| 2009 |
|---|
| 25 | EE | Gui-Hua Lin,
Xiaojun Chen,
Masao Fukushima:
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization.
Math. Program. 116(1-2): 343-368 (2009) |
| 24 | EE | Xiaojun Chen,
Chao Zhang,
Masao Fukushima:
Robust solution of monotone stochastic linear complementarity problems.
Math. Program. 117(1-2): 51-80 (2009) |
| 2008 |
|---|
| 23 | EE | Yong Fang,
Lihua Chen,
Masao Fukushima:
A mixed R&D projects and securities portfolio selection model.
European Journal of Operational Research 185(2): 700-715 (2008) |
| 22 | EE | Michi Nishihara,
Masao Fukushima:
Evaluation of firm's loss due to incomplete information in real investment decision.
European Journal of Operational Research 188(2): 569-585 (2008) |
| 21 | EE | Abdel-Rahman Hedar,
Jue Wang,
Masao Fukushima:
Tabu search for attribute reduction in rough set theory.
Soft Comput. 12(9): 909-918 (2008) |
| 2007 |
|---|
| 20 | EE | Dashan Huang,
Baimin Yu,
Lean Yu,
Frank J. Fabozzi,
Masao Fukushima:
An Improved CAViaR Model for Oil Price Risk.
International Conference on Computational Science (3) 2007: 937-944 |
| 19 | EE | Dashan Huang,
Yoshitaka Kai,
Frank J. Fabozzi,
Masao Fukushima:
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve.
European Journal of Operational Research 177(2): 1134-1152 (2007) |
| 18 | EE | Ping Zhong,
Masao Fukushima:
Second-Order Cone Programming Formulations for Robust Multiclass Classification.
Neural Computation 19(1): 258-282 (2007) |
| 17 | EE | Dashan Huang,
Frank J. Fabozzi,
Masao Fukushima:
Robust portfolio selection with uncertain exit time using worst-case VaR strategy.
Oper. Res. Lett. 35(5): 627-635 (2007) |
| 16 | EE | Hirokazu Kato,
Masao Fukushima:
An SQP-type algorithm for nonlinear second-order cone programs.
Optimization Letters 1(2): 129-144 (2007) |
| 2006 |
|---|
| 15 | EE | Pu-yan Nie,
Lihua Chen,
Masao Fukushima:
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers.
European Journal of Operational Research 169(1): 310-328 (2006) |
| 14 | EE | Abdel-Rahman Hedar,
Masao Fukushima:
Tabu Search directed by direct search methods for nonlinear global optimization.
European Journal of Operational Research 170(2): 329-349 (2006) |
| 13 | EE | Masao Fukushima:
How to Deal with Uncertainty in Optimization - some Recent Attempts.
International Journal of Information Technology and Decision Making 5(4): 623-638 (2006) |
| 2005 |
|---|
| 12 | EE | Gui-Hua Lin,
Masao Fukushima:
A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints.
Annals OR 133(1-4): 63-84 (2005) |
| 2004 |
|---|
| 11 | EE | Nobuo Yamashita,
Hiroshige Dan,
Masao Fukushima:
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm.
Math. Program. 99(2): 377-397 (2004) |
| 2002 |
|---|
| 10 | EE | Hiroshige Dan,
Nobuo Yamashita,
Masao Fukushima:
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions.
Math. Oper. Res. 27(4): 743-753 (2002) |
| 2001 |
|---|
| 9 | EE | Dong-Hui Li,
Masao Fukushima:
Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP.
Annals OR 103(1-4): 71-97 (2001) |
| 1998 |
|---|
| 8 | EE | Masahiro Okada,
Kouichi Taji,
Masao Fukushima:
Probabilistic analysis of 2-opt for travelling salesman problems.
Int. J. Systems Science 29(3): 297-310 (1998) |
| 7 | | Christian Kanzow,
Masao Fukushima:
Theoretical and numerical investigation of the D-gap function for box constrained variational inequalities.
Math. Program. 83: 55-87 (1998) |
| 6 | EE | Christian Kanzow,
Masao Fukushima:
Solving box constrained variational inequalities by using the natural residual with D-gap function globalization.
Oper. Res. Lett. 23(1-2): 45-51 (1998) |
| 1996 |
|---|
| 5 | | Masao Fukushima:
The primal Douglas-Rachford splitting algorithm for a class of monotone mappings with application to the traffic equilibrium problem.
Math. Program. 72: 1-15 (1996) |
| 4 | | Nobuo Yamashita,
Masao Fukushima:
Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems.
Math. Program. 76: 469-491 (1996) |
| 1993 |
|---|
| 3 | | Kouichi Taji,
Masao Fukushima,
Toshihide Ibaraki:
A globally convergent Newton method for solving strongly monotone variational inequalities.
Math. Program. 58: 369-383 (1993) |
| 1992 |
|---|
| 2 | | Masao Fukushima:
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems.
Math. Program. 53: 99-110 (1992) |
| 1991 |
|---|
| 1 | | Masao Fukushima:
A Successive quadratic programming method for a Class of constrained nonsmooth optimization problems.
Math. Program. 49: 231-251 (1991) |
