized Nash equilibrium problem. Zbl 1188.91021
Kubota, K.; Fukushima, M.
2010
Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. Zbl 0944.65070
Fukushima, Masao; Pang, Jong-Shi
1999
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization. Zbl 0866.90124
Kanzow, C.; Fukushima, M.
1996
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Zbl 1065.90081
Hedar, Abdel-Rahman; Fukushima, Masao
2002
An SQP-type algorithm for nonlinear second-order cone programs. Zbl 1149.90149
Kato, Hirokazu; Fukushima, Masao
2007
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Zbl 1172.90455
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao
2007
A sequential quadratically constrained quadratic programming method for differentiable convex minimization. Zbl 1060.90077
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
2003
Portfolio selection with uncertain exit time: a robust CVaR approach. Zbl 1181.91292
Huang, Dashan; Zhu, Shu-Shang; Fabozzi, Frank J.; Fukushima, Masao
2008
A matrix-splitting method for symmetric affine second-order cone complementarity problems. Zbl 1107.90036
Hayashi, Shunsuke; Yamaguchi, Takahiro; Yamashita, Nobuo; Fukushima, Masao
2005
Some feasibility issues in mathematical programs with equilibrium constraints. Zbl 0911.90302
Fukushima, Masao; Pang, Jong-Shi
1998
A globally convergent SQP method for semi-infinite nonlinear optimization. Zbl 0685.90080
Tanaka, Y.; Fukushima, M.; Ibaraki, T.
1988
Successive linearization methods for nonlinear semidefinite programs. Zbl 1122.90058
Kanzow, Christian; Nagel, Christian; Kato, Hirokazu; Fukushima, Masao
2005
Regularized Newton methods for convex minimization problems with singular solutions. Zbl 1056.90111
Li, Dong-Hui; Fukushima, Masao; Qi, Liqun; Yamashita, Nobuo
2004
A minimization method for the sum of a convex function and a continuously differentiable function. Zbl 0422.90070
Mine, H.; Fukushima, M.
1981
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Zbl 1168.90008
Lin, Gui-Hua; Chen, Xiaojun; Fukushima, Masao
2009
A new merit function and a successive quadratic programming algorithm for variational inequality problems. Zbl 0853.49011
Taji, Kouichi; Fukushima, Masao
1996
A multisplitting method for symmetric linear complementarity problems. Zbl 0853.65068
Machida, Naoki; Fukushima, Masao; Ibaraki, Toshihide
1995
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation. Zbl 1237.91021
von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
2012
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Zbl 1059.90149
Hedar, Abdel-Rahman; Fukushima, Masao
2004
Equivalence of complementarity problems to differentiable minimization: A unified approach. Zbl 0853.65067
Tseng, Paul; Yamashita, Nobuo; Fukushima, Masao
1996
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities. Zbl 0920.90134
Kanzow, Christian; Fukushima, Masao
1998
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers. Zbl 1101.91013
Nie, Pu-Yan; Chen, Li-Hua; Fukushima, Masao
2006
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP. Zbl 1007.90071
Li, Dong-Hui; Fukushima, Masao
2001
Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem. Zbl 1193.65107
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
2010
An outer approximation algorithm for solving general convex programs. Zbl 0495.90066
Fukushima, Masao
1983
Smoothing Newton and quasi-Newton methods for mixed complementarity problems. Zbl 1168.90623
Li, Donghui; Fukushima, Masao
2000
A smoothing method for a mathematical program with P-matrix linear complementarity constraints. Zbl 1046.90086
Chen, Xiaojun; Fukushima, Masao
2004
The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem. Zbl 1004.47031
Yamashita, Nobuo; Fukushima, Masao
2000
Stackelberg hub location problem. Zbl 1027.90054
Sasaki, Mihiro; Fukushima, Masao
2001
Globally convergent BFGS method for nonsmooth convex optimization. Zbl 0986.90076
Rauf, A. I.; Fukushima, M.
2000
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization. Zbl 0941.90070
Kanzow, Christian; Fukushima, Masao
1998
On the computation of all eigenvalues for the eigenvalue complementarity problem. Zbl 1291.90112
Fernandes, Luís M.; Júdice, Joaquim J.; Sherali, Hanif D.; Fukushima, Masao
2014
On generalized pseudoconvex functions. Zbl 0685.90089
Tanaka, Yoshihiro; Fukushima, Masao; Ibaraki, Toshihide
1989
Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions. Zbl 1241.65056
Brás, Carmo P.; Fukushima, Masao; Júdice, Joaquim J.; Rosa, Silvé’erio S.
2012
A new derivative-free descent method for the nonlinear complementarity problem. Zbl 0996.90085
Yamada, Kenjiro; Yamashita, Nobuo; Fukushima, Masao
2000
A new merit function and a descent method for semidefinite complementarity problems. Zbl 0969.90087
Yamashita, Nobuo; Fukushima, Masao
1999
On the convergence of a class of outer approximation algorithms for convex programs. Zbl 0532.65047
Fukushima, Masao
1984
Parallel variable transformation in unconstrained optimization. Zbl 0913.90243
Fukushima, Masao
1998
Smoothing method for mathematical programs with symmetric cone complementarity constraints. Zbl 1237.90237
Yan, Tao; Fukushima, Masao
2011
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1065.65070
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
2005
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Zbl 1157.90009
Lin, Gui-Hua; Xu, Huifu; Fukushima, Masao
2008
A trust region method for nonsmooth convex optimization. Zbl 1177.90319
Sagara, Nobuko; Fukushima, Masao
2005
Approximation algorithms for combinatorial fractional programming problems. Zbl 0616.90078
Hashizume, Satoru; Fukushima, Masao; Katoh, Naoki; Ibaraki, Toshihide
1987
A computable generalized Hessian of the $$D$$-gap function and Newton-type methods for variational inequality problems. Zbl 0886.90165
Sun, Defeng; Fukushima, Masao; Qi, Liqun
1997
Robust Nash equilibria in $$4$$-person non-cooperative games: uniqueness and reformulation. Zbl 1162.91304
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
2009
A comparative study of several semi-infinite nonlinear programming algorithms. Zbl 0643.90079
Tanaka, Yoshihiro; Fukushima, Masao; Ibaraki, Toshihide
1988
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems. Zbl 0985.65071
Zeng, Jinping; Li, Donghui; Fukushima, Masao
2001
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming. Zbl 1016.90051
Li, D. H.; Yamashita, N.; Fukushima, M.
2001
Minimizing multimodal functions by simplex coding genetic algorithm. Zbl 1048.90168
Hedar, Abdel-Rahman; Fukushima, Masao
2003
Existence, uniqueness, and computation of robust Nash equilibria in a class of multi-leader-follower games. Zbl 1273.91094
Hu, Ming; Fukushima, Masao
2013
Hybrid approach with active set identification for mathematical programs with complementarity constraints. Zbl 1130.90047
Lin, G. H.; Fukushima, M.
2006
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1168.90618
Pang, Jong-Shi; Fukushima, Masao
2009
An alternating direction method of multipliers for the eigenvalue complementarity problem. Zbl 1470.90143
Júdice, Joaquim J.; Fukushima, Masao; Iusem, Alfredo; Martinez, J. M.; Sessa, Valentina
2021
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs. Zbl 1436.90143
Okuno, Takayuki; Fukushima, Masao
2020
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem. Zbl 1466.90109
Fukushima, Masao; Júdice, Joaquim; de Oliveira, Welington; Sessa, Valentina
2020
Gauss-Seidel method for multi-leader-follower games. Zbl 1419.91167
Hori, Atsushi; Fukushima, Masao
2019
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method. Zbl 07179909
Lourenço, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
2018
Optimality conditions for nonlinear semidefinite programming via squared slack variables. Zbl 1391.90458
Lourenço, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
2018
A note on the squared slack variables technique for nonlinear optimization. Zbl 1382.90103
Fukuda, Ellen H.; Fukushima, Masao
2017
The second-order cone eigenvalue complementarity problem. Zbl 1338.90206
Fernandes, Luís M.; Fukushima, Masao; Júdice, Joaquim J.; Sherali, Hanif D.
2016
The use of squared slack variables in nonlinear second-order cone programming. Zbl 1346.90767
Fukuda, Ellen H.; Fukushima, Masao
2016
Multi-leader-follower games: models, methods and applications. Zbl 1367.91045
Hu, Ming; Fukushima, Masao
2015
On the quadratic eigenvalue complementarity problem over a general convex cone. Zbl 1410.90213
Brás, Carmo P.; Fukushima, Masao; Iusem, Alfredo N.; Júdice, Joaquim J.
2015
On the computation of all eigenvalues for the eigenvalue complementarity problem. Zbl 1291.90112
Fernandes, Luís M.; Júdice, Joaquim J.; Sherali, Hanif D.; Fukushima, Masao
2014
On the symmetric quadratic eigenvalue complementarity problem. Zbl 1299.90342
Fernandes, Luís M.; Júdice, Joaquim J.; Fukushima, Masao; Iusem, Alfredo
2014
A branch-and-bound method for absolute value programs. Zbl 1288.90099
Yamanaka, Shota; Fukushima, Masao
2014
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints. Zbl 1327.90343
Okuno, Takayuki; Fukushima, Masao
2014
A regularized outer approximation method for monotone semi-infinite variational inequality problems. Zbl 1308.65110
Kono, Masaki; Fukushima, Masao
2014
Existence, uniqueness, and computation of robust Nash equilibria in a class of multi-leader-follower games. Zbl 1273.91094
Hu, Ming; Fukushima, Masao
2013
A smoothing SQP method for mathematical programs with linear second-order cone complementarity constraints. Zbl 1272.65054
Yamamura, Hiroshi; Okuno, Takayuki; Hayashi, Shunsuke; Fukushima, Masao
2013
A globalized Newton method for the computation of normalized Nash equilibria. Zbl 1273.91026
Dreves, Axel; von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
2013
SDP reformulation for robust optimization problems based on nonconvex QP duality. Zbl 1295.90031
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
2013
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management. Zbl 1273.91250
Ang, James; Fukushima, Masao; Meng, Fanwen; Noda, Takahiro; Sun, Jie
2013
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone. Zbl 1293.15013
Zhao, Yun-Bin; Fukushima, Masao
2013
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation. Zbl 1237.91021
von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
2012
Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions. Zbl 1241.65056
Brás, Carmo P.; Fukushima, Masao; Júdice, Joaquim J.; Rosa, Silvé&rsquo;erio S.
2012
Differentiable exact penalty functions for nonlinear second-order cone programs. Zbl 1261.49006
Fukuda, Ellen H.; Silva, Paulo J. S.; Fukushima, Masao
2012
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets. Zbl 1275.90054
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
2012
A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints. Zbl 1262.90177
Okuno, Takayuki; Hayashi, Shunsuke; Fukushima, Masao
2012
Robust portfolio selection with a combined WCVaR and factor model. Zbl 1364.90179
Ruan, Ke; Fukushima, Masao
2012
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints. Zbl 1275.90107
Hu, Ming; Fukushima, Masao
2012
SOR- and Jacobi-type iterative methods for solving $$\ell_1 - \ell_2$$ problems by way of Fenchel duality. Zbl 1257.90072
Fukushima, Masao
2012
Global optimization via differential evolution with automatic termination. Zbl 1254.90178
Ong, Bun Theang; Fukushima, Masao
2012
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Zbl 1220.90136
Nabetani, Koichi; Tseng, Paul; Fukushima, Masao
2011
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
2011
Smoothing method for mathematical programs with symmetric cone complementarity constraints. Zbl 1237.90237
Yan, Tao; Fukushima, Masao
2011
Variational inequality formulation of a class of multi-leader-follower games. Zbl 1231.91049
Hu, Ming; Fukushima, Masao
2011
Pricing American options with uncertain volatility through stochastic linear complementarity models. Zbl 1236.91133
Hamatani, Kenji; Fukushima, Masao
2011
Portfolio selection under distributional uncertainty: a relative robust CVaR approach. Zbl 1176.91145
Huang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
2010
Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. Zbl 1200.65052
Lin, Gui-Hua; Fukushima, Masao
2010
Gap function approach to the generalized Nash equilibrium problem. Zbl 1188.91021
Kubota, K.; Fukushima, M.
2010
Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem. Zbl 1193.65107
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
2010
A hybrid evolutionary algorithm for global optimization. Zbl 1204.90076
Majig, Mend-Amar; Hedar, Abdel-Rahman; Fukushima, Masao
2010
Index-exciting CAViaR: a new empirical time-varying risk model. Zbl 1193.91064
Huang, Dashan; Yu, Baimin; Lu, Zudi; Fabozzi, Frank J.; Focardi, Sergio; Fukushima, Masao
2010
Worst-case conditional value-at-risk with application to robust portfolio management. Zbl 1233.91254
Zhu, Shushang; Fukushima, Masao
2009
Robust solution of monotone stochastic linear complementarity problems. Zbl 1165.90012
Chen, Xiaojun; Zhang, Chao; Fukushima, Masao
2009
On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity. Zbl 1190.90239
Kanzow, Christian; Ferenczi, Izabella; Fukushima, Masao
2009
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Zbl 1168.90008
Lin, Gui-Hua; Chen, Xiaojun; Fukushima, Masao
2009
Robust Nash equilibria in $$4$$-person non-cooperative games: uniqueness and reformulation. Zbl 1162.91304
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
2009
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1168.90618
Pang, Jong-Shi; Fukushima, Masao
2009
A global optimization approach for solving non-monotone variational inequality problems. Zbl 1177.65097
Majig, M.; Barsbold, B.; Enkhbat, R.; Fukushima, M.
2009
Portfolio selection with uncertain exit time: a robust CVaR approach. Zbl 1181.91292
Huang, Dashan; Zhu, Shu-Shang; Fabozzi, Frank J.; Fukushima, Masao
2008
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Zbl 1157.90009
Lin, Gui-Hua; Xu, Huifu; Fukushima, Masao
2008
Evaluation of firm’s loss due to incomplete information in real investment decision. Zbl 1149.90372
Nishihara, Michi; Fukushima, Masao
2008
Tabu search for attribute reduction in rough set theory. Zbl 1151.68643
Hedar, Abdel-Rahman; Wang, Jue; Fukushima, Masao
2008
A mixed R&D projects and securities portfolio selection model. Zbl 1137.91445
Fang, Yong; Chen, Lihua; Fukushima, Masao
2008
An implicit programming approach for the road pricing problem with nonadditive route costs. Zbl 1182.90019
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
2008
Stochastic $$R_0$$ matrix linear complementarity problems. Zbl 1151.90052
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
2007
A class of gap functions for quasi-variational inequality problems. Zbl 1170.90487
Fukushima, Masao
2007
An SQP-type algorithm for nonlinear second-order cone programs. Zbl 1149.90149
Kato, Hirokazu; Fukushima, Masao
2007
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Zbl 1172.90455
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao
2007
Robust portfolio selection with uncertain exit time using worst-case VaR strategy. Zbl 1149.90116
Huang, Dashan; Fabozzi, Frank J.; Fukushima, Masao
2007
Hybrid evolutionary algorithm for solving general variational inequality problems. Zbl 1126.49006
Majig, Mend-Amar; Hedar, Abdel-Rahman; Fukushima, Masao
2007
Second-order cone programming formulations for robust multiclass classification. Zbl 1125.68104
Zhong, Ping; Fukushima, Masao
2007
Regularized nonsmooth Newton method for multi-class support vector machines. Zbl 1188.68256
Zhong, Ping; Fukushima, Masao
2007
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints: Erratum. Zbl 1127.65034
Fukushima, Masao; Tseng, Paul
2007
A finite algorithm for almost linear complementarity problems. Zbl 1138.90034
Wang, Zhengyu; Fukushima, Masao
2007
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. Zbl 1109.90064
Huang, Dashan; Kai, Yoshitaka; Fabozzi, Frank J.; Fukushima, Masao
2007
Tabu search directed by direct search methods for nonlinear global optimization. Zbl 1093.90091
Hedar, Abdel-Rahman; Fukushima, Masao
2006
New reformulations for stochastic nonlinear complementarity problems. Zbl 1113.90110
Lin, Gui-Hua; Fukushima, Masao
2006
Derivative-free filter simulated annealing method for constrained continuous global optimization. Zbl 1133.90421
Hedar, Abdel-Rahman; Fukushima, Masao
2006
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers. Zbl 1101.91013
Nie, Pu-Yan; Chen, Li-Hua; Fukushima, Masao
2006
Hybrid approach with active set identification for mathematical programs with complementarity constraints. Zbl 1130.90047
Lin, G. H.; Fukushima, M.
2006
A new multi-class support vector algorithm. Zbl 1092.68086
Zhong, Ping; Fukushima, Masao
2006
Parallelizable preprocessing method for multistage stochastic programming problems. Zbl 1139.90019
Liu, X. W.; Fukushima, M.
2006
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
2005
A combined smoothing and regularization method for monotone second-order cone complementarity problems. Zbl 1114.90139
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
2005
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
2005
A modified relaxation scheme for mathematical programs with complementarity constraints. Zbl 1119.90058
Lin, Gui-Huan; Fukushima, Masao
2005
Robust Nash equilibria and second-order cone complementarity problems. Zbl 1137.91310
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
2005
A matrix-splitting method for symmetric affine second-order cone complementarity problems. Zbl 1107.90036
Hayashi, Shunsuke; Yamaguchi, Takahiro; Yamashita, Nobuo; Fukushima, Masao
2005
Successive linearization methods for nonlinear semidefinite programs. Zbl 1122.90058
Kanzow, Christian; Nagel, Christian; Kato, Hirokazu; Fukushima, Masao
2005
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1065.65070
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
2005
A trust region method for nonsmooth convex optimization. Zbl 1177.90319
Sagara, Nobuko; Fukushima, Masao
2005
A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms. Zbl 1096.90024
Lin, Gui-Hua; Fukushima, Masao
2005
Regularization method for stochastic mathematical programs with complementarity constraints. Zbl 1080.90055
Lin, Gui-Hua; Fukushima, Masao
2005
On the level-boundedness of the natural residual function for variational inequality problems. Zbl 1126.47051
Yamashita, Nobuo; Fukushima, Masao
2005
Levenberg–Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1064.65037
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
2004
Regularized Newton methods for convex minimization problems with singular solutions. Zbl 1056.90111
Li, Dong-Hui; Fukushima, Masao; Qi, Liqun; Yamashita, Nobuo
2004
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Zbl 1059.90149
Hedar, Abdel-Rahman; Fukushima, Masao
2004
A smoothing method for a mathematical program with P-matrix linear complementarity constraints. Zbl 1046.90086
Chen, Xiaojun; Fukushima, Masao
2004
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Zbl 1098.90077
Yamashita, Nobuo; Dan, Hiroshige; Fukushima, Masao
2004
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints. Zbl 1033.90087
Lin, G. H.; Fukushima, M.
2003
A sequential quadratically constrained quadratic programming method for differentiable convex minimization. Zbl 1060.90077
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
2003
Minimizing multimodal functions by simplex coding genetic algorithm. Zbl 1048.90168
Hedar, Abdel-Rahman; Fukushima, Masao
2003
New relaxation method for mathematical programs with complementarity constraints. Zbl 1033.90086
Lin, G. H.; Fukushima, M.
2003
On the hub-and-spoke model with arc capacity constraints. Zbl 1137.90590
Sasaki, Mihiro; Fukushima, Masao
2003
The incremental Gauss-Newton algorithm with adaptive stepsize rule. Zbl 1081.90050
Moriyama, Hiroyuki; Yamashita, Nobuo; Fukushima, Masao
2003
Special issue, Part II: The second Japanese-Sino optimization meeting, September 25–27, 2002, Kyoto, Japan. Zbl 1061.90500
2003
Simplex coding genetic algorithm for the global optimization of nonlinear functions. Zbl 1165.90594
Hedar, Abdel-Rahman; Fukushima, Masao
2003
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints. Zbl 1005.65064
Fukushima, Masao; Tseng, Paul
2002
Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions. Zbl 1030.65049
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
2002
...and 92 more Documents
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### Cited by 3,022 Authors

 82 Fukushima, Masao 67 Chen, Jein-Shan 55 Kanzow, Christian 37 Han, Deren 34 Noor, Muhammad Aslam 33 Jian, Jinbao 33 Qi, Liqun 31 Ma, Changfeng 30 Yuan, Gonglin 30 Zhang, Liwei 27 Yuan, Xiaoming 26 Lin, Guihua 26 Pan, Shaohua 25 Li, Donghui 25 Wei, Zengxin 24 Bnouhachem, Abdellah 24 He, Bingsheng 23 Júdice, Joaquim João 21 Babaie-Kafaki, Saman 21 Liu, Sanyang 21 Waziri, Mohammed Yusuf 21 Zhou, Jinchuan 19 Fischer, Andreas M. 19 Tang, Jingyong 18 Bala Abubakar, Auwal 18 Chen, Xiaojun 18 Fan, Jinyan 18 Pang, Jong-Shi 18 Pang, Liping 18 Xu, Huifu 17 Solodov, Mikhail V. 16 He, Songnian 16 Huang, Zheng-Hai 15 Facchinei, Francisco 15 Kumam, Poom 15 Martínez, José Mario 15 Xiu, Naihua 15 Zhou, Weijun 15 Zhu, Zhibin 14 Chi, Xiaoni 14 Passacantando, Mauro 14 Yamashita, Nobuo 14 Zhang, Jianzhong 13 Amini, Keyvan 13 Aussel, Didier 13 Dreves, Axel 13 Fang, Liang 13 He, Hongjin 13 Huang, Nan-Jing 13 Iusem, Alfredo Noel 13 Izmailov, Alekseĭ F. 13 Luo, Meiju 13 Raciti, Fabio 13 Wang, Changyu 13 Wu, Soon-Yi 13 Ye, Jane J. 13 Zhang, Jin 12 Dong, Li 12 Kimiaei, Morteza 12 Liao, Li-Zhi 12 Ling, Chen 12 Noor, Khalida Inayat 12 Sagratella, Simone 12 Sun, Defeng 12 Wang, Yiju 12 Zeng, Jinping 11 Du, Shouqiang 11 Gibali, Aviv 11 Halilu, Abubakar Sani 11 Li, Shengjie 11 Liu, Hongwei 11 Marcotte, Patrice 11 Sun, Jie 11 Wan, Zhong 11 Wan, Zhongping 10 Ahmed, Kabiru 10 Andreani, Roberto 10 Dong, Qiaoli 10 He, Guoping 10 Krejić, Nataša 10 Tam, Vo Minh 10 Tang, Chunming 10 Tong, Xiaojiao 10 Tseng, Paul 10 Xiao, Yunhai 10 Yang, Xiaoqi 9 Cai, Xingju 9 Chang, Yulin 9 Dutta, Joydeep 9 Hoheisel, Tim 9 Hung, Nguyen Van 9 Konnov, Igor V. 9 Liu, Yongchao 9 Mehra, Aparna 9 Meng, Fanwen 9 Miao, Xinhe 9 Nguyen, Van Hien 9 Reich, Simeon 9 Shanbhag, Uday V. 9 Sherali, Hanif D. ...and 2,922 more Authors
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### Cited in 267 Serials

 245 Journal of Optimization Theory and Applications 172 Computational Optimization and Applications 134 Journal of Computational and Applied Mathematics 133 Applied Mathematics and Computation 123 Journal of Global Optimization 121 Mathematical Programming. Series A. Series B 119 European Journal of Operational Research 117 Optimization 85 Optimization Methods & Software 64 Numerical Algorithms 61 Journal of Inequalities and Applications 57 Journal of Industrial and Management Optimization 52 Optimization Letters 51 SIAM Journal on Optimization 44 Journal of Applied Mathematics and Computing 39 Numerical Functional Analysis and Optimization 39 Mathematical Problems in Engineering 38 Journal of Mathematical Analysis and Applications 38 Computational and Applied Mathematics 35 Computers & Mathematics with Applications 35 Operations Research Letters 30 Annals of Operations Research 27 International Journal of Computer Mathematics 27 Mathematical Methods of Operations Research 25 Abstract and Applied Analysis 24 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 24 Computers & Operations Research 21 Asia-Pacific Journal of Operational Research 20 Applied Numerical Mathematics 20 Applied Mathematical Modelling 20 Journal of the Operations Research Society of China 19 Set-Valued and Variational Analysis 15 Computer Methods in Applied Mechanics and Engineering 15 Journal of Applied Mathematics 14 Automatica 14 Applications of Mathematics 14 Linear Algebra and its Applications 13 Numerical Algebra, Control and Optimization 12 Mathematics of Computation 12 Journal of Scientific Computing 12 Optimization and Engineering 11 Applied Mathematics and Optimization 11 Mathematical and Computer Modelling 9 Applied Mathematics and Mechanics. (English Edition) 9 Acta Mathematicae Applicatae Sinica. English Series 9 Applied Mathematics. Series B (English Edition) 9 Top 9 Nonlinear Analysis. Real World Applications 9 Computational Management Science 8 Information Sciences 8 Mathematics and Computers in Simulation 8 Mathematics of Operations Research 8 RAIRO. Operations Research 8 Journal of Systems Science and Complexity 8 4OR 8 Fixed Point Theory and Applications 8 Science China. Mathematics 7 Applicable Analysis 7 Operations Research 7 Journal of Economic Dynamics & Control 7 Applied Mathematics Letters 7 Quantitative Finance 7 Journal of Mathematics 6 BIT 6 SIAM Journal on Imaging Sciences 6 AIMS Mathematics 5 Opsearch 5 Journal of Information & Optimization Sciences 5 Neural Networks 5 Filomat 5 Positivity 5 Soft Computing 5 Acta Mathematica Sinica. English Series 5 Thai Journal of Mathematics 5 Journal of Nonlinear Science and Applications 5 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 4 International Journal of Systems Science 4 Calcolo 4 Numerische Mathematik 4 SIAM Journal on Control and Optimization 4 Science in China. Series A 4 Neural Computation 4 Japan Journal of Industrial and Applied Mathematics 4 Set-Valued Analysis 4 INFORMS Journal on Computing 4 Networks and Spatial Economics 4 Journal of Fixed Point Theory and Applications 4 Inverse Problems and Imaging 4 Mathematical Programming Computation 4 East Asian Journal on Applied Mathematics 4 Journal of Nonlinear and Variational Analysis 4 Electronic Research Archive 3 International Journal of Modern Physics B 3 Bulletin of the Australian Mathematical Society 3 Inverse Problems 3 International Journal of Mathematics and Mathematical Sciences 3 International Journal for Numerical Methods in Engineering 3 Insurance Mathematics & Economics 3 Acta Applicandae Mathematicae 3 Cybernetics and Systems Analysis ...and 167 more Serials
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### Cited in 41 Fields

 2,183 Operations research, mathematical programming (90-XX) 1,063 Numerical analysis (65-XX) 646 Calculus of variations and optimal control; optimization (49-XX) 395 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 176 Operator theory (47-XX) 77 Computer science (68-XX) 59 Statistics (62-XX) 55 Systems theory; control (93-XX) 43 Linear and multilinear algebra; matrix theory (15-XX) 42 Real functions (26-XX) 40 Mechanics of deformable solids (74-XX) 35 Partial differential equations (35-XX) 33 Information and communication theory, circuits (94-XX) 25 Probability theory and stochastic processes (60-XX) 17 Biology and other natural sciences (92-XX) 15 Global analysis, analysis on manifolds (58-XX) 13 Convex and discrete geometry (52-XX) 12 Ordinary differential equations (34-XX) 11 Functional analysis (46-XX) 9 General topology (54-XX) 9 Fluid mechanics (76-XX) 6 Nonassociative rings and algebras (17-XX) 5 Combinatorics (05-XX) 5 Approximations and expansions (41-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Optics, electromagnetic theory (78-XX) 3 General and overarching topics; collections (00-XX) 3 Mechanics of particles and systems (70-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 History and biography (01-XX) 2 Mathematical logic and foundations (03-XX) 2 Functions of a complex variable (30-XX) 2 Difference and functional equations (39-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Geophysics (86-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Integral equations (45-XX)