Masao Fukushima

ORCID

Publication Activity (10 Years)

Years Active: 1979-2023
Publications (10 Years): 13

Top Venues

J. Glob. Optim.

J. Optim. Theory Appl.

Optim. Methods Softw.

Appl. Math. Comput.

Publications

Takayuki Okuno, Masao Fukushima
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints. Math. Program. 199 (1) (2023)
Abdel-Rahman Hedar, Wael A. Deabes, Hesham H. Amin, Majid Almaraashi, Masao Fukushima
Global sensing search for nonlinear global optimization. J. Glob. Optim. 82 (4) (2022)
Joaquim Júdice, Valentina Sessa, Masao Fukushima
Solution of Fractional Quadratic Programs on the Simplex and Application to the Eigenvalue Complementarity Problem. J. Optim. Theory Appl. 193 (1) (2022)
Joaquim João Júdice, Masao Fukushima, Alfredo N. Iusem, José Mario Martínez, Valentina Sessa
An alternating direction method of multipliers for the eigenvalue complementarity problem. Optim. Methods Softw. 36 (2-3) (2021)
Takayuki Okuno, Masao Fukushima
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs. J. Comput. Appl. Math. 376 (2020)
Masao Fukushima, Joaquim Júdice, Welington de Oliveira, Valentina Sessa
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem. Comput. Optim. Appl. 77 (3) (2020)
Atsushi Hori, Masao Fukushima
Gauss-Seidel Method for Multi-leader-follower Games. J. Optim. Theory Appl. 180 (2) (2019)
Bruno F. Lourenço, Ellen H. Fukuda, Masao Fukushima
Optimality conditions for nonlinear semidefinite programming via squared slack variables. Math. Program. 168 (1-2) (2018)
Bruno F. Lourenço, Ellen H. Fukuda, Masao Fukushima
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method. Math. Oper. Res. 43 (4) (2018)
Ellen H. Fukuda, Masao Fukushima
The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming. J. Optim. Theory Appl. 170 (2) (2016)
Luís M. Fernandes, Masao Fukushima, Joaquim João Júdice, Hanif D. Sherali
The second-order cone eigenvalue complementarity problem. Optim. Methods Softw. 31 (1) (2016)
Carmo P. Brás, Masao Fukushima, Alfredo N. Iusem, Joaquim João Júdice
On the Quadratic Eigenvalue Complementarity Problem over a general convex cone. Appl. Math. Comput. 271 (2015)
Bun Theang Ong, Masao Fukushima
Automatically Terminated Particle Swarm Optimization with Principal Component Analysis. Int. J. Inf. Technol. Decis. Mak. 14 (1) (2015)
Luís M. Fernandes, Joaquim Júdice, Masao Fukushima, Alfredo N. Iusem
On the symmetric quadratic eigenvalue complementarity problem. Optim. Methods Softw. 29 (4) (2014)
Luís M. Fernandes, Joaquim João Júdice, Hanif D. Sherali, Masao Fukushima
On the computation of all eigenvalues for the eigenvalue complementarity problem. J. Glob. Optim. 59 (2-3) (2014)
Takayuki Okuno, Masao Fukushima
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints. J. Glob. Optim. 60 (1) (2014)
Yun-Bin Zhao, Masao Fukushima
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone. Appl. Math. Comput. 219 (10) (2013)
Axel Dreves, Anna von Heusinger, Christian Kanzow, Masao Fukushima
A globalized Newton method for the computation of normalized Nash equilibria. J. Glob. Optim. 56 (2) (2013)
James Ang, Masao Fukushima, Fanwen Meng, Takahiro Noda, Jie Sun
Establishing Nash equilibrium of the manufacturer-supplier game in supply chain management. J. Glob. Optim. 56 (4) (2013)
Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima
SDP reformulation for robust optimization problems based on nonconvex QP duality. Comput. Optim. Appl. 55 (1) (2013)
Ming Hu, Masao Fukushima
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games. SIAM J. Optim. 23 (2) (2013)
Ryoichi Nishimura, Shunsuke Hayashi, Masao Fukushima
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets. J. Glob. Optim. 53 (1) (2012)
Takayuki Okuno, Shunsuke Hayashi, Masao Fukushima
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints. SIAM J. Optim. 22 (3) (2012)
Anna von Heusinger, Christian Kanzow, Masao Fukushima
Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation. Math. Program. 132 (1-2) (2012)
Masao Fukushima
SOR- and Jacobi-type iterative methods for solving ℓ 1 - ℓ 2 problems by way of Fenchel duality. Optim. Lett. 6 (4) (2012)
Ming Hu, Masao Fukushima
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints. Comput. Optim. Appl. 52 (2) (2012)
Ellen H. Fukuda, Paulo J. S. Silva, Masao Fukushima
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs. SIAM J. Optim. 22 (4) (2012)
Emad Mabrouk, Julio César Hernández Castro, Masao Fukushima
Prime number generation using memetic programming. Artif. Life Robotics 16 (1) (2011)
Xiaojun Chen, Masao Fukushima
Foreword. Comput. Optim. Appl. 50 (2) (2011)
Noriyuki Tsukada, Masao Fukushima
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. 9 (2) (2011)
Abdel-Rahman Hedar, Emad Mabrouk, Masao Fukushima
Tabu Programming: a New Problem Solver through Adaptive Memory Programming over Tree Data Structures. Int. J. Inf. Technol. Decis. Mak. 10 (2) (2011)
Ming Hu, Masao Fukushima
Variational Inequality Formulation of a Class of Multi-Leader-Follower Games. J. Optim. Theory Appl. 151 (3) (2011)
Kenji Hamatani, Masao Fukushima
Pricing American options with uncertain volatility through stochastic linear complementarity models. Comput. Optim. Appl. 50 (2) (2011)
Masao Fukushima
Restricted generalized Nash equilibria and controlled penalty algorithm. Comput. Manag. Sci. 8 (3) (2011)
Masao Fukushima
The latest trend of v2x driver assistance systems in Japan. Comput. Networks 55 (14) (2011)
Bun Theang Ong, Masao Fukushima
Genetic algorithm with automatic termination and search space rotation. Memetic Comput. 3 (2) (2011)
Koichi Nabetani, Paul Tseng, Masao Fukushima
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints. Comput. Optim. Appl. 48 (3) (2011)
Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Masao Fukushima
Portfolio selection under distributional uncertainty: A relative robust CVaR approach. Eur. J. Oper. Res. 203 (1) (2010)
Masao Fukushima, Manlio Gaudioso, Franco Giannessi, Diethard Pallaschke
Foreword. Optim. Methods Softw. 25 (1) (2010)
Xiaojun Chen, Chao Zhang, Masao Fukushima
Robust solution of monotone stochastic linear complementarity problems. Math. Program. 117 (1-2) (2009)
Jong-Shi Pang, Masao Fukushima
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Comput. Manag. Sci. 6 (3) (2009)
Gui-Hua Lin, Xiaojun Chen, Masao Fukushima
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. Math. Program. 116 (1-2) (2009)
Shushang Zhu, Masao Fukushima
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management. Oper. Res. 57 (5) (2009)
Christian Kanzow, Izabella Ferenczi, Masao Fukushima
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity. SIAM J. Optim. 20 (1) (2009)
Abdel-Rahman Hedar, Jue Wang, Masao Fukushima
Tabu search for attribute reduction in rough set theory. Soft Comput. 12 (9) (2008)
Yong Fang, Lihua Chen, Masao Fukushima
A mixed R&D projects and securities portfolio selection model. Eur. J. Oper. Res. 185 (2) (2008)
Emad Mabrouk, Abdel-Rahman Hedar, Masao Fukushima
Memetic programming with adaptive local search using tree data structures. CSTST (2008)
Gui-Hua Lin, Huifu Xu, Masao Fukushima
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints. Math. Methods Oper. Res. 67 (3) (2008)
Michi Nishihara, Masao Fukushima
Evaluation of firm's loss due to incomplete information in real investment decision. Eur. J. Oper. Res. 188 (2) (2008)
Mend-Amar Majig, Abdel-Rahman Hedar, Masao Fukushima
Hybrid evolutionary algorithm for solving general variational inequality problems. J. Glob. Optim. 38 (4) (2007)
Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima
An Improved CAViaR Model for Oil Price Risk. International Conference on Computational Science (3) (2007)
Haitao Fang, Xiaojun Chen, Masao Fukushima
Matrix Linear Complementarity Problems. SIAM J. Optim. 18 (2) (2007)
Ping Zhong, Masao Fukushima
Regularized nonsmooth Newton method for multi-class support vector machines. Optim. Methods Softw. 22 (1) (2007)
Masao Fukushima, Paul Tseng
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum. SIAM J. Optim. 17 (4) (2007)
Hirokazu Kato, Masao Fukushima
An SQP-type algorithm for nonlinear second-order cone programs. Optim. Lett. 1 (2) (2007)
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
Robust portfolio selection with uncertain exit time using worst-case VaR strategy. Oper. Res. Lett. 35 (5) (2007)
Dashan Huang, Yoshitaka Kai, Frank J. Fabozzi, Masao Fukushima
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve. Eur. J. Oper. Res. 177 (2) (2007)
Ping Zhong, Masao Fukushima
Second-Order Cone Programming Formulations for Robust Multiclass Classification. Neural Comput. 19 (1) (2007)
Abdel-Rahman Hedar, Masao Fukushima
Tabu Search directed by direct search methods for nonlinear global optimization. Eur. J. Oper. Res. 170 (2) (2006)
Masao Fukushima
How to Deal with Uncertainty in Optimization - some Recent Attempts. Int. J. Inf. Technol. Decis. Mak. 5 (4) (2006)
Ping Zhong, Masao Fukushima
A new multi-class support vector algorithm. Optim. Methods Softw. 21 (3) (2006)
Gui-Hua Lin, Masao Fukushima
New reformulations for stochastic nonlinear complementarity problems. Optim. Methods Softw. 21 (4) (2006)
Pu-yan Nie, Lihua Chen, Masao Fukushima
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers. Eur. J. Oper. Res. 169 (1) (2006)
Abdel-Rahman Hedar, Masao Fukushima
Derivative-Free Filter Simulated Annealing Method for Constrained Continuous Global Optimization. J. Glob. Optim. 35 (4) (2006)
Abdel-Rahman Hedar, Masao Fukushima
Directed Evolutionary Programming: Towards an Improved Performance of Evolutionary Programming. IEEE Congress on Evolutionary Computation (2006)
Gui-Hua Lin, Masao Fukushima
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints. Ann. Oper. Res. 133 (1-4) (2005)
Christian Kanzow, Christian Nagel, Hirokazu Kato, Masao Fukushima
Successive Linearization Methods for Nonlinear Semidefinite Programs. Comput. Optim. Appl. 31 (3) (2005)
Xiaojun Chen, Masao Fukushima
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems. Math. Oper. Res. 30 (4) (2005)
Shunsuke Hayashi, Nobuo Yamashita, Masao Fukushima
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems. SIAM J. Optim. 15 (2) (2005)
Jong-Shi Pang, Masao Fukushima
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. Comput. Manag. Sci. 2 (1) (2005)
Nobuo Yamashita, Hiroshige Dan, Masao Fukushima
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm. Math. Program. 99 (2) (2004)
Xiaojun Chen, Masao Fukushima
A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints. Comput. Optim. Appl. 27 (3) (2004)
Abdel-Rahman Hedar, Masao Fukushima
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization. Optim. Methods Softw. 19 (3-4) (2004)
Dong-Hui Li, Masao Fukushima, Liqun Qi, Nobuo Yamashita
Regularized Newton Methods for Convex Minimization Problems with Singular Solutions. Comput. Optim. Appl. 28 (2) (2004)
Masao Fukushima, Zhi-Quan Luo, Paul Tseng
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization. SIAM J. Optim. 13 (4) (2003)
Hiroyuki Moriyama, Nobuo Yamashita, Masao Fukushima
The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule. Comput. Optim. Appl. 26 (2) (2003)
Abdel-Rahman Hedar, Masao Fukushima
Minimizing multimodal functions by simplex coding genetic algorithm. Optim. Methods Softw. 18 (3) (2003)
Masao Fukushima, Ya-Xiang Yuan
Foreword. Optim. Methods Softw. 18 (2) (2003)
Hiroshige Dan, Nobuo Yamashita, Masao Fukushima
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions. Optim. Methods Softw. 17 (4) (2002)
Abdel-Rahman Hedar, Masao Fukushima
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization. Optim. Methods Softw. 17 (5) (2002)
Masao Fukushima, Paul Tseng
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints. SIAM J. Optim. 12 (3) (2002)
Masao Fukushima, Zhi-Quan Luo, Paul Tseng
Smoothing Functions for Second-Order-Cone Complementarity Problems. SIAM J. Optim. 12 (2) (2002)
Hiroshige Dan, Nobuo Yamashita, Masao Fukushima
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions. Math. Oper. Res. 27 (4) (2002)
Dong-Hui Li, Masao Fukushima
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems. SIAM J. Optim. 11 (4) (2001)
Dong-Hui Li, Masao Fukushima
Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP. Ann. Oper. Res. 103 (1-4) (2001)
Dong-Hui Li, Masao Fukushima
Smoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems. Comput. Optim. Appl. 17 (2-3) (2000)
Nobuo Yamashita, Masao Fukushima
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem. SIAM J. Optim. 11 (2) (2000)
Masao Fukushima, Liqun Qi
Introduction. Comput. Optim. Appl. 17 (2-3) (2000)
Ji-Ming Peng, Masao Fukushima
A hybrid Newton method for solving the variational inequality problem via the D-gap function. Math. Program. 86 (2) (1999)
Dong-Hui Li, Masao Fukushima
A Globally and Superlinearly Convergent Gauss-Newton-Based BFGS Method for Symmetric Nonlinear Equations. SIAM J. Numer. Anal. 37 (1) (1999)
Eiki Yamakawa, Masao Fukushima
Testing Parallel Variable Transformation. Comput. Optim. Appl. 13 (1-3) (1999)
Xiaojun Chen, Masao Fukushima
Proximal quasi-Newton methods for nondifferentiable convex optimization. Math. Program. 85 (2) (1999)
Jong-Shi Pang, Masao Fukushima
Complementarity Constraint Qualifications and Simplified B-Stationarity Conditions for Mathematical Programs with Equilibrium Constraints. Comput. Optim. Appl. 13 (1-3) (1999)
Masao Fukushima
Parallel Variable Transformation in Unconstrained Optimization. SIAM J. Optim. 8 (3) (1998)
Masahiro Okada, Kouichi Taji, Masao Fukushima
Probabilistic analysis of 2-opt for travelling salesman problems. Int. J. Syst. Sci. 29 (3) (1998)
Masao Fukushima, Zhi-Quan Luo, Jong-Shi Pang
A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints. Comput. Optim. Appl. 10 (1) (1998)
Christian Kanzow, Masao Fukushima
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization. Oper. Res. Lett. 23 (1-2) (1998)
Houyuan Jiang, Masao Fukushima, Liqun Qi, Defeng Sun
A Trust Region Method for Solving Generalized Complementarity Problems. SIAM J. Optim. 8 (1) (1998)
Masao Fukushima, Jong-Shi Pang
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints. SIAM J. Optim. 8 (3) (1998)
Christian Kanzow, Masao Fukushima
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities. Math. Program. 83 (1998)

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Publication Activity (10 Years)

Top Topics

Top Venues

Masao Fukushima