×

zbMATH — the first resource for mathematics

Fukushima, Masao

Compute Distance To:
Author ID: fukushima.masao Recent zbMATH articles by "Fukushima, Masao"
Published as: Fukushima, Masao; Fukushima, M.; Fukushima, Masao F.; Fukushima, Massao
Homepage: http://www.seto.nanzan-u.ac.jp/~fuku/fuku-e.html
External Links: MGP · ResearchGate · dblp
Documents Indexed: 224 Publications since 1976, including 4 Books
Biographic References: 1 Publication
all top 5

Co-Authors

21 single-authored
32 Yamashita, Nobuo
18 Ibaraki, Toshihide
13 Kanzow, Christian
11 Mine, Hisashi
9 Hedar, Abdel-Rahman
8 Chen, Xiaojun
8 Hayashi, Shunsuke
7 Júdice, Joaquim João
7 Pang, Jong-Shi
7 Qi, Liqun
7 Sagara, Nobuko
6 Li, Donghui
6 Tseng, Paul
6 Yamakawa, Eiki
5 Fabozzi, Frank J.
5 Fukuda, Ellen H.
5 Huang, Dashan
5 Ibaraki, Satoru
5 Majig, Mend-Amar
5 Taji, Kouichi
5 Tanaka, Yoshihiro
4 Hu, Ming
4 Okuno, Takayuki
3 Dan, Hiroshige
3 Fernandes, Luis M.
3 Iusem, Alfredo Noel
3 Lin, Gui-Hua
3 Luo, Zhi-Quan
3 Nishimura, Ryoichi
3 Ohno, Katsuhisa
3 Zhong, Ping
3 Zhu, Shushang
2 Agdeppa, Rhoda P.
2 Brás, Carmo P.
2 Chen, Lihua
2 Enkhbat, Rentsen
2 Itoh, Takehisa
2 Kato, Hirokazu
2 Lourenço, Bruno F.
2 Morimoto, Tomoyuki
2 Peng, Jiming
2 Sasaki, Mihiro
2 Sessa, Valentina
2 Sherali, Hanif D.
2 Sugimoto, Takanobu
2 Sun, Defeng
2 Tatsumi, Keiji
2 von Heusinger, Anna
2 Yamada, Kenjiro
2 Yuan, Ya-xiang
1 Ang, James S. K.
1 Barsbold, Bazarragchaa
1 Bipasha, Rehana Sultana
1 de Oliveira, Welington Luis
1 Dreves, Axel
1 Eckstein, Jonathan
1 Fang, Haitao
1 Ferenczi, Izabella
1 Focardi, Sergio M.
1 Gaudioso, Manlio
1 Giannessi, Franco
1 Haddou, Mounir
1 Hamatani, Kenji
1 Hasegawa, Toshiharu
1 Hashizume, Satoru
1 Hori, Atsushi
1 Imai, Junji
1 Iwaoka, Kouichiro I.
1 Jiang, Houyuan
1 Kai, Yoshitaka
1 Katoh, Naoki
1 Kono, Masaki
1 Kyono, M.
1 Li, Dong-Hui
1 Lin, Guihua
1 Ling, Chen
1 Lu, Zudi
1 Machida, Naoki
1 Martínez, José Mario
1 Matsubara, Yasuhiro
1 Meng, Fanwen
1 Morinaga, Yoshiaki
1 Moriyama, Hiroyuki
1 Nabetani, Koichi
1 Nagamochi, Hiroshi
1 Nagel, Christian
1 Nguyen, Van Hien
1 Nie, Pu-yan
1 Nishihara, Michi
1 Noda, Takahiro
1 Ohsaki, Shuichi
1 Ong, Bun Theang
1 Pallaschke, Diethard
1 Rauf, A. I.
1 Rosa, Silvé’erio S.
1 Ruan, Ke
1 Ryang, Yong-Joon
1 Shibata, Masahiro
1 Shimazu, Yoshikazu
1 Silva, Paulo J. S.
...and 21 more Co-Authors
all top 5

Serials

18 SIAM Journal on Optimization
17 Journal of Optimization Theory and Applications
17 Computational Optimization and Applications
16 Journal of the Operations Research Society of Japan
16 Optimization Methods & Software
15 Journal of Computational and Applied Mathematics
13 Mathematical Programming. Series A. Series B
9 Pacific Journal of Optimization
8 European Journal of Operational Research
7 Journal of Global Optimization
7 RIMS Kokyuroku
5 International Journal of Systems Science
5 Journal of Industrial and Management Optimization
4 Journal of Mathematical Analysis and Applications
4 Mathematics of Operations Research
4 Mathematical Programming
4 Optimization
3 IEEE Transactions on Automatic Control
3 Journal of Nonlinear and Convex Analysis
3 Computational Management Science
2 Applied Mathematics and Computation
2 Numerical Functional Analysis and Optimization
2 Operations Research
2 SIAM Journal on Control and Optimization
2 Operations Research Letters
2 Annals of Operations Research
2 Optimization Letters
1 Mathematica Japonica
1 Networks
1 SIAM Journal on Numerical Analysis
1 SIAM Journal on Scientific and Statistical Computing
1 Asia-Pacific Journal of Operational Research
1 Journal of Economic Dynamics & Control
1 Neural Computation
1 Japan Journal of Industrial and Applied Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Soft Computing
1 Mathematical Methods of Operations Research
1 Studies in Nonlinear Dynamics and Econometrics
1 Optimization and Engineering
1 Applied Optimization
1 Numerical Algebra, Control and Optimization

Publications by Year

Citations contained in zbMATH Open

188 Publications have been cited 4,428 times in 2,579 Documents Cited by Year
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems. Zbl 0756.90081
Fukushima, Masao
252
1992
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
186
2005
Smoothing functions for second-order-cone complementarity problems. Zbl 0995.90094
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
184
2001
On the rate of convergence of the Levenberg-Marquardt method. Zbl 1001.65047
Yamashita, N.; Fukushima, M.
130
2001
A modified BFGS method and its global convergence in nonconvex minimization. Zbl 0984.65055
Li, Donghui; Fukushima, Masao
126
2001
A combined smoothing and regularization method for monotone second-order cone complementarity problems. Zbl 1114.90139
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
121
2005
Worst-case conditional value-at-risk with application to robust portfolio management. Zbl 1233.91254
Zhu, Shushang; Fukushima, Masao
114
2009
A relaxed projection method for variational inequalities. Zbl 0598.49024
Fukushima, Masao
96
1986
A globally convergent Newton method for solving strongly monotone variational inequalities. Zbl 0792.49007
Taji, Kouichi; Fukushima, Masao; Ibaraki, Toshihide
92
1993
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
90
2005
Application of the alternating direction method of multipliers to separable convex programming problems. Zbl 0763.90071
Fukushima, Masao
87
1992
A globally and superlinearly convergent Gauss-Newton-based BFGS method for symmetric nonlinear equations. Zbl 0946.65031
Li, Donghui; Fukushima, Masao
85
1999
On the global convergence of the BFGS method for nonconvex unconstrained optimization problems. Zbl 1010.90079
Li, Dong-Hui; Fukushima, Masao
81
2001
Robust solution of monotone stochastic linear complementarity problems. Zbl 1165.90012
Chen, Xiaojun; Zhang, Chao; Fukushima, Masao
71
2009
Levenberg–Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1064.65037
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
70
2004
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations. Zbl 0960.65076
Li, Donghui; Fukushima, Masao
68
2000
A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints. Zbl 0904.90153
Fukushima, Masao; Luo, Zhi-Quan; Pang, Jong-Shi
56
1998
Merit functions for variational inequality and complementarity problems. Zbl 0996.90082
Fukushima, Masao
56
1996
Stochastic \(R_0\) matrix linear complementarity problems. Zbl 1151.90052
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
55
2007
A generalized proximal point algorithm for certain non-convex minimization problems. Zbl 0467.65028
Fukushima, Masao; Mine, Hisashi
52
1981
Unconstrained optimization reformulations of variational inequality problems. Zbl 0879.90180
Yamashita, N.; Taji, K.; Fukushima, M.
51
1997
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Zbl 1220.90136
Nabetani, Koichi; Tseng, Paul; Fukushima, Masao
51
2011
Complementarity constraint qualifications and simplified \(B\)-stationary conditions for mathematical programs with equilibrium constraints. Zbl 1040.90560
Pang, Jong-Shi; Fukushima, Masao
50
1999
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints. Zbl 1005.65064
Fukushima, Masao; Tseng, Paul
48
2002
Some reformulations and applications of the alternating direction method of multipliers. Zbl 0816.90109
Eckstein, Jonathan; Fukushima, Masao
46
1994
On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity. Zbl 1190.90239
Kanzow, Christian; Ferenczi, Izabella; Fukushima, Masao
46
2009
A globally and superlinearly convergent algorithm for nonsmooth convex minimization. Zbl 0868.90109
Fukushima, Masao; Qi, Liqun
44
1996
A descent algorithm for nonsmooth convex optimization. Zbl 0545.90082
Fukushima, Masao
43
1984
Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions. Zbl 1030.65049
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
43
2002
On stationary points of the implicit Lagrangian for nonlinear complementarity problems. Zbl 0824.90131
Yamashita, N.; Fukushima, M.
43
1995
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem. Zbl 0851.90138
Fukushima, Masao
41
1996
A modified relaxation scheme for mathematical programs with complementarity constraints. Zbl 1119.90058
Lin, Gui-Huan; Fukushima, Masao
41
2005
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems. Zbl 0872.90102
Yamashita, Nobuo; Fukushima, Masao
40
1997
Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. Zbl 1200.65052
Lin, Gui-Hua; Fukushima, Masao
40
2010
New NCP-functions and their properties. Zbl 0886.90146
Kanzow, C.; Yamashita, N.; Fukushima, M.
39
1997
Portfolio selection under distributional uncertainty: a relative robust CVaR approach. Zbl 1176.91145
Huang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
39
2010
Tabu search directed by direct search methods for nonlinear global optimization. Zbl 1093.90091
Hedar, Abdel-Rahman; Fukushima, Masao
38
2006
A class of gap functions for quasi-variational inequality problems. Zbl 1170.90487
Fukushima, Masao
38
2007
A successive quadratic programming algorithm with global and superlinear convergence properties. Zbl 0597.90077
Fukushima, Masao
37
1986
Equivalent unconstrained minimization and global error bounds for variational inequality problems. Zbl 0873.49006
Yamashita, Nobuo; Fukushima, Masao
36
1997
New reformulations for stochastic nonlinear complementarity problems. Zbl 1113.90110
Lin, Gui-Hua; Fukushima, Masao
35
2006
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
35
2011
A trust region method for solving generalized complementarity problems. Zbl 0911.90324
Jiang, Houyuan; Fukushima, Masao; Qi, Liqun; Sun, Defeng
34
1998
A hybrid Newton method for solving the variational inequality problem via the D-gap function. Zbl 0939.90023
Peng, Ji-Ming; Fukushima, Masao
34
1999
Derivative-free filter simulated annealing method for constrained continuous global optimization. Zbl 1133.90421
Hedar, Abdel-Rahman; Fukushima, Masao
31
2006
Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. Zbl 0944.65070
Fukushima, Masao; Pang, Jong-Shi
30
1999
Proximal quasi-Newton methods for nondifferentiable convex optimization. Zbl 0946.90111
Chen, Xiaojun; Fukushima, Masao
29
1999
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization. Zbl 0866.90124
Kanzow, C.; Fukushima, M.
29
1996
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints. Zbl 1033.90087
Lin, G. H.; Fukushima, M.
28
2003
Gap function approach to the generalized Nash equilibrium problem. Zbl 1188.91021
Kubota, K.; Fukushima, M.
28
2010
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Zbl 1065.90081
Hedar, Abdel-Rahman; Fukushima, Masao
27
2002
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Zbl 1172.90455
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao
27
2007
Robust Nash equilibria and second-order cone complementarity problems. Zbl 1137.91310
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
26
2005
A matrix-splitting method for symmetric affine second-order cone complementarity problems. Zbl 1107.90036
Hayashi, Shunsuke; Yamaguchi, Takahiro; Yamashita, Nobuo; Fukushima, Masao
24
2005
A sequential quadratically constrained quadratic programming method for differentiable convex minimization. Zbl 1060.90077
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
24
2003
Some feasibility issues in mathematical programs with equilibrium constraints. Zbl 0911.90302
Fukushima, Masao; Pang, Jong-Shi
24
1998
Portfolio selection with uncertain exit time: a robust CVaR approach. Zbl 1181.91292
Huang, Dashan; Zhu, Shu-Shang; Fabozzi, Frank J.; Fukushima, Masao
24
2008
Successive linearization methods for nonlinear semidefinite programs. Zbl 1122.90058
Kanzow, Christian; Nagel, Christian; Kato, Hirokazu; Fukushima, Masao
23
2005
A globally convergent SQP method for semi-infinite nonlinear optimization. Zbl 0685.90080
Tanaka, Y.; Fukushima, M.; Ibaraki, T.
22
1988
Regularized Newton methods for convex minimization problems with singular solutions. Zbl 1056.90111
Li, Dong-Hui; Fukushima, Masao; Qi, Liqun; Yamashita, Nobuo
22
2004
An SQP-type algorithm for nonlinear second-order cone programs. Zbl 1149.90149
Kato, Hirokazu; Fukushima, Masao
22
2007
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Zbl 1168.90008
Lin, Gui-Hua; Chen, Xiaojun; Fukushima, Masao
22
2009
A multisplitting method for symmetric linear complementarity problems. Zbl 0853.65068
Machida, Naoki; Fukushima, Masao; Ibaraki, Toshihide
21
1995
A new merit function and a successive quadratic programming algorithm for variational inequality problems. Zbl 0853.49011
Taji, Kouichi; Fukushima, Masao
21
1996
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities. Zbl 0920.90134
Kanzow, Christian; Fukushima, Masao
20
1998
Equivalence of complementarity problems to differentiable minimization: A unified approach. Zbl 0853.65067
Tseng, Paul; Yamashita, Nobuo; Fukushima, Masao
20
1996
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Zbl 1059.90149
Hedar, Abdel-Rahman; Fukushima, Masao
19
2004
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation. Zbl 1237.91021
von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
19
2012
Smoothing Newton and quasi-Newton methods for mixed complementarity problems. Zbl 1168.90623
Li, Donghui; Fukushima, Masao
19
2000
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers. Zbl 1101.91013
Nie, Pu-Yan; Chen, Li-Hua; Fukushima, Masao
19
2006
A minimization method for the sum of a convex function and a continuously differentiable function. Zbl 0422.90070
Mine, H.; Fukushima, M.
19
1981
A smoothing method for a mathematical program with P-matrix linear complementarity constraints. Zbl 1046.90086
Chen, Xiaojun; Fukushima, Masao
18
2004
Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem. Zbl 1193.65107
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
18
2010
An outer approximation algorithm for solving general convex programs. Zbl 0495.90066
Fukushima, Masao
17
1983
On generalized pseudoconvex functions. Zbl 0685.90089
Tanaka, Yoshihiro; Fukushima, Masao; Ibaraki, Toshihide
16
1989
Globally convergent Broyden-like methods for semismooth equations and applications to VIP, NCP and MCP. Zbl 1007.90071
Li, Dong-Hui; Fukushima, Masao
16
2001
The proximal point algorithm with genuine superlinear convergence for the monotone complementarity problem. Zbl 1004.47031
Yamashita, Nobuo; Fukushima, Masao
16
2000
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization. Zbl 0941.90070
Kanzow, Christian; Fukushima, Masao
16
1998
On the computation of all eigenvalues for the eigenvalue complementarity problem. Zbl 1291.90112
Fernandes, Luís M.; Júdice, Joaquim J.; Sherali, Hanif D.; Fukushima, Masao
14
2014
Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions. Zbl 1241.65056
Brás, Carmo P.; Fukushima, Masao; Júdice, Joaquim J.; Rosa, Silvé’erio S.
14
2012
Parallel variable transformation in unconstrained optimization. Zbl 0913.90243
Fukushima, Masao
14
1998
A new merit function and a descent method for semidefinite complementarity problems. Zbl 0969.90087
Yamashita, Nobuo; Fukushima, Masao
14
1999
A new derivative-free descent method for the nonlinear complementarity problem. Zbl 0996.90085
Yamada, Kenjiro; Yamashita, Nobuo; Fukushima, Masao
14
2000
Globally convergent BFGS method for nonsmooth convex optimization. Zbl 0986.90076
Rauf, A. I.; Fukushima, M.
14
2000
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Zbl 1157.90009
Lin, Gui-Hua; Xu, Huifu; Fukushima, Masao
13
2008
Approximation algorithms for combinatorial fractional programming problems. Zbl 0616.90078
Hashizume, Satoru; Fukushima, Masao; Katoh, Naoki; Ibaraki, Toshihide
12
1987
On the convergence of a class of outer approximation algorithms for convex programs. Zbl 0532.65047
Fukushima, Masao
12
1984
A computable generalized Hessian of the \(D\)-gap function and Newton-type methods for variational inequality problems. Zbl 0886.90165
Sun, Defeng; Fukushima, Masao; Qi, Liqun
12
1997
Smoothing method for mathematical programs with symmetric cone complementarity constraints. Zbl 1237.90237
Yan, Tao; Fukushima, Masao
12
2011
A comparative study of several semi-infinite nonlinear programming algorithms. Zbl 0643.90079
Tanaka, Yoshihiro; Fukushima, Masao; Ibaraki, Toshihide
11
1988
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1065.65070
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
11
2005
Stackelberg hub location problem. Zbl 1027.90054
Sasaki, Mihiro; Fukushima, Masao
11
2001
Weighted max-norm estimate of additive Schwarz iteration scheme for solving linear complementarity problems. Zbl 0985.65071
Zeng, Jinping; Li, Donghui; Fukushima, Masao
11
2001
Nonsmooth equation based BFGS method for solving KKT systems in mathematical programming. Zbl 1016.90051
Li, D. H.; Yamashita, N.; Fukushima, M.
11
2001
A trust region method for nonsmooth convex optimization. Zbl 1177.90319
Sagara, Nobuko; Fukushima, Masao
11
2005
Hybrid approach with active set identification for mathematical programs with complementarity constraints. Zbl 1130.90047
Lin, G. H.; Fukushima, M.
11
2006
Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation. Zbl 1162.91304
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
11
2009
New relaxation method for mathematical programs with complementarity constraints. Zbl 1033.90086
Lin, G. H.; Fukushima, M.
10
2003
Minimizing multimodal functions by simplex coding genetic algorithm. Zbl 1048.90168
Hedar, Abdel-Rahman; Fukushima, Masao
10
2003
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Zbl 1098.90077
Yamashita, Nobuo; Dan, Hiroshige; Fukushima, Masao
10
2004
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs. Zbl 1436.90143
Okuno, Takayuki; Fukushima, Masao
1
2020
Gauss-Seidel method for multi-leader-follower games. Zbl 1419.91167
Hori, Atsushi; Fukushima, Masao
1
2019
Optimality conditions for problems over symmetric cones and a simple augmented Lagrangian method. Zbl 07179909
Lourenço, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
2
2018
Optimality conditions for nonlinear semidefinite programming via squared slack variables. Zbl 1391.90458
Lourenço, Bruno F.; Fukuda, Ellen H.; Fukushima, Masao
2
2018
A note on the squared slack variables technique for nonlinear optimization. Zbl 1382.90103
Fukuda, Ellen H.; Fukushima, Masao
1
2017
The second-order cone eigenvalue complementarity problem. Zbl 1338.90206
Fernandes, Luís M.; Fukushima, Masao; Júdice, Joaquim J.; Sherali, Hanif D.
8
2016
The use of squared slack variables in nonlinear second-order cone programming. Zbl 1346.90767
Fukuda, Ellen H.; Fukushima, Masao
3
2016
Multi-leader-follower games: models, methods and applications. Zbl 1367.91045
Hu, Ming; Fukushima, Masao
5
2015
On the quadratic eigenvalue complementarity problem over a general convex cone. Zbl 1410.90213
Brás, Carmo P.; Fukushima, Masao; Iusem, Alfredo N.; Júdice, Joaquim J.
2
2015
On the computation of all eigenvalues for the eigenvalue complementarity problem. Zbl 1291.90112
Fernandes, Luís M.; Júdice, Joaquim J.; Sherali, Hanif D.; Fukushima, Masao
14
2014
On the symmetric quadratic eigenvalue complementarity problem. Zbl 1299.90342
Fernandes, Luís M.; Júdice, Joaquim J.; Fukushima, Masao; Iusem, Alfredo
8
2014
A branch-and-bound method for absolute value programs. Zbl 1288.90099
Yamanaka, Shota; Fukushima, Masao
6
2014
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints. Zbl 1327.90343
Okuno, Takayuki; Fukushima, Masao
3
2014
A regularized outer approximation method for monotone semi-infinite variational inequality problems. Zbl 1308.65110
Kono, Masaki; Fukushima, Masao
1
2014
A globalized Newton method for the computation of normalized Nash equilibria. Zbl 1273.91026
Dreves, Axel; von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
6
2013
Existence, uniqueness, and computation of robust Nash equilibria in a class of multi-leader-follower games. Zbl 1273.91094
Hu, Ming; Fukushima, Masao
6
2013
A smoothing SQP method for mathematical programs with linear second-order cone complementarity constraints. Zbl 1272.65054
Yamamura, Hiroshi; Okuno, Takayuki; Hayashi, Shunsuke; Fukushima, Masao
5
2013
SDP reformulation for robust optimization problems based on nonconvex QP duality. Zbl 1295.90031
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
3
2013
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management. Zbl 1273.91250
Ang, James; Fukushima, Masao; Meng, Fanwen; Noda, Takahiro; Sun, Jie
2
2013
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone. Zbl 1293.15013
Zhao, Yun-Bin; Fukushima, Masao
2
2013
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation. Zbl 1237.91021
von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao
19
2012
Variational inequality formulation of the asymmetric eigenvalue complementarity problem and its solution by means of gap functions. Zbl 1241.65056
Brás, Carmo P.; Fukushima, Masao; Júdice, Joaquim J.; Rosa, Silvé’erio S.
14
2012
Differentiable exact penalty functions for nonlinear second-order cone programs. Zbl 1261.49006
Fukuda, Ellen H.; Silva, Paulo J. S.; Fukushima, Masao
9
2012
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets. Zbl 1275.90054
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
7
2012
A regularized explicit exchange method for semi-infinite programs with an infinite number of conic constraints. Zbl 1262.90177
Okuno, Takayuki; Hayashi, Shunsuke; Fukushima, Masao
6
2012
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints. Zbl 1275.90107
Hu, Ming; Fukushima, Masao
3
2012
Robust portfolio selection with a combined WCVaR and factor model. Zbl 1364.90179
Ruan, Ke; Fukushima, Masao
3
2012
SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality. Zbl 1257.90072
Fukushima, Masao
2
2012
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Zbl 1220.90136
Nabetani, Koichi; Tseng, Paul; Fukushima, Masao
51
2011
Restricted generalized Nash equilibria and controlled penalty algorithm. Zbl 1253.91010
Fukushima, Masao
35
2011
Smoothing method for mathematical programs with symmetric cone complementarity constraints. Zbl 1237.90237
Yan, Tao; Fukushima, Masao
12
2011
Variational inequality formulation of a class of multi-leader-follower games. Zbl 1231.91049
Hu, Ming; Fukushima, Masao
7
2011
Pricing American options with uncertain volatility through stochastic linear complementarity models. Zbl 1236.91133
Hamatani, Kenji; Fukushima, Masao
7
2011
Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey. Zbl 1200.65052
Lin, Gui-Hua; Fukushima, Masao
40
2010
Portfolio selection under distributional uncertainty: a relative robust CVaR approach. Zbl 1176.91145
Huang, Dashan; Zhu, Shushang; Fabozzi, Frank J.; Fukushima, Masao
39
2010
Gap function approach to the generalized Nash equilibrium problem. Zbl 1188.91021
Kubota, K.; Fukushima, M.
28
2010
Convex expected residual models for stochastic affine variational inequality problems and its application to the traffic equilibrium problem. Zbl 1193.65107
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
18
2010
A hybrid evolutionary algorithm for global optimization. Zbl 1204.90076
Majig, Mend-Amar; Hedar, Abdel-Rahman; Fukushima, Masao
1
2010
Index-exciting CAViaR: a new empirical time-varying risk model. Zbl 1193.91064
Huang, Dashan; Yu, Baimin; Lu, Zudi; Fabozzi, Frank J.; Focardi, Sergio; Fukushima, Masao
1
2010
Worst-case conditional value-at-risk with application to robust portfolio management. Zbl 1233.91254
Zhu, Shushang; Fukushima, Masao
114
2009
Robust solution of monotone stochastic linear complementarity problems. Zbl 1165.90012
Chen, Xiaojun; Zhang, Chao; Fukushima, Masao
71
2009
On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity. Zbl 1190.90239
Kanzow, Christian; Ferenczi, Izabella; Fukushima, Masao
46
2009
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Zbl 1168.90008
Lin, Gui-Hua; Chen, Xiaojun; Fukushima, Masao
22
2009
Robust Nash equilibria in \(4\)-person non-cooperative games: uniqueness and reformulation. Zbl 1162.91304
Nishimura, Ryoichi; Hayashi, Shunsuke; Fukushima, Masao
11
2009
Erratum: Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1168.90618
Pang, Jong-Shi; Fukushima, Masao
10
2009
A global optimization approach for solving non-monotone variational inequality problems. Zbl 1177.65097
Majig, M.; Barsbold, B.; Enkhbat, R.; Fukushima, M.
1
2009
Portfolio selection with uncertain exit time: a robust CVaR approach. Zbl 1181.91292
Huang, Dashan; Zhu, Shu-Shang; Fabozzi, Frank J.; Fukushima, Masao
24
2008
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Zbl 1157.90009
Lin, Gui-Hua; Xu, Huifu; Fukushima, Masao
13
2008
Evaluation of firm’s loss due to incomplete information in real investment decision. Zbl 1149.90372
Nishihara, Michi; Fukushima, Masao
8
2008
Tabu search for attribute reduction in rough set theory. Zbl 1151.68643
Hedar, Abdel-Rahman; Wang, Jue; Fukushima, Masao
6
2008
A mixed R&D projects and securities portfolio selection model. Zbl 1137.91445
Fang, Yong; Chen, Lihua; Fukushima, Masao
5
2008
An implicit programming approach for the road pricing problem with nonadditive route costs. Zbl 1182.90019
Agdeppa, Rhoda P.; Yamashita, Nobuo; Fukushima, Masao
2
2008
Stochastic \(R_0\) matrix linear complementarity problems. Zbl 1151.90052
Fang, Haitao; Chen, Xiaojun; Fukushima, Masao
55
2007
A class of gap functions for quasi-variational inequality problems. Zbl 1170.90487
Fukushima, Masao
38
2007
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC. Zbl 1172.90455
Lin, Guihua; Chen, Xiaojun; Fukushima, Masao
27
2007
An SQP-type algorithm for nonlinear second-order cone programs. Zbl 1149.90149
Kato, Hirokazu; Fukushima, Masao
22
2007
Robust portfolio selection with uncertain exit time using worst-case VaR strategy. Zbl 1149.90116
Huang, Dashan; Fabozzi, Frank J.; Fukushima, Masao
7
2007
Hybrid evolutionary algorithm for solving general variational inequality problems. Zbl 1126.49006
Majig, Mend-Amar; Hedar, Abdel-Rahman; Fukushima, Masao
4
2007
A finite algorithm for almost linear complementarity problems. Zbl 1138.90034
Wang, Zhengyu; Fukushima, Masao
3
2007
Second-order cone programming formulations for robust multiclass classification. Zbl 1125.68104
Zhong, Ping; Fukushima, Masao
3
2007
Regularized nonsmooth Newton method for multi-class support vector machines. Zbl 1188.68256
Zhong, Ping; Fukushima, Masao
3
2007
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints: Erratum. Zbl 1127.65034
Fukushima, Masao; Tseng, Paul
3
2007
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. Zbl 1109.90064
Huang, Dashan; Kai, Yoshitaka; Fabozzi, Frank J.; Fukushima, Masao
1
2007
Tabu search directed by direct search methods for nonlinear global optimization. Zbl 1093.90091
Hedar, Abdel-Rahman; Fukushima, Masao
38
2006
New reformulations for stochastic nonlinear complementarity problems. Zbl 1113.90110
Lin, Gui-Hua; Fukushima, Masao
35
2006
Derivative-free filter simulated annealing method for constrained continuous global optimization. Zbl 1133.90421
Hedar, Abdel-Rahman; Fukushima, Masao
31
2006
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers. Zbl 1101.91013
Nie, Pu-Yan; Chen, Li-Hua; Fukushima, Masao
19
2006
Hybrid approach with active set identification for mathematical programs with complementarity constraints. Zbl 1130.90047
Lin, G. H.; Fukushima, M.
11
2006
A new multi-class support vector algorithm. Zbl 1092.68086
Zhong, Ping; Fukushima, Masao
3
2006
Parallelizable preprocessing method for multistage stochastic programming problems. Zbl 1139.90019
Liu, X. W.; Fukushima, M.
1
2006
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Zbl 1115.90059
Pang, Jong-Shi; Fukushima, Masao
186
2005
A combined smoothing and regularization method for monotone second-order cone complementarity problems. Zbl 1114.90139
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
121
2005
Expected residual minimization method for stochastic linear complementarity problems. Zbl 1162.90527
Chen, Xiaojun; Fukushima, Masao
90
2005
A modified relaxation scheme for mathematical programs with complementarity constraints. Zbl 1119.90058
Lin, Gui-Huan; Fukushima, Masao
41
2005
Robust Nash equilibria and second-order cone complementarity problems. Zbl 1137.91310
Hayashi, Shunsuke; Yamashita, Nobuo; Fukushima, Masao
26
2005
A matrix-splitting method for symmetric affine second-order cone complementarity problems. Zbl 1107.90036
Hayashi, Shunsuke; Yamaguchi, Takahiro; Yamashita, Nobuo; Fukushima, Masao
24
2005
Successive linearization methods for nonlinear semidefinite programs. Zbl 1122.90058
Kanzow, Christian; Nagel, Christian; Kato, Hirokazu; Fukushima, Masao
23
2005
Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1065.65070
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
11
2005
A trust region method for nonsmooth convex optimization. Zbl 1177.90319
Sagara, Nobuko; Fukushima, Masao
11
2005
A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms. Zbl 1096.90024
Lin, Gui-Hua; Fukushima, Masao
9
2005
Regularization method for stochastic mathematical programs with complementarity constraints. Zbl 1080.90055
Lin, Gui-Hua; Fukushima, Masao
6
2005
On the level-boundedness of the natural residual function for variational inequality problems. Zbl 1126.47051
Yamashita, Nobuo; Fukushima, Masao
4
2005
Levenberg–Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Zbl 1064.65037
Kanzow, Christian; Yamashita, Nobuo; Fukushima, Masao
70
2004
Regularized Newton methods for convex minimization problems with singular solutions. Zbl 1056.90111
Li, Dong-Hui; Fukushima, Masao; Qi, Liqun; Yamashita, Nobuo
22
2004
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Zbl 1059.90149
Hedar, Abdel-Rahman; Fukushima, Masao
19
2004
A smoothing method for a mathematical program with P-matrix linear complementarity constraints. Zbl 1046.90086
Chen, Xiaojun; Fukushima, Masao
18
2004
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Zbl 1098.90077
Yamashita, Nobuo; Dan, Hiroshige; Fukushima, Masao
10
2004
Some exact penalty results for nonlinear programs and mathematical programs with equilibrium constraints. Zbl 1033.90087
Lin, G. H.; Fukushima, M.
28
2003
A sequential quadratically constrained quadratic programming method for differentiable convex minimization. Zbl 1060.90077
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
24
2003
New relaxation method for mathematical programs with complementarity constraints. Zbl 1033.90086
Lin, G. H.; Fukushima, M.
10
2003
Minimizing multimodal functions by simplex coding genetic algorithm. Zbl 1048.90168
Hedar, Abdel-Rahman; Fukushima, Masao
10
2003
On the hub-and-spoke model with arc capacity constraints. Zbl 1137.90590
Sasaki, Mihiro; Fukushima, Masao
8
2003
The incremental Gauss-Newton algorithm with adaptive stepsize rule. Zbl 1081.90050
Moriyama, Hiroyuki; Yamashita, Nobuo; Fukushima, Masao
5
2003
Special issue, Part II: The second Japanese-Sino optimization meeting, September 25–27, 2002, Kyoto, Japan. Zbl 1061.90500
Fukushima, Masao; Yuan, Ya-xiang
3
2003
Simplex coding genetic algorithm for the global optimization of nonlinear functions. Zbl 1165.90594
Hedar, Abdel-Rahman; Fukushima, Masao
2
2003
An implementable active-set algorithm for computing a B-stationary point of a mathematical program with linear complementarity constraints. Zbl 1005.65064
Fukushima, Masao; Tseng, Paul
48
2002
Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions. Zbl 1030.65049
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
43
2002
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Zbl 1065.90081
Hedar, Abdel-Rahman; Fukushima, Masao
27
2002
A superlinearly convergent algorithm for the monotone nonlinear complementarity problem without uniqueness and nondegeneracy conditions. Zbl 1082.90568
Dan, Hiroshige; Yamashita, Nobuo; Fukushima, Masao
7
2002
Smoothing functions for second-order-cone complementarity problems. Zbl 0995.90094
Fukushima, Masao; Luo, Zhi-Quan; Tseng, Paul
184
2001
...and 88 more Documents
all top 5

Cited by 2,793 Authors

80 Fukushima, Masao
63 Chen, Jein-Shan
55 Kanzow, Christian
34 Han, Deren
33 Qi, Liqun
31 Ma, Changfeng
30 Jian, Jinbao
30 Noor, Muhammad Aslam
30 Zhang, Liwei
27 Yuan, Xiaoming
26 Pan, Shaohua
25 Lin, Guihua
25 Wei, Zengxin
25 Yuan, Gonglin
24 Bnouhachem, Abdellah
21 Júdice, Joaquim João
20 Li, Donghui
20 Liu, Sanyang
20 Zhou, Jinchuan
19 Babaie-Kafaki, Saman
18 Chen, Xiaojun
18 Fan, Jinyan
18 He, Bingsheng
18 Pang, Liping
18 Xu, Huifu
17 Fischer, Andreas M.
17 Pang, Jong-Shi
17 Solodov, Mikhail V.
17 Tang, Jingyong
16 Huang, Zheng-Hai
15 Chi, Xiaoni
15 Facchinei, Francisco
15 Konnov, Igor V.
15 Martínez, José Mario
15 Xiu, Naihua
14 He, Songnian
14 Yamashita, Nobuo
14 Zhang, Jianzhong
14 Zhou, Weijun
14 Zhu, Zhibin
13 Amini, Keyvan
13 Dreves, Axel
13 Fang, Liang
13 He, Hongjin
13 Huang, Nan-Jing
13 Wang, Changyu
13 Ye, Jane J.
12 Aussel, Didier
12 Dong, Li
12 Iusem, Alfredo Noel
12 Kimiaei, Morteza
12 Ling, Chen
12 Sagratella, Simone
12 Sun, Defeng
12 Wu, Soon-Yi
12 Zeng, Jinping
11 Izmailov, Alekseĭ F.
11 Liu, Hongwei
11 Luo, Meiju
11 Marcotte, Patrice
11 Passacantando, Mauro
11 Raciti, Fabio
11 Sun, Jie
11 Wan, Zhong
11 Wan, Zhongping
11 Wang, Yiju
11 Waziri, Mohammed Yusuf
11 Zhang, Jin
10 Andreani, Roberto
10 Bala Abubakar, Auwal
10 Du, Shouqiang
10 Gibali, Aviv
10 He, Guoping
10 Li, Shengjie
10 Tong, Xiaojiao
10 Tseng, Paul
10 Xiao, Yunhai
10 Yang, Xiaoqi
9 Hoheisel, Tim
9 Krejić, Nataša
9 Liao, Li-Zhi
9 Mehra, Aparna
9 Meng, Fanwen
9 Nguyen, Van Hien
9 Noor, Khalida Inayat
9 Shanbhag, Uday V.
9 Sherali, Hanif D.
9 Strodiot, Jean-Jacques
9 Wu, Jia
9 Zhu, Detong
8 Cai, Xingju
8 Chang, Yulin
8 Dong, Qiaoli
8 Dutta, Joydeep
8 Fernandes, Edite M. G. P.
8 Gao, Yan
8 Ghanbari, Reza
8 Ke, Yifen
8 Kumam, Poom
8 Miao, Xinhe
...and 2,693 more Authors
all top 5

Cited in 246 Serials

239 Journal of Optimization Theory and Applications
167 Computational Optimization and Applications
133 Applied Mathematics and Computation
129 Journal of Computational and Applied Mathematics
118 Mathematical Programming. Series A. Series B
117 Journal of Global Optimization
114 European Journal of Operational Research
109 Optimization
85 Optimization Methods & Software
58 Numerical Algorithms
52 Optimization Letters
50 Journal of Industrial and Management Optimization
46 SIAM Journal on Optimization
41 Journal of Inequalities and Applications
40 Mathematical Problems in Engineering
40 Journal of Applied Mathematics and Computing
38 Journal of Mathematical Analysis and Applications
36 Numerical Functional Analysis and Optimization
35 Computers & Mathematics with Applications
34 Operations Research Letters
32 Computational and Applied Mathematics
28 Annals of Operations Research
27 Mathematical Methods of Operations Research
25 Abstract and Applied Analysis
24 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
23 Computers & Operations Research
20 Asia-Pacific Journal of Operational Research
20 Applied Mathematical Modelling
18 Set-Valued and Variational Analysis
17 Applied Numerical Mathematics
17 International Journal of Computer Mathematics
16 Journal of the Operations Research Society of China
15 Journal of Applied Mathematics
14 Linear Algebra and its Applications
13 Computer Methods in Applied Mechanics and Engineering
13 Automatica
12 Applications of Mathematics
11 Mathematics of Computation
11 Mathematical and Computer Modelling
10 Optimization and Engineering
9 Applied Mathematics and Optimization
9 Applied Mathematics and Mechanics. (English Edition)
9 Acta Mathematicae Applicatae Sinica. English Series
9 Journal of Scientific Computing
9 Applied Mathematics. Series B (English Edition)
9 Top
9 Nonlinear Analysis. Real World Applications
9 Computational Management Science
9 Numerical Algebra, Control and Optimization
8 Information Sciences
8 RAIRO. Operations Research
8 Journal of Systems Science and Complexity
8 4OR
8 Fixed Point Theory and Applications
8 Science China. Mathematics
7 Mathematics and Computers in Simulation
7 Mathematics of Operations Research
7 Journal of Economic Dynamics & Control
7 Quantitative Finance
7 Journal of Mathematics
6 BIT
6 Applied Mathematics Letters
5 Applicable Analysis
5 Operations Research
5 Opsearch
5 Journal of Information & Optimization Sciences
5 Neural Networks
5 Acta Mathematica Sinica. English Series
5 SIAM Journal on Imaging Sciences
5 Journal of Nonlinear Science and Applications
5 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
4 International Journal of Systems Science
4 Calcolo
4 Numerische Mathematik
4 SIAM Journal on Control and Optimization
4 Science in China. Series A
4 Neural Computation
4 Japan Journal of Industrial and Applied Mathematics
4 Set-Valued Analysis
4 Positivity
4 Soft Computing
4 Networks and Spatial Economics
4 Journal of Fixed Point Theory and Applications
4 Inverse Problems and Imaging
4 Mathematical Programming Computation
4 East Asian Journal on Applied Mathematics
3 International Journal of Modern Physics B
3 Bulletin of the Australian Mathematical Society
3 Inverse Problems
3 International Journal of Mathematics and Mathematical Sciences
3 International Journal for Numerical Methods in Engineering
3 Insurance Mathematics & Economics
3 Acta Applicandae Mathematicae
3 Cybernetics and Systems Analysis
3 Russian Mathematics
3 SIAM Journal on Scientific Computing
3 Numerical Linear Algebra with Applications
3 Advances in Computational Mathematics
3 INFORMS Journal on Computing
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
...and 146 more Serials
all top 5

Cited in 39 Fields

2,022 Operations research, mathematical programming (90-XX)
985 Numerical analysis (65-XX)
607 Calculus of variations and optimal control; optimization (49-XX)
354 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
155 Operator theory (47-XX)
70 Computer science (68-XX)
56 Systems theory; control (93-XX)
52 Statistics (62-XX)
38 Linear and multilinear algebra; matrix theory (15-XX)
36 Real functions (26-XX)
35 Mechanics of deformable solids (74-XX)
29 Partial differential equations (35-XX)
25 Information and communication theory, circuits (94-XX)
23 Probability theory and stochastic processes (60-XX)
16 Biology and other natural sciences (92-XX)
13 Global analysis, analysis on manifolds (58-XX)
12 Ordinary differential equations (34-XX)
10 Functional analysis (46-XX)
10 Convex and discrete geometry (52-XX)
8 General topology (54-XX)
8 Fluid mechanics (76-XX)
6 Nonassociative rings and algebras (17-XX)
5 Dynamical systems and ergodic theory (37-XX)
4 Combinatorics (05-XX)
4 Approximations and expansions (41-XX)
4 Optics, electromagnetic theory (78-XX)
3 General and overarching topics; collections (00-XX)
3 Functions of a complex variable (30-XX)
3 Mechanics of particles and systems (70-XX)
3 Classical thermodynamics, heat transfer (80-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Special functions (33-XX)
2 Difference and functional equations (39-XX)
1 Topological groups, Lie groups (22-XX)
1 Measure and integration (28-XX)
1 Sequences, series, summability (40-XX)
1 Integral equations (45-XX)
1 Geophysics (86-XX)

Citations by Year