Masao Fukushima

Q: What Schools Are Affiliated With Masao Fukushima

Masao Fukushima is affiliated with the following schools: Nara Institute of Science and Technology, University of Tokyo, Nanzan University, University of Tsukuba, Institute of Science Tokyo, Kyoto University

Masao Fukushima's AcademicInfluence.com Rankings

Masao Fukushima

Computer Science

#5325

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#5625

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Machine Learning

#1369

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#1390

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Artificial Intelligence

#1603

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#1633

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Database

#2481

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#2599

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Computer Science

Masao Fukushima's Degrees

PhD Computer Science University of Tokyo
Masters Computer Science University of Tokyo
Bachelors Computer Science University of Tokyo

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Masao Fukushima's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems (1992) (637)
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2009) (466)
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009) (457)
On the Rate of Convergence of the Levenberg-Marquardt Method (2001) (417)
Smoothing Functions for Second-Order-Cone Complementarity Problems (2002) (398)
A modified BFGS method and its global convergence in nonconvex minimization (2001) (377)
Erratum to Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints (2005) (323)
Derivative-Free Filter Simulated Annealing Method for Constrained Continuous Global Optimization (2006) (256)
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems (2005) (242)
Application of the alternating direction method of multipliers to separable convex programming problems (1992) (228)
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems (2000) (212)
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems (2005) (207)
Tabu Search directed by direct search methods for nonlinear global optimization (2006) (204)
A globally convergent Newton method for solving strongly monotone variational inequalities (1993) (200)
A relaxed projection method for variational inequalities (1986) (196)
A generalized proximal point algorithm for certain non-convex minimization problems (1981) (191)
A Globally and Superlinearly Convergent Gauss-Newton-Based BFGS Method for Symmetric Nonlinear Equations (1999) (189)
A derivative-free line search and global convergence of Broyden-like method for nonlinear equations (2000) (168)
Tabu search for attribute reduction in rough set theory (2008) (158)
A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints (1998) (158)
A modified Frank-Wolfe algorithm for solving the traffic assignment problem (1984) (156)
SIAM Journal on Optimization (2012) (152)
Merit Functions for Variational Inequality and Complementarity Problems (1996) (148)
Robust solution of monotone stochastic linear complementarity problems (2008) (140)
Some Reformulations and Applications of the Alternating Direction Method of Multipliers (1994) (131)
A successive quadratic programming algorithm with global and superlinear convergence properties (1986) (129)
Complementarity Constraint Qualifications and Simplified B-Stationarity Conditions for Mathematical Programs with Equilibrium Constraints (1999) (129)
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints (2011) (126)
Convergence of a Smoothing Continuation Method for Mathematical Progams with Complementarity Constraints (1999) (119)
Unconstrained Optimization Reformulations of Variational Inequality Problems (1997) (118)
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems (1997) (118)
Restricted generalized Nash equilibria and controlled penalty algorithm (2011) (115)
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints (2002) (114)
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions (2002) (112)
Hybrid simulated annealing and direct search method for nonlinear unconstrained global optimization (2002) (110)
New NCP-Functions and Their Properties (1997) (107)
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization (2004) (105)
A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization (1996) (103)
Portfolio selection under distributional uncertainty: A relative robust CVaR approach (2010) (102)
Stochastic R0 Matrix Linear Complementarity Problems (2007) (98)
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity (2009) (97)
The primal douglas-rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem (1996) (97)
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints (2002) (96)
Successive Linearization Methods for Nonlinear Semidefinite Programs (2005) (95)
"Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods" (2010) (95)
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2005) (91)
A descent algorithm for nonsmooth convex optimization (1984) (89)
Portfolio selection with uncertain exit time: A robust CVaR approach (2008) (86)
On stationary points of the implicit Lagrangian for nonlinear complementarity problems (1995) (84)
A Trust Region Method for Solving Generalized Complementarity Problems (1998) (82)
Proximal quasi-Newton methods for nondifferentiable convex optimization (1999) (80)
MODYLAS: A Highly Parallelized General-Purpose Molecular Dynamics Simulation Program for Large-Scale Systems with Long-Range Forces Calculated by Fast Multipole Method (FMM) and Highly Scalable Fine-Grained New Parallel Processing Algorithms. (2013) (78)
Minimizing multimodal functions by simplex coding genetic algorithm (2003) (77)
A class of gap functions for quasi-variational inequality problems (2007) (77)
Equivalence of the generalized complementarity problem to differentiable unconstrained minimization (1996) (76)
Stochastic Equilibrium Problems and Stochastic Mathematical Programs with Equilibrium Constraints: A Survey 1 (2009) (76)
A hybrid Newton method for solving the variational inequality problem via the D-gap function (1999) (75)
New reformulations for stochastic nonlinear complementarity problems (2006) (72)
Some Exact Penalty Results for Nonlinear Programs and Mathematical Programs with Equilibrium Constraints (2003) (72)
A minimization method for the sum of a convex function and a continuously differentiable function (1981) (71)
Gap Function Approach to the Generalized Nash Equilibrium Problem (2010) (68)
Equivalent Unconstrained Minimization and Global Error Bounds for Variational Inequality Problems (1997) (67)
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization (2002) (61)
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation (2012) (60)
Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints (1998) (60)
Regularized Newton Methods for Convex Minimization Problems with Singular Solutions (2004) (59)
An SQP-type algorithm for nonlinear second-order cone programs (2007) (59)
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems (1996) (59)
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities (1998) (58)
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization (2008) (58)
A globally convergent SQP method for semi-infinite nonlinear optimization (1988) (58)
Regularized nonsmooth Newton method for multi-class support vector machines (2007) (58)
A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints (2004) (56)
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers (2006) (54)
The traffic equilibrium problem with nonadditive costs and its monotone mixed complementarity problem formulation (2007) (53)
Smoothing methods for mathematical programs with equilibrium constraints (2004) (52)
Smoothing Newton and Quasi-Newton Methods for Mixed Complementarity Problems (2000) (47)
A multisplitting method for symmetric linear complementarity problems (1995) (47)
A mixed R&D projects and securities portfolio selection model (2008) (46)
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC (2007) (46)
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach (1996) (46)
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization (1998) (45)
MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS (2015) (44)
STACKELBERG HUB LOCATION PROBLEM (2001) (41)
A New Merit Function and a Descent Method for Semidefinite Complementarity Problems (1998) (40)
On the dual approach to the traffic assignment problem (1984) (39)
Parallel Variable Transformation in Unconstrained Optimization (1998) (39)
CAViaR-based forecast for oil price risk (2009) (38)
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem (2000) (38)
New Relaxation Method for Mathematical Programs with Complementarity Constraints (2003) (37)
An Outer Approximation Algorithm for Solving General Convex Programs (1983) (35)
A matrix-splitting method for symmetric affine second-order cone complementarity problems (2005) (34)
Second-Order Cone Programming Formulations for Robust Multiclass Classification (2007) (34)
A new multi-class support vector algorithm (2006) (34)
A comparative study of several semi-infinite nonlinear programming algorithms (1988) (34)
Globally Convergent BFGS Method for Nonsmooth Convex Optimization1 (2000) (33)
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games (2013) (33)
Approximation algorithms for combinatorial fractional programming problems (1987) (33)
Robust portfolio selection with uncertain exit time using worst-case VaR strategy (2007) (33)
A New Derivative-Free Descent Method for the Nonlinear Complementarity Problem (2000) (30)
Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP (2001) (30)
ON THE HUB-AND-SPOKE MODEL WITH ARC CAPACITY CONATRAINTS (2003) (30)
The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule (2003) (29)
On the convergence of a class of outer approximation algorithms for convex programs (1984) (29)
Evaluation of firm's loss due to incomplete information in real investment decision (2008) (28)
Variational Inequality Formulation of the Asymmetric Eigenvalue Complementarity Problem and its Solution By Means of Gap Functions (2011) (28)
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints (2008) (27)
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs (2012) (27)
Convex Expected Residual Models for Stochastic Affine Variational Inequality Problems and Its Application to the Traffic Equilibrium Problem ∗ (2008) (27)
On the computation of all eigenvalues for the eigenvalue complementarity problem (2014) (27)
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm (2004) (26)
Hybrid Approach with Active Set Identification for Mathematical Programs with Complementarity Constraints (2003) (25)
Testing Parallel Variable Transformation (1999) (25)
trust region method for nonsmooth convex optimization (2005) (24)
A globalized Newton method for the computation of normalized Nash equilibria (2013) (24)
A class of stochastic mathematical programs with complementarity constraints: reformulations and algorithms (2005) (23)
Variational Inequality Formulation of a Class of Multi-Leader-Follower Games (2011) (21)
On generalized pseudoconvex functions (1989) (21)
Nonsmooth Equation Based BFGS Method for Solving KKT Systems in Mathematical Programming (2001) (21)
Genetic Algorithms with Automatic Accelerated Termination (2007) (21)
SMOOTHING IMPLICIT PROGRAMMING APPROACHES FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH LINEAR COMPLEMENTARITY CONSTRAINTS (2003) (20)
A Two‐Stage Stochastic Mixed‐Integer Programming Approach to the Smart House Scheduling Problem (2014) (20)
Smoothing method for mathematical programs with symmetric cone complementarity constraints (2011) (20)
Evolution Strategies Learned with Automatic Termination Criteria (2006) (20)
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model (2010) (20)
A hybrid Josephy — Newton method for solving box constrained variational equality roblems via the D-gap function (1999) (19)
A parallel relaxation method for quadratic programming problems with interval constraints (1995) (19)
A finitely convergent algorithm for convex inequalities (1982) (19)
Decomposition of multiple criteria mathematical programming problems by dynamic programming (1979) (19)
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets (2012) (19)
Regularization Method for Stochastic Mathematical Programs with Complementarity Constraints (2005) (18)
Nonlinear Proximal Decomposition Method for Convex Programming (2000) (18)
Simplex Coding Genetic Algorithm for the Global Optimization of Nonlinear Functions (2003) (17)
Primal-dual proximal point algorithm for linearly constrained convex programming problems (1992) (17)
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions (2002) (17)
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints (2012) (17)
Directed Evolutionary Programming: Towards an Improved Performance of Evolutionary Programming (2006) (16)
Stochastic R 0 Matrix Linear Complementarity (2006) (16)
An Infeasible Interior Proximal Method for Convex Programming Problems with Linear Constraints (2005) (16)
A second-order algorithm for continuous-time nonlinear optimal control problems (1986) (15)
Optimality conditions for nonlinear semidefinite programming via squared slack variables (2015) (15)
On the symmetric quadratic eigenvalue complementarity problem (2014) (15)
On the use of ε-most-active constraints in an exact penalty function method for nonlinear optimization (1984) (14)
Relaxation methods for the strictly convex multicommodity flow problem with capacity constraints on individual commodities (1990) (14)
A NONSMOOTH OPTIMIZATION APPROACH TO NONLINEAR MULTICOMMODITY NETWORK FLOW PROBLEMS (1984) (14)
Optimal Operation of Cogeneration Systems by Stochastic Programming (2009) (13)
The second-order cone eigenvalue complementarity problem (2016) (13)
AN ITERATIVE METHOD FOR VARIATIONAL INEQUALITIES WITH APPLICATION TO TRAFFIC EQUILIBRIUM PROBLEMS (1988) (13)
A successive quadratic programming method for a class of constrained nonsmooth optimization problems (1990) (12)
Genetic algorithm with automatic termination and search space rotation (2011) (12)
SEMISMOOTH METHODS FOR LINEAR AND NONLINEAR SECOND-ORDER CONE PROGRAMS (2006) (12)
Pricing American options with uncertain volatility through stochastic linear complementarity models (2011) (12)
Hybrid evolutionary algorithm for solving general variational inequality problems (2007) (12)
A Globally Convergent Newton Method for Solving Variational Inequality Problems with Inequality Constraints (1995) (11)
Memetic programming with adaptive local search using tree data structures (2008) (11)
A parallel descent algorithm for convex programming (1996) (11)
Tabu Programming: a New Problem Solver through Adaptive Memory Programming over Tree Data Structures (2011) (10)
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints (2012) (10)
Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management (2013) (10)
The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming (2016) (10)
OPTIMIZATION BASED GLOBALLY CONVERGENT METHODS FOR THE NONLINEAR COMPLEMENTARITY PROBLEM (1994) (10)
SDP reformulation for robust optimization problems based on nonconvex QP duality (2013) (10)
A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence (1999) (9)
A branch-and-bound method for absolute value programs (2014) (9)
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs (2018) (9)
Stochastic and Robust Approaches to Optimization Problems under Uncertainty (2007) (9)
A Hybrid Algorithm with Active Set Identication for Mathematical Programs with Complementarity Constraints (2002) (9)
Quadratic Fractional Programming Problems with Quadratic Constraints (2008) (8)
On the Coerciveness of Merit Functions for the Second-Order Cone Complementarity Problem (2002) (8)
Robust portfolio selection with a combined WCVaR and factor model (2012) (8)
A globally convergent Newton for solving strongly monotone variational inequalities method (1993) (8)
How to Deal with Uncertainty in Optimization - some Recent Attempts (2006) (8)
SOR- and Jacobi-type iterative methods for solving ℓ1 − ℓ2 problems by way of Fenchel duality (2012) (8)
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone (2012) (7)
Multilevel decomposition of nonlinear programming problems by dynamic programming (1976) (7)
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints (2014) (7)
PRIMAL-DUAL PROXIMAL POINT ALGORITHM FOR MULTICOMMODITY NETWORK FLOW PROBLEMS (1994) (7)
A Smoothing SQP Method for Mathematical Programs with Linear Second-Order Cone Complementarity Constraints ∗ (2012) (7)
INTERIOR METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS (1989) (7)
Implementable L ∞ penalty-function method for semi-infinite optimization (1987) (7)
A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION (2017) (7)
An efficient trust region algorithm for minimizing nondifferentiable composite functions (1989) (7)
Gauss–Seidel Method for Multi-leader–follower Games (2018) (7)
Robust CVaR Approach to Portfolio Selection with Uncertain Exit Time (2006) (7)
A New Ranking Method Based on Relative Position Estimate and Its Extensions (1979) (6)
An implicit programming approach for the road pricing problem with nonadditive route costs (2008) (6)
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve (2007) (6)
On the Quadratic Eigenvalue Complementarity Problem over a general convex cone (2015) (6)
DUAL-BASED NEWTON METHODS FOR NONLINEAR MINIMUM COST NETWORK FLOW PROBLEMS (1991) (6)
Successive linearization methods for large-scale nonlinear programming problems (1992) (6)
An efficient predictor-corrector method for solving nonlinear equations (1987) (5)
A global optimization approach for solving non-monotone variational inequality problems (2009) (5)
Optimality Conditions for Problems over Symmetric Cones and a Simple Augmented Lagrangian Method (2017) (5)
The uniqueness of the robust Nash equilibrium in $N$-person noncooperative games (Mathematical Programming in the 21st Century : Optimization Modeling and Algorithms) (2009) (5)
Optimality Conditions and Combined Monte Carlo Sampling and Penalty Method for Stochastic Mathematical Programs with Complementarity Constraints and Recourse (2006) (5)
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem (2020) (5)
Optimal operation of residential fuel cell system with rapidly fluctuating energy demand (2011) (5)
Prime number generation using memetic programming (2011) (5)
The Proximal Point Algorithm for the P 0 Complementarity Problem (2001) (5)
An alternating direction method of multipliers for the eigenvalue complementarity problem (2020) (4)
A Finite Algorithm for Almost Linear Complementarity Problems (2007) (4)
Multiperiod Portfolio Selection with Second-order Cone Constraints (2001) (4)
Restricted-step Josephy-Newton method for general variational inequalities with polyhedral constraints 1 (2008) (4)
Variational Inequality Approaches to Generalized Nash Equilibrium Problems (2008) (4)
Title Equivalent Differentiable Optimization Problems and Descent Methods for Asymmetric Variational Inequality (2018) (4)
Methods of parametric non-linear programming (1981) (4)
Solving inequality constrained optimization problems by differential homotopy continuation methods (1988) (4)
Automatically Terminated Particle Swarm Optimization with Principal Component Analysis (2015) (4)
Global optimization via differential evolution with automatic termination (2012) (4)
Tabu Programming Method : A New MetaHeuristics Algorithm Using Tree Data Structures for Problem Solving (2009) (3)
A Backpropagation Algorithm as a Successive Projection Method (1995) (3)
A continuation method for solving separable nonlinear least squares problems (1984) (3)
PARTIAL PROXIMAL METHOD OF MULTIPLIERS FOR CONVEX PROGRAMMING PROBLEMS (1996) (3)
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum (2007) (3)
A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem (2011) (3)
A hybrid method for the nonlinear least squares problem with simple bounds (1991) (3)
Parallelizable Preprocessing Method for Multistage Stochastic Programming Problems (2006) (3)
Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints (2018) (3)
A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming (1983) (3)
A Hybrid Josephy-Newton Method For Solving Box Constrained Variational Inequality Problems Via The D (1998) (2)
A PARALLEL PRIMAL-DUAL INTERIOR POINT METHOD FOR MULTICOMMODITY FLOW PROBLEMS WITH QUADRATIC COSTS (1996) (2)
Community Based Discovery in Peer to Peer Networks Akihiro Enomoto (2002) (2)
An Equilibrium Model of a Self-organizing Network Architecture (2001) (2)
Hybrid Algorithms with Index Addition and Subtraction Strategies for Solving Mathematical Programs with Complementarity Constraints (2003) (2)
Global sensing search for nonlinear global optimization (2021) (2)
A Sequential Quadratic Programming Decomposition Method for Real-Time Optimization in Process Industries (2002) (2)
Nonlinear Proximal Decomposition Method for Convex Programming 1 (1999) (2)
Penalty function theory for general convex programming problems (1978) (2)
OPTIMAL DESIGN OF PAC-COMPANION STRUCTURE FOR MORTGAGE BACKED SECURITIES USING CASH RESERVE (2006) (2)
Global Optimization of Turbine Load Allocation in a Power Plant (2007) (1)
Probabilistic analysis of 2-opt for travelling salesman problems (1998) (1)
A HYBRID METHOD FOR SOLVING THE NONLINEAR LEAST SQUARES PROBLEM WITH LINEAR INEQUALITY CONSTRAINTS (1995) (1)
A PRACTICAL APPROACH TO DECOMPOSABLE NONLINEAR PROGRAMMING PROBLEMS (1993) (1)
A New Simulation-Based Approach for Multi-Period Portfolio Optimization Problems Guidance (2003) (1)
A Hybrid Evolutionary Algorithm for Global Optimization (2010) (1)
A Successive Quadratic Programming Decomposition Method for Large-Scale Nonlinear Programming Problems (1991) (1)
Foreword [Dedicated to Professor Liqun Qi for his 65th birthday] (2011) (1)
A conjugate gradient algorithm for sparse linear inequalities (1990) (1)
New Reformulations and Smoothed Penalty Method for Stochastic Nonlinear Complementarity Problems ∗ (2003) (1)
SDP reformulation for robust optimization problems based on nonconvex QP duality (2012) (1)
A “Conjugate” Interior Penalty Method for Certain Convex Programs (1977) (1)
An Improved CAViaR Model for Oil Price Risk (2007) (1)
An Asynchronous Block-Parallel Algorithm for Separable Quadratic Programming Problems (1997) (1)
Convexity Analysis and Splitting Algorithm for the Sum-Rate Maximization Problem (2010) (1)
Maintenance scheduling of flood control plant under uncertainty based on multi-objective optimization (2018) (1)
A heuristic decomposition approach to optimal control in a water supply model (1982) (1)
Smoothing Method for Nonlinear Second-Order Cone Programs with Complementarity Constraints and Its Application to the Smart House Scheduling Problem (2013) (1)
Evolutionary Algorithm for Generalized Nash Equilibrium Problems (2013) (1)
Institutional Knowledge at Singapore Management University Portfolio Selection under Distributional Uncertainty: A Relative Robust CVaR in Portfolio Management (2019) (1)
Optimal Replacement Scheduling Method of Flood Control Infrastructure Using Dynamical Model (2019) (1)
Distributed Contents Discovery based on PageRank (2004) (0)
Implementation of the Alternating Direction Method of Multipliers for Quadratic Transportation Problems on a Vector Parallel Computer (1999) (0)
Foreword (2003) (0)
Optimal Transaction Strategy Incorporating Liquidity Risk (2003) (0)
New Ncp-functions and Their Properties 3 (1997) (0)
Optimal Operation of Airport Landside Flow with Multiple Inspections (2005) (0)
Approximate Analysis of Tandem Blocking Queueing Networks with Correlated Arrivals and Services (2005) (0)
Foreword (2010) (0)
SOR- and Jacobi-type iterative methods for solving ℓ1 − ℓ2 problems by way of Fenchel duality (2011) (0)
Decision Aiding Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers q (2004) (0)
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets (2011) (0)
An approximation algorithm for quadratic cost 0–1 mixed integer programming problems (1999) (0)
Optimality conditions for nonlinear semidefinite programming via squared slack variables (2016) (0)
Optimal Transaction Strategy Incorporating Liquidity Risk Guidance (0)
Gauss–Seidel Method for Multi-leader–follower Games (2018) (0)
Solution of Fractional Quadratic Programs on the Simplex and Application to the Eigenvalue Complementarity Problem (2022) (0)
Introduction (2000) (0)
COMBINED SMOOTHING IMPLICIT PROGRAMMING AND PENALTY METHOD FOR STOCHASTIC MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS (2004) (0)
Some properties of the restricted NCP-functions for the nonlinear complementarity problem(Optimization Theory in Descrete and Continuous Mathematical Sciences) (1997) (0)
A Proximal Point Method for Nonlinear Complementarity Problems (2000) (0)
Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management (2012) (0)
The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming (2016) (0)
Quadratic Fractional Programming Problems with Quadratic Constraints Guidance (2008) (0)
Title A hybrid method for solving a general constrained optimization problem (Decision Theory in Mathematical Modelling) (1999) (0)
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation (2010) (0)
RESEARCH ARTICLE The Second-Order Cone Eigenvalue Complementarity Problem (2015) (0)
Optimality Conditions and Algorithms for Semi-Infinite Programs with an Infinite Number of Second-Order Cone Constraints (The evolution of optimization models and algorithms) (2011) (0)
A successive projection method for binary pattern recognition with multilayer feedforward neural networks (1996) (0)
A New Formulation for Stochastic Linear Complementarity Problems (Numerical Analysis and New Information Technology) (2004) (0)
A Gap Function Approach to the Generalized Nash Equilibrium Problem Guidance (2009) (0)
OPTIMIZATION APPROACHES TO VARIATIONAL INEQUALITY PROBLEMS (1997) (0)
Differential Evolution Combined with Automatic Termination (The advances and applications of optimization method) (2012) (0)
A HYBRID NEWTON METHOD FOR SOLVING BOX CONSTRAINED VARIATIONAL INEQUALITY PROBLEMS VIA THE D-GAP FUNCTION (1997) (0)
NOTES ON NONSMOOTH OPTIMIZATION(Mathematical Programming and its Related Field) (1989) (0)
Optimization-Based Iterative Methods for Solving Nonlinear Complementarity Problems(Nonlinear Analysis and Mathematical Economics) (1993) (0)
Special Issue: The 3rd International Conference on Optimization Methods and Software (May 13-17, 2012, Chania, Greece) Foreword (2014) (0)
Studies on Solution Methods for Nonlinear Programming Problems (1979) (0)
Robust Solution of Stochastic Linear Complementarity Problems(Mathematics of Optimization : Methods and Practical Solutions) (2005) (0)
A Primal-Dual Proximal Point Algorithm for Variational Inequality Problems (1995) (0)
EXISTENCE, UNIQUENESS, AND COMPUTATION OF ROBUST NASH EQUILIBRIA IN A CLASS OF MULTI-LEADER-FOLLOWER GAMES (最適化手法の理論と応用の繋がり : RIMS研究集会報告集) (2013) (0)
A new predictor-corrector method for solving unconstrained minimization problems (1986) (0)
Local reduction based SQP-type method for semi-infinite programs with an infinite number of second-order cone constraints (2013) (0)
Robust Wardrop Equilibria in the Traffic Assignment Problem with Uncertain Data Guidance (2011) (0)
A Network Model for Dynamic Traffic Assignment (1992) (0)
Optimal Maintenance Decision for Multiple Power Plants under Operational Constraints (2004) (0)
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR EQUALITY CONSTRAINED OPTIMIZATION (1985) (0)
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR (1985) (0)
Solution of Fractional Quadratic Programs on the Simplex and Application to the Eigenvalue Complementarity Problem (2022) (0)
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints (2011) (0)
Semidefinite programming reformulation for a class of robust optimization problems and its application to robust Nash equilibrium problems (2009) (0)
Improvement of Successive Projection Method for Multilayer Neural Networks (1998) (0)
Analysis of an Innite-Serv er Queue with Markovian Arrival Streams (2001) (0)
Decomposition of nonlinear chance-constrained programming problems by dynamic programming (1976) (0)
Foreword (2011) (0)
GLOBAL CONVERGENCE PROPERTY OF ERROR BACK-PROPAGATION METHOD FOR RECURRENT NEURAL NETWORKS (2002) (0)
Testing Parallel Variable Transformation on VPP 500 (1997) (0)
The Extended Semide nite Linear Complementarity Problem : A Reformulation Approach (1998) (0)
ON DUAL DIFFERENTIABLE EXACT PENALTY FUNCTIONS FOR Abstract EQUALITY CONSTRAINED OPTIMIZATION (2009) (0)
A globalized Newton method for the computation of normalized Nash equilibria (2011) (0)

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