Masao Fukushima
Orcid: 0000-0002-4372-6376
According to our database1,
Masao Fukushima
authored at least 119 papers
between 1979 and 2023.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on zbmath.org
On csauthors.net:
Bibliography
2023
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints.
Math. Program., May, 2023
2022
Solution of Fractional Quadratic Programs on the Simplex and Application to the Eigenvalue Complementarity Problem.
J. Optim. Theory Appl., 2022
2021
An alternating direction method of multipliers for the eigenvalue complementarity problem.
Optim. Methods Softw., 2021
2020
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs.
J. Comput. Appl. Math., 2020
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem.
Comput. Optim. Appl., 2020
2019
2018
Optimality conditions for nonlinear semidefinite programming via squared slack variables.
Math. Program., 2018
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method.
Math. Oper. Res., 2018
2016
Optim. Methods Softw., 2016
J. Optim. Theory Appl., 2016
2015
Automatically Terminated Particle Swarm Optimization with Principal Component Analysis.
Int. J. Inf. Technol. Decis. Mak., 2015
Appl. Math. Comput., 2015
2014
Optim. Methods Softw., 2014
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints.
J. Glob. Optim., 2014
J. Glob. Optim., 2014
2013
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games.
SIAM J. Optim., 2013
J. Glob. Optim., 2013
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management.
J. Glob. Optim., 2013
Comput. Optim. Appl., 2013
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone.
Appl. Math. Comput., 2013
2012
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints.
SIAM J. Optim., 2012
SIAM J. Optim., 2012
SOR- and Jacobi-type iterative methods for solving ℓ 1 - ℓ 2 problems by way of Fenchel duality.
Optim. Lett., 2012
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation.
Math. Program., 2012
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets.
J. Glob. Optim., 2012
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints.
Comput. Optim. Appl., 2012
2011
Memetic Comput., 2011
J. Optim. Theory Appl., 2011
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., 2011
Tabu Programming: a New Problem Solver through Adaptive Memory Programming over Tree Data Structures.
Int. J. Inf. Technol. Decis. Mak., 2011
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints.
Comput. Optim. Appl., 2011
Pricing American options with uncertain volatility through stochastic linear complementarity models.
Comput. Optim. Appl., 2011
Comput. Manag. Sci., 2011
2010
Portfolio selection under distributional uncertainty: A relative robust CVaR approach.
Eur. J. Oper. Res., 2010
2009
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity.
SIAM J. Optim., 2009
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.
Math. Program., 2009
Math. Program., 2009
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management.
Oper. Res., 2009
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games.
Comput. Manag. Sci., 2009
2008
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints.
Math. Methods Oper. Res., 2008
Eur. J. Oper. Res., 2008
Eur. J. Oper. Res., 2008
Proceedings of the CSTST 2008: Proceedings of the 5th International Conference on Soft Computing as Transdisciplinary Science and Technology, 2008
2007
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum.
SIAM J. Optim., 2007
SIAM J. Optim., 2007
Oper. Res. Lett., 2007
Optim. Methods Softw., 2007
Neural Comput., 2007
J. Glob. Optim., 2007
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve.
Eur. J. Oper. Res., 2007
Proceedings of the Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27, 2007
2006
Optim. Methods Softw., 2006
Derivative-Free Filter Simulated Annealing Method for Constrained Continuous Global Optimization.
J. Glob. Optim., 2006
Int. J. Inf. Technol. Decis. Mak., 2006
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers.
Eur. J. Oper. Res., 2006
Eur. J. Oper. Res., 2006
Directed Evolutionary Programming: Towards an Improved Performance of Evolutionary Programming.
Proceedings of the IEEE International Conference on Evolutionary Computation, 2006
2005
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems.
SIAM J. Optim., 2005
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems.
Math. Oper. Res., 2005
Comput. Optim. Appl., 2005
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints.
Ann. Oper. Res., 2005
2004
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization.
Optim. Methods Softw., 2004
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm.
Math. Program., 2004
Comput. Optim. Appl., 2004
A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints.
Comput. Optim. Appl., 2004
2003
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization.
SIAM J. Optim., 2003
Optim. Methods Softw., 2003
Comput. Optim. Appl., 2003
2002
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints.
SIAM J. Optim., 2002
SIAM J. Optim., 2002
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization.
Optim. Methods Softw., 2002
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions.
Optim. Methods Softw., 2002
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions.
Math. Oper. Res., 2002
2001
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems.
SIAM J. Optim., 2001
Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP.
Ann. Oper. Res., 2001
2000
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem.
SIAM J. Optim., 2000
Comput. Optim. Appl., 2000
1999
A Globally and Superlinearly Convergent Gauss-Newton-Based BFGS Method for Symmetric Nonlinear Equations.
SIAM J. Numer. Anal., 1999
A hybrid Newton method for solving the variational inequality problem via the D-gap function.
Math. Program., 1999
Math. Program., 1999
Complementarity Constraint Qualifications and Simplified B-Stationarity Conditions for Mathematical Programs with Equilibrium Constraints.
Comput. Optim. Appl., 1999
1998
SIAM J. Optim., 1998
SIAM J. Optim., 1998
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization.
Oper. Res. Lett., 1998
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities.
Math. Program., 1998
Int. J. Syst. Sci., 1998
A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints.
Comput. Optim. Appl., 1998
1996
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach.
SIAM J. Optim., 1996
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems.
SIAM J. Optim., 1996
SIAM J. Optim., 1996
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems.
Math. Program., 1996
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem.
Math. Program., 1996
A successive projection method for binary pattern recognition with multilayer feedforward neural networks.
Int. J. Syst. Sci., 1996
1993
A globally convergent Newton method for solving strongly monotone variational inequalities.
Math. Program., 1993
1992
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems.
Math. Program., 1992
Primal-dual proximal point algorithm for linearly constrained convex programming problems.
Comput. Optim. Appl., 1992
Application of the alternating direction method of multipliers to separable convex programming problems.
Comput. Optim. Appl., 1992
1991
A Successive quadratic programming method for a Class of constrained nonsmooth optimization problems.
Math. Program., 1991
1990
Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities.
Networks, 1990
1987
Math. Program., 1987
1986
A successive quadratic programming algorithm with global and superlinear convergence properties.
Math. Program., 1986
1984
1983
A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming.
Math. Oper. Res., 1983
Oper. Res., 1983
1979
IEEE Trans. Syst. Man Cybern., 1979