Masao Fukushima

120 papers B 1Misc 1Journal 117Unranked 1

Year	Rank	Type	Title / Venue / Authors
2023	J	`jnl`	Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints. Math. Program. Takayuki Okuno, Masao Fukushima
2022	J	`jnl`	Global sensing search for nonlinear global optimization. J. Glob. Optim. Abdel-Rahman Hedar, Wael A. Deabes, Hesham H. Amin, Majid Almaraashi, Masao Fukushima
2022	J	`jnl`	Solution of Fractional Quadratic Programs on the Simplex and Application to the Eigenvalue Complementarity Problem. J. Optim. Theory Appl. Joaquim Júdice, Valentina Sessa, Masao Fukushima
2021	J	`jnl`	An alternating direction method of multipliers for the eigenvalue complementarity problem. Optim. Methods Softw. Joaquim João Júdice, Masao Fukushima, Alfredo N. Iusem, José Mario Martínez, Valentina Sessa
2020	J	`jnl`	A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem. Comput. Optim. Appl. Masao Fukushima, Joaquim Júdice, Welington de Oliveira, Valentina Sessa
2020	J	`jnl`	An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs. J. Comput. Appl. Math. Takayuki Okuno, Masao Fukushima
2019	J	`jnl`	Gauss-Seidel Method for Multi-leader-follower Games. J. Optim. Theory Appl. Atsushi Hori, Masao Fukushima
2018	J	`jnl`	Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method. Math. Oper. Res. Bruno F. Lourenço, Ellen H. Fukuda, Masao Fukushima
2018	J	`jnl`	Optimality conditions for nonlinear semidefinite programming via squared slack variables. Math. Program. Bruno F. Lourenço, Ellen H. Fukuda, Masao Fukushima
2016	J	`jnl`	The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming. J. Optim. Theory Appl. Ellen H. Fukuda, Masao Fukushima
2016	J	`jnl`	The second-order cone eigenvalue complementarity problem. Optim. Methods Softw. Luís M. Fernandes, Masao Fukushima, Joaquim João Júdice, Hanif D. Sherali
2015	J	`jnl`	Automatically Terminated Particle Swarm Optimization with Principal Component Analysis. Int. J. Inf. Technol. Decis. Mak. Bun Theang Ong, Masao Fukushima
2015	J	`jnl`	On the Quadratic Eigenvalue Complementarity Problem over a general convex cone. Appl. Math. Comput. Carmo P. Brás, Masao Fukushima, Alfredo N. Iusem, Joaquim João Júdice
2014	J	`jnl`	Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints. J. Glob. Optim. Takayuki Okuno, Masao Fukushima
2014	J	`jnl`	On the computation of all eigenvalues for the eigenvalue complementarity problem. J. Glob. Optim. Luís M. Fernandes, Joaquim João Júdice, Hanif D. Sherali, Masao Fukushima
2014	J	`jnl`	On the symmetric quadratic eigenvalue complementarity problem. Optim. Methods Softw. Luís M. Fernandes, Joaquim Júdice, Masao Fukushima, Alfredo N. Iusem
2013	J	`jnl`	A globalized Newton method for the computation of normalized Nash equilibria. J. Glob. Optim. Axel Dreves, Anna von Heusinger, Christian Kanzow, Masao Fukushima
2013	J	`jnl`	Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management. J. Glob. Optim. James Ang, Masao Fukushima, Fanwen Meng, Takahiro Noda, Jie Sun
2013	J	`jnl`	Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games. SIAM J. Optim. Ming Hu, Masao Fukushima
2013	J	`jnl`	Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone. Appl. Math. Comput. Yun-Bin Zhao, Masao Fukushima
2013	J	`jnl`	SDP reformulation for robust optimization problems based on nonconvex QP duality. Comput. Optim. Appl. Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima
2012	J	`jnl`	A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints. SIAM J. Optim. Takayuki Okuno, Shunsuke Hayashi, Masao Fukushima
2012	J	`jnl`	Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs. SIAM J. Optim. Ellen H. Fukuda, Paulo J. S. Silva, Masao Fukushima
2012	J	`jnl`	Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation. Math. Program. Anna von Heusinger, Christian Kanzow, Masao Fukushima
2012	J	`jnl`	SOR- and Jacobi-type iterative methods for solving ℓ 1 - ℓ 2 problems by way of Fenchel duality. Optim. Lett. Masao Fukushima
2012	J	`jnl`	Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets. J. Glob. Optim. Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima
2012	J	`jnl`	Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints. Comput. Optim. Appl. Ming Hu, Masao Fukushima
2011	J	`jnl`	An Empirical Study of Measures for Preventing Crossing Path Collisions at Unsignalized Intersections - Development of Driving Safety Support Systems using Infrastructure-Vehicle Communication. Int. J. Intell. Transp. Syst. Res. Noriyuki Tsukada, Masao Fukushima
2011	J	`jnl`	Foreword. Comput. Optim. Appl. Xiaojun Chen, Masao Fukushima
2011	J	`jnl`	Genetic algorithm with automatic termination and search space rotation. Memetic Comput. Bun Theang Ong, Masao Fukushima
2011	J	`jnl`	Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Comput. Optim. Appl. Koichi Nabetani, Paul Tseng, Masao Fukushima
2011	J	`jnl`	Pricing American options with uncertain volatility through stochastic linear complementarity models. Comput. Optim. Appl. Kenji Hamatani, Masao Fukushima
2011	J	`jnl`	Prime number generation using memetic programming. Artif. Life Robotics Emad Mabrouk, Julio César Hernández Castro, Masao Fukushima
2011	J	`jnl`	Restricted generalized Nash equilibria and controlled penalty algorithm. Comput. Manag. Sci. Masao Fukushima
2011	J	`jnl`	Tabu Programming: a New Problem Solver through Adaptive Memory Programming over Tree Data Structures. Int. J. Inf. Technol. Decis. Mak. Abdel-Rahman Hedar, Emad Mabrouk, Masao Fukushima
2011	J	`jnl`	The latest trend of v2x driver assistance systems in Japan. Comput. Networks Masao Fukushima
2011	J	`jnl`	Variational Inequality Formulation of a Class of Multi-Leader-Follower Games. J. Optim. Theory Appl. Ming Hu, Masao Fukushima
2010	J	`jnl`	Foreword. Optim. Methods Softw. Masao Fukushima, Manlio Gaudioso, Franco Giannessi, Diethard Pallaschke
2010	J	`jnl`	Portfolio selection under distributional uncertainty: A relative robust CVaR approach. Eur. J. Oper. Res. Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Masao Fukushima
2009	J	`jnl`	On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity. SIAM J. Optim. Christian Kanzow, Izabella Ferenczi, Masao Fukushima
2009	J	`jnl`	Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Comput. Manag. Sci. Jong-Shi Pang, Masao Fukushima
2009	J	`jnl`	Robust solution of monotone stochastic linear complementarity problems. Math. Program. Xiaojun Chen, Chao Zhang, Masao Fukushima
2009	J	`jnl`	Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Math. Program. Gui-Hua Lin, Xiaojun Chen, Masao Fukushima
2009	J	`jnl`	Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management. Oper. Res. Shushang Zhu, Masao Fukushima
2008	J	`jnl`	A mixed R&D projects and securities portfolio selection model. Eur. J. Oper. Res. Yong Fang, Lihua Chen, Masao Fukushima
2008	J	`jnl`	Evaluation of firm's loss due to incomplete information in real investment decision. Eur. J. Oper. Res. Michi Nishihara, Masao Fukushima
2008	—	`conf`	Memetic programming with adaptive local search using tree data structures. CSTST Emad Mabrouk, Abdel-Rahman Hedar, Masao Fukushima
2008	J	`jnl`	Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Math. Methods Oper. Res. Gui-Hua Lin, Huifu Xu, Masao Fukushima
2008	J	`jnl`	Tabu search for attribute reduction in rough set theory. Soft Comput. Abdel-Rahman Hedar, Jue Wang, Masao Fukushima
2007	J	`jnl`	An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum. SIAM J. Optim. Masao Fukushima, Paul Tseng
2007	Misc	`conf`	An Improved CAViaR Model for Oil Price Risk. International Conference on Computational Science (3) Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima
2007	J	`jnl`	An SQP-type algorithm for nonlinear second-order cone programs. Optim. Lett. Hirokazu Kato, Masao Fukushima
2007	J	`jnl`	An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. Eur. J. Oper. Res. Dashan Huang, Yoshitaka Kai, Frank J. Fabozzi, Masao Fukushima
2007	J	`jnl`	Hybrid evolutionary algorithm for solving general variational inequality problems. J. Glob. Optim. Mend-Amar Majig, Abdel-Rahman Hedar, Masao Fukushima
2007	J	`jnl`	Regularized nonsmooth Newton method for multi-class support vector machines. Optim. Methods Softw. Ping Zhong, Masao Fukushima
2007	J	`jnl`	Robust portfolio selection with uncertain exit time using worst-case VaR strategy. Oper. Res. Lett. Dashan Huang, Frank J. Fabozzi, Masao Fukushima
2007	J	`jnl`	Second-Order Cone Programming Formulations for Robust Multiclass Classification. Neural Comput. Ping Zhong, Masao Fukushima
2007	J	`jnl`	Stochastic R SIAM J. Optim. Haitao Fang, Xiaojun Chen, Masao Fukushima
2006	J	`jnl`	A new multi-class support vector algorithm. Optim. Methods Softw. Ping Zhong, Masao Fukushima
2006	J	`jnl`	Derivative-Free Filter Simulated Annealing Method for Constrained Continuous Global Optimization. J. Glob. Optim. Abdel-Rahman Hedar, Masao Fukushima
2006	B	`conf`	Directed Evolutionary Programming: Towards an Improved Performance of Evolutionary Programming. IEEE Congress on Evolutionary Computation Abdel-Rahman Hedar, Masao Fukushima
2006	J	`jnl`	Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers. Eur. J. Oper. Res. Pu-yan Nie, Lihua Chen, Masao Fukushima
2006	J	`jnl`	How to Deal with Uncertainty in Optimization - some Recent Attempts. Int. J. Inf. Technol. Decis. Mak. Masao Fukushima
2006	J	`jnl`	New reformulations for stochastic nonlinear complementarity problems. Optim. Methods Softw. Gui-Hua Lin, Masao Fukushima
2006	J	`jnl`	Tabu Search directed by direct search methods for nonlinear global optimization. Eur. J. Oper. Res. Abdel-Rahman Hedar, Masao Fukushima
2005	J	`jnl`	A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems. SIAM J. Optim. Shunsuke Hayashi, Nobuo Yamashita, Masao Fukushima
2005	J	`jnl`	A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints. Ann. Oper. Res. Gui-Hua Lin, Masao Fukushima
2005	J	`jnl`	Expected Residual Minimization Method for Stochastic Linear Complementarity Problems. Math. Oper. Res. Xiaojun Chen, Masao Fukushima
2005	J	`jnl`	Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Comput. Manag. Sci. Jong-Shi Pang, Masao Fukushima
2005	J	`jnl`	Successive Linearization Methods for Nonlinear Semidefinite Programs. Comput. Optim. Appl. Christian Kanzow, Christian Nagel, Hirokazu Kato, Masao Fukushima
2004	J	`jnl`	A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints. Comput. Optim. Appl. Xiaojun Chen, Masao Fukushima
2004	J	`jnl`	Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Optim. Methods Softw. Abdel-Rahman Hedar, Masao Fukushima
2004	J	`jnl`	On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Math. Program. Nobuo Yamashita, Hiroshige Dan, Masao Fukushima
2004	J	`jnl`	Regularized Newton Methods for Convex Minimization Problems with Singular Solutions. Comput. Optim. Appl. Dong-Hui Li, Masao Fukushima, Liqun Qi, Nobuo Yamashita
2003	J	`jnl`	A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization. SIAM J. Optim. Masao Fukushima, Zhi-Quan Luo, Paul Tseng
2003	J	`jnl`	Foreword. Optim. Methods Softw. Masao Fukushima, Ya-Xiang Yuan
2003	J	`jnl`	Minimizing multimodal functions by simplex coding genetic algorithm. Optim. Methods Softw. Abdel-Rahman Hedar, Masao Fukushima
2003	J	`jnl`	The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule. Comput. Optim. Appl. Hiroyuki Moriyama, Nobuo Yamashita, Masao Fukushima
2002	J	`jnl`	A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions. Math. Oper. Res. Hiroshige Dan, Nobuo Yamashita, Masao Fukushima
2002	J	`jnl`	An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints. SIAM J. Optim. Masao Fukushima, Paul Tseng
2002	J	`jnl`	Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions. Optim. Methods Softw. Hiroshige Dan, Nobuo Yamashita, Masao Fukushima
2002	J	`jnl`	Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Optim. Methods Softw. Abdel-Rahman Hedar, Masao Fukushima
2002	J	`jnl`	Smoothing Functions for Second-Order-Cone Complementarity Problems. SIAM J. Optim. Masao Fukushima, Zhi-Quan Luo, Paul Tseng
2001	J	`jnl`	Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP. Ann. Oper. Res. Dong-Hui Li, Masao Fukushima
2001	J	`jnl`	On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems. SIAM J. Optim. Dong-Hui Li, Masao Fukushima
2000	J	`jnl`	Introduction. Comput. Optim. Appl. Masao Fukushima, Liqun Qi
2000	J	`jnl`	Smoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems. Comput. Optim. Appl. Dong-Hui Li, Masao Fukushima
2000	J	`jnl`	The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem. SIAM J. Optim. Nobuo Yamashita, Masao Fukushima
1999	J	`jnl`	A Globally and Superlinearly Convergent Gauss-Newton-Based BFGS Method for Symmetric Nonlinear Equations. SIAM J. Numer. Anal. Dong-Hui Li, Masao Fukushima
1999	J	`jnl`	A hybrid Newton method for solving the variational inequality problem via the D-gap function. Math. Program. Ji-Ming Peng, Masao Fukushima
1999	J	`jnl`	Complementarity Constraint Qualifications and Simplified B-Stationarity Conditions for Mathematical Programs with Equilibrium Constraints. Comput. Optim. Appl. Jong-Shi Pang, Masao Fukushima
1999	J	`jnl`	Proximal quasi-Newton methods for nondifferentiable convex optimization. Math. Program. Xiaojun Chen, Masao Fukushima
1999	J	`jnl`	Testing Parallel Variable Transformation. Comput. Optim. Appl. Eiki Yamakawa, Masao Fukushima
1998	J	`jnl`	A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints. Comput. Optim. Appl. Masao Fukushima, Zhi-Quan Luo, Jong-Shi Pang
1998	J	`jnl`	A Trust Region Method for Solving Generalized Complementarity Problems. SIAM J. Optim. Houyuan Jiang, Masao Fukushima, Liqun Qi, Defeng Sun
1998	J	`jnl`	Parallel Variable Transformation in Unconstrained Optimization. SIAM J. Optim. Masao Fukushima
1998	J	`jnl`	Probabilistic analysis of 2-opt for travelling salesman problems. Int. J. Syst. Sci. Masahiro Okada, Kouichi Taji, Masao Fukushima
1998	J	`jnl`	Solving box constrained variational inequalities by using the natural residual with D-gap function globalization. Oper. Res. Lett. Christian Kanzow, Masao Fukushima
1998	J	`jnl`	Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints. SIAM J. Optim. Masao Fukushima, Jong-Shi Pang
1998	J	`jnl`	Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities. Math. Program. Christian Kanzow, Masao Fukushima
1996	J	`jnl`	A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization. SIAM J. Optim. Masao Fukushima, Liqun Qi
1996	J	`jnl`	A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems. SIAM J. Optim. Kouichi Taji, Masao Fukushima
1996	J	`jnl`	A parallel descent algorithm for convex programming. Comput. Optim. Appl. Masao Fukushima, Mounir Haddou, Hien Nguyen, Jean-Jacques Strodiot, Takanobu Sugimoto, Eiki Yamakawa
1996	J	`jnl`	A successive projection method for binary pattern recognition with multilayer feedforward neural networks. Int. J. Syst. Sci. Keiji Tatsumi, Masao Fukushima
1996	J	`jnl`	Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach. SIAM J. Optim. Paul Tseng, Nobuo Yamashita, Masao Fukushima
1996	J	`jnl`	Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems. Math. Program. Nobuo Yamashita, Masao Fukushima
1996	J	`jnl`	The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem. Math. Program. Masao Fukushima
1993	J	`jnl`	A globally convergent Newton method for solving strongly monotone variational inequalities. Math. Program. Kouichi Taji, Masao Fukushima, Toshihide Ibaraki
1992	J	`jnl`	Application of the alternating direction method of multipliers to separable convex programming problems. Comput. Optim. Appl. Masao Fukushima
1992	J	`jnl`	Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems. Math. Program. Masao Fukushima
1992	J	`jnl`	Primal-dual proximal point algorithm for linearly constrained convex programming problems. Comput. Optim. Appl. Satoru Ibaraki, Masao Fukushima, Toshihide Ibaraki
1991	J	`jnl`	A Successive quadratic programming method for a Class of constrained nonsmooth optimization problems. Math. Program. Masao Fukushima
1990	J	`jnl`	Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities. Networks Hiroshi Nagamochi, Masao Fukushima, Toshihide Ibaraki
1987	J	`jnl`	Approximation algorithms for combinatorial fractional programming problems. Math. Program. Satoru Hashizume, Masao Fukushima, Naoki Katoh, Toshihide Ibaraki
1986	J	`jnl`	A relaxed projection method for variational inequalities. Math. Program. Masao Fukushima
1986	J	`jnl`	A successive quadratic programming algorithm with global and superlinear convergence properties. Math. Program. Masao Fukushima
1984	J	`jnl`	A descent algorithm for nonsmooth convex optimization. Math. Program. Masao Fukushima
1983	J	`jnl`	A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming. Math. Oper. Res. Masao Fukushima
1983	J	`jnl`	An Outer Approximation Algorithm for Solving General Convex Programs. Oper. Res. Masao Fukushima
1979	J	`jnl`	A New Ranking Method Based on Relative Position Estimate and Its Extensions. IEEE Trans. Syst. Man Cybern. Norberto Navarrete, Masao Fukushima, Hisashi Mine