Masao Fukushima
Numerical Analysis · 2000–2015
A researcher in the Science corpus: 15 papers; trusts 26 researchers and is trusted by 41 researchers here, as inferred from the citation graph.
Subfields
- Numerical Analysis — 28 citations into it; #292 of 3,586 by trust here, #493 by citations
- Computational Theory and Mathematics — 26 citations into it; #1,259 of 12,182 by trust here, #2,489 by citations
- Management Science and Operations Research — 22 citations into it; #7,813 of 11,946 by trust here, #6,563 by citations
- Economics and Econometrics — 20 citations into it
- Mathematical Optimization — 12 citations into it
- Electrical and Electronic Engineering — 9 citations into it
- Optimization & Training — 9 citations into it
- Control and Systems Engineering — 7 citations into it
Whom Masao Fukushima trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jong-Shi Pang
- Francisco Facchinei
- Dimitri P. Bertsekas
- Roger Fletcher
- R. Tyrrell Rockafellar
- C. G. Broyden
- John E. Dennis Jr.
- Michele Aghassi
- Stanislav Uryasev
- Xiaojun Chen
Who trusts Masao Fukushima overall
- Jein-Shan Chen
- Shaohua Pan
- Katsunori Kubota
- Praneeth Vepakomma
- Alfred Auslender
- Donghui Li
- Zhifeng Dai
- Mert Pilanci
- Xiaojun Chen
- Albert S. Berahas
Papers from Masao Fukushima's perspective
Ordered by how strongly the researchers Masao Fukushima trusts endorse each paper. Same corpus, a different order for every researcher.
- Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity (Mathematics of Operations Research)
- Optimization of conditional value-at risk
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints (SIAM Journal on Optimization)
- Relaxation algorithms to find Nash equilibria with economic applications
- Conditional Value-at-Risk for General Loss Distributions
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- Note on Existence and Uniqueness of Equilibrium Points for Concave N-Person Games
- Random number generation and Quasi-Monte Carlo methods
- Linear Complementarity Problem (Encyclopedia of Optimization)
- Constrained Optimization and Lagrange Multiplier Methods
Their papers
- Smoothing Functions for Second-Order-Cone Complementarity Problems (2002) — 408 citations
- A modified BFGS method and its global convergence in nonconvex minimization (2001) — 425 citations
- On the Rate of Convergence of the Levenberg-Marquardt Method (2001) — 453 citations
- Some Exact Penalty Results for Nonlinear Programs and Mathematical Programs with Equilibrium Constraints (2003) — 88 citations
- Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009) — 558 citations
- Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games (2009) — 468 citations
- A class of gap functions for quasi-variational inequality problems (2007) — 73 citations
- MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS (2015) — 61 citations
- SIAM Journal on Optimization (2012) — 143 citations
- Gap Function Approach to the Generalized Nash Equilibrium Problem (2010) — 64 citations
- Stochastic Equilibrium Problems and Stochastic Mathematical Programs with Equilibrium Constraints: A Survey 1 (2009) — 81 citations
- Quadratic Fractional Programming Problems with Quadratic Constraints (2008) — 9 citations
- New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC (2007) — 48 citations
- The traffic equilibrium problem with nonadditive costs and its monotone mixed complementarity problem formulation (2007) — 53 citations
- A derivative-free line search and global convergence of Broyden-like method for nonlinear equations (2000) — 190 citations