- M. Fukushima, Theory of Nonlinear
Optimization (in Japanese), Sangyo Tosho, Inc., Tokyo, 1980.
- N. Okada, K.W. Hipel, N.M. Fraser
and M. Fukushima, Mathematics of Conflicts: Metagame Theory and Extensions
(in Japanese), Gendai Sugakusha, Inc., Kyoto, 1988.
- T. Ibaraki and M. Fukushima,
FORTRAN77 Programming of Optimization Algorithms (in Japanese), Iwanami
Shoten, Tokyo, 1991.
- T. Ibaraki and M. Fukushima,
Methods of Optimization (in Japanese), Kyoritu Shuppan, Tokyo, 1993.
[Chinese edition: Translated by D.Z. Zeng, published by World Publishing
Corporation, Beijing, 1997]
- M. Fukushima, Introduction to
Mathematical Programming (in Japanese), Asakura Shoten, Tokyo, 1996.
- E. Yamakawa and M. Fukushima,
Parallel Computation in Mathematical Programming (in Japanese), Asakura
Shoten, Tokyo, 2001.
- M. Fukushima, Fundamentals of
Nonlinear Optimization (in Japanese), Asakura Shoten, Tokyo, 2001 [Chinese
edition: Translated by G.H. Lin, published by Science Press, Beijing,
2011].
- N. Yamashita and M. Fukushima,
Mathematical Programming (in Japanese), Corona Publishing Co. Ltd., Tokyo,
2008.
- M. Fukushima, Introduction to
Mathematical Programming: New Edition (in Japanese), Asakura Shoten,
Tokyo, 2011.

- M. Fukushima and L. Qi, eds.,
Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing
Methods, Kluwer Academic Publishers, Boston, 1998.
- M. Fukushima and T. Tsuchiya,
eds., Festschrift in honor of Professor Masao Iri's 65th birthday,
Optimization Methods and Software, Vol. 10, No. 2, December 1998.
- T. Ibaraki, M. Fukushima, A.
Tamura and Y. Yamamoto, eds., Special Issue on New Trends in Mathematical
Programming, Journal of the Operations Research Society of Japan, Vol. 43,
No. 1, March 2000.
- M. Fukushima and L. Qi, eds., Special
Issue on Nonsmooth and Smoothing Methods, Computational Optimization and
Applications, Vol. 17, Nos. 2/3, December 2000.
- M. Fukushima and Y.X. Yuan, eds.,
Special Issue on the Second Japanese-Sino Optimization Meeting, September
25--27, 2002, Kyoto Japan, Optimization Methods and Software, Vol. 18,
Nos. 2/3, April/August 2003.
- M. Fukushima and L. Qi, eds.,
Special Issue on the 6th
International Conference on Optimization: Techniques and
Applications, Computational Optimization and Applications, Vol. 35, No. 1,
September 2006.
- M. Fukushima and S.Y. Wang, eds.,
Special Issue on Optimization and Control Applications, Optimization and
Engineering, Vol. 8, No. 3, September 2007.
- M. Fukushima, M. Gaudioso, F.
Giannessi and D. Pallaschke, eds., Special Issue dedicated Professor
Vladimir F. Demyanov on the occasion of his 70
^{th}birthday, Optimization Methods and Software, Vol. 25, No. 1, February 2010. - X. Chen and M. Fukushima, eds.,
Special Issue dedicated Professor Liqun Qi on the occasion of his 65
^{th}birthday Computational Optimization and Applications, Vol. 50, No. 2, October 2011. - Y. Ohta, H. Sakai, Y. Takahashi,
T. Tanaka, H. Nagamochi and M. Fukushima, eds., Dictionary of Mathematical
Engineering (in Japanese), Asakura Shoten, Tokyo, 2011.

- H. Mine, K. Ohno and M. Fukushima,
Multilevel decomposition of nonlinear programming problems by dynamic
programming, Journal of Mathematical Analysis and Applications 53 (1976),
pp. 7-27.
- H. Mine, K. Ohno and M. Fukushima,
Decomposition of nonlinear chance-constrained programming problems by
dynamic programming, Journal of Mathematical Analysis and Applications 56
(1976), pp. 211-222.
- H. Mine, K. Ohno and M. Fukushima,
A "conjugate" interior penalty method for certain convex
programs, SIAM Journal on Control and Optimization 15 (1977), pp. 747-755.
- H. Mine and M. Fukushima, Penalty
function theory for general convex programming problems, Journal of
Optimization Theory and Applications 24 (1978), pp. 287-301.
- H. Mine and M. Fukushima,
Application of Fenchel's duality theorem to penalty methods in convex
programming, Memoirs of the Faculty of Engineering, Kyoto University 40
(1978), pp. 30-39.
- H. Mine, M. Fukushima and Y.
Fujii, A dual approach to the generalized multifacility location problems
with arbitrary norms, Proceedings of the International Conference on
Cybernetics and Society, Tokyo , November 1978, pp. 678-683.
- H. Mine, M. Fukushima and Y.J.
Ryang, Parametric nonlinear programming for general cases and its
application to some problems, Memoirs of the Faculty of Engineering, Kyoto
University 40 (1978), pp. 198-211
- H. Mine, M. Fukushima and N.
Navarrete, Jr., A new method of ranking: The relative position ranking,
Memoirs of the Faculty of Engineering, Kyoto University 41 (1979), pp.
109-115.
- H. Mine and M. Fukushima,
Decomposition of multiple criteria mathematical programming problems by
dynamic programming, International Journal of Systems Science 10 (1979),
pp. 557-566.
- N. Navarrete, Jr., M. Fukushima
and H. Mine, A new ranking method based on relative position estimate and
its extensions, IEEE Transactions on Systems, Man and Cybernetics SMC-9
(1979), pp. 681-689.
- H. Mine, M. Fukushima and Y.J.
Ryang, On solving a certain multi-parametric nonlinear programming
problems, Memoirs of the Faculty of Engineering, Kyoto University (1980),
pp. 404-412.
- N. Navarrete, Jr., M. Fukushima
and H. Mine, A qualitative multicriteria ranking method for project
selection, Proceedings of the International Conference on Industrial
System Engineering and Management in Developing Countries, Bangkok ,
November 1980, pp. 481-493.
- H. Mine, M. Fukushima and N.
Navarrete, Jr., A fuzzy preference model in decision making, Memoirs of
the Faculty of Engineering, Kyoto University 43 (1981), pp. 145-158.
- H. Mine and M. Fukushima, A
minimization method for the sum of a convex function and a continuously
differentiable function, Journal of Optimization Theory and Applications
33 (1981), pp. 9-23.
- H. Mine, M. Fukushima and Y.J. Ryang,
Methods of parametric non-linear programming, International Journal of
Systems Science 12 (1981), pp. 95-110.
- M. Fukushima and H. Mine, A
generalized proximal point algorithm for certain nonconvex minimization
problems, International Journal of Systems Science 12 (1981), pp.
989-1000.
- M. Fukushima, A finitely
convergent algorithm for convex inequalities, IEEE Transactions on
Automatic Control AC-27 (1982), pp. 1126-1127.
- M. Fukushima, Y. Morinaga and H.
Mine, A heuristic decomposition approach to optimal control in a water
supply model, European Journal of Operational Research 11 (1982), pp.
338-348.
- M. Fukushima, An outer
approximation algorithm for solving general convex programs, Operations
Research 31 (1983), pp. 101-113.
- H. Mine, M. Fukushima, K. Ishikawa
and I. Sawa, An algorithm for the assignment problem with stochastic side
constraints, Memoirs of the Faculty of Engineering, Kyoto University 45
(1983), pp. 26-35.
- M. Fukushima, A fixed point
approach to certain convex programs with applications in stochastic
programming, Mathematics of Operations Research 8 (1983), pp. 517-524.
- M. Fukushima, On the convergence
of a class of outer approximation algorithms for convex programs, Journal
of Computational and Applied Mathematics 10 (1984), pp. 147-156.
- N. Sagara and M. Fukushima, A
continuation method for solving separable nonlinear least squares
problems, Journal of Computational and Applied Mathematics 10 (1984), pp.
157-161.
- M. Fukushima, A modified
Frank-Wolfe algorithm for solving the traffic assignment problem,
Transportation Research 18B (1984), pp. 169-177.
- M. Fukushima, On the dual approach
to the traffic assignment problem, Transportation Research 18B (1984), pp.
235-245.
- M. Fukushima, A nonsmooth
optimization approach to nonlinear multicommodity network flow problems,
Journal of the Operations Research Society of Japan 27 (1984), pp.
151-176.
- M. Fukushima, A descent algorithm
for nonsmooth convex optimization, Mathematical Programming 30 (1984), pp.
163-175.
- H. Mine, M. Fukushima and Y.
Tanaka, On the use of $\epsilon$-most-active constraints in an exact
penalty function method for nonlinear optimization, IEEE Transactions on
Automatic Control AC-29 (1984), pp. 1040-1042.
- M. Fukushima, On the generalized
variational inequalities, Proceedings of the International Seminar on
Operations Research and Systems, Kyoto, November 1985, pp. 35-50.
- M. Fukushima, E. Yamakawa and H.
Mine, On dual differentiable exact penalty functions for equality
constrained optimization, Journal of the Operations Research Society of
Japan 28 (1985), pp. 302-316.
- M. Fukushima, A relaxed projection
method for variational inequalities, Mathematical Programming 35 (1986),
pp. 58-70.
- M. Fukushima and Y. Yamamoto, A second-order
algorithm for continuous-time nonlinear optimal control problems, IEEE
Transactions on Automatic Control AC-31 (1986), pp. 673-676.
- M. Fukushima, A successive
quadratic programming algorithm with global and superlinear convergence
properties, Mathematical Programming 35 (1986), pp. 253-264.
- N. Sagara and M. Fukushima, A new
predictor-corrector method for solving unconstrained minimization
problems, Journal of Computational and Applied Mathematics 16 (1986), pp.
343-354.
- S. Hashizume, M. Fukushima, N.
Katoh and T. Ibaraki, Approximation algorithms for combinatorial
fractional programming problems, Mathematical Programming 37 (1987), pp.
255-267.
- Y. Tanaka, M. Fukushima and T.
Hasegawa, An implementable $L_\infty$ penalty function method for semi-infinite
optimization, International Journal of Systems Science 18 (1987), pp.
1563-1568.
- M. Fukushima and T. Itoh, A dual
approach to asymmetric traffic equilibrium problems, Mathematica Japonica
32 (1987), pp. 701-721.
- N. Sagara and M. Fukushima, An
efficient predictor-corrector method for solving nonlinear equations,
Journal of Computational and Applied Mathematics 19 (1987), pp. 343-349.
- M. Fukushima, N. Arai and T.
Ibaraki, An interior method for nonlinear minimum cost network flow
problems (in Japanese), Systems and Control 31 (1987), pp. 837-843.
- T. Itoh, M. Fukushima and T.
Ibaraki, An iterative method for variational inequalities with application
to traffic equilibrium problems, Journal of the Operations Research
Society of Japan 31 (1988), pp. 82-103.
- Y. Tanaka, M. Fukushima and T.
Ibaraki, A comparative study of several semi-infinite nonlinear
programming algorithms, European Journal of Operational Research 36
(1988), pp. 92-100.
- Y. Tanaka, M. Fukushima and T.
Ibaraki, A globally convergent SQP method for semi-infinite nonlinear
optimization, Journal of Computational and Applied Mathematics 23 (1988),
pp. 141-153.
- M. Fukushima, Solving inequality
constrained optimization problems by differential homotopy continuation
methods, Journal of Mathematical Analysis and Applications 133 (1988), pp.
109-121.
- M. Fukushima, R. Katsura and T.
Ibaraki, On updating minimum spanning trees (in Japanese), Transactions of
the Institute of Electronics , Information and Communication Engineers of
Japan J71-A (1988), pp. 1979-1982.
- R. Katsura, M. Fukushima and T.
Ibaraki, Interior methods for nonlinear minimum cost network flow
problems, Journal of the Operations Research Society of Japan 32 (1989),
pp. 174-199.
- E. Yamakawa, M. Fukushima and T.
Ibaraki, An efficient trust region algorithm for minimizing
nondifferentiable composite functions, SIAM Journal on Scientific and
Statistical Computing 10 (1989), pp. 562-580.
- Y. Tanaka, M. Fukushima and T.
Ibaraki, On generalized pseudoconvex functions, Journal of Mathematical
Analysis and Applications 144 (1989), pp. 342-355.
- H. Nagamochi, M. Fukushima and T.
Ibaraki, Relaxation methods for the strictly convex multicommodity flow
problem with capacity constraints on individual commodities, Networks 20
(1990), pp. 409-426.
- M. Fukushima, A conjugate gradient
algorithm for sparse linear inequalities, Journal of Computational and
Applied Mathematics 30 (1990), pp. 329-339.
- M. Fukushima, A successive
quadratic programming method for a class of constrained nonsmooth optimization
problems, Mathematical Programming 49 (1991), pp. 231-251.
- N. Sagara and M. Fukushima, A
hybrid method for nonlinear least squares problem with simple bounds,
Journal of Computational and Applied Mathematics 36 (1991), pp. 149-157.
- T. Wakahara, M. Fukushima and T.
Ibaraki, A successive quadratic programming decomposition method for
large-scale nonlinear programming problems (in Japanese), Transactions of
the Institute of Systems, Control and Information Engineers 4 (1991), pp.
473-480.
- S. Ibaraki , M. Fukushima and T.
Ibaraki, Dual-based Newton methods for nonlinear minimum cost network flow
problems, Journal of the Operations Research Society of Japan 34 (1991),
pp. 263-286.
- M. Fukushima, Equivalent
differentiable optimization problems and descent methods for asymmetric
variational inequality problems, Mathematical Programming 53 (1992), pp.
99-110.
- M. Fukushima, K. Takazawa, S.
Ohsaki and T. Ibaraki, Successive linearization methods for large-scale
nonlinear programming problems, Japan Journal of Industrial and Applied
Mathematics 9 (1992), pp. 117-132.
- M. Tsujino, M. Fukushima and T.
Ibaraki, A network model for dynamic traffic assignment (in Japanese),
Transactions of the Institute of Systems , Control and Information
Engineers 5 (1992), pp. 257-264.
- M. Fukushima, Application of the
alternating direction method of multipliers to separable convex
programming problems, Computational Optimization and Applications 1
(1992), pp. 93-111.
- S. Ibaraki , M. Fukushima and T.
Ibaraki, Primal-dual proximal point algorithm for linearly constrained
convex programming problems, Computational Optimization and Applications 1
(1992), pp. 207-226.
- K. Taji, M. Fukushima and T.
Ibaraki, A globally convergent Newton method for solving strongly monotone
variational inequalities, Mathematical Programming 58 (1993), pp. 369-383.
- T. Wakahara, M. Fukushima and T.
Ibaraki, A practical approach to decomposable nonlinear programming
problems, Journal of the Operations Research Society of Japan 36 (1993),
pp. 1-12.
- Y. Shimazu, M. Fukushima and T.
Ibaraki, A successive over-relaxation method for quadratic programming
problems with interval constraints, Journal of the Operations Research
Society of Japan 36 (1993), pp. 73-89.
- J. Eckstein and M. Fukushima, Some
reformulations and applications of the alternating direction method of
multipliers, Large Scale Optimization: State of the Art, W.W. Hager, D.W.
Hearn and P.M. Pardalos (eds.), Kluwer Academic Publishers B.V., 1994, pp.
115-134.
- M. Tsujino, M. Fukushima and T.
Ibaraki, A model of time-varying flow on a congested multidestination
network, Asia-Pacific Journal of Operational Research 11 (1994), pp.
141-153.
- S. Ibaraki and M. Fukushima,
Primal-dual proximal point algorithm for multicommodity network flow problems,
Journal of the Operations Research Society of Japan 37 (1994), pp.
297-309.
- K. Taji and M. Fukushima,
Optimization based globally convergent method for the nonlinear
complementarity problems, Journal of the Operations Research Society of
Japan 37 (1994), pp. 310-331.
- K. Iwaoka, M. Fukushima and T.
Ibaraki, A primal-dual proximal point algorithm for variational inequality
problems, Variational Inequalities and Network Equilibrium Problems, F.
Giannessi and A. Maugeri (eds.), Plenum Press, 1995, pp. 143-153.
- K. Tatsumi and M. Fukushima,
Backpropagation algorithm as a successive projection method (in Japanese),
Transactions of the Institute of Systems , Control and Information
Engineers 8 (1995), pp. 204-211.
- N. Sagara and M. Fukushima, A
hybrid method for solving the nonlinear least squares problem with linear
inequality constraints, Journal of the Operations Research Society of
Japan 38 (1995), pp. 55-69.
- N. Yamashita and M. Fukushima, On
stationary points of the implicit Lagrangian for nonlinear complementarity
problems, Journal of Optimization Theory and Applications 84 (1995), pp.
653-663.
- K. Taji and M. Fukushima, A
globally convergent Newton method for solving variational inequality
problems with inequality constraints, Recent Advances in Nonsmooth
Optimization, D.-Z. Du, L. Qi and R. Womersley (eds.), World Scientific
Publishers, pp. 405-417, 1995.
- T. Sugimoto, M. Fukushima and T.
Ibaraki, A parallel relaxation method for quadratic programming problems
with interval constraints, Journal of Computational and Applied
Mathematics 60 (1995), pp. 219-236.
- N. Machida , M. Fukushima and T.
Ibaraki, A multisplitting method for symmetric linear complementarity
problems, Journal of Computational and Applied Mathematics 62 (1995), pp.
217-227.
- M. Fukushima, M. Haddou, V.H.
Nguyen, J.-J. Strodiot, T. Sugimoto and E. Yamakawa , A parallel descent
algorithm for convex programming, Computational Optimization and
Applications 5 (1996), pp. 5-37.
- M. Fukushima, The primal
Douglas-Rachford splitting algorithm for a class of monotone mappings with
application to the traffic equilibrium problem, Mathematical Programming
72 (1996), pp. 1-15.
- S. Ibaraki and M. Fukushima,
Partial proximal method of multipliers for convex programming problems,
Journal of the Operations Research Society of Japan 39 (1996), pp.
213-229.
- P. Tseng, N. Yamashita and M.
Fukushima, Equivalence of complementarity problems to differentiable
minimization: A unified approach, SIAM Journal on Optimization 6 (1996),
pp. 446-460.
- M. Fukushima, Merit functions for
variational inequality and complementarity problems, Nonlinear
Optimization and Applications, G. Di Pillo and F. Giannessi (eds.), Plenum
Press, 1996, pp. 155-170.
- E. Yamakawa and M. Fukushima, A
block-parallel conjugate gradient method for separable quadratic
programming problems, Journal of the Operations Research Society of Japan
39 (1996), pp. 407-427.
- K. Taji and M. Fukushima, A new
merit function and a successive quadratic programming algorithm for
variational inequality problems, SIAM Journal on Optimization 6 (1996),
pp. 704-713.
- C. Kanzow and M. Fukushima,
Equivalence of the generalized complementarity problem to differentiable
unconstrained minimization, Journal of Optimization Theory and
Applications 90 (1996), pp. 581-603.
- M. Fukushima and L. Qi, A globally
and superlinearly convergent algorithm for nonsmooth convex minimization,
SIAM Journal on Optimization 6 (1996), pp. 1106-1120.
- E. Yamakawa, Y. Matsubara and M.
Fukushima, A parallel primal-dual interior point method for multicommodity
flow problems with quadratic costs (in Japanese), Journal of the
Operations Research Society of Japan 39 (1996), pp. 566-591.
- K. Tatsumi and M. Fukushima, A
successive projection method for binary pattern recognition with
multilayer feedforward neural networks, International Journal of Systems
Science 27 (1996), pp. 917-923.
- N. Yamashita and M. Fukushima,
Modified Newton methods for solving a semismooth reformulation of monotone
complementarity problems, Mathematical Programming 76 (1997), pp. 469-491.
- N. Yamashita and M. Fukushima,
Equivalent unconstrained minimization and global error bounds for
variational inequality problems, SIAM Journal on Control and Optimization
35 (1997), pp. 273-284.
- M. Fukushima and J.-S. Pang,
Minimizing and stationary sequences of merit functions for complementarity
problems and variational inequalities, to appear in Complementarity and
Variational Problems: State of the Arts, M.C. Ferris and J.-S. Pang
(eds.), SIAM , Philadelphia , 1997, pp. 91-104.
- D. Sun, M. Fukushima and L. Qi, A
computable generalized Hessian of the D-gap function and Newton-type
methods for variational inequality problems, Complementarity and
Variational Problems: State of the Arts, M.C. Ferris and J.-S. Pang
(eds.), SIAM , Philadelphia , 1997, pp. 452-472.
- N. Yamashita, K. Taji and M.
Fukushima, Unconstrained optimization reformulations of variational
inequality problems, Journal of Optimization Theory and Applications 92
(1997), pp. 439-456.
- E. Yamakawa, E. Maki and M.
Fukushima, An asynchronous block-parallel algorithm for separable
quadratic programming problems (in Japanese), Transactions of the
Institute of Systems, Control and Information Engineers 10 (1997), pp.
248-258.
- C. Kanzow, N. Yamashita and M.
Fukushima, New NCP-functions and their properties, Journal of Optimization
Theory and Applications 94 (1997), pp. 115-135.
- K. Tatsumi and M. Fukushima, An
improved successive projection method for multilayer neural networks (in
Japanese), Transactions of the Institute of Systems , Control and
Information Engineers 11 (1998), pp. 77-85.
- H. Jiang, M. Fukushima, L. Qi and
D. Sun, A trust region method for solving generalized complementarity
problems, SIAM Journal on Optimization 8 (1998), pp. 140-157.
- M. Fukushima, Z.-Q. Luo and J.-S.
Pang, A globally convergent sequential quadratic programming algorithm for
mathematical programs with linear complementarity constraints,
Computational Optimization and Applications 10 (1998), pp. 5-34.
- M. Okada, K. Taji and M.
Fukushima, Probabilistic analysis of 2-opt for travelling salesman
problems, International Journal of Systems Science 29 (1998), pp. 297-310.
- K. Mukai, K. Tatsumi and M.
Fukushima, An approximation algorithm for quadratic cost 0-1 mixed integer
programming problems (in Japanese), Transactions of the Institute of
Electronics, Information and Communication Engineers of Japan J81-A
(1998), pp. 649-657.
- M. Fukushima, Parallel variable
transformation in unconstrained optimization, SIAM Journal on Optimization
8 (1998), pp. 658-672.
- M. Fukushima and J.-S. Pang, Some
feasibility issues in mathematical programs with equilibrium constraints,
SIAM Journal on Optimization 8 (1998), pp. 673-681.
- C. Kanzow and M. Fukushima,
Theoretical and numerical investigation of the D-gap function for box
constrained variational inequalities, Mathematical Programming 83 (1998),
pp. 55-87.
- N. Yamashita and M. Fukushima, A
new merit function and a descent method for semidefinite complementarity
problems, Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and
Smoothing Methods, M. Fukushima and L. Qi (eds.), Kluwer Academic
Publishers B.V., 1998, pp. 405-420.
- C. Kanzow and M. Fukushima,
Solving box constrained variational inequalities by using the natural
residual with D-gap function globalization, Operations Research Letters 23
(1998), pp. 45-51.
- D. Li and M. Fukushima, A
derivative-free line search and DFP method for symmetric equations with
global and superlinear convergence, Numerical Functional Analysis and
Optimization 20 (1999), pp. 59-77.
- E. Yamakawa and M. Fukushima,
Implementation of the alternating direction method of multipliers for
quadratic transportation problems on a vector parallel computer (in
Japanese), Transactions of the Institute of Systems, Control and
Information Engineers 12 (1999), pp. 313-315.
- J.-S. Pang and M. Fukushima,
Complementarity constraint qualifications and simplified B-stationarity
conditions for mathematical programs with equilibrium constraints,
Computational Optimization and Applications 13 (1999), pp. 111-136.
- E. Yamakawa and M. Fukushima,
Testing parallel variable transformation, Computational Optimization and
Applications 13 (1999), pp. 253-274.
- J.M. Peng, C. Kanzow and M.
Fukushima, A hybrid Josephy-Newton method for solving box constrained
variational inequality problems via the D-gap function, Optimization
Methods and Software 10 (1999), pp. 687-710. 10 (1999), pp. 687-710.
- X. Chen and M. Fukushima, Proximal
quasi-Newton methods for nondifferentiable convex optimization,
Mathematical Programming 85 (1999), pp. 313-334.
- M. Shibata, N. Yamashita and M.
Fukushima, The extended semidefinite linear complementarity problem: A
reformulation approach, Nonlinear Analysis and Convex Analysis, W.
Takahashi and T. Tanaka (eds.), World Scientific, Singapore , 1999, pp.
326-332.
- M. Fukushima and J.-S. Pang,
Convergence of a smoothing continuation method for mathematical programs
with complementarity constraints, Ill-Posed Variational Problems and
Regularization Techniques, Lecture Notes in Economics and Mathematical
Systems, Vol. 477, M. Thera and R. Tichatschke (eds.), Springer-Verlag,
Berlin/Heidelberg, 1999, pp. 99-110.
- J.M. Peng and M. Fukushima, A
hybrid Newton method for solving the variational inequality problem via
the D-gap function, Mathematical Programming 86 (1999), pp. 367-386.
- D. Li and M. Fukushima, A globally
and superlinearly convergent Gauss-Newton based BFGS method for symmetric
nonlinear equations, SIAM Journal on Numerical Analysis 35 (1999), pp.
152-172.
- A.I. Rauf and M. Fukushima, A
globally convergent BFGS method for nonsmooth convex optimization, Journal
of Optimization Theory and Applications, 104 (2000), pp. 539-558.
- K. Yamada, N. Yamashita and M.
Fukushima, A new derivative-free descent method for the nonlinear
complementarity problem, Nonlinear Optimization and Related Topics, G. Di
Pillo and F. Giannessi, eds., Kluwer Academic Publishers, 2000, pp.
463-487.
- D. Li and M. Fukushima, A
derivative-free line search and global convergence of Broyden-like method
for nonlinear equations, Optimization Methods and Software 13 (2000), pp.
181-201.
- M. Kyono and M. Fukushima,
Nonlinear proximal decomposition method for convex programming, Journal of
Optimization Theory and Applications 106 (2000), pp. 357-372.
- D. Li and M. Fukushima, Smoothing Newton
and quasi-Newton methods for mixed complementarity problems, Computational
Optimization and Applications 17 (2000), pp. 203-230.
- N. Yamashita, J. Imai and M.
Fukushima, The proximal point algorithm for the P_0 complementarity
problem, Complementarity: Applications, Algorithms and Extensions, M.C.
Ferris, O.L. Mangasarian and J.-S. Pang (eds.), Kluwer Academic
Publishers, 2001, pp. 361-379.
- N. Yamashita and M. Fukushima, The
proximal point algorithm with genuine superlinear convergence for the
monotone complementarity problem, SIAM Journal on Optimization 11 (2001),
pp. 364-379.
- D. Li and M. Fukushima, A modified
BFGS method and its global convergence in nonconvex minimization, Journal
of Computational and Applied Mathematics 129 (2001), pp. 15-35.
- D. Li and M. Fukushima, On the
global convergence of BFGS method for nonconvex unconstrained optimization
problems, SIAM Journal on Optimization 11 (2001), pp. 1054-1064.
- D. Li, N. Yamashita and M.
Fukushima, Nonsmooth equation based BFGS method for solving KKT systems in
mathematical programming, Journal of Optimization Theory and Applications
109 (2001), pp. 123-167.
- J.P. Zeng, D. Li and M. Fukushima,
Weighted max-norm estimate of additive Schwarz iteration scheme for
solving linear complementarity problems, Journal of Computational and
Applied Mathematics 131 (2001), pp. 1-14.
- N. Yamashita, C. Kanzow, T.
Morimoto and M. Fukushima, An infeasible interior proximal method convex
programming problems with linear constraints, Journal of Nonlinear and
Convex Analysis 2 (2001), pp. 139-156.
- N. Yamashita and M. Fukushima, On
the rate of convergence of the Levenberg-Marquardt method, Computing
[Suppl] 15 (2001), pp. 239-249.
- M. Fukushima, Z.-Q. Luo and P.
Tseng, Smoothing functions for second-order-cone complementarity problems,
SIAM Journal on Optimization 12 (2001), pp. 436-460.
- M. Sasaki and M. Fukushima,
Stackelberg hub location problem, Journal of the Operations Research
Society of Japan 44 (2001), pp. 390-402.
- D. Li and M. Fukushima, Globally
convergent Broyden-like methods for semismooth equations and applications
to VIP, NCP and MCP, Annals of Operations Research 102 (2001), pp. 71-97.
- M. Fukushima and P. Tseng, An
implementable active-set algorithm for computing a B-stationary point of
the mathematical program with linear complementarity constraints, SIAM
Journal on Optimization 12 (2002), pp. 724-739 [Erratum, ibid. 17 (2007),
pp. 1253-1257].
- G. Emoto and M. Fukushima, A
sequential quadratic programming decomposition method for real-time
optimization in process industries (in Japanese), Transactions of the
Institute of Systems, Control and Information Engineers 15 (2002), pp.
34-40.
- K. Tatsumi, T. Tanino and M.
Fukushima, Global convergence property of error back-propagation method
for recurrent neural networks, Operations Research/ Management Science at
Work, E. Kozan and A. Ohuchi (eds.), Kluwer Academic Publishers, 2002, pp.
227-242.
- H. Dan, N. Yamashita and M.
Fukushima, Convergence properties of the inexact Levenberg-Marquardt
method under local error bound conditions, Optimization Methods and
Software 17 (2002), pp. 605-626.
- A.-R. Hedar and M. Fukushima,
Hybrid simulated annealing and direct search method for nonlinear global
optimization, Optimization Methods and Software 17
(2002), pp. 891-912.
- H. Dan, N. Yamashita and M.
Fukushima, A superlinearly convergent algorithm
for the monotone complementarity problem without uniqueness and
nondegeneracy conditions, Mathematics of Operations Research 27 (2002),
pp. 743-753.
- A.-R. Hedar and M. Fukushima,
Simplex coding genetic algorithm for the global optimization of nonlinear
functions, Multi-Objective Programming and Goal Programming, T. Tanino, T.
Tanaka and M. Inuiguchi, eds., Springer-Verlag, Berlin-Heidelberg, 2003,
pp. 135-140.
- R.S. Bipasha, K. Yamada, N. Yamashita
and M. Fukushima, A linearly convergent descent method for strongly
monotone variational inequality problems, Journal of Nonlinear and Convex
Analysis 4 (2003), pp. 15-23.
- G.H. Lin and M. Fukushima, Some exact
penalty results for nonlinear programs and their applications to
mathematical programs with equilibrium constraints, Journal of
Optimization Theory and Applications 118 (2003), pp. 67-80.
- G.H. Lin and M. Fukushima, New
relaxation method for mathematical programs with complementarity
constraints, Journal of Optimization Theory and Applications 118 (2003),
pp. 81-116.
- M. Fukushima, Z.-Q. Luo and P. Tseng,
A sequential quadratically constrained quadratic programming method for
differentiable convex minimization, SIAM Journal on Optimization 13
(2003), pp. 1098-1119.
- H. Moriyama, N. Yamashita and M.
Fukushima, The incremental Gauss-Newton algorithm with adaptive stepsize
rule, Computational Optimization and Applications 26 (2003), pp. 107-141.
- M. Sasaki and M. Fukushima, On the
hub-and-spoke model with arc capacity constraints, Journal of the Operations
Research Society of Japan 46 (2003), pp. 409-428.
- A.-R. Hedar and M. Fukushima,
Minimizing multimodal functions by simplex coding genetic algorithm,
Optimization Methods and Software 18 (2003), pp. 265-282.
- X. Chen and M. Fukushima, A smoothing
method for a mathematical program with P-matrix linear complementarity
constraints, Computational Optimization and Applications 27 (2004), pp. 223-246.
- N.
Yamashita, H. Dan and M. Fukushima, On the identification of degenerate
indices in the nonlinear complementarity problem with the proximal point
algorithm, Mathematical Programming 99 (2004), pp. 377-397.
- D.H. Li, M. Fukushima, L. Qi and N.
Yamashita, Regularized Newton methods for convex minimization problems
with singular solutions, Computational Optimization and Applications 28
(2004), pp. 131-147.
- S. Kumano, N. Kawase, K. Tominaga
and M. Fukushima, Optimal maintenance decision for multiple power plants
under operational constraints (in Japanese), Transactions of the Institute
of Systems, Control and Information Engineers 17 (2004), pp. 390-400.
- C. Kanzow, N. Yamashita and M.
Fukushima, Levenberg-Marquardt methods for constrained nonlinear equations
with strong local convergence properties, Journal of Computational and
Applied Mathematics 172 (2004), pp. 375-397.
- A.-R. Hedar and M. Fukushima,
Heuristic Pattern Search and its hybridization with simulated annealing
for nonlinear global optimization, Optimization Methods and Software 19
(2004), pp. 291-308.
- G.H. Lin and M. Fukushima, A
modified relaxation scheme for mathematical programs with complementarity
constraints, Annals of Operations Research 133
(2005), pp. 63-84.
- J.-S. Pang and M. Fukushima,
Quasi-variational inequalities, generalized Nash equilibria, and
multi-leader-follower games, Computational Management Science 2 (2005),
pp. 21-56 [Erratum, ibid. 6 (2009), pp. 373-375].
- S. Hayashi, T. Yamaguchi, N.
Yamashita and M. Fukushima, A matrix splitting method for symmetric affine
second-order cone complementarity problems, Journal of Computational and
Applied Mathematics 175 (2005), pp. 335-353.
- G.H. Lin and M. Fukushima, A class of
stochastic mathematical programs with complementarity constraints:
Reformulations and algorithms, Journal of
Industrial and Management Optimization 1 (2005), pp. 99-122.
- N. Sagara and M. Fukushima, A
trust region method for nonsmooth convex optimization, Journal of
Industrial and Management Optimization 1 (2005), pp. 171-180.
- C. Ling, X. Chen, M. Fukushima and
L. Qi, A smoothing implicit programming approach for solving a class of
stochastic generalized semi-infinite programming problems, Pacific Journal
of Optimization 1 (2005), pp. 127-145.
- G.H. Lin and M. Fukushima, Regularization method for stochastic mathematical programs
with complementarity constraints, European Series of Applied and Industrial Mathematics
(ESAIM): Control, Optimization
and the Calculus of Variations (COCV) 11 (2005),
pp. 252-265.
- S. Hayashi, N. Yamashita and M. Fukushima,
A combined smoothing and regularization method for monotone second-order
cone complementarity problems, SIAM Journal on Optimization 15 (2005), pp.
593-615.
- C. Kanzow, C. Nagel, H. Kato and
M. Fukushima, Successive linearization methods for nonlinear semidefinite
programs, Computational Optimization and Applications 31 (2005), pp.
251-273.
- S. Kumano, M. Mizoguchi, T. Takine
and M. Fukushima, Optimal operation of airport landside flow with multiple
inspections (in Japanese), Transactions of the Institute of Systems,
Control and Information Engineers 18 (2005), pp. 146-155.
- S. Hayashi, N. Yamashita and M.
Fukushima, Robust Nash equilibria and second-order cone complementarity
problems, Journal of Nonlinear and Convex Analysis 6 (2005), pp. 283-296.
- N. Yamashita and M. Fukushima, On the
level-boundedness of the natural residual function for variational
inequality problems, Pacific Journal of Optimization 1 (2005), pp.
625-630.
- X. Chen and M. Fukushima, Expected
residual minimization method for stochastic linear complementarity
problems, Mathematics of Operations Research 30 (2005), pp. 1022-1038.
- P.Y. Nie, L.H. Chen and M.
Fukushima, Dynamic programming approach to discrete time dynamic feedback
Stackelberg games with independent and dependent followers, European
Journal of Operational Research 169 (2006), pp. 310-328.
- P. Zhong and M. Fukushima, A new
multi-class support vector algorithm, Optimization Methods and Software 21
(2006), pp. 359-372.
- T. Kutsuna, Y. Kai and M. Fukushima, Optimal design of
PAC-companion structure for mortgage backed securities using cash reserve
(in Japanese), Transactions of the Operations Research Society of Japan 49
(2006), pp. 62-88.
- G.H. Lin and M. Fukushima, Hybrid
approach with active set identification for mathematical programs with
complementarity constraints, Journal of Optimization Theory
and Applications 128 (2006), pp. 1-28.
- G.H. Lin and M. Fukushima, New
reformulations for stochastic nonlinear complementarity problems, Optimization
Methods and Software 21 (2006), pp. 551-564.
- M. Fukushima, How to deal with uncertainty – Some
recent attempts, International Journal of Information Technology &
Decision Making 5 (2006), pp. 623-637.
- A.-R. Hedar and M. Fukushima,
Derivative-free filter simulated annealing method for constrained
continuous global optimization, Journal of Global Optimization 35 (2006),
pp. 521-549.
- A.-R. Hedar and M. Fukushima, Tabu
Search directed by direct search methods for nonlinear global
optimization, European Journal of Operational Research 170 (2006), pp.
329-349.
- X.W. Liu and M. Fukushima,
Parallelizable preprocessing method for multistage stochastic programming
problems, Journal of Optimization Theory and Applications 131 (2006), pp.
323-346.
- P. Zhong and M. Fukushima,
Regularized nonsmooth Newton method for multi-class support vector
machines, Optimization Methods and Software 22 (2007), pp. 225-236.
- P. Zhong and M. Fukushima, Second
order cone programming formulations for robust multi-class classification,
Neural Computation 19 (2007), pp. 258-282.
- H. Kato and M. Fukushima, An
SQP-type algorithm for nonlinear second-order cone programs, Optimization
Letters 1 (2007), pp. 129-144.
- G. Emoto and M. Fukushima, Global
optimization of turbine load allocation in a power plant, (in Japanese),
Transactions of the Institute of Systems, Control and Information
Engineers 20 (2007), pp. 76-83.
- M. Fukushima, A class of gap
functions for quasi-variational inequality problems, Journal of Industrial
and Management Optimization 3 (2007), pp. 165-171.
- M.-A. Majig, A.-R. Hedar and M. Fukushima, Hybrid
evolutionary algorithm for solving general variational inequality
problems, Journal of Global Optimization 38 (2007), pp. 637-651.
- H. Fang, X. Chen and M. Fukushima,
Stochastic $R_0$ matrix linear complementarity problems, SIAM Journal on
Optimization 18 (2007), pp. 482-506.
- Z. Wang and M. Fukushima, A finite algorithm for almost
linear complementarity problems, Numerical Functional Analysis and
Optimization 28 (2007), pp. 1387-1403.
- D.S. Huang, Y. Kai, F.J. Fabozzi
and M. Fukushima, An optimal design of collateralized mortgage obligation
with PAC-companion structure using dynamic cash reserve, European Journal
of Operational Research 177 (2007), pp. 1134-1152.
- D.S. Huang, F.J. Fabozzi and M.
Fukushima, Robust portfolio selection with uncertain exit time using
worst-case VaR strategy, Operations Research Letters 35 (2007), pp.
627-635.
- G.H. Lin, X. Chen and M.
Fukushima, New restricted NCP functions and their applications to
stochastic NCP and stochastic MPEC, Optimization 56 (2007) pp. 641-653.
- R.P. Agdeppa, N. Yamashita and M.
Fukushima, The traffic equilibrium problem with nonadditive costs and its
monotone mixed complementarity problem formulation, Transportation Research
B 41 (2007), pp. 862-874.
- D.S. Huang, S.S. Zhu, F.J. Fabozzi
and M. Fukushima, Portfolio selection with uncertain exit time: A robust
CVaR approach, Journal of Economic Dynamics and Control 32 (2008), pp.
594-623.
- M. Nishihara and M. Fukushima, Evaluation
of firm's loss due to incomplete information in real investment decision,
European Journal of Operational Research 188 (2008), pp. 569-585.
- R.P. Agdeppa, N. Yamashita and M.
Fukushima, An implicit programming approach for the road pricing problem
with nonadditive route costs, Journal of Industrial and Management
Optimization 4 (2008), pp. 183-197.
- A.-R. Hedar, J. Wang and M.
Fukushima, Tabu search for attribute reduction in rough set theory,Soft
Computing 12 (2008), pp. 909-918.
- Y. Fang, L.H. Chen and M.
Fukushima, A mixed R&D projects and securities portfolio selection
model, European Journal of Operational Research 185 (2008), pp. 700-715.
- Y. Tanaka and M. Fukushima,
Optimal design of cogeneration systems by mathematical programming (in
Japanese), Transactions of the Institute of Systems, Control and
Information Engineers 21 (2008), pp. 201-210.
- Y. Tanaka and M. Fukushima, Optimal operation of residential
fuel cell system with rapidly fluctuating energy demand (in Japanese),
IEEJ Transactions on Power and Energy B 128 (2008), pp. 1497-1504.
- G.H. Lin, H. Xu and M. Fukushima, Monte Carlo and
quasi-Monte Carlo sampling methods for a class of stochastic mathematical
programs with equilibrium constraints,
Mathematical Methods of Operations Research 67 (2008), pp. 423-441.
- G.H.
Lin, X. Chen and M. Fukushima, Solving stochastic mathematical programs
with equilibrium constraints via approximation and smoothing implicit
programming with penalization, Mathematical Programming 116 (2009), pp.
343-368.
- X. Chen, C. Zhang and M.
Fukushima, Robust solution of monotone stochastic linear complementarity
problems, Mathematical Programming 117 (2009), pp. 51-80.
- C. Kanzow, I. Ferenczi and M.
Fukushima, On the local convergence of semismooth Newton methods for
linear and nonlinear second-order cone programs without strict
complememtarity, SIAM Journal on Optimization 20 (2009), pp. 297-320.
- R. Nishimura, S. Hayashi and M. Fukushima, Robust Nash
equilibria in N-person non-cooperative games: Uniqueness and
reformulation, Pacific Journal of Optimization 5
(2009), pp. 237-259.
- Y. Tanaka and M. Fukushima, Optimal operation of
cogeneration systems by stochastic programming (in Japanese), IEEJ
Transactions on Power and Energy B 129 (2009), pp. 765-775.
- M.-A. Majig, B. Barsbold, R.
Enkhbat and M. Fukushima, A global optimization approach for solving
non-monotone variational inequality problems, Optimization 58 (2009), pp.
871-881.
- D.S.
Huang, B.M. Yu, F.J. Fabozzi and M. Fukushima, CAViaR-based forecast for
oil price risk, Energy Economics 31 (2009), pp.
511-518.
- S.S. Zhu and M. Fukushima, Worst-case conditional
Value-at-Risk with application to robust portfolio management, Operations Research 57 (2009), pp. 1155-1168.
- D. Huang, S.S. Zhu, F.J. Fabozzi and
M. Fukushima, Portfolio selection under distributed uncertainty: A
relative robust CVaR approach, European Journal of Operational Research
203 (2010), pp. 185-194.
- R.P. Agdeppa, N. Yamashita and M. Fukushima, Convex expected
residual models for stochastic affine variational inequality problems and
its application to the traffic equilibrium problem, Pacific Journal of Optimization 6 (2010), pp. 3-19.
- K. Kubota and M. Fukushima, Gap function approach to the
generalized Nash equilibrium problem, Journal of Optimization Theory and
Applications 144 (2010), pp. 511-531.
- M.-A.Majig and M. Fukushima,
Restricted-step Josephy-Newton method for general variational inequalities
with polyhedral constraints, Pacific Journal of Optimization 6 (2010), pp.
375-390.
- D.S. Huang, B.M. Yu, Z.D. Lu, F.J. Fabozzi, S. Forcardi and
M. Fukushima, Index-exciting CAViaR: A new empirical time-varying risk
model, Studies in Nonlinear Dynamics & Econometrics 14 (2), Article 1
(2010).
- G.H. Lin and M. Fukushima, Stochastic equilibrium problems
and stochastic mathematical programs with equilibrium constraints: A
survey, Pacific Journal of Optimization 6 (2010), pp. 455-482.
- T. Yan and M. Fukushima, Smoothing
method for mathematical programs with symmetric cone complementarity
constraints, Optimization 60 (2011), pp. 113-128.
- K. Nabetani, P. Tseng and M. Fukushima, Parametrized
variational inequality approaches to generalized Nash equilibrium problems
with shared constraints, Computational Optimization and Applications 48
(2011), pp. 423-452.
- A.R. Hedar, E. Mabrouk and M.
Fukushima, Tabu programming: A new problem solver through adaptive memory
programming over tree data structures, International Journal of
Information Technology & Decision Making 10 (2011), pp. 373-406.
- M. Fukushima, Restricted
generalized Nash equilibria and controlled penalty algorithm, Computational Management Science 8 (2011), pp. 201-218.
- B.T. Ong and M. Fukushima, Genetic algorithm with automatic
termination and search space rotation, Memetic Computing 3 (2011), pp.
111-127.
- E. Mabrouk, J.C.H. Castro and M. Fukushima, Prime number
generation using memetic programming, Artificial Life and Robotics 16
(2011), pp. 53-56.
- K. Hamatani and M. Fukushima,
Pricing American options with uncertain volatility through stochastic
linear complementarity models, Computational Optimization and Applications
50 (2011), pp. 263-286.
- S. Ozoe, Y. Tanaka and M. Fukushima, A two-stage stochastic
mixed-integer programming approach to the smart house scheduling problem
(in Japanese), IEEJ Transactions on Power and Energy B131 (2011), pp.
885-895.
- M. Hu and M. Fukushima,
Variational inequality formulation of a class of multi-leader-follower
games, Journal of Optimization Theory and Applications 151 (2011), pp.
455-473.
- B.T. Ong and M. Fukushima, Global
optimization via differential evolution with automatic termination,
Numerical Algebra, Control and Optimization 2 (2012), pp. 57-67.
- M. Fukushima, SOR- and
Jacobi-type iterative methods for solving $\ell_1$-$\ell_2$ problems by
way of Fenchel duality, Optimization Letters 6 (2012), pp. 679-686.
- A. von Heusinger, C. Kanzow and M. Fukushima, Newton’s
method for computing a normalized equilibrium in the generalized Nash game
through fixed point formulation, Mathematical Programming 132 (2012), pp. 99-123.
- R. Nishimura, S. Hayashi and M.
Fukushima, Semidefinite complementarity reformulation for robust Nash
equilibrium problems with Euclidean uncertainty sets, Journal of Global
Optimization 53 (2012), pp. 107-120.
- C.P. Bras, M. Fukushima, J.J. Judice and S.S. Rosa,
Variational inequality formulation of the asymmetric eigenvalue
complementarity problem and its solution by means of gap functions,
Pacific Journal of Optimization 8 (2012), pp. 197-215.
- M. Hu and M. Fukushima, Smoothing approach to Nash equilibrium
formulations for a class of equilibrium problems with shared
complementarity constraints, Computational Optimization and Applications
52 (2012), pp. 415-437.
- K. Ruan and M. Fukushima, Robust
portfolio selection with a combined WCVaR and factor model, Journal of
Industrial and Management Optimization 8 (2012), pp. 343-362.
- T. Okuno, S. Hayashi and M.
Fukushima, A regularized explicit exchange method for semi-infinite
programs with an infinite number of conic constraints, SIAM Journal on
Optimization 22 (2012), pp. 1009-1028.
- E.H. Fukuda, P.J.S. Silva and M. Fukushima, Differentiable
exact penalty functions for nonlinear second-order cone programs, SIAM
Journal on Optimization 22 (2012), pp. 1607-1633.
- Y.B. Zhao and M. Fukushima, Rank-one solutions for
homogeneous linear matrix equations over the positive semidefinite cone,
Applied Mathematics and Computation 219 (2013), pp. 5569-5583.
- K. Takasu, Y. Tanaka and M. Fukushima, Smoothing method for
nonlinear second-order cone programs with complementarity constraints and
its application to the smart house scheduling problem (in Japanese),
Transactions of the Institute of Systems, Control and Information
Engineers 26 (2013), pp. 34-44.
- J. Ang, M. Fukushima, F. Meng, T.
Noda and J. Sun, Establishing Nash equilibrium of the
manufacturer-supplier game in supply chain management, to appear in
Journal of Global Optimization.
- A. Dreves, A. von Heusinger, C. Kanzow and M. Fukushima, A
globalized Newton method for the computation of normalized Nash
equilibria, to appear in Journal of Global Optimization.
- S. Yamanaka and M. Fukushima, A branch-and-bound method for
absolute value programs, to appear in Optimization.
- H. Yamamura, T. Okuno, S. Hayashi and M. Fukushima, A
smoothing SQP method for mathematical programs with linear second-order
cone complementarity constraints, to appear in Pacific Journal of
Optimization.
- R. Nishimura, S. Hayashi and M.
Fukushima,
SDP reformulation for robust optimization problems based on nonconvex QP
duality, to appear in Computational Optimization and Applications.
- M. Hu and M. Fukushima, Existence, uniqueness, and
computation of robust Nash equilibrium in a class of multi-leader-follower
games, to appear in SIAM Journal on Optimization.
- T. Okuno and M.
Fukushima, Local reduction based SQP-type method for semi-infinite
programs with an infinite number of second-order cone constraints, to
appear in Journal of Global Optimization.

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