Masao Fukushima - Citegraph

Author Info

Name	Affiliation	Papers
MASAO FUKUSHIMA	Department of Applied Mathematics and Physics, Graduate School of Informatics,Kyoto University,Kyoto,Japan	78
Collaborators	Citations	PageRank
68	2050	172.73
Referers	Referees	References
2416	651	738

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Publications (78 rows)

Collaborators (68 rows)

Referers (100 rows)

Referees (100 rows)

Title	Citations	PageRank	Year
SDP reformulation for robust optimization problems based on nonconvex QP duality	2	0.43	2013
Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management	2	0.39	2013
A globalized Newton method for the computation of normalized Nash equilibria	7	0.57	2013
Rank-one solutions for homogeneous linear matrix equations over the positive semidefinite cone	3	0.37	2013
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints	3	0.44	2012
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets	4	0.48	2012
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs.	4	0.39	2012
SOR- and Jacobi-type iterative methods for solving ℓ 1 − ℓ 2 problems by way of Fenchel duality	4	0.41	2012
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints.	4	0.45	2012
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints	38	1.88	2011
Variational Inequality Formulation of a Class of Multi-Leader-Follower Games.	6	0.56	2011
Genetic algorithm with automatic termination and search space rotation	5	0.42	2011
Pricing American options with uncertain volatility through stochastic linear complementarity models	4	0.42	2011
Prime number generation using memetic programming	0	0.34	2011
An Empirical Study of Measures for Preventing Crossing Path Collisions at Unsignalized Intersections—Development of Driving Safety Support Systems using Infrastructure-Vehicle Communication	0	0.34	2011
Portfolio selection under distributional uncertainty: A relative robust CVaR approach	35	1.37	2010
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management	94	4.62	2009
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization	17	0.81	2009
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games	152	9.70	2009
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity	30	1.06	2009
A mixed R&D projects and securities portfolio selection model	8	0.59	2008
Evaluation of firm's loss due to incomplete information in real investment decision	7	1.13	2008
Stochastic R0 Matrix Linear Complementarity Problems	22	1.08	2007
Hybrid evolutionary algorithm for solving general variational inequality problems	3	0.43	2007
An Improved CAViaR Model for Oil Price Risk	0	0.34	2007
Regularized nonsmooth Newton method for multi-class support vector machines.	16	0.71	2007
Second-order cone programming formulations for robust multiclass classification.	17	0.69	2007
Robust portfolio selection with uncertain exit time using worst-case VaR strategy	11	0.73	2007
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum	45	2.91	2007
An Optimal Design of Collateralized Mortgage Obligation with PAC-Companion Structure Using Dynamic Cash Reserve	1	0.63	2007
Tabu Search directed by direct search methods for nonlinear global optimization	82	3.72	2006
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers	16	2.04	2006
New reformulations for stochastic nonlinear complementarity problems	20	1.03	2006
A new multi-class support vector algorithm	8	0.63	2006
Derivative-Free Filter Simulated Annealing Method for Constrained Continuous Global Optimization	80	4.28	2006
Directed Evolutionary Programming: Towards An Improved Performance Of Evolutionary Programming	8	0.55	2006
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems	69	2.34	2005
Successive Linearization Methods for Nonlinear Semidefinite Programs	18	0.97	2005
Expected Residual Minimization Method for Stochastic Linear Complementarity Problems	57	2.76	2005
A Smoothing Method for a Mathematical Program with P-Matrix Linear Complementarity Constraints	14	0.99	2004
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization	31	1.63	2004
On the identification of degenerate indices in the nonlinear complementarity problem with the proximal point algorithm	6	1.38	2004
Regularized Newton Methods for Convex Minimization Problems with Singular Solutions	12	0.81	2004
Minimizing multimodal functions by simplex coding genetic algorithm	27	2.10	2003
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization	22	1.09	2003
The Incremental Gauss-Newton Algorithm with Adaptive Stepsize Rule	6	0.80	2003
Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions	26	3.04	2002
Smoothing Functions for Second-Order-Cone Complementarity Problems	112	6.96	2002
Hybrid Simulated Annealing and Direct Search Method for Nonlinear Unconstrained Global Optimization	40	4.43	2002
A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions	5	0.70	2002

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