l
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.
l
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.
l
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.
l
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.
l
S. Yamanaka and M. Fukushima, A
branch-and-bound method for absolute value programs, to appear in Optimization.
l
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.
l 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.
l
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.
l
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.
l
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.
l
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.
l B.T. Ong and M. Fukushima, Global optimization via differential
evolution with automatic termination, Numerical Algebra, Control and
Optimization 2 (2012), pp. 57-67.
l 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.
l 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.
l B.T. Ong and
M. Fukushima, Genetic algorithm with automatic termination and search space
rotation, Memetic Computing 3 (2011), pp. 111-127.
l 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.
l 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.
l 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.
l 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.
l 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.
l T. Yan and
M. Fukushima, Smoothing method for mathematical programs with symmetric cone complementarity constraints, Optimization 60 (2011), pp.
113-128.
l 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.
l 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.
l A. von Heusinger, C. Kanzow and M.
Fukushima, Newtonfs method for computing a normalized equilibrium in the
generalized Nash game through fixed point formulation, Mathematical Programming
132 (2012), pp. 99-123.
l 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 complementarity,
SIAM Journal on Optimization 20 (2009), pp. 297-320.
l 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.
l M.
Fukushima, Restricted generalized Nash equilibria and
controlled penalty algorithm, Computational Management Science 8 (2011), pp.
201-218.
l 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.
l 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.
l D. Huang,
S.S. Zhu, F.J. Fabozzi and M. Fukushima, Portfolio
selection under distributional uncertainty: A relative robust CVaR approach, European Journal of Operational Research 203
(2010), pp.185-194.
l 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
l M.-A.Majig and M. Fukushima, Restricted-step Josephy-Newton method for general variational inequalities
with polyhedral constraits, Pacific Journal of
Optimization 6 (2010), pp. 375-390.
l 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.
l Z. Wang and
M. Fukushima, A finite algorithm for almost linear complementarity
problems, Numerical Functional Analysis and Optimization 28 (2007), pp.
1387-1403.
l A.-R. Hedar, B.T. Ong and M. Fukushima,
Genetic algorithms with
automatic accelerated termination, Technical Report 2007-002,
Department of Applied Mathematics and Physics, Kyoto University (January 2007).
l 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.
l 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),
183-197.
l 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.
l A.-R. Hedar, J. Wang and M. Fukushima, Tabu
search for attribute reduction in rough set theory, Soft Computing 12 (2008),
pp. 909-918.
l 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.
l 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.
l M.
Fukushima, A class of gap functions for quasi-variational
inequality problems, Journal of Industrial and Management Optimization 3
(2007), pp. 165-171.
l H. Kato and
M. Fukushima, An SQP-type algorithm for nonlinear
second-order cone programs, Optimization Letters 1 (2007), pp. 129-144.
l M.
Nishihara and M. Fukushima, Evaluation of firm's loss due to incomplete
information in real investment decision, European Journal of Operations
Research 188 (2008), pp. 569-585.
l 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.
l 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 Operational Research 67
(2008), pp. 423-441.
l 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.
l 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.
l P. Zhong and M. Fukushima, Second order cone programming
formulations for robust multi-class classification, Neural Computation 19
(2007), pp. 258-282.
l 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 Operations Research 177 (2007), pp.
1134-1152.
l 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.
l X. Chen, C.
Zhang and M. Fukushima, Robust solution of monotone stochastic linear complementarity problems, Mathematical Programming 117
(2009), pp. 51-80.
l 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.
l
G.H. Lin and M. Fukushima, Optimality
conditions and combined Monte Carlo sampling and penalty method for stochastic
mathematical programs with complementarity constraints and recourse,
Technical Report 2005-005, Department of Applied Mathematics and Physics, Kyoto
University (June 2005, Revised March 2006).
l
G.H. Lin and M. Fukushima, New reformulations for
stochastic nonlinear complementarity problems,
Optimization Methods and Software 21 (2006), pp. 551-564.
l
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.
l
H. Fang, X. Chen and M. Fukushima, Stochastic $R_0$
matrix linear complementarity problems, SIAM Journal
on Optimization 18 (2007), pp. 482-506.
l
P. Zhong and M. Fukushima,
A regularized nonsmooth Newton method for multi-class
support vector machines, Optimization Methods and Software 22 (2007), pp.
225-236.
l
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.
l
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.
l
G.H. Lin, X. Chen and M. Fukushima, Smoothing implicit programming
approaches for stochastic mathematical programs with linear complementarity
constraints (revised version, March 2004), Technical Report
2003-006, Department of Applied Mathematics and Physics, Kyoto University (May,
2003).
l
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.
l
P. Zhong and M. Fukushima,
A new multi-class support vector algorithm, Optimization Methods and Software
21 (2006), pp. 359-372.
l
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.
l
X. Chen and M. Fukushima, Expected residual minimization
method for stochastic linear complementarity
problems, Mathematics of Operations Research 30 (2005), pp. 1022-1038.
l
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.
l
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.
l
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.
l
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.
l
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.
l
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.
l
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.
l
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.
l
N. Sagara and M. Fukushima,
A trust region method for nonsmooth convex
optimization, Journal of Industrial and Management Optimization 1 (2005), pp.
171-180.
l
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.
l
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.
l
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] [Erratum].
l
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 [Erratum].
l
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
l
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.
l
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.
l
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.
l
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.
l
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] [Erratum].
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< Last update: March 28, 2013>