M
Masao Fukushima
Researcher at Nanzan University
Publications - 264
Citations - 12212
Masao Fukushima is an academic researcher from Nanzan University. The author has contributed to research in topics: Complementarity theory & Nonlinear programming. The author has an hindex of 57, co-authored 260 publications receiving 11211 citations. Previous affiliations of Masao Fukushima include Kyoto College of Graduate Studies for Informatics & Nara Institute of Science and Technology.
Papers
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Journal ArticleDOI
Equivalent differentiable optimization problems and descent methods for asymmetric variational inequality problems
TL;DR: It is shown that under appropriate assumptions on the latter mapping, any stationary point of the optimization problem is a global optimal solution, and hence solves the variational inequality problem.
Journal ArticleDOI
Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
Shushang Zhu,Masao Fukushima +1 more
TL;DR: The application of the worst-case CVaR to robust portfolio optimization is proposed, and the corresponding problems are cast as linear programs and second-order cone programs that can be solved efficiently.
Journal ArticleDOI
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Jong-Shi Pang,Masao Fukushima +1 more
TL;DR: In Pang and Fukushima, a sequential penalty approach was presented for a quasi-variational inequality (QVI) with particular application to the generalized Nash game, but numerical results due to an inverted sign in the penalty term in the example and some missing terms in the derivatives of the firms’ Lagrangian functions are incorrect.
Journal ArticleDOI
A modified BFGS method and its global convergence in nonconvex minimization
Dong-Hui Li,Masao Fukushima +1 more
TL;DR: In this article, a modification of the BFGS method for unconstrained optimization is proposed, which possesses a global convergence property even without convexity assumption on the objective function.
Book ChapterDOI
On the Rate of Convergence of the Levenberg-Marquardt Method
Nobuo Yamashita,Masao Fukushima +1 more
TL;DR: In this article, the authors consider a system of nonlinear equations F(x) = 0, where F is a mapping from Rn into Rm, and show that LMM has a quadratic rate of convergence when m = n, the Jacobian matrix of F is nonsingular at a solution x and an initial point is chosen sufficiently close to x.