The following pages link to Masao Fukushima (Q186222):
Displaying 50 items.
- Solving box constrained variational inequalities by using the natural residual with D-gap function globalization (Q1306473) (← links)
- Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems (Q1356056) (← links)
- Unconstrained optimization reformulations of variational inequality problems (Q1356089) (← links)
- New NCP-functions and their properties (Q1367789) (← links)
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints (Q1383834) (← links)
- New relaxation method for mathematical programs with complementarity constraints (Q1407237) (← links)
- The incremental Gauss-Newton algorithm with adaptive stepsize rule (Q1415481) (← links)
- A smoothing method for a mathematical program with P-matrix linear complementarity constraints (Q1430271) (← links)
- On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm (Q1434082) (← links)
- Globally convergent BFGS method for nonsmooth convex optimization (Q1573986) (← links)
- Nonlinear proximal decomposition method for convex programming (Q1594877) (← links)
- Gauss-Seidel method for multi-leader-follower games (Q1730406) (← links)
- On the quadratic eigenvalue complementarity problem over a general convex cone (Q1732226) (← links)
- Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints (Q1765264) (← links)
- A matrix-splitting method for symmetric affine second-order cone complementarity problems (Q1765477) (← links)
- A modified relaxation scheme for mathematical programs with complementarity constraints (Q1772964) (← links)
- A trust region method for nonsmooth convex optimization (Q1780126) (← links)
- Smoothing Newton and quasi-Newton methods for mixed complementarity problems (Q1841557) (← links)
- Regularized Newton methods for convex minimization problems with singular solutions (Q1876588) (← links)
- On stationary points of the implicit Lagrangian for nonlinear complementarity problems (Q1893334) (← links)
- A parallel relaxation method for quadratic programming problems with interval constraints (Q1900763) (← links)
- A parallel descent algorithm for convex programming (Q1908925) (← links)
- A multisplitting method for symmetric linear complementarity problems (Q1917824) (← links)
- The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem (Q1919810) (← links)
- A hybrid Newton method for solving the variational inequality problem via the D-gap function (Q1961985) (← links)
- An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs (Q1987416) (← links)
- A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem (Q2023685) (← links)
- Global sensing search for nonlinear global optimization (Q2124800) (← links)
- Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem (Q2139271) (← links)
- On the computation of all eigenvalues for the eigenvalue complementarity problem (Q2250083) (← links)
- Robust portfolio selection with a combined WCVaR and factor model (Q2358869) (← links)
- A globally convergent Newton method for solving strongly monotone variational inequalities (Q2367916) (← links)
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (Q2386646) (← links)
- A globalized Newton method for the computation of normalized Nash equilibria (Q2392752) (← links)
- Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management (Q2393064) (← links)
- Optimality conditions for nonlinear semidefinite programming via squared slack variables (Q2413085) (← links)
- Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation (Q2429460) (← links)
- Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone (Q2434862) (← links)
- Derivative-free filter simulated annealing method for constrained continuous global optimization (Q2457918) (← links)
- An SQP-type algorithm for nonlinear second-order cone programs (Q2458912) (← links)
- Hybrid evolutionary algorithm for solving general variational inequality problems (Q2465490) (← links)
- Robust portfolio selection with uncertain exit time using worst-case VaR strategy (Q2465952) (← links)
- A class of gap functions for quasi-variational inequality problems (Q2469788) (← links)
- Evaluation of firm's loss due to incomplete information in real investment decision (Q2470115) (← links)
- Hybrid approach with active set identification for mathematical programs with complementarity constraints (Q2499368) (← links)
- Equivalence of the generalized complementarity problem to differentiable unconstrained minimization (Q2565032) (← links)
- Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers (Q2569119) (← links)
- Tabu search directed by direct search methods for nonlinear global optimization (Q2572240) (← links)
- The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem (Q2706333) (← links)
- On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems (Q2719240) (← links)
