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Fukushima, Masao

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Author ID: fukushima.masao Recent zbMATH articles by "Fukushima, Masao"
Published as: Fukushima, M.; Fukushima, Masao; Fukushima, Masao F.; Fukushima, Massao
Homepage: http://www.seto.nanzan-u.ac.jp/~fuku/fuku-e.html
External Links: MGP · ResearchGate · dblp
Documents Indexed: 223 Publications since 1976, including 4 Books
Biographic References: 1 Publication
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Co-Authors

21 single-authored
32 Yamashita, Nobuo
18 Ibaraki, Toshihide
13 Kanzow, Christian
11 Mine, Hisashi
9 Hedar, Abdel-Rahman
8 Chen, Xiaojun
8 Hayashi, Shunsuke
8 Li, Donghui
8 Lin, Gui-Hua
7 Pang, Jong-Shi
7 Qi, Liqun
7 Sagara, Nobuko
6 Júdice, Joaquim João
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 Lin, Guihua
3 Luo, Zhi-Quan
3 Nishimura, Ryoichi
3 Ohno, Katsuhisa
3 Zhong, Ping
3 Zhu, Shushang
2 Agdeppa, Rhoda P.
2 Brás, Carmo P.
2 Chen, Lihua
2 Enkhbat, Rentsen
2 Itoh, Takehisa
2 Iusem, Alfredo Noel
2 Kato, Hirokazu
2 Li, Dong-Hui
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 Ang, James S. K.
1 Barsbold, Bazarragchaa
1 Bipasha, Rehana Sultana
1 de Oliveira, Welington Luis
1 Dreves, Axel
1 Eckstein, Jonathan
1 Fang, Haitao
1 Fang, Yong
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 Kubota, Kohei
1 Kyono, M.
1 Ling, Chen
1 Liu, Xinwen
1 Lu, Zudi
1 Machida, Naoki
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 Sessa, Valentina
1 Shibata, Masahiro
...and 23 more Co-Authors
all top 5

Serials

18 SIAM Journal on Optimization
17 Journal of Optimization Theory and Applications
17 Computational Optimization and Applications
16 Journal of the Operations Research Society of Japan
15 Journal of Computational and Applied Mathematics
15 Optimization Methods & Software
13 Mathematical Programming. Series A. Series B
9 Pacific Journal of Optimization
8 European Journal of Operational Research
7 Journal of Global Optimization
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

Publications by Year

Citations contained in zbMATH Open

186 Publications have been cited 4,287 times in 2,482 Documents Cited by Year
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems. Zbl 0756.90081
Fukushima, Masao
244
1992
Smoothing functions for second-order-cone complementarity problems. Zbl 0995.90094
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
179
2001
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
177
2005
On the rate of convergence of the Levenberg-Marquardt method. Zbl 1001.65047
Yamashita, N.; Fukushima, M.
121
2001
A modified BFGS method and its global convergence in nonconvex minimization. Zbl 0984.65055
Li, Donghui; Fukushima, Masao
121
2001
A combined smoothing and regularization method for monotone second-order cone complementarity problems. Zbl 1114.90139
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
118
2005
Worst-case conditional value-at-risk with application to robust portfolio management. Zbl 1233.91254
Zhu, Shushang; Fukushima, Masao
106
2009
A globally convergent Newton method for solving strongly monotone variational inequalities. Zbl 0792.49007
Taji, Kouichi; Fukushima, Masao; Ibaraki, Toshihide
92
1993
A relaxed projection method for variational inequalities. Zbl 0598.49024
Fukushima, Masao
92
1986
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
86
2005
Application of the alternating direction method of multipliers to separable convex programming problems. Zbl 0763.90071
Fukushima, Masao
86
1992
On the global convergence of the BFGS method for nonconvex unconstrained optimization problems. Zbl 1010.90079
Li, Dong-Hui; Fukushima, Masao
77
2001
A globally and superlinearly convergent Gauss-Newton-based BFGS method for symmetric nonlinear equations. Zbl 0946.65031
Li, Donghui; Fukushima, Masao
77
1999
Robust solution of monotone stochastic linear complementarity problems. Zbl 1165.90012
Chen, Xiaojun; Zhang, Chao; Fukushima, Masao
68
2009
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations. Zbl 0960.65076
Li, Donghui; Fukushima, Masao
67
2000
Levenberg–Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1064.65037
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
63
2004
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
59
1998
Merit functions for variational inequality and complementarity problems. Zbl 0996.90082
Fukushima, Masao
57
1996
Stochastic \(R_0\) matrix linear complementarity problems. Zbl 1151.90052
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
54
2007
Unconstrained optimization reformulations of variational inequality problems. Zbl 0879.90180
Yamashita, N.; Taji, K.; Fukushima, M.
51
1997
Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints. Zbl 1040.90560
Pang, Jong-Shi; Fukushima, Masao
50
1999
A generalized proximal point algorithm for certain non-convex minimization problems. Zbl 0467.65028
Fukushima, Masao; Mine, Hisashi
49
1981
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Zbl 1220.90136
Nabetani, Koichi; Tseng, Paul; Fukushima, Masao
47
2011
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
47
2002
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
45
2009
On stationary points of the implicit Lagrangian for nonlinear complementarity problems. Zbl 0824.90131
Yamashita, N.; Fukushima, M.
44
1995
A globally and superlinearly convergent algorithm for nonsmooth convex minimization. Zbl 0868.90109
Fukushima, Masao; Qi, Liqun
43
1996
Some reformulations and applications of the alternating direction method of multipliers. Zbl 0816.90109
Eckstein, Jonathan; Fukushima, Masao
43
1994
A descent algorithm for nonsmooth convex optimization. Zbl 0545.90082
Fukushima, Masao
43
1984
Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions. Zbl 1030.65049
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
41
2002
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems. Zbl 0872.90102
Yamashita, Nobuo; Fukushima, Masao
41
1997
A modified relaxation scheme for mathematical programs with complementarity constraints. Zbl 1119.90058
Lin, Gui-Huan; Fukushima, Masao
40
2005
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem. Zbl 0851.90138
Fukushima, Masao
40
1996
Tabu search directed by direct search methods for nonlinear global optimization. Zbl 1093.90091
Hedar, Abdel-Rahman; Fukushima, Masao
38
2006
New NCP-functions and their properties. Zbl 0886.90146
Kanzow, C.; Yamashita, N.; Fukushima, M.
38
1997
Portfolio selection under distributional uncertainty: a relative robust CVaR approach. Zbl 1176.91145
Huang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
37
2010
A class of gap functions for quasi-variational inequality problems. Zbl 1170.90487
Fukushima, Masao
37
2007
Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. Zbl 1200.65052
Lin, Gui-Hua; Fukushima, Masao
36
2010
A successive quadratic programming algorithm with global and superlinear convergence properties. Zbl 0597.90077
Fukushima, Masao
36
1986
New reformulations for stochastic nonlinear complementarity problems. Zbl 1113.90110
Lin, Gui-Hua; Fukushima, Masao
35
2006
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
34
2011
A trust region method for solving generalized complementarity problems. Zbl 0911.90324
Jiang, Houyuan; Fukushima, Masao; Qi, Liqun; Sun, Defeng
33
1998
Equivalent unconstrained minimization and global error bounds for variational inequality problems. Zbl 0873.49006
Yamashita, Nobuo; Fukushima, Masao
33
1997
A hybrid Newton method for solving the variational inequality problem via the D-gap function. Zbl 0939.90023
Peng, Ji-Ming; Fukushima, Masao
32
1999
Derivative-free filter simulated annealing method for constrained continuous global optimization. Zbl 1133.90421
Hedar, Abdel-Rahman; Fukushima, Masao
29
2006
Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. Zbl 0944.65070
Fukushima, Masao; Pang, Jong-Shi
29
1999
Gap function approach to the generalized Nash equilibrium problem. Zbl 1188.91021
Kubota, K.; Fukushima, M.
28
2010
Proximal quasi-Newton methods for nondifferentiable convex optimization. Zbl 0946.90111
Chen, Xiaojun; Fukushima, Masao
28
1999
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Zbl 1172.90455
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao
27
2007
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Zbl 1065.90081
Hedar, Abdel-Rahman; Fukushima, Masao
27
2002
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization. Zbl 0866.90124
Kanzow, C.; Fukushima, M.
27
1996
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints. Zbl 1033.90087
Lin, G. H.; Fukushima, M.
26
2003
Robust Nash equilibria and second-order cone complementarity problems. Zbl 1137.91310
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
25
2005
A sequential quadratically constrained quadratic programming method for differentiable convex minimization. Zbl 1060.90077
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
23
2003
Some feasibility issues in mathematical programs with equilibrium constraints. Zbl 0911.90302
Fukushima, Masao; Pang, Jong-Shi
23
1998
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
22
2009
Portfolio selection with uncertain exit time: a robust CVaR approach. Zbl 1181.91292
Huang, Dashan; Zhu, Shu-Shang; Fabozzi, Frank J.; Fukushima, Masao
22
2008
Successive linearization methods for nonlinear semidefinite programs. Zbl 1122.90058
Kanzow, Christian; Nagel, Christian; Kato, Hirokazu; Fukushima, Masao
22
2005
A matrix-splitting method for symmetric affine second-order cone complementarity problems. Zbl 1107.90036
Hayashi, Shunsuke; Yamaguchi, Takahiro; Yamashita, Nobuo; Fukushima, Masao
22
2005
A globally convergent SQP method for semi-infinite nonlinear optimization. Zbl 0685.90080
Tanaka, Y.; Fukushima, M.; Ibaraki, T.
22
1988
A new merit function and a successive quadratic programming algorithm for variational inequality problems. Zbl 0853.49011
Taji, Kouichi; Fukushima, Masao
21
1996
A multisplitting method for symmetric linear complementarity problems. Zbl 0853.65068
Machida, Naoki; Fukushima, Masao; Ibaraki, Toshihide
21
1995
An SQP-type algorithm for nonlinear second-order cone programs. Zbl 1149.90149
Kato, Hirokazu; Fukushima, Masao
20
2007
Regularized Newton methods for convex minimization problems with singular solutions. Zbl 1056.90111
Li, Dong-Hui; Fukushima, Masao; Qi, Liqun; Yamashita, Nobuo
20
2004
Equivalence of complementarity problems to differentiable minimization: A unified approach. Zbl 0853.65067
Tseng, Paul; Yamashita, Nobuo; Fukushima, Masao
20
1996
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
19
2012
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
19
2006
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Zbl 1059.90149
Hedar, Abdel-Rahman; Fukushima, Masao
19
2004
Smoothing Newton and quasi-Newton methods for mixed complementarity problems. Zbl 1168.90623
Li, Donghui; Fukushima, Masao
19
2000
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities. Zbl 0920.90134
Kanzow, Christian; Fukushima, Masao
19
1998
A minimization method for the sum of a convex function and a continuously differentiable function. Zbl 0422.90070
Mine, H.; Fukushima, M.
19
1981
A smoothing method for a mathematical program with P-matrix linear complementarity constraints. Zbl 1046.90086
Chen, Xiaojun; Fukushima, Masao
18
2004
An outer approximation algorithm for solving general convex programs. Zbl 0495.90066
Fukushima, Masao
17
1983
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
16
2010
The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem. Zbl 1004.47031
Yamashita, Nobuo; Fukushima, Masao
16
2000
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization. Zbl 0941.90070
Kanzow, Christian; Fukushima, Masao
16
1998
On generalized pseudoconvex functions. Zbl 0685.90089
Tanaka, Yoshihiro; Fukushima, Masao; Ibaraki, Toshihide
16
1989
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP. Zbl 1007.90071
Li, Dong-Hui; Fukushima, Masao
15
2001
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.
14
2012
A new derivative-free descent method for the nonlinear complementarity problem. Zbl 0996.90085
Yamada, Kenjiro; Yamashita, Nobuo; Fukushima, Masao
14
2000
A new merit function and a descent method for semidefinite complementarity problems. Zbl 0969.90087
Yamashita, Nobuo; Fukushima, Masao
14
1999
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
13
2014
Globally convergent BFGS method for nonsmooth convex optimization. Zbl 0986.90076
Rauf, A. I.; Fukushima, M.
13
2000
Parallel variable transformation in unconstrained optimization. Zbl 0913.90243
Fukushima, Masao
13
1998
Smoothing method for mathematical programs with symmetric cone complementarity constraints. Zbl 1237.90237
Yan, Tao; Fukushima, Masao
12
2011
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
12
2008
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
12
1997
Approximation algorithms for combinatorial fractional programming problems. Zbl 0616.90078
Hashizume, Satoru; Fukushima, Masao; Katoh, Naoki; Ibaraki, Toshihide
12
1987
On the convergence of a class of outer approximation algorithms for convex programs. Zbl 0532.65047
Fukushima, Masao
12
1984
Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation. Zbl 1162.91304
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
11
2009
Hybrid approach with active set identification for mathematical programs with complementarity constraints. Zbl 1130.90047
Lin, G. H.; Fukushima, M.
11
2006
A trust region method for nonsmooth convex optimization. Zbl 1177.90319
Sagara, Nobuko; Fukushima, Masao
11
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
11
2005
Stackelberg hub location problem. Zbl 1027.90054
Sasaki, Mihiro; Fukushima, Masao
11
2001
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming. Zbl 1016.90051
Li, D. H.; Yamashita, N.; Fukushima, M.
11
2001
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems. Zbl 0985.65071
Zeng, Jinping; Li, Donghui; Fukushima, Masao
11
2001
A comparative study of several semi-infinite nonlinear programming algorithms. Zbl 0643.90079
Tanaka, Yoshihiro; Fukushima, Masao; Ibaraki, Toshihide
11
1988
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1168.90618
Pang, Jong-Shi; Fukushima, Masao
10
2009
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
10
2004
Minimizing multimodal functions by simplex coding genetic algorithm. Zbl 1048.90168
Hedar, Abdel-Rahman; Fukushima, Masao
10
2003
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs. Zbl 1436.90143
Okuno, Takayuki; Fukushima, Masao
1
2020
Optimality conditions for nonlinear semidefinite programming via squared slack variables. Zbl 1391.90458
Lourenço, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
2
2018
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method. Zbl 07179909
Lourenço, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
1
2018
A note on the squared slack variables technique for nonlinear optimization. Zbl 1382.90103
Fukuda, Ellen H.; Fukushima, Masao
1
2017
The second-order cone eigenvalue complementarity problem. Zbl 1338.90206
Fernandes, Luís M.; Fukushima, Masao; Júdice, Joaquim J.; Sherali, Hanif D.
7
2016
The use of squared slack variables in nonlinear second-order cone programming. Zbl 1346.90767
Fukuda, Ellen H.; Fukushima, Masao
2
2016
Multi-leader-follower games: models, methods and applications. Zbl 1367.91045
Hu, Ming; Fukushima, Masao
4
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.
2
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
13
2014
On the symmetric quadratic eigenvalue complementarity problem. Zbl 1299.90342
Fernandes, Luís M.; Júdice, Joaquim J.; Fukushima, Masao; Iusem, Alfredo
8
2014
A branch-and-bound method for absolute value programs. Zbl 1288.90099
Yamanaka, Shota; Fukushima, Masao
6
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
3
2014
Existence, uniqueness, and computation of robust Nash equilibria in a class of multi-leader-follower games. Zbl 1273.91094
Hu, Ming; Fukushima, Masao
6
2013
A globalized Newton method for the computation of normalized Nash equilibria. Zbl 1273.91026
Dreves, Axel; von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
6
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
5
2013
SDP reformulation for robust optimization problems based on nonconvex QP duality. Zbl 1295.90031
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
3
2013
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone. Zbl 1293.15013
Zhao, Yun-Bin; Fukushima, Masao
2
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
2
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
19
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’erio S.
14
2012
Differentiable exact penalty functions for nonlinear second-order cone programs. Zbl 1261.49006
Fukuda, Ellen H.; Silva, Paulo J. S.; Fukushima, Masao
8
2012
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets. Zbl 1275.90054
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
7
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
6
2012
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints. Zbl 1275.90107
Hu, Ming; Fukushima, Masao
3
2012
Robust portfolio selection with a combined WCVaR and factor model. Zbl 1364.90179
Ruan, Ke; Fukushima, Masao
2
2012
SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality. Zbl 1257.90072
Fukushima, Masao
2
2012
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Zbl 1220.90136
Nabetani, Koichi; Tseng, Paul; Fukushima, Masao
47
2011
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
34
2011
Smoothing method for mathematical programs with symmetric cone complementarity constraints. Zbl 1237.90237
Yan, Tao; Fukushima, Masao
12
2011
Pricing American options with uncertain volatility through stochastic linear complementarity models. Zbl 1236.91133
Hamatani, Kenji; Fukushima, Masao
7
2011
Variational inequality formulation of a class of multi-leader-follower games. Zbl 1231.91049
Hu, Ming; Fukushima, Masao
6
2011
Portfolio selection under distributional uncertainty: a relative robust CVaR approach. Zbl 1176.91145
Huang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
37
2010
Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. Zbl 1200.65052
Lin, Gui-Hua; Fukushima, Masao
36
2010
Gap function approach to the generalized Nash equilibrium problem. Zbl 1188.91021
Kubota, K.; Fukushima, M.
28
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
16
2010
A hybrid evolutionary algorithm for global optimization. Zbl 1204.90076
Majig, Mend-Amar; Hedar, Abdel-Rahman; Fukushima, Masao
1
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
1
2010
Worst-case conditional value-at-risk with application to robust portfolio management. Zbl 1233.91254
Zhu, Shushang; Fukushima, Masao
106
2009
Robust solution of monotone stochastic linear complementarity problems. Zbl 1165.90012
Chen, Xiaojun; Zhang, Chao; Fukushima, Masao
68
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
45
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
22
2009
Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation. Zbl 1162.91304
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
11
2009
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1168.90618
Pang, Jong-Shi; Fukushima, Masao
10
2009
A global optimization approach for solving non-monotone variational inequality problems. Zbl 1177.65097
Majig, M.; Barsbold, B.; Enkhbat, R.; Fukushima, M.
1
2009
Portfolio selection with uncertain exit time: a robust CVaR approach. Zbl 1181.91292
Huang, Dashan; Zhu, Shu-Shang; Fabozzi, Frank J.; Fukushima, Masao
22
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
12
2008
Evaluation of firm’s loss due to incomplete information in real investment decision. Zbl 1149.90372
Nishihara, Michi; Fukushima, Masao
8
2008
Tabu search for attribute reduction in rough set theory. Zbl 1151.68643
Hedar, Abdel-Rahman; Wang, Jue; Fukushima, Masao
6
2008
A mixed R&D projects and securities portfolio selection model. Zbl 1137.91445
Fang, Yong; Chen, Lihua; Fukushima, Masao
5
2008
An implicit programming approach for the road pricing problem with nonadditive route costs. Zbl 1182.90019
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
2
2008
Stochastic \(R_0\) matrix linear complementarity problems. Zbl 1151.90052
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
54
2007
A class of gap functions for quasi-variational inequality problems. Zbl 1170.90487
Fukushima, Masao
37
2007
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Zbl 1172.90455
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao
27
2007
An SQP-type algorithm for nonlinear second-order cone programs. Zbl 1149.90149
Kato, Hirokazu; Fukushima, Masao
20
2007
Robust portfolio selection with uncertain exit time using worst-case VaR strategy. Zbl 1149.90116
Huang, Dashan; Fabozzi, Frank J.; Fukushima, Masao
7
2007
Hybrid evolutionary algorithm for solving general variational inequality problems. Zbl 1126.49006
Majig, Mend-Amar; Hedar, Abdel-Rahman; Fukushima, Masao
4
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
4
2007
A finite algorithm for almost linear complementarity problems. Zbl 1138.90034
Wang, Zhengyu; Fukushima, Masao
3
2007
Regularized nonsmooth Newton method for multi-class support vector machines. Zbl 1188.68256
Zhong, Ping; Fukushima, Masao
3
2007
Second-order cone programming formulations for robust multiclass classification. Zbl 1125.68104
Zhong, Ping; Fukushima, Masao
3
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
1
2007
Tabu search directed by direct search methods for nonlinear global optimization. Zbl 1093.90091
Hedar, Abdel-Rahman; Fukushima, Masao
38
2006
New reformulations for stochastic nonlinear complementarity problems. Zbl 1113.90110
Lin, Gui-Hua; Fukushima, Masao
35
2006
Derivative-free filter simulated annealing method for constrained continuous global optimization. Zbl 1133.90421
Hedar, Abdel-Rahman; Fukushima, Masao
29
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
19
2006
Hybrid approach with active set identification for mathematical programs with complementarity constraints. Zbl 1130.90047
Lin, G. H.; Fukushima, M.
11
2006
A new multi-class support vector algorithm. Zbl 1092.68086
Zhong, Ping; Fukushima, Masao
3
2006
Parallelizable preprocessing method for multistage stochastic programming problems. Zbl 1139.90019
Liu, X. W.; Fukushima, M.
1
2006
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
177
2005
A combined smoothing and regularization method for monotone second-order cone complementarity problems. Zbl 1114.90139
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
118
2005
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
86
2005
A modified relaxation scheme for mathematical programs with complementarity constraints. Zbl 1119.90058
Lin, Gui-Huan; Fukushima, Masao
40
2005
Robust Nash equilibria and second-order cone complementarity problems. Zbl 1137.91310
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
25
2005
Successive linearization methods for nonlinear semidefinite programs. Zbl 1122.90058
Kanzow, Christian; Nagel, Christian; Kato, Hirokazu; Fukushima, Masao
22
2005
A matrix-splitting method for symmetric affine second-order cone complementarity problems. Zbl 1107.90036
Hayashi, Shunsuke; Yamaguchi, Takahiro; Yamashita, Nobuo; Fukushima, Masao
22
2005
A trust region method for nonsmooth convex optimization. Zbl 1177.90319
Sagara, Nobuko; Fukushima, Masao
11
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
11
2005
A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms. Zbl 1096.90024
Lin, Gui-Hua; Fukushima, Masao
9
2005
Regularization method for stochastic mathematical programs with complementarity constraints. Zbl 1080.90055
Lin, Gui-Hua; Fukushima, Masao
6
2005
On the level-boundedness of the natural residual function for variational inequality problems. Zbl 1126.47051
Yamashita, Nobuo; Fukushima, Masao
4
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
63
2004
Regularized Newton methods for convex minimization problems with singular solutions. Zbl 1056.90111
Li, Dong-Hui; Fukushima, Masao; Qi, Liqun; Yamashita, Nobuo
20
2004
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Zbl 1059.90149
Hedar, Abdel-Rahman; Fukushima, Masao
19
2004
A smoothing method for a mathematical program with P-matrix linear complementarity constraints. Zbl 1046.90086
Chen, Xiaojun; Fukushima, Masao
18
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
10
2004
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints. Zbl 1033.90087
Lin, G. H.; Fukushima, M.
26
2003
A sequential quadratically constrained quadratic programming method for differentiable convex minimization. Zbl 1060.90077
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
23
2003
Minimizing multimodal functions by simplex coding genetic algorithm. Zbl 1048.90168
Hedar, Abdel-Rahman; Fukushima, Masao
10
2003
New relaxation method for mathematical programs with complementarity constraints. Zbl 1033.90086
Lin, G. H.; Fukushima, M.
10
2003
On the hub-and-spoke model with arc capacity constraints. Zbl 1137.90590
Sasaki, Mihiro; Fukushima, Masao
8
2003
The incremental Gauss-Newton algorithm with adaptive stepsize rule. Zbl 1081.90050
Moriyama, Hiroyuki; Yamashita, Nobuo; Fukushima, Masao
5
2003
Special issue, Part II: The second Japanese-Sino optimization meeting, September 25–27, 2002, Kyoto, Japan. Zbl 1061.90500
Fukushima, Masao (ed.); Yuan, Ya-xiang (ed.)
3
2003
Simplex coding genetic algorithm for the global optimization of nonlinear functions. Zbl 1165.90594
Hedar, Abdel-Rahman; Fukushima, Masao
2
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
47
2002
Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions. Zbl 1030.65049
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
41
2002
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Zbl 1065.90081
Hedar, Abdel-Rahman; Fukushima, Masao
27
2002
A superlinearly convergent algorithm for the monotone nonlinear complementarity problem without uniqueness and nondegeneracy conditions. Zbl 1082.90568
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
7
2002
Smoothing functions for second-order-cone complementarity problems. Zbl 0995.90094
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
179
2001
On the rate of convergence of the Levenberg-Marquardt method. Zbl 1001.65047
Yamashita, N.; Fukushima, M.
121
2001
A modified BFGS method and its global convergence in nonconvex minimization. Zbl 0984.65055
Li, Donghui; Fukushima, Masao
121
2001
...and 86 more Documents
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Cited by 2,930 Authors

79 Fukushima, Masao
64 Chen, Jein-Shan
55 Kanzow, Christian
34 Qi, Liqun
33 Han, Deren
31 Zhang, Liwei
30 Jian, Jinbao
30 Ma, Changfeng
29 Yuan, Xiaoming
28 Noor, Muhammad Aslam
28 Pan, Shaohua
26 Wei, Zengxin
25 Lin, Guihua
25 Yuan, Gonglin
23 Bnouhachem, Abdellah
23 Li, Donghui
22 He, Bingsheng
21 Liu, Sanyang
20 Júdice, Joaquim João
18 Pang, Liping
18 Xu, Huifu
18 Zhou, Jinchuan
17 Babaie-Kafaki, Saman
17 Chen, Xiaojun
17 Fan, Jinyan
17 Pang, Jong-Shi
16 Fischer, Andreas M.
15 Chi, Xiaoni
15 Facchinei, Francisco
15 Xiu, Naihua
15 Zhu, Zhibin
14 He, Songnian
14 Huang, Zheng-Hai
14 Konnov, Igor V.
14 Martínez, José Mario
14 Tang, Jingyong
14 Zhang, Jianzhong
14 Zhou, Weijun
13 Dreves, Axel
13 Fang, Liang
13 He, Hongjin
13 Huang, Nan-Jing
13 Wang, Changyu
13 Ye, Jane J.
12 Amini, Keyvan
12 Dong, Li
12 Kimiaei, Morteza
12 Ling, Chen
12 Liu, Hongwei
12 Sagratella, Simone
12 Sun, Defeng
12 Wu, Soon-Yi
12 Yamashita, Nobuo
12 Zeng, Jinping
11 Iusem, Alfredo Noel
11 Izmailov, Alekseĭ F.
11 Luo, Meiju
11 Marcotte, Patrice
11 Solodov, Mikhail V.
11 Sun, Jie
11 Wan, Zhong
11 Wan, Zhongping
10 Aussel, Didier
10 Du, Shouqiang
10 He, Guoping
10 Tong, Xiaojiao
10 Tseng, Paul
10 Wang, Yiju
10 Xiao, Yunhai
10 Yang, Xiaoqi
10 Yu, Bo
10 Zhang, Jin
9 Andreani, Roberto
9 Chang, Yulin
9 Hoheisel, Tim
9 Krejić, Nataša
9 Liao, Li-Zhi
9 Lin, Gui-Hua
9 Meng, Fanwen
9 Nguyen, Van Hien
9 Passacantando, Mauro
9 Raciti, Fabio
9 Shanbhag, Uday V.
9 Sherali, Hanif D.
9 Strodiot, Jean-Jacques
9 Wu, Jia
9 Zhu, Detong
8 Bala Abubakar, Auwal
8 Dong, Qiaoli
8 Fernandes, Edite M. G. P.
8 Gao, Yan
8 Ghanbari, Reza
8 Gibali, Aviv
8 Li, Shengjie
8 Miao, Xinhe
8 Mordukhovich, Boris S.
8 Narushima, Yasushi
8 Rustem, Berc
8 Steck, Daniel A.
8 Sun, Wenyu
...and 2,830 more Authors
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Cited in 233 Serials

235 Journal of Optimization Theory and Applications
162 Computational Optimization and Applications
135 Applied Mathematics and Computation
127 Journal of Computational and Applied Mathematics
117 Mathematical Programming. Series A. Series B
114 European Journal of Operational Research
112 Journal of Global Optimization
106 Optimization
83 Optimization Methods & Software
56 Numerical Algorithms
46 Optimization Letters
43 Journal of Industrial and Management Optimization
42 SIAM Journal on Optimization
41 Journal of Inequalities and Applications
40 Mathematical Problems in Engineering
38 Journal of Mathematical Analysis and Applications
37 Journal of Applied Mathematics and Computing
36 Computers & Mathematics with Applications
36 Operations Research Letters
35 Numerical Functional Analysis and Optimization
28 Annals of Operations Research
27 Mathematical Methods of Operations Research
25 Computational and Applied Mathematics
25 Abstract and Applied Analysis
24 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
24 Computers & Operations Research
20 Applied Mathematical Modelling
19 Asia-Pacific Journal of Operational Research
17 International Journal of Computer Mathematics
16 Set-Valued and Variational Analysis
15 Applied Numerical Mathematics
15 Journal of Applied Mathematics
15 Journal of the Operations Research Society of China
14 Linear Algebra and its Applications
13 Computer Methods in Applied Mechanics and Engineering
13 Automatica
11 Mathematics of Computation
11 Mathematical and Computer Modelling
11 Applications of Mathematics
10 Optimization and Engineering
9 Applied Mathematics and Optimization
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 Numerical Algebra, Control and Optimization
8 Information Sciences
8 RAIRO. Operations Research
8 Journal of Systems Science and Complexity
8 Computational Management Science
8 Fixed Point Theory and Applications
8 Science China. Mathematics
7 Journal of Economic Dynamics & Control
7 4OR
6 BIT
6 Mathematics of Operations Research
6 Applied Mathematics Letters
6 Journal of Scientific Computing
6 Quantitative Finance
5 Applicable Analysis
5 Mathematics and Computers in Simulation
5 Operations Research
5 Opsearch
5 Journal of Information & Optimization Sciences
5 Neural Networks
5 Acta Mathematica Sinica. English Series
5 Journal of Nonlinear Science and Applications
5 Journal of Mathematics
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 Set-Valued Analysis
4 Positivity
4 Soft Computing
4 Networks and Spatial Economics
4 Inverse Problems and Imaging
4 Mathematical Programming Computation
4 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
4 East Asian Journal on Applied Mathematics
3 International Journal of Modern Physics B
3 Bulletin of the Australian Mathematical Society
3 Inverse Problems
3 International Journal for Numerical Methods in Engineering
3 Insurance Mathematics & Economics
3 Acta Applicandae Mathematicae
3 Japan Journal of Industrial and Applied Mathematics
3 Cybernetics and Systems Analysis
3 Russian Mathematics
3 SIAM Journal on Scientific Computing
3 Numerical Linear Algebra with Applications
3 Advances in Computational Mathematics
3 Acta Numerica
3 Journal of Fixed Point Theory and Applications
3 Nonlinear Analysis. Hybrid Systems
3 SIAM Journal on Imaging Sciences
3 Advances in Operations Research
...and 133 more Serials
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Cited in 39 Fields

1,961 Operations research, mathematical programming (90-XX)
944 Numerical analysis (65-XX)
587 Calculus of variations and optimal control; optimization (49-XX)
344 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
143 Operator theory (47-XX)
64 Computer science (68-XX)
54 Systems theory; control (93-XX)
47 Statistics (62-XX)
39 Linear and multilinear algebra; matrix theory (15-XX)
34 Real functions (26-XX)
32 Mechanics of deformable solids (74-XX)
26 Partial differential equations (35-XX)
23 Information and communication theory, circuits (94-XX)
22 Probability theory and stochastic processes (60-XX)
16 Biology and other natural sciences (92-XX)
13 Ordinary differential equations (34-XX)
13 Global analysis, analysis on manifolds (58-XX)
10 Functional analysis (46-XX)
10 Convex and discrete geometry (52-XX)
9 General topology (54-XX)
7 Nonassociative rings and algebras (17-XX)
7 Fluid mechanics (76-XX)
4 Combinatorics (05-XX)
4 Dynamical systems and ergodic theory (37-XX)
4 Approximations and expansions (41-XX)
3 General and overarching topics; collections (00-XX)
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