Recent work by M. Fukushima

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  X.W. Liu and M. Fukushima, Parallelizable preprocessing method for multistage stochastic programming problems, Journal of Optimization Theory and Applications 131 (2006), pp. 327-346.

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].

< Last update: March 28, 2013>