Mar, 2020 
Ryuji Bando 


On the Use of Differentiable Exact Penalty Functions for
Nonlinear Semidefinite Programming 


Yuji Tokuda 


An Explicit Exchange Method for PrimalDual Sparse Optimization 


Koki Horiguchi 


A New Sequential Quadratic Programming Method for
Constrained Multiobjective Optimization Problems 


Choi Yerin 


Portfolio Optimization with Distributionally Robust
Entropic VaR 


Vu Hong Nhat 


Robust Support Vector Machines with Nonlinear Kernel
Functions and Data Transformation 

Sep, 2019 
Hiroki Tanabe 


Merit Functions for Multiobjective Optimization and
Convergence Rates Analysis of Multiobjective Proximal
Gradient Methods 


Zhou Zichun 


Sparse Solutions of Affine Variational Inequality 

Mar, 2019 
Kanako Mita 


Nonmonotone Descent Methods for Multiobjective Optimization Problems 


Ichiro Isonishi 


An Efficient Difference of Convex Functions Algorithm for Nonlinear Conic Programming 


Yusuke Nakai 


A Stochastic Projection Method with Variance Reduction for Variational Inequality Problems 


Shun Takayanagi 


Adaptive Gradient Method for Stochastic Optimization on Riemannian Manifolds 


Hiroya Kamo 


Positively Homogeneous Optimization on Inner Product Spaces and its Duality 


Reiichi Sugao 


An Improved LowRank Decomposition Model with Total Variation Regularization for Detecting Foreground 

Mar, 2018 
Mirai Shimaguchi 


Equilibrium Problem Approaches for HyperParameter Selections of Support Vector Machines 


Akiko Kobayashi 


Differentiable Exact Augmented Lagrangian Functions for Nonlinear SecondOrder Cone Programs 


Yuuya Hikima 


An Active Set Method for L1Regularized Optimization 


Ryota Katsuki 


A Block Coordinate Descent Method for Obtaining Vector Representations for Words 

Mar, 2017 
Takuya Iizuka 


A Stabilized SQPType Method for Nonlinear SecondOrder Cone Programming Problems 


Tetsuya Ikegami 


An Equivalent Nonlinear Optimization Model with Triangular LowRank Factorization for Semidefinite Programs 


Takahiro Yamaguchi 


Efficient Implementation of Stochastic Gradient Descent Method with Variance Reduction 

Mar, 2016 
Yukihiro Togari 


A ForwardBackward Splitting Method with ComponentWise Lazy Evaluation for Online Structured Convex Optimization 


Miko Morishita 


A Descent Method for Robust Multiobjective Optimization in the Presence of Implementation Errors 


Kouki Hama 


A Regularized Limited Memory BFGS Method for BoxConstrained Minimization Problems 


Shinya Kamiura 


Efficient Block Selections in Block Coordinate Gradient Descent Methods for Linearly Constrained Optimization Problem 


Daisuke Tsuyuguchi 


The Use of Smoothing Methods in MultiLeaderFollower Games 

Mar, 2015 
Kazuki Ohi 


On the Relation Between the Diversity of Players and the Stability of Nash Equilibria in NonCooperative Games 


Kazuma Iwasaki 


A Hybrid Algorithm of Gradient and Newton Methods for Semidefinite Programs 


Takuma Nishimura 


Differentiable Exact Penalty Functions for Nonlinear Optimization with Easy Constraints 


Toshiaki Haga 


An Accelerated Proximal Gradient Method for FenchelType Dual Problems of General Support Vector Regressions 

Mar, 2014 
Rei Umeda 


Universal Portfolios with Trading Cost and Downside Risk 


Kensuke Gomoto 


An Exchange Method with Refined Subproblems for Convex SemiInfinite Programming Problems 


Shinji Sugimoto 


A Regularized Limited Memory BFGS Method for Unconstrained Minimization Problems 


Kazuki Matsuda 


Simultaneous Likelihood Estimation for Normal Mixture Distributions and Sparse Precision Matrix 

Mar, 2013 
Sou Kadomoto 


A Randomized BlockCoordinate Descent Method for Online Convex Optimization Problem 


Masaki Kono 


A Regularized Outer Approximation Method for Monotone SemiInfinite Variational Inequality Problems 


Kouhei Yasuda 


Sl_1QP Based Algorithm with Trust Region Technique for Solving Nonlinear SecondOrder Cone Programming Problems 

Mar, 2012 
Keisuke Takasu 


Smoothing Method for Nonlinear SecondOrder Cone Programs with Complementarity
Constraints and Its Application to the Smart House Scheduling Problem 


Tomohiro Niimi 


A Multiplier Method with Variable Augmented Lagrangian Functions 


Takahiro Noda 


ThreeStage Model for the ManufacturerSupplier Game in Supply Chain Management 


Hiroshi Yamamura 


A Smoothing SQP Method for Mathematical Programs with Secondorder Cone Complementarity Constraints 


Masataka Nishimori 


Practical Implementations of the Adaptive Regularized Newton Method 


Keisuke Morita 


A Tridiagonal QuasiNewton Method for the LargeScale Unconstrained Minimization Problem 

Mar, 2011 
Yoshihiko Ito 


Robust Wardrop Equilibria in the Traffic Assignment Problem with Uncertain Data 


Shunsuke Ozoe 


A TwoStage Stochastic MixedInteger Programming Approach to the Smart House Scheduling Problem 


Shota Yamanaka 


A BranchandBound Method for Absolute Value Programs and Its Application to Facility Location Problems 


Masaki Yoshida 


Optimization Models for Constructing a Portfolio Function with Kernel Methods 


Ke Ruan 


Robust Portfolio Selection with a Combined WCVaR and Factor Model 

Mar, 2010 
Otsubo Ryota 


Optimal Design of a Combined Heat and Power Network 


Takayuki Okuno 


A Regularized Explicit Exchange Method for SemiInfinite Programs with an Infinite Number of SecondOrder Cone Constraints 


Takahiro Nishi 


A Semidefinite Programming Relaxation Approach for the Pooling Problem 


Kenji Yamatani 


Pricing American Options with Uncertain Volatility through Stochastic Linear Complementarity Models 


Daisuke Yamamoto 


Convexity Analysis and Splitting Algorithm for the SumRate Maximization Problem 

Mar, 2009 
Kenji Ueda 


A Regularized Newton Method Without Line Search for Unconstrained Optimization 


Munetaka Kanayama 


交通混雑問題におけるパレート改善の方法 (in Japanese) 


Katsunori Kubota 


A Gap Functon Approach to the Generalized Nash Equilibrium Problem 


Noritoshi Kurokawa 


Global Convergence of DerivativeFree Trust Region Algorithm Using Inexact Information on Function Values 


Ryoichi Nishimura 


Semidefinite Programming Reformulation for a Class of Robust Optimization
Problems and its Application to Robust Nash Equiiblium Problems 

Mar, 2008 
Takeshi Seki 


New Local Search Methods for Improving the Lagrangian RelaxationBased Unit Commitment Solution 


Jun Takaki 


A DerivativeFree TrustRegion Algorithm for Unconstrained Optimization with Controllable Error 


Koichi Nabetani 


Variational Inequality Approaches to Generalized Nash Equilibrium Problems 


Ailing Zhang 


Quadratic Fractional Programming Problems with Quadratic Constraints 

Mar, 2007 
Takeshi Ejiri 


A Smoothing Method for Mathematical Programs with SecondOrder Cone Complementarity Constraints 


Dohko Shinya 


A Smoothing Implicit Programming Method for Generalized SemiInfinite Programming Problems 


Dinh Hoang Tien 


大規模な非線形計画問題に対するスパース準ニュートン更新について (in Japanese) 


Keiichirou Hoshimura 


Covariance Matrix Adaptation Evolution Strategy for Constrained Optimization Problem 

Mar, 2006 
Yutaka Kaseyama 


Analysis of Generalized Processor Sharing Networks with Variable Service Rate 


Hirokazu Kato 


Sequential Quadratic Programming Method for Nonlinear SecondOrder Cone Programming Problems 


Shigeaki Maeda 


Approximate Formulas for the Cell Loss Probability in FiniteBuffer Queues with Correlated Input 

Mar, 2005 
Yuusuke Ikehata 


スペースデブリ観測レーダーの最適操作 (in Japanese) 


Takayuki Oka 


Estimation of Packet Loss Probability Based on Measured Traffic Data 


Kentaro Okazaki 


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


Hiroshi Okazaki 


A Robust User Equilibrium in the Traffic Assignment Problem under Uncertainty 


Rocsildes Canoy 


A Numerically Robust Algorithm for the Nonlinear Complementarity Problem 

Mar, 2004 
Daisuke Asahara 


Distributed Contents Discovery Based on PageRank 


Takurou Kutsuna 


Optimal Design of PACCompanion Structure for Mortage Backed Securities Using Cash Reserve 


Yasuhiro Takeda 


IP Traffic Modeling for Packet Loss Estimation 

Mar, 2003 
Hideki Takeguchi 


Analysis of a BatchArival BatchService Queueing System and Its Application to Optimization of the Order of Services 


Takashi Hashimoto 


Quantitative Evaluation of the Energy System in an Adaptive Network Architecture 


Takahiro Yamaguchi 


A Matrix Splitting Method for Affine SecondOrder Cone Complementarity Problems 


Hirokatsu Yoshida 


Optimal Transaction Strategy Incorporating Liquidity Risk 


Haiguang Hu 


A New SimulationBased Approach for MultiPeriod Portfolio Optimization Problem 

Mar, 2002 
Yujin Imagawa 


Modeling and Analysis of Buffer Management Schemes in a DiffServ Router 


Akihiro Enomoto 


Community Based Discovery in Peer to Peer Networks 


Jun Tajima 


A Branch and Bound Method for the Mathematical Program with Mixed Complementarity Constraints 


Shiro Tsuchiyama 


Performance Analysis of a Dynamic Channel Switching Scheme in IMT2000 


Shunsuke Hayashi 


On the Coerciveness of Merit Functions for the SecondOrder Cone Complementarity Problems 

Mar, 2001 
Tomoyuki Ito 


Multiperiod Portfolio Selection with Secondorder Cone Constraints 


Masateru Ohnishi 


Performance Analysis of a Differentiated Service Router 


Hiroshige Dan 


Convergence Properties of the Inexact LevenbergMarquardt Method under Local Error Bound Conditions 


Hiroyuki Masuyama 


Analysis of an InfiniteServer Queue with Markovian Arrival Streams 


Miyamoto Naomi 


An Equilibrium Model of a Selforganizing Network Architecture 

Mar, 2000 
Dai Inoue 


Sojourn Time in a Queue with Clustered Periodic Arrivals 


Masahiro Kyouno 


Nonlinear Proximal Decomposition Method with Bregman Function 


Hiroyuki Moriyama 


The Incremental GaussNewton Algorithm with Adaptive Stepsize Rule 


Takahiro Yamada 


Modeling MPEG Video Traffic Based on Superposition of Homogeneous OnOff Sources 


Takuya Konishi 


A New Algorithm for Computing the Fundamental Period Matrix in Markov Chains of M/G/1 Type 

Mar, 1999 
Junshi Imai 


The Proximal Point Method for the P0 Complementarity Problem 


Takashi Hashimoto 


多期間資産配分問題に対する近似解法 (in Japanese) 


Tomoyuki Morimoto 


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

Mar, 1998 
Masahiro Shibata 


The Extended Semidefinite Linear Complementarity Problem: A Reformulation Approach 


Kenjiro Yamada 


A New Derivativefree Descent Method for the Nonlinear Complementarity Problem 

Mar, 1997 
Seiji Nakazawa 


Decomposition of a Portfolio Optimization Model by Splitting Methods 
