Person:186222

Available identifiers

zbMath Open fukushima.masaoMaRDI QIDQ186222

List of research outcomes

Publication	Date of Publication	Type
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints	2023-05-02	Paper
Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem	2022-05-17	Paper
Global sensing search for nonlinear global optimization	2022-04-11	Paper
An alternating direction method of multipliers for the eigenvalue complementarity problem	2021-07-06	Paper
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem	2021-05-03	Paper
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs	2020-04-15	Paper
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method	2020-03-12	Paper
On the quadratic eigenvalue complementarity problem over a general convex cone	2019-03-22	Paper
Gauss-Seidel method for multi-leader-follower games	2019-03-06	Paper
Optimality conditions for nonlinear semidefinite programming via squared slack variables	2018-04-06	Paper
A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION	2017-12-11	Paper
Robust portfolio selection with a combined WCVaR and factor model	2017-06-16	Paper
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method	2017-01-18	Paper
The use of squared slack variables in nonlinear second-order cone programming	2016-08-31	Paper
The second-order cone eigenvalue complementarity problem	2016-06-10	Paper
MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS	2015-08-05	Paper
Evolutionary Algorithm for Generalized Nash Equilibrium Problems	2015-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q2936131	2015-01-05	Paper
On the symmetric quadratic eigenvalue complementarity problem	2014-10-29	Paper
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints	2014-09-04	Paper
On the computation of all eigenvalues for the eigenvalue complementarity problem	2014-07-04	Paper
A branch-and-bound method for absolute value programs	2014-05-02	Paper
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone	2014-01-31	Paper
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games	2013-09-25	Paper
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management	2013-08-07	Paper
A globalized Newton method for the computation of normalized Nash equilibria	2013-08-02	Paper
SDP reformulation for robust optimization problems based on nonconvex QP duality	2013-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4921911	2013-05-28	Paper
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs	2013-04-09	Paper
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints	2013-01-04	Paper
Restricted generalized Nash equilibria and controlled penalty algorithm	2012-12-07	Paper
SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality	2012-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q4648021	2012-11-08	Paper
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints	2012-09-27	Paper
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets	2012-09-20	Paper
Global optimization via differential evolution with automatic termination	2012-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q2884681	2012-05-30	Paper
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation	2012-04-27	Paper
Pricing American options with uncertain volatility through stochastic linear complementarity models	2012-03-09	Paper
Variational inequality formulation of a class of multi-leader-follower games	2012-02-13	Paper
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management	2011-11-24	Paper
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints	2011-05-25	Paper
Smoothing method for mathematical programs with symmetric cone complementarity constraints	2011-05-03	Paper
A Hybrid Evolutionary Algorithm for Global Optimization	2010-12-08	Paper
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model	2010-07-02	Paper
https://portal.mardi4nfdi.de/entity/Q3568355	2010-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q3563019	2010-05-28	Paper
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity	2010-03-17	Paper
Portfolio selection with uncertain exit time: a robust CVaR approach	2010-01-19	Paper
Portfolio selection under distributional uncertainty: a relative robust CVaR approach	2009-12-07	Paper
A global optimization approach for solving non-monotone variational inequality problems	2009-11-19	Paper
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games	2009-09-03	Paper
https://portal.mardi4nfdi.de/entity/Q3632448	2009-06-11	Paper
An implicit programming approach for the road pricing problem with nonadditive route costs	2009-02-03	Paper
Robust solution of monotone stochastic linear complementarity problems	2008-12-16	Paper
Tabu search for attribute reduction in rough set theory	2008-06-25	Paper
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems	2008-05-27	Paper
Stochastic $R_0$ Matrix Linear Complementarity Problems	2008-05-22	Paper
Evaluation of firm's loss due to incomplete information in real investment decision	2008-02-13	Paper
A class of gap functions for quasi-variational inequality problems	2008-02-11	Paper
A Finite Algorithm for Almost Linear Complementarity Problems	2008-01-23	Paper
Robust portfolio selection with uncertain exit time using worst-case VaR strategy	2008-01-11	Paper
Hybrid evolutionary algorithm for solving general variational inequality problems	2008-01-04	Paper
An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum	2007-11-16	Paper
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC	2007-11-16	Paper
An SQP-type algorithm for nonlinear second-order cone programs	2007-11-05	Paper
Derivative-free filter simulated annealing method for constrained continuous global optimization	2007-10-23	Paper
Regularized nonsmooth Newton method for multi-class support vector machines	2007-09-03	Paper
Second-Order Cone Programming Formulations for Robust Multiclass Classification	2007-08-31	Paper
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve	2006-12-07	Paper
Hybrid approach with active set identification for mathematical programs with complementarity constraints	2006-08-14	Paper
A new multi-class support vector algorithm	2006-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q3368671	2006-02-08	Paper
Successive linearization methods for nonlinear semidefinite programs	2006-01-23	Paper
Tabu search directed by direct search methods for nonlinear global optimization	2005-11-16	Paper
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions	2005-11-11	Paper
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers	2005-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q5694955	2005-10-05	Paper
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems	2005-09-16	Paper
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games	2005-08-25	Paper
https://portal.mardi4nfdi.de/entity/Q5462178	2005-08-01	Paper
A trust region method for nonsmooth convex optimization	2005-06-07	Paper
A modified relaxation scheme for mathematical programs with complementarity constraints	2005-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4667005	2005-04-19	Paper
https://portal.mardi4nfdi.de/entity/Q4668771	2005-04-15	Paper
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization	2005-03-14	Paper
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints	2005-02-23	Paper
A matrix-splitting method for symmetric affine second-order cone complementarity problems	2005-02-23	Paper
Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints	2005-01-13	Paper
Regularized Newton methods for convex minimization problems with singular solutions	2004-08-20	Paper
ON THE HUB-AND-SPOKE MODEL WITH ARC CAPACITY CONATRAINTS	2004-08-06	Paper
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm	2004-07-01	Paper
A smoothing method for a mathematical program with P-matrix linear complementarity constraints	2004-05-27	Paper
Minimizing multimodal functions by simplex coding genetic algorithm	2004-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q4408962	2004-03-02	Paper
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions	2004-02-09	Paper
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization	2004-01-19	Paper
STACKELBERG HUB LOCATION PROBLEM	2004-01-14	Paper
The incremental Gauss-Newton algorithm with adaptive stepsize rule	2003-12-04	Paper
New relaxation method for mathematical programs with complementarity constraints	2003-09-15	Paper
https://portal.mardi4nfdi.de/entity/Q2781089	2002-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q4548796	2002-08-26	Paper
https://portal.mardi4nfdi.de/entity/Q2765625	2002-08-05	Paper
Globally convergent BFGS method for nonsmooth convex optimization	2002-06-17	Paper
A modified BFGS method and its global convergence in nonconvex minimization	2002-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q2760114	2002-04-28	Paper
Smoothing Functions for Second-Order-Cone Complementarity Problems	2002-04-23	Paper
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints	2002-04-23	Paper
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP	2002-03-26	Paper
https://portal.mardi4nfdi.de/entity/Q2764699	2002-01-14	Paper
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization	2002-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4252834	2001-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q2742682	2001-09-23	Paper
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming	2001-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q4524232	2001-08-23	Paper
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems	2001-07-23	Paper
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems	2001-06-21	Paper
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations	2001-05-03	Paper
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem	2001-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q4762534	2001-02-22	Paper
Smoothing Newton and quasi-Newton methods for mixed complementarity problems	2001-02-18	Paper
Nonlinear proximal decomposition method for convex programming	2001-01-29	Paper
Proximal quasi-Newton methods for nondifferentiable convex optimization	2000-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q4945771	2000-09-24	Paper
A hybrid Newton method for solving the variational inequality problem via the D-gap function	2000-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q4257435	2000-07-10	Paper
https://portal.mardi4nfdi.de/entity/Q4253558	2000-05-24	Paper
https://portal.mardi4nfdi.de/entity/Q4948268	2000-04-10	Paper
A hybrid Josephy — Newton method for solving box constrained variational equality roblems via the D-gap function	2000-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4937128	2000-02-03	Paper
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization	1999-12-19	Paper
A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence	1999-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4703144	1999-12-14	Paper
A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations	1999-11-22	Paper
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities	1999-09-15	Paper
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints	1999-01-19	Paper
Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints	1999-01-01	Paper
Testing parallel variable transformation	1999-01-01	Paper
Parallel Variable Transformation in Unconstrained Optimization	1998-09-21	Paper
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints	1998-09-21	Paper
A Trust Region Method for Solving Generalized Complementarity Problems	1998-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q4353535	1998-05-10	Paper
New NCP-functions and their properties	1998-04-19	Paper
Unconstrained optimization reformulations of variational inequality problems	1998-01-25	Paper
A PARALLEL PRIMAL-DUAL INTERIOR POINT METHOD FOR MULTICOMMODITY FLOW PROBLEMS WITH QUADRATIC COSTS	1997-11-11	Paper
A computable generalized Hessian of the D-gap function and Newton-type methods for variational inequality problems	1997-09-10	Paper
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization	1997-07-20	Paper
A BLOCK-PARALLEL CONJUGATE GRADIENT METHOD FOR SEPARABLE QUADRATIC PROGRAMMING PROBLEMS^1	1997-07-17	Paper
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems	1997-06-04	Paper
Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems	1997-05-28	Paper
A successive projection method for binary pattern recognition with multilayer feedforward neural networks	1997-02-17	Paper
PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS	1997-01-22	Paper
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems	1997-01-06	Paper
A multisplitting method for symmetric linear complementarity problems	1997-01-05	Paper
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach	1997-01-05	Paper
A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization	1996-12-01	Paper
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem	1996-11-25	Paper
A parallel descent algorithm for convex programming	1996-05-05	Paper
https://portal.mardi4nfdi.de/entity/Q4870838	1996-03-26	Paper
A parallel relaxation method for quadratic programming problems with interval constraints	1996-02-18	Paper
A HYBRID METHOD FOR SOLVING THE NONLINEAR LEAST SQUARES PROBLEM WITH LINEAR INEQUALITY CONSTRAINTS	1996-02-13	Paper
OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM	1996-01-17	Paper
PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS	1995-07-24	Paper
On stationary points of the implicit Lagrangian for nonlinear complementarity problems	1995-07-03	Paper
https://portal.mardi4nfdi.de/entity/Q4834032	1995-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q4311908	1995-01-23	Paper
A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS	1994-04-26	Paper
A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS	1993-08-25	Paper
A globally convergent Newton method for solving strongly monotone variational inequalities	1993-08-17	Paper
Application of the alternating direction method of multipliers to separable convex programming problems	1993-02-14	Paper
Primal-dual proximal point algorithm for linearly constrained convex programming problems	1993-02-04	Paper
DUAL-BASED NEWTON METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS	1992-09-26	Paper
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems	1992-06-28	Paper
Successive linearization methods for large-scale nonlinear programming problems	1992-06-28	Paper
A hybrid method for the nonlinear least squares problem with simple bounds	1992-06-26	Paper
A successive quadratic programming method for a class of constrained nonsmooth optimization problems	1992-06-25	Paper
A conjugate gradient algorithm for sparse linear inequalities	1990-01-01	Paper
Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities	1990-01-01	Paper
On generalized pseudoconvex functions	1989-01-01	Paper
An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions	1989-01-01	Paper
A comparative study of several semi-infinite nonlinear programming algorithms	1988-01-01	Paper
Solving inequality constrained optimization problems by differential homotopy continuation methods	1988-01-01	Paper
A globally convergent SQP method for semi-infinite nonlinear optimization	1988-01-01	Paper
AN ITERATIVE METHOD FOR VARIATIONAL INEQUALITIES WITH APPLICATION TO TRAFFIC EQUILIBRIUM PROBLEMS	1988-01-01	Paper
An efficient predictor-corrector method for solving nonlinear equations	1987-01-01	Paper
ImplementableL∞penalty-function method for semi-infinite optimization	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3775301	1987-01-01	Paper
Approximation algorithms for combinatorial fractional programming problems	1987-01-01	Paper
A new predictor-corrector method for solving unconstrained minimization problems	1986-01-01	Paper
A successive quadratic programming algorithm with global and superlinear convergence properties	1986-01-01	Paper
A relaxed projection method for variational inequalities	1986-01-01	Paper
A second-order algorithm for continuous-time nonlinear optimal control problems	1986-01-01	Paper
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION	1985-01-01	Paper
On the convergence of a class of outer approximation algorithms for convex programs	1984-01-01	Paper
A continuation method for solving separable nonlinear least squares problems	1984-01-01	Paper
On the use of ε-most-active constraints in an exact penalty function method for nonlinear optimization	1984-01-01	Paper
A NONSMOOTH OPTIMIZATION APPROACH TO NONLINEAR MULTICOMMODITY NETWORK FLOW PROBLEMS	1984-01-01	Paper
A descent algorithm for nonsmooth convex optimization	1984-01-01	Paper
A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming	1983-01-01	Paper
An Outer Approximation Algorithm for Solving General Convex Programs	1983-01-01	Paper
A heuristic decomposition approach to optimal control in a water supply model	1982-01-01	Paper
A finitely convergent algorithm for convex inequalities	1982-01-01	Paper
A minimization method for the sum of a convex function and a continuously differentiable function	1981-01-01	Paper
Methods of parametric non-linear programming	1981-01-01	Paper
A generalized proximal point algorithm for certain non-convex minimization problems	1981-01-01	Paper
Decomposition of multiple criteria mathematical programming problems by dynamic programming	1979-01-01	Paper
Penalty function theory for general convex programming problems	1978-01-01	Paper
A “Conjugate” Interior Penalty Method for Certain Convex Programs	1977-01-01	Paper
Decomposition of nonlinear chance-constrained programming problems by dynamic programming	1976-01-01	Paper
Multilevel decomposition of nonlinear programming problems by dynamic programming	1976-01-01	Paper

Research outcomes over time

This page was built for person: Masao Fukushima