Masao Fukushima

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Person:186222

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zbMath Open fukushima.masaoMaRDI QIDQ186222

List of research outcomes

PublicationDate of PublicationType
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints2023-05-02Paper
Solution of fractional quadratic programs on the simplex and application to the eigenvalue complementarity problem2022-05-17Paper
Global sensing search for nonlinear global optimization2022-04-11Paper
An alternating direction method of multipliers for the eigenvalue complementarity problem2021-07-06Paper
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem2021-05-03Paper
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs2020-04-15Paper
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method2020-03-12Paper
On the quadratic eigenvalue complementarity problem over a general convex cone2019-03-22Paper
Gauss-Seidel method for multi-leader-follower games2019-03-06Paper
Optimality conditions for nonlinear semidefinite programming via squared slack variables2018-04-06Paper
A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION2017-12-11Paper
Robust portfolio selection with a combined WCVaR and factor model2017-06-16Paper
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method2017-01-18Paper
The use of squared slack variables in nonlinear second-order cone programming2016-08-31Paper
The second-order cone eigenvalue complementarity problem2016-06-10Paper
MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS2015-08-05Paper
Evolutionary Algorithm for Generalized Nash Equilibrium Problems2015-03-30Paper
https://portal.mardi4nfdi.de/entity/Q29361312015-01-05Paper
On the symmetric quadratic eigenvalue complementarity problem2014-10-29Paper
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints2014-09-04Paper
On the computation of all eigenvalues for the eigenvalue complementarity problem2014-07-04Paper
A branch-and-bound method for absolute value programs2014-05-02Paper
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone2014-01-31Paper
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games2013-09-25Paper
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management2013-08-07Paper
A globalized Newton method for the computation of normalized Nash equilibria2013-08-02Paper
SDP reformulation for robust optimization problems based on nonconvex QP duality2013-07-19Paper
https://portal.mardi4nfdi.de/entity/Q49219112013-05-28Paper
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs2013-04-09Paper
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints2013-01-04Paper
Restricted generalized Nash equilibria and controlled penalty algorithm2012-12-07Paper
SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality2012-11-30Paper
https://portal.mardi4nfdi.de/entity/Q46480212012-11-08Paper
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints2012-09-27Paper
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets2012-09-20Paper
Global optimization via differential evolution with automatic termination2012-08-30Paper
https://portal.mardi4nfdi.de/entity/Q28846812012-05-30Paper
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation2012-04-27Paper
Pricing American options with uncertain volatility through stochastic linear complementarity models2012-03-09Paper
Variational inequality formulation of a class of multi-leader-follower games2012-02-13Paper
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management2011-11-24Paper
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints2011-05-25Paper
Smoothing method for mathematical programs with symmetric cone complementarity constraints2011-05-03Paper
A Hybrid Evolutionary Algorithm for Global Optimization2010-12-08Paper
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model2010-07-02Paper
https://portal.mardi4nfdi.de/entity/Q35683552010-06-11Paper
https://portal.mardi4nfdi.de/entity/Q35630192010-05-28Paper
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity2010-03-17Paper
Portfolio selection with uncertain exit time: a robust CVaR approach2010-01-19Paper
Portfolio selection under distributional uncertainty: a relative robust CVaR approach2009-12-07Paper
A global optimization approach for solving non-monotone variational inequality problems2009-11-19Paper
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games2009-09-03Paper
https://portal.mardi4nfdi.de/entity/Q36324482009-06-11Paper
An implicit programming approach for the road pricing problem with nonadditive route costs2009-02-03Paper
Robust solution of monotone stochastic linear complementarity problems2008-12-16Paper
Tabu search for attribute reduction in rough set theory2008-06-25Paper
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems2008-05-27Paper
Stochastic $R_0$ Matrix Linear Complementarity Problems2008-05-22Paper
Evaluation of firm's loss due to incomplete information in real investment decision2008-02-13Paper
A class of gap functions for quasi-variational inequality problems2008-02-11Paper
A Finite Algorithm for Almost Linear Complementarity Problems2008-01-23Paper
Robust portfolio selection with uncertain exit time using worst-case VaR strategy2008-01-11Paper
Hybrid evolutionary algorithm for solving general variational inequality problems2008-01-04Paper
An Implementable Active‐Set Algorithm for Computing a B‐Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum2007-11-16Paper
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC2007-11-16Paper
An SQP-type algorithm for nonlinear second-order cone programs2007-11-05Paper
Derivative-free filter simulated annealing method for constrained continuous global optimization2007-10-23Paper
Regularized nonsmooth Newton method for multi-class support vector machines2007-09-03Paper
Second-Order Cone Programming Formulations for Robust Multiclass Classification2007-08-31Paper
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve2006-12-07Paper
Hybrid approach with active set identification for mathematical programs with complementarity constraints2006-08-14Paper
A new multi-class support vector algorithm2006-06-16Paper
https://portal.mardi4nfdi.de/entity/Q33686712006-02-08Paper
Successive linearization methods for nonlinear semidefinite programs2006-01-23Paper
Tabu search directed by direct search methods for nonlinear global optimization2005-11-16Paper
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions2005-11-11Paper
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers2005-10-17Paper
https://portal.mardi4nfdi.de/entity/Q56949552005-10-05Paper
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems2005-09-16Paper
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games2005-08-25Paper
https://portal.mardi4nfdi.de/entity/Q54621782005-08-01Paper
A trust region method for nonsmooth convex optimization2005-06-07Paper
A modified relaxation scheme for mathematical programs with complementarity constraints2005-04-22Paper
https://portal.mardi4nfdi.de/entity/Q46670052005-04-19Paper
https://portal.mardi4nfdi.de/entity/Q46687712005-04-15Paper
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization2005-03-14Paper
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints2005-02-23Paper
A matrix-splitting method for symmetric affine second-order cone complementarity problems2005-02-23Paper
Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints2005-01-13Paper
Regularized Newton methods for convex minimization problems with singular solutions2004-08-20Paper
ON THE HUB-AND-SPOKE MODEL WITH ARC CAPACITY CONATRAINTS2004-08-06Paper
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm2004-07-01Paper
A smoothing method for a mathematical program with P-matrix linear complementarity constraints2004-05-27Paper
Minimizing multimodal functions by simplex coding genetic algorithm2004-03-17Paper
https://portal.mardi4nfdi.de/entity/Q44089622004-03-02Paper
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions2004-02-09Paper
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization2004-01-19Paper
STACKELBERG HUB LOCATION PROBLEM2004-01-14Paper
The incremental Gauss-Newton algorithm with adaptive stepsize rule2003-12-04Paper
New relaxation method for mathematical programs with complementarity constraints2003-09-15Paper
https://portal.mardi4nfdi.de/entity/Q27810892002-09-26Paper
https://portal.mardi4nfdi.de/entity/Q45487962002-08-26Paper
https://portal.mardi4nfdi.de/entity/Q27656252002-08-05Paper
Globally convergent BFGS method for nonsmooth convex optimization2002-06-17Paper
A modified BFGS method and its global convergence in nonconvex minimization2002-05-12Paper
https://portal.mardi4nfdi.de/entity/Q27601142002-04-28Paper
Smoothing Functions for Second-Order-Cone Complementarity Problems2002-04-23Paper
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints2002-04-23Paper
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP2002-03-26Paper
https://portal.mardi4nfdi.de/entity/Q27646992002-01-14Paper
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization2002-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42528342001-10-07Paper
https://portal.mardi4nfdi.de/entity/Q27426822001-09-23Paper
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming2001-08-28Paper
https://portal.mardi4nfdi.de/entity/Q45242322001-08-23Paper
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems2001-07-23Paper
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems2001-06-21Paper
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations2001-05-03Paper
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem2001-03-19Paper
https://portal.mardi4nfdi.de/entity/Q47625342001-02-22Paper
Smoothing Newton and quasi-Newton methods for mixed complementarity problems2001-02-18Paper
Nonlinear proximal decomposition method for convex programming2001-01-29Paper
Proximal quasi-Newton methods for nondifferentiable convex optimization2000-10-25Paper
https://portal.mardi4nfdi.de/entity/Q49457712000-09-24Paper
A hybrid Newton method for solving the variational inequality problem via the D-gap function2000-07-12Paper
https://portal.mardi4nfdi.de/entity/Q42574352000-07-10Paper
https://portal.mardi4nfdi.de/entity/Q42535582000-05-24Paper
https://portal.mardi4nfdi.de/entity/Q49482682000-04-10Paper
A hybrid Josephy — Newton method for solving box constrained variational equality roblems via the D-gap function2000-02-13Paper
https://portal.mardi4nfdi.de/entity/Q49371282000-02-03Paper
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization1999-12-19Paper
A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence1999-12-14Paper
https://portal.mardi4nfdi.de/entity/Q47031441999-12-14Paper
A Globally and Superlinearly Convergent Gauss--Newton-Based BFGS Method for Symmetric Nonlinear Equations1999-11-22Paper
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities1999-09-15Paper
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints1999-01-19Paper
Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints1999-01-01Paper
Testing parallel variable transformation1999-01-01Paper
Parallel Variable Transformation in Unconstrained Optimization1998-09-21Paper
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints1998-09-21Paper
A Trust Region Method for Solving Generalized Complementarity Problems1998-05-12Paper
https://portal.mardi4nfdi.de/entity/Q43535351998-05-10Paper
New NCP-functions and their properties1998-04-19Paper
Unconstrained optimization reformulations of variational inequality problems1998-01-25Paper
A PARALLEL PRIMAL-DUAL INTERIOR POINT METHOD FOR MULTICOMMODITY FLOW PROBLEMS WITH QUADRATIC COSTS1997-11-11Paper
A computable generalized Hessian of the D-gap function and Newton-type methods for variational inequality problems1997-09-10Paper
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization1997-07-20Paper
A BLOCK-PARALLEL CONJUGATE GRADIENT METHOD FOR SEPARABLE QUADRATIC PROGRAMMING PROBLEMS^11997-07-17Paper
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems1997-06-04Paper
Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems1997-05-28Paper
A successive projection method for binary pattern recognition with multilayer feedforward neural networks1997-02-17Paper
PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS1997-01-22Paper
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems1997-01-06Paper
A multisplitting method for symmetric linear complementarity problems1997-01-05Paper
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach1997-01-05Paper
A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization1996-12-01Paper
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem1996-11-25Paper
A parallel descent algorithm for convex programming1996-05-05Paper
https://portal.mardi4nfdi.de/entity/Q48708381996-03-26Paper
A parallel relaxation method for quadratic programming problems with interval constraints1996-02-18Paper
A HYBRID METHOD FOR SOLVING THE NONLINEAR LEAST SQUARES PROBLEM WITH LINEAR INEQUALITY CONSTRAINTS1996-02-13Paper
OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM1996-01-17Paper
PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS1995-07-24Paper
On stationary points of the implicit Lagrangian for nonlinear complementarity problems1995-07-03Paper
https://portal.mardi4nfdi.de/entity/Q48340321995-05-23Paper
https://portal.mardi4nfdi.de/entity/Q43119081995-01-23Paper
A SUCCESSIVE OVER-RELAXATION METHOD FOR QUADRATIC PROGRAMMING PROBLEMS WITH INTERVAL CONSTRAINTS1994-04-26Paper
A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS1993-08-25Paper
A globally convergent Newton method for solving strongly monotone variational inequalities1993-08-17Paper
Application of the alternating direction method of multipliers to separable convex programming problems1993-02-14Paper
Primal-dual proximal point algorithm for linearly constrained convex programming problems1993-02-04Paper
DUAL-BASED NEWTON METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS1992-09-26Paper
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems1992-06-28Paper
Successive linearization methods for large-scale nonlinear programming problems1992-06-28Paper
A hybrid method for the nonlinear least squares problem with simple bounds1992-06-26Paper
A successive quadratic programming method for a class of constrained nonsmooth optimization problems1992-06-25Paper
A conjugate gradient algorithm for sparse linear inequalities1990-01-01Paper
Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities1990-01-01Paper
On generalized pseudoconvex functions1989-01-01Paper
An Efficient Trust Region Algorithm for Minimizing Nondifferentiable Composite Functions1989-01-01Paper
A comparative study of several semi-infinite nonlinear programming algorithms1988-01-01Paper
Solving inequality constrained optimization problems by differential homotopy continuation methods1988-01-01Paper
A globally convergent SQP method for semi-infinite nonlinear optimization1988-01-01Paper
AN ITERATIVE METHOD FOR VARIATIONAL INEQUALITIES WITH APPLICATION TO TRAFFIC EQUILIBRIUM PROBLEMS1988-01-01Paper
An efficient predictor-corrector method for solving nonlinear equations1987-01-01Paper
ImplementableLpenalty-function method for semi-infinite optimization1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37753011987-01-01Paper
Approximation algorithms for combinatorial fractional programming problems1987-01-01Paper
A new predictor-corrector method for solving unconstrained minimization problems1986-01-01Paper
A successive quadratic programming algorithm with global and superlinear convergence properties1986-01-01Paper
A relaxed projection method for variational inequalities1986-01-01Paper
A second-order algorithm for continuous-time nonlinear optimal control problems1986-01-01Paper
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION1985-01-01Paper
On the convergence of a class of outer approximation algorithms for convex programs1984-01-01Paper
A continuation method for solving separable nonlinear least squares problems1984-01-01Paper
On the use of ε-most-active constraints in an exact penalty function method for nonlinear optimization1984-01-01Paper
A NONSMOOTH OPTIMIZATION APPROACH TO NONLINEAR MULTICOMMODITY NETWORK FLOW PROBLEMS1984-01-01Paper
A descent algorithm for nonsmooth convex optimization1984-01-01Paper
A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming1983-01-01Paper
An Outer Approximation Algorithm for Solving General Convex Programs1983-01-01Paper
A heuristic decomposition approach to optimal control in a water supply model1982-01-01Paper
A finitely convergent algorithm for convex inequalities1982-01-01Paper
A minimization method for the sum of a convex function and a continuously differentiable function1981-01-01Paper
Methods of parametric non-linear programming1981-01-01Paper
A generalized proximal point algorithm for certain non-convex minimization problems1981-01-01Paper
Decomposition of multiple criteria mathematical programming problems by dynamic programming1979-01-01Paper
Penalty function theory for general convex programming problems1978-01-01Paper
A “Conjugate” Interior Penalty Method for Certain Convex Programs1977-01-01Paper
Decomposition of nonlinear chance-constrained programming problems by dynamic programming1976-01-01Paper
Multilevel decomposition of nonlinear programming problems by dynamic programming1976-01-01Paper

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