Masao Fukushima

发表

Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs

Masao Fukushima, Ellen H. Fukuda, Paulo J. S. Silva, 2012, SIAM J. Optim..

Testing Parallel Variable Transformation

Masao Fukushima, Eiki Yamakawa, 1999, Comput. Optim. Appl..

Directed Evolutionary Programming: Towards an Improved Performance of Evolutionary Programming

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2006, 2006 IEEE International Conference on Evolutionary Computation.

A relaxed projection method for variational inequalities

Masao Fukushima, M. Fukushima, 1986, Math. Program..

Evaluation of firm's loss due to incomplete information in real investment decision

Masao Fukushima, Michi Nishihara, 2008, Eur. J. Oper. Res..

Hybrid evolutionary algorithm for solving general variational inequality problems

Masao Fukushima, Abdel-Rahman Hedar, Mend-Amar Majig, 2007, J. Glob. Optim..

Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets

Masao Fukushima, Ryoichi Nishimura, Shunsuke Hayashi, 2012, J. Glob. Optim..

Genetic algorithm with automatic termination and search space rotation

Masao Fukushima, Bun Theang Ong, M. Fukushima, 2011, Memetic Comput..

A Sequential Quadratic Programming Decomposition Method for Real-Time Optimization in Process Industries

Masao Fukushima, Genichi Emoto, 2002 .

Solving box constrained variational inequalities by using the natural residual with D-gap function globalization

Masao Fukushima, Christian Kanzow, M. Fukushima, 1998, Oper. Res. Lett..

Field Operational Test Plan of Vehicle Infrastructure Cooperative System for Intersection Collision Avoidance in Kanagawa, Japan

Masao Fukushima, 2006 .

On the Quadratic Eigenvalue Complementarity Problem over a general convex cone

Masao Fukushima, Joaquim Júdice, Alfredo N. Iusem, 2015, Appl. Math. Comput..

Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method

Bruno F. Lourenço, Masao Fukushima, Ellen H. Fukuda, 2017, Math. Oper. Res..

Robust solution of monotone stochastic linear complementarity problems

Xiaojun Chen, Masao Fukushima, Chao Zhang, 2008, Math. Program..

Convexity Analysis and Splitting Algorithm for the Sum-Rate Maximization Problem

Masao Fukushima, Shunsuke Hayashi, M. Fukushima, 2010 .

Launch of ITS in Yokohama, Japan- Progress of an ITS Field Operational Test for Traffic Safety and Congestion -

Masao Fukushima, M. Fukushima, 2008 .

A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems

Masao Fukushima, Kouichi Taji, M. Fukushima, 1996, SIAM J. Optim..

The latest trend of v2x driver assistance systems in Japan

Masao Fukushima, M. Fukushima, 2011, Comput. Networks.

A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization

Masao Fukushima, Liqun Qi, M. Fukushima, 1996, SIAM J. Optim..

Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints

Masao Fukushima, Jong-Shi Pang, J. Pang, 1998, SIAM J. Optim..

Improvement of Successive Projection Method for Multilayer Neural Networks

Masao Fukushima, Keiji Tatsumi, 1998 .

Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities

Masao Fukushima, Toshihide Ibaraki, Hiroshi Nagamochi, 1990, Networks.

Stochastic R0 Matrix Linear Complementarity Problems

Xiaojun Chen, Masao Fukushima, Haitao Fang, 2007, SIAM J. Optim..

Minimizing multimodal functions by simplex coding genetic algorithm

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2003, Optim. Methods Softw..

Global optimization via differential evolution with automatic termination

Masao Fukushima, Bun Theang Ong, M. Fukushima, 2012 .

Derivative-Free Filter Simulated Annealing Method for Constrained Continuous Global Optimization

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2006, J. Glob. Optim..

Robust portfolio selection with uncertain exit time using worst-case VaR strategy

Masao Fukushima, Frank J. Fabozzi, Dashan Huang, 2007, Oper. Res. Lett..

Pricing American options with uncertain volatility through stochastic linear complementarity models

Masao Fukushima, Kenji Hamatani, 2011, Comput. Optim. Appl..

A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization

Masao Fukushima, Paul Tseng, Zhi-Quan Luo, 2003, SIAM J. Optim..

Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities

Masao Fukushima, Christian Kanzow, M. Fukushima, 1998, Math. Program..

Optimal operation of residential fuel cell system with rapidly fluctuating energy demand

Masao Fukushima, Yoichi Tanaka, M. Fukushima, 2011 .

Differential Evolution Combined with Automatic Termination (The advances and applications of optimization method)

Masao Fukushima, Bun Theang Ong, 2012 .

Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach

Masao Fukushima, Paul Tseng, Nobuo Yamashita, 1996, SIAM J. Optim..

The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming

Masao Fukushima, Ellen H. Fukuda, E. H. Fukuda, 2016, Journal of Optimization Theory and Applications.

A parallel descent algorithm for convex programming

Masao Fukushima, Eiki Yamakawa, Hien Nguyen, 1996, Comput. Optim. Appl..

New reformulations for stochastic nonlinear complementarity problems

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2006, Optim. Methods Softw..

Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2004, Optim. Methods Softw..

A successive quadratic programming method for a class of constrained nonsmooth optimization problems

Masao Fukushima, 1991, Math. Program..

A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming

Masao Fukushima, M. Fukushima, 1983, Math. Oper. Res..

Complementarity Constraint Qualifications and Simplified B-Stationarity Conditions for Mathematical Programs with Equilibrium Constraints

Masao Fukushima, Jong-Shi Pang, J. Pang, 1999, Comput. Optim. Appl..

Regularized nonsmooth Newton method for multi-class support vector machines

Masao Fukushima, Ping Zhong, M. Fukushima, 2007, Optim. Methods Softw..

A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints

Masao Fukushima, Zhi-Quan Luo, Jong-Shi Pang, 1998, Comput. Optim. Appl..

Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

Masao Fukushima, Jong-Shi Pang, 2005, Comput. Manag. Sci..

An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints

Masao Fukushima, Paul Tseng, P. Tseng, 2002, SIAM J. Optim..

A descent algorithm for nonsmooth convex optimization

Masao Fukushima, M. Fukushima, 1984, Math. Program..

NOTES ON NONSMOOTH OPTIMIZATION(Mathematical Programming and its Related Field)

Masao Fukushima, M. Fukushima, 1989 .

Analysis of an Innite-Serv er Queue with Markovian Arrival Streams

Masao Fukushima, Nobuo Yamashita, 2001 .

Evolution Strategies Learned with Automatic Termination Criteria

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2006 .

Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints

Gui-Hua Lin, Masao Fukushima, Huifu Xu, 2008, Math. Methods Oper. Res..

ON THE HUB-AND-SPOKE MODEL WITH ARC CAPACITY CONATRAINTS

Masao Fukushima, Mihiro Sasaki, M. Fukushima, 2003 .

Smoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems

Masao Fukushima, Dong-Hui Li, M. Fukushima, 2000, Comput. Optim. Appl..

Studies on Solution Methods for Nonlinear Programming Problems

Masao Fukushima, M. Fukushima, 1979 .

Primal-dual proximal point algorithm for linearly constrained convex programming problems

Masao Fukushima, Toshihide Ibaraki, Satoru Ibaraki, 1992, Comput. Optim. Appl..

A mixed R&D projects and securities portfolio selection model

Masao Fukushima, Yong Fang, Lihua Chen, 2008, European Journal of Operational Research.

SIAM Journal on Optimization

Nicholas I. M. Gould, Stefan Ulbrich, Masao Fukushima, 2012 .

Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone

Masao Fukushima, Yun-Bin Zhao, M. Fukushima, 2012, Appl. Math. Comput..

SOR- and Jacobi-type iterative methods for solving ℓ1 − ℓ2 problems by way of Fenchel duality

Masao Fukushima, 2012, Optim. Lett..

Successive Linearization Methods for Nonlinear Semidefinite Programs

Masao Fukushima, Hirokazu Kato, Christian Kanzow, 2005, Comput. Optim. Appl..

The Significance of the Enforcement of the Company Law Chapters of the Old Commercial Code in 1893

Masao Fukushima, Masao Fukushima, 1991 .

A Trust Region Method for Solving Generalized Complementarity Problems

Masao Fukushima, Defeng Sun, Houyuan Jiang, 1998, SIAM J. Optim..

An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs

Masao Fukushima, Takayuki Okuno, 2020, J. Comput. Appl. Math..

Simplex Coding Genetic Algorithm for the Global Optimization of Nonlinear Functions

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2003 .

A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions

Masao Fukushima, Nobuo Yamashita, Hiroshige Dan, 2002, Math. Oper. Res..

On the computation of all eigenvalues for the eigenvalue complementarity problem

Hanif D. Sherali, Masao Fukushima, Joaquim Júdice, 2014, J. Glob. Optim..

Title A hybrid method for solving a general constrained optimization problem (Decision Theory in Mathematical Modelling)

Masao Fukushima, M. Fukushima, 1999 .

An Empirical Study of Measures for Preventing Crossing Path Collisions at Unsignalized Intersections—Development of Driving Safety Support Systems using Infrastructure-Vehicle Communication

Masao Fukushima, Noriyuki Tsukada, 2011, Int. J. Intell. Transp. Syst. Res..

A Backpropagation Algorithm as a Successive Projection Method

Masao Fukushima, Keiji Tatsumi, M. Fukushima, 1995 .

Probabilistic analysis of 2-opt for travelling salesman problems

Masao Fukushima, Masahiro Okada, Kouichi Taji, 1998, Int. J. Syst. Sci..

Optimal Operation of Cogeneration Systems by Stochastic Programming

Masao Fukushima, Yoichi Tanaka, M. Fukushima, 2009 .

Restricted generalized Nash equilibria and controlled penalty algorithm

Masao Fukushima, M. Fukushima, 2011, Comput. Manag. Sci..

A Network Model for Dynamic Traffic Assignment

Masao Fukushima, Toshihide Ibaraki, Masayuki Tsujino, 1992 .

Evolutionary Algorithm for Generalized Nash Equilibrium Problems

Masao Fukushima, Rentsen Enkhbat, Mend-Amar Majig, 2013 .

Proximal quasi-Newton methods for nondifferentiable convex optimization

Xiaojun Chen, Masao Fukushima, M. Fukushima, 1999, Math. Program..

How to Deal with Uncertainty in Optimization - some Recent Attempts

Masao Fukushima, 2006, Int. J. Inf. Technol. Decis. Mak..

Application of the alternating direction method of multipliers to separable convex programming problems

Masao Fukushima, M. Fukushima, 1992, Comput. Optim. Appl..

Optimization-Based Iterative Methods for Solving Nonlinear Complementarity Problems(Nonlinear Analysis and Mathematical Economics)

Masao Fukushima, Kouichi Taji, Toshihide Ibaraki, 1993 .

数理計画法によるコージェネレーションシステムの最適設計;数理計画法によるコージェネレーションシステムの最適設計;Optimal Design of Cogeneration Systems by Mathematical Programming

Masao Fukushima, Yoichi Tanaka, 2008 .

On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems

Masao Fukushima, Dong-Hui Li, M. Fukushima, 2000, SIAM J. Optim..

The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule

Masao Fukushima, Nobuo Yamashita, Hiroyuki Moriyama, 2003, Comput. Optim. Appl..

Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management

Masao Fukushima, Fanwen Meng, Jie Sun, 2013, J. Glob. Optim..

Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions

Masao Fukushima, Nobuo Yamashita, Hiroshige Dan, 2002, Optim. Methods Softw..

A globally convergent Newton method for solving strongly monotone variational inequalities

Masao Fukushima, Toshihide Ibaraki, Kouichi Taji, 1993, Math. Program..

A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem

Masao Fukushima, Yoichi Tanaka, Shunsuke Ozoe, 2011 .

An Improved CAViaR Model for Oil Price Risk

Masao Fukushima, Lean Yu, Frank J. Fabozzi, 2007, International Conference on Computational Science.

Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints

Masao Fukushima, Paul Tseng, Koichi Nabetani, 2011, Comput. Optim. Appl..

A Globally and Superlinearly Convergent Gauss-Newton-Based BFGS Method for Symmetric Nonlinear Equations

Masao Fukushima, Dong-Hui Li, M. Fukushima, 1999, SIAM J. Numer. Anal..

A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints

Xiaojun Chen, Masao Fukushima, 2004, Comput. Optim. Appl..

An Outer Approximation Algorithm for Solving General Convex Programs

Masao Fukushima, 1983, Oper. Res..

On the symmetric quadratic eigenvalue complementarity problem

Masao Fukushima, Joaquim Júdice, Alfredo N. Iusem, 2014, Optim. Methods Softw..

Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems

Masao Fukushima, Nobuo Yamashita, 1996, Math. Program..

A New Ranking Method Based on Relative Position Estimate and Its Extensions

Masao Fukushima, Hisashi Mine, Norberto Navarrete, 1979, IEEE Transactions on Systems, Man, and Cybernetics.

A hybrid Newton method for solving the variational inequality problem via the D-gap function

Masao Fukushima, Ji-Ming Peng, M. Fukushima, 1999, Math. Program..

Tabu search for attribute reduction in rough set theory

Masao Fukushima, Abdel-Rahman Hedar, Jue Wang, 2008, Soft Comput..

Memetic programming with adaptive local search using tree data structures

Masao Fukushima, Abdel-Rahman Hedar, Emad Hamdy, 2008, CSTST.

An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum

Masao Fukushima, Paul Tseng, 2007, SIAM J. Optim..

Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints

Masao Fukushima, Ming Hu, M. Fukushima, 2012, Comput. Optim. Appl..

A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints

Masao Fukushima, Shunsuke Hayashi, Takayuki Okuno, 2012, SIAM J. Optim..

Optimality conditions for nonlinear semidefinite programming via squared slack variables

Bruno F. Lourenço, Masao Fukushima, Ellen H. Fukuda, 2018, Math. Program..

The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem

Masao Fukushima, Nobuo Yamashita, M. Fukushima, 2000, SIAM J. Optim..

Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games

Masao Fukushima, Ming Hu, M. Fukushima, 2013, SIAM J. Optim..

GLOBAL CONVERGENCE PROPERTY OF ERROR BACK-PROPAGATION METHOD FOR RECURRENT NEURAL NETWORKS

Masao Fukushima, Keiji Tatsumi, Tetsuzo Tanino, 2002 .

A New Formulation for Stochastic Linear Complementarity Problems (Numerical Analysis and New Information Technology)

Masao Fukushima, Xiaojun Chen, M. Fukushima, 2004 .

Tabu Programming: a New Problem Solver through Adaptive Memory Programming over Tree Data Structures

Masao Fukushima, Abdel-Rahman Hedar, Emad Hamdy, 2011, Int. J. Inf. Technol. Decis. Mak..

Approximate Analysis of Tandem Blocking Queueing Networks with Correlated Arrivals and Services

Masao Fukushima, Tetsuya Takine, 2005 .

A globalized Newton method for the computation of normalized Nash equilibria

Masao Fukushima, Christian Kanzow, Axel Dreves, 2013, J. Glob. Optim..

Regularized Newton Methods for Convex Minimization Problems with Singular Solutions

Masao Fukushima, Nobuo Yamashita, Dong-Hui Li, 2004, Comput. Optim. Appl..

Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management

Masao Fukushima, Shushang Zhu, M. Fukushima, 2009, Oper. Res..

Semidefinite programming reformulation for a class of robust optimization problems and its application to robust Nash equilibrium problems

Masao Fukushima, Shunsuke Hayashi, 2009 .

The second-order cone eigenvalue complementarity problem

Hanif D. Sherali, Masao Fukushima, Joaquim Júdice, 2016, Optim. Methods Softw..

A NONSMOOTH OPTIMIZATION APPROACH TO NONLINEAR MULTICOMMODITY NETWORK FLOW PROBLEMS

Masao Fukushima, M. Fukushima, 1984 .

Optimal Operation of Airport Landside Flow with Multiple Inspections

Masao Fukushima, Tetsuya Takine, Shintaro Kumano, 2005 .

Parallel Variable Transformation in Unconstrained Optimization

Masao Fukushima, M. Fukushima, 1998, SIAM J. Optim..

On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity

Masao Fukushima, Christian Kanzow, Izabella Ferenczi, 2009, SIAM J. Optim..

Portfolio selection under distributional uncertainty: A relative robust CVaR approach

Masao Fukushima, Frank J. Fabozzi, Shushang Zhu, 2010, Eur. J. Oper. Res..

SDP reformulation for robust optimization problems based on nonconvex QP duality

Masao Fukushima, Ryoichi Nishimura, Shunsuke Hayashi, 2012, Computational Optimization and Applications.

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

Masao Fukushima, Frank J. Fabozzi, Dashan Huang, 2007, Eur. J. Oper. Res..

trust region method for nonsmooth convex optimization

Masao Fukushima, Nobuko Sagara, 2005 .

Development of a Cellular-Based Pedestrian Traffic Safety Support System

Masao Fukushima, Shinji Yasuhara, 2009 .

An Equilibrium Model of a Self-organizing Network Architecture

Masao Fukushima, Nobuo Yamashita, 2001 .

Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games

Masao Fukushima, Jong-Shi Pang, J. Pang, 2009, Comput. Manag. Sci..

Distributed Contents Discovery based on PageRank

Masao Fukushima, Tetsuya Takine, 2004 .

Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP

Masao Fukushima, Dong-Hui Li, 2001, Ann. Oper. Res..

A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems

Masao Fukushima, Nobuo Yamashita, Shunsuke Hayashi, 2005, SIAM J. Optim..

Variational Inequality Formulation of a Class of Multi-Leader-Follower Games

Masao Fukushima, Ming Hu, 2011, J. Optim. Theory Appl..

A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2002, Ann. Oper. Res..

Optimal Maintenance Decision for Multiple Power Plants under Operational Constraints

Masao Fukushima, Shintaro Kumano, Naoto Kawase, 2004 .

A new multi-class support vector algorithm

Masao Fukushima, Ping Zhong, M. Fukushima, 2006, Optim. Methods Softw..

An SQP-type algorithm for nonlinear second-order cone programs

Masao Fukushima, Hirokazu Kato, M. Fukushima, 2007, Optim. Lett..

Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation

Masao Fukushima, Christian Kanzow, Anna von Heusinger, 2012, Math. Program..

The primal douglas-rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem

Masao Fukushima, M. Fukushima, 1996, Math. Program..

Second-Order Cone Programming Formulations for Robust Multiclass Classification

Masao Fukushima, Ping Zhong, M. Fukushima, 2007, Neural Computation.

Gauss–Seidel Method for Multi-leader–follower Games

Masao Fukushima, Atsushi Hori, M. Fukushima, 2018, J. Optim. Theory Appl..

Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints

Masao Fukushima, Takayuki Okuno, M. Fukushima, 2013, Journal of Global Optimization.

A Two‐Stage Stochastic Mixed‐Integer Programming Approach to the Smart House Scheduling Problem

Masao Fukushima, Yoichi Tanaka, Shunsuke Ozoe, 2014 .

Automatically Terminated Particle Swarm Optimization with Principal Component Analysis

Masao Fukushima, Bun Theang Ong, M. Fukushima, 2015, Int. J. Inf. Technol. Decis. Mak..

Special Issue: The 3rd International Conference on Optimization Methods and Software (May 13-17, 2012, Chania, Greece) Foreword

Andreas Griewank, Stefan Ulbrich, Masao Fukushima, 2014 .

Expected Residual Minimization Method for Stochastic Linear Complementarity Problems

Xiaojun Chen, Masao Fukushima, M. Fukushima, 2005, Math. Oper. Res..

Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2002, Optim. Methods Softw..

Approximation algorithms for combinatorial fractional programming problems

Masao Fukushima, Toshihide Ibaraki, Naoki Katoh, 1987, Math. Program..

Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers

Masao Fukushima, Lihua Chen, Pu-yan Nie, 2006, Eur. J. Oper. Res..

Tabu Search directed by direct search methods for nonlinear global optimization

Masao Fukushima, Abdel-Rahman Hedar, M. Fukushima, 2006, Eur. J. Oper. Res..

An alternating direction method of multipliers for the eigenvalue complementarity problem

Masao Fukushima, Joaquim Júdice, Alfredo N. Iusem, 2020, Optim. Methods Softw..

Global sensing search for nonlinear global optimization

Masao Fukushima, Abdel-Rahman Hedar, Wael Deabes, 2021, Journal of Global Optimization.

Convex Expected Residual Models for Stochastic Affine Variational Inequality Problems and Its Application to the Traffic Equilibrium Problem ∗

Masao Fukushima, Nobuo Yamashita, M. Fukushima, 2008 .

Decomposition of multiple criteria mathematical programming problems by dynamic programming

Masao Fukushima, Hisashi Mine, M. Fukushima, 1979 .

INTERIOR METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS

Masao Fukushima, Toshihide Ibaraki, M. Fukushima, 1989 .

Hybrid Approach with Active Set Identification for Mathematical Programs with Complementarity Constraints

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2003 .

A second-order algorithm for continuous-time nonlinear optimal control problems

Masao Fukushima, M. Fukushima, Y. Yamamoto, 1986 .

New Relaxation Method for Mathematical Programs with Complementarity Constraints

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2003 .

An implicit programming approach for the road pricing problem with nonadditive route costs

Masao Fukushima, Nobuo Yamashita, Rhoda P. Agdeppa, 2008 .

A matrix-splitting method for symmetric affine second-order cone complementarity problems

Masao Fukushima, Shunsuke Hayashi, Nobuo Yamashita, 2005 .

CAViaR-based forecast for oil price risk

Masao Fukushima, Frank J. Fabozzi, Dashan Huang, 2009 .

A globally convergent SQP method for semi-infinite nonlinear optimization

Masao Fukushima, Toshihide Ibaraki, Yoshihiro Tanaka, 1988 .

SEMISMOOTH METHODS FOR LINEAR AND NONLINEAR SECOND-ORDER CONE PROGRAMS

Masao Fukushima, Christian Kanzow, M. Fukushima, 2006 .

Regularization Method for Stochastic Mathematical Programs with Complementarity Constraints

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2005 .

New Reformulations and Smoothed Penalty Method for Stochastic Nonlinear Complementarity Problems ∗

Gui-Hua Lin, Masao Fukushima, 2003 .

Multilevel decomposition of nonlinear programming problems by dynamic programming

Masao Fukushima, Katsuhisa Ohno, Hisashi Mine, 1976 .

Methods of parametric non-linear programming

Masao Fukushima, Hisashi Mine, Yong-Joon Ryang, 1981 .

On the use of ε-most-active constraints in an exact penalty function method for nonlinear optimization

Masao Fukushima, H. Mine, Yoshihiro Tanaka, 1984 .

A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2005 .

A branch-and-bound method for absolute value programs

Masao Fukushima, Shota Yamanaka, M. Fukushima, 2014 .

Robust portfolio selection with a combined WCVaR and factor model

Masao Fukushima, M. Fukushima, Ke Ruan, 2012 .

Smoothing method for mathematical programs with symmetric cone complementarity constraints

Masao Fukushima, Tao Yan, 2011 .

Some Exact Penalty Results for Nonlinear Programs and Mathematical Programs with Equilibrium Constraints

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2003 .

PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS

Masao Fukushima, Satoru Ibaraki, 1996 .

A multisplitting method for symmetric linear complementarity problems

Masao Fukushima, Toshihide Ibaraki, Naoki Machida, 1995 .

The uniqueness of the robust Nash equilibrium in $N$-person noncooperative games (Mathematical Programming in the 21st Century : Optimization Modeling and Algorithms)

Masao Fukushima, Ryoichi Nishimura, Shunsuke Hayashi, 2009 .

The traffic equilibrium problem with nonadditive costs and its monotone mixed complementarity problem formulation

Masao Fukushima, Nobuo Yamashita, M. Fukushima, 2007 .

An efficient predictor-corrector method for solving nonlinear equations

Masao Fukushima, Nobuko Sagara, M. Fukushima, 1987 .

Quadratic Fractional Programming Problems with Quadratic Constraints

Masao Fukushima, Shunsuke Hayashi, M. Fukushima, 2008 .

A Smoothing SQP Method for Mathematical Programs with Linear Second-Order Cone Complementarity Constraints ∗

Masao Fukushima, Shunsuke Hayashi, Takayuki Okuno, 2012 .

Stochastic Equilibrium Problems and Stochastic Mathematical Programs with Equilibrium Constraints: A Survey 1

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2009 .

SMOOTHING IMPLICIT PROGRAMMING APPROACHES FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS

Gui-Hua Lin, Masao Fukushima, Xiaojun Chen, 2003 .

A PARALLEL PRIMAL-DUAL INTERIOR POINT METHOD FOR MULTICOMMODITY FLOW PROBLEMS WITH QUADRATIC COSTS

Masao Fukushima, Eiki Yamakawa, Yasuhiro Matsubara, 1996 .

A parallel relaxation method for quadratic programming problems with interval constraints

Masao Fukushima, Toshihide Ibaraki, Takanobu Sugimoto, 1995 .

Variational Inequality Approaches to Generalized Nash Equilibrium Problems

Masao Fukushima, M. Fukushima, K. Nabetani, 2008 .

An Infeasible Interior Proximal Method for Convex Programming Problems with Linear Constraints

Masao Fukushima, Christian Kanzow, Nobuo Yamashita, 2005 .

Optimality Conditions and Combined Monte Carlo Sampling and Penalty Method for Stochastic Mathematical Programs with Complementarity Constraints and Recourse

Gui-Hua Lin, Masao Fukushima, M. Fukushima, 2006 .

Gap Function Approach to the Generalized Nash Equilibrium Problem

Masao Fukushima, M. Fukushima, Katsunori Kubota, 2010 .

A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence

Masao Fukushima, Li Donghui, 1999 .

Robust CVaR Approach to Portfolio Selection with Uncertain Exit Time

Masao Fukushima, Frank J. Fabozzi, Dashan Huang, 2006 .

Global Optimization of Turbine Load Allocation in a Power Plant

Masao Fukushima, Genichi Emoto, M. Fukushima, 2007 .

OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM

Masao Fukushima, Kouichi Taji, M. Fukushima, 1994 .

A finitely convergent algorithm for convex inequalities

Masao Fukushima, M. Fukushima, 1982 .