The following pages link to Masao Fukushima (Q186222):
Displaying 50 items.
- (Q237865) (redirect page) (← links)
- The use of squared slack variables in nonlinear second-order cone programming (Q306383) (← links)
- (Q354629) (redirect page) (← links)
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- (Q449540) (redirect page) (← links)
- Global optimization via differential evolution with automatic termination (Q449541) (← links)
- Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets (Q452335) (← links)
- Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints (Q453608) (← links)
- (Q538292) (redirect page) (← links)
- Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints (Q538293) (← links)
- (Q587978) (redirect page) (← links)
- Variational inequality formulation of a class of multi-leader-follower games (Q662864) (← links)
- SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality (Q691483) (← links)
- Restricted generalized Nash equilibria and controlled penalty algorithm (Q693196) (← links)
- Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints (Q704198) (← links)
- Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints (Q740634) (← links)
- Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
- On the convergence of a class of outer approximation algorithms for convex programs (Q789154) (← links)
- A continuation method for solving separable nonlinear least squares problems (Q795473) (← links)
- Successive linearization methods for nonlinear semidefinite programs (Q812426) (← links)
- Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (Q839851) (← links)
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (Q856302) (← links)
- A conjugate gradient algorithm for sparse linear inequalities (Q915387) (← links)
- Tabu search for attribute reduction in rough set theory (Q931456) (← links)
- Robust solution of monotone stochastic linear complementarity problems (Q959962) (← links)
- An implicit programming approach for the road pricing problem with nonadditive route costs (Q999240) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- A new predictor-corrector method for solving unconstrained minimization problems (Q1084839) (← links)
- An efficient predictor-corrector method for solving nonlinear equations (Q1095600) (← links)
- A comparative study of several semi-infinite nonlinear programming algorithms (Q1102202) (← links)
- Solving inequality constrained optimization problems by differential homotopy continuation methods (Q1117143) (← links)
- A minimization method for the sum of a convex function and a continuously differentiable function (Q1134011) (← links)
- A heuristic decomposition approach to optimal control in a water supply model (Q1167069) (← links)
- A successive quadratic programming method for a class of constrained nonsmooth optimization problems (Q1174457) (← links)
- A hybrid method for the nonlinear least squares problem with simple bounds (Q1177199) (← links)
- Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems (Q1184339) (← links)
- Successive linearization methods for large-scale nonlinear programming problems (Q1185122) (← links)
- Application of the alternating direction method of multipliers to separable convex programming problems (Q1202587) (← links)
- Primal-dual proximal point algorithm for linearly constrained convex programming problems (Q1203067) (← links)
- (Q1235060) (redirect page) (← links)
- Penalty function theory for general convex programming problems (Q1235061) (← links)
- Decomposition of nonlinear chance-constrained programming problems by dynamic programming (Q1240707) (← links)
- Multilevel decomposition of nonlinear programming problems by dynamic programming (Q1253184) (← links)
- A globally convergent SQP method for semi-infinite nonlinear optimization (Q1262218) (← links)
- On generalized pseudoconvex functions (Q1262221) (← links)
- Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities (Q1290651) (← links)
- Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints (Q1294821) (← links)
- Testing parallel variable transformation (Q1294830) (← links)
- Proximal quasi-Newton methods for nondifferentiable convex optimization (Q1300271) (← links)
