Hiroshi Yabe

Publication Activity (10 Years)

Years Active: 1991-2024
Publications (10 Years): 5

Top Topics

Unconstrained Optimization

Top Venues

Comput. Optim. Appl.

Optim. Methods Softw.

J. Optim. Theory Appl.

J. Comput. Appl. Math.

Publications

Shummin Nakayama, Yasushi Narushima, Hiroshi Yabe
Inexact proximal DC Newton-type method for nonconvex composite functions. Comput. Optim. Appl. 87 (2) (2024)
Yasushi Narushima, Shummin Nakayama, Masashi Takemura, Hiroshi Yabe
Memoryless Quasi-Newton Methods Based on the Spectral-Scaling Broyden Family for Riemannian Optimization. J. Optim. Theory Appl. 197 (2) (2023)
Hiroshi Yamashita, Hiroshi Yabe, Kouhei Harada
A primal-dual interior point trust-region method for nonlinear semidefinite programming. Optim. Methods Softw. 36 (2-3) (2021)
Shummin Nakayama, Yasushi Narushima, Hiroshi Yabe
Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions. Comput. Optim. Appl. 79 (1) (2021)
Hiroshi Kobayashi, Yasushi Narushima, Hiroshi Yabe
Descent three-term conjugate gradient methods based on secant conditions for unconstrained optimization. Optim. Methods Softw. 32 (6) (2017)
Mehiddin Al-Baali, Yasushi Narushima, Hiroshi Yabe
A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization. Comput. Optim. Appl. 60 (1) (2015)
Atsushi Kato, Hiroshi Yabe, Hiroshi Yamashita
An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming. J. Comput. Appl. Math. 275 (2015)
Hiroshi Yamashita, Hiroshi Yabe, Kouhei Harada
A primal-dual interior point method for nonlinear semidefinite programming. Math. Program. 135 (1-2) (2012)
Yasushi Narushima, Hiroshi Yabe
Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization. J. Comput. Appl. Math. 236 (17) (2012)
Kaori Sugiki, Yasushi Narushima, Hiroshi Yabe
Globally Convergent Three-Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization. J. Optim. Theory Appl. 153 (3) (2012)
Hiroshi Yamashita, Hiroshi Yabe
Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming. Math. Program. 132 (1-2) (2012)
Yasushi Narushima, Hiroshi Yabe, John A. Ford
A Three-Term Conjugate Gradient Method with Sufficient Descent Property for Unconstrained Optimization. SIAM J. Optim. 21 (1) (2011)
Michiya Kobayashi, Yasushi Narushima, Hiroshi Yabe
Nonlinear conjugate gradient methods with structured secant condition for nonlinear least squares problems. J. Comput. Appl. Math. 234 (2) (2010)
Hiroshi Yamashita, Hiroshi Yabe
A primal-dual interior point method for nonlinear optimization over second-order cones. Optim. Methods Softw. 24 (3) (2009)
Masato Kadotani, Takakazu Kitagawa, Satoshi Katto, Tomoko Hirayama, Takashi Matsuoka, Hiroshi Yabe, Katsumi Sasaki
Development of Pneumatic Servo Bearing Actuator for Nanometer Positioning. Int. J. Autom. Technol. 3 (3) (2009)
John A. Ford, Yasushi Narushima, Hiroshi Yabe
Multi-step nonlinear conjugate gradient methods for unconstrained minimization. Comput. Optim. Appl. 40 (2) (2008)
Yasushi Narushima, Hiroshi Yabe
Global Convergence of a Memory Gradient Method for Unconstrained Optimization. Comput. Optim. Appl. 35 (3) (2006)
Hiroshi Yamashita, Hiroshi Yabe
Quadratic Convergence of a Primal-Dual Interior Point Method for Degenerate Nonlinear Optimization Problems. Comput. Optim. Appl. 31 (2) (2005)
Hiroshi Yamashita, Hiroshi Yabe, Takahito Tanabe
A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization. Math. Program. 102 (1) (2005)
Hiroshi Yabe, Masahiro Takano
Global Convergence Properties of Nonlinear Conjugate Gradient Methods with Modified Secant Condition. Comput. Optim. Appl. 28 (2) (2004)
Hiroshi Yabe, Héctor J. Martínez, Richard A. Tapia
On Sizing and Shifting the BFGS Update within the Sized-Broyden Family of Secant Updates. SIAM J. Optim. 15 (1) (2004)
Hiroshi Yamashita, Hiroshi Yabe
An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization. SIAM J. Optim. 14 (2) (2003)
Hiroshi Yabe, Hideho Ogasawara
Quadratic and Superlinear Convergence of the Huschens Method for Nonlinear Least Squares Problems. Comput. Optim. Appl. 10 (1) (1998)
Hiroshi Yamashita, Hiroshi Yabe
Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization. Math. Program. 75 (1996)
Hiroshi Yabe, Naokazu Yamaki
Convergence of a Factorized Broyden-Like Family for Nonlinear Least Squares Problems. SIAM J. Optim. 5 (4) (1995)
Hiroshi Yabe, Toshihiko Takahashi
Factorized quasi-Newton methods for nonlinear least squares problems. Math. Program. 51 (1991)