Skip to content

Home Search Authors Pakistan News Saved

SciRah

SciRah does not host or store research papers. Results come live from free, official scholarly APIs, and every paper links back to its original source.

Data sources

OpenAlex
Semantic Scholar
Crossref
CORE
arXiv
PubMed

Privacy policy Terms of service

M. Fukushima · SciRah

Researcher profile · Semantic Scholar

M. Fukushima

Share profile

M. Fukushima — researcher profile on SciRah

h-index: 63
Works: 300
Citations: 14K

Most-cited papers

Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
Shu-Shang Zhu, M. Fukushima
2009Operational Research570 citations
Semantic Scholar
Tabu search for attribute reduction in rough set theory
Abdel-Rahman Hedar, Jue Wang, M. Fukushima
2008Soft Computing - A Fusion of Foundations, Methodologies and Applications158 citations
Semantic Scholar
Robust solution of monotone stochastic linear complementarity problems
Xiao-Jun Chen, Chao Zhang, M. Fukushima
2008Mathematical programming145 citations Open access
Semantic Scholar
SIAM Journal on Optimization
Charles Audet, Heinz H. Bauschke, L. Biegler, P. Combettes +37 more
2012143 citations
Semantic Scholar
Parametrized variational inequality approaches to generalized Nash equilibrium problems with shared constraints
K. Nabetani, P. Tseng, M. Fukushima
2011Computational optimization and applications138 citations
Semantic Scholar
Restricted generalized Nash equilibria and controlled penalty algorithm
M. Fukushima
2011Computational Management Science119 citations Open access
Semantic Scholar
Portfolio selection under distributional uncertainty: A relative robust CVaR approach
Da-Shan Huang, Shu-Shang Zhu, F. Fabozzi, M. Fukushima
2010European Journal of Operational Research116 citations Open access
Semantic Scholar
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
Christian Kanzow, I. Ferenczi, M. Fukushima
2009SIAM Journal on Optimization108 citations
Semantic Scholar
Portfolio selection with uncertain exit time: A robust CVaR approach
Da-Shan Huang, Shu-Shang Zhu, F. Fabozzi, M. Fukushima
200893 citations Open access
Semantic Scholar
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.
Yoshimichi Andoh, Noriyuki Yoshii, K. Fujimoto, Keisuke Mizutani +13 more
2013Journal of Chemical Theory and Computation87 citations
Semantic Scholar
Stochastic Equilibrium Problems and Stochastic Mathematical Programs with Equilibrium Constraints: A Survey 1
G. Lin, M. Fukushima
200982 citations
Semantic Scholar
Gap Function Approach to the Generalized Nash Equilibrium Problem
Katsunori Kubota, M. Fukushima
201064 citations Open access
Semantic Scholar
MULTI-LEADER-FOLLOWER GAMES: MODELS, METHODS AND APPLICATIONS
Ming-Shang Hu, M. Fukushima
201563 citations Open access
Semantic Scholar
Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
G. Lin, Xiao-Jun Chen, M. Fukushima
2008Mathematical programming63 citations
Semantic Scholar
Newton’s method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
A. von Heusinger, Christian Kanzow, M. Fukushima
2010Mathematical programming62 citations
Semantic Scholar
New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
G. Lin, Xiao-Jun Chen, M. Fukushima
200748 citations
Semantic Scholar
A mixed R&D projects and securities portfolio selection model
Yong Fang, Li-Hua Chen, M. Fukushima
2008European Journal of Operational Research47 citations
Semantic Scholar
CAViaR-based forecast for oil price risk
Da-Shan Huang, Bai-Min Yu, F. Fabozzi, M. Fukushima
200946 citations Open access
Semantic Scholar
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games
Ming-Shang Hu, M. Fukushima
2013SIAM Journal on Optimization44 citations
Semantic Scholar
On the computation of all eigenvalues for the eigenvalue complementarity problem
L. Fernandes, J. Júdice, H. Sherali, M. Fukushima
2014Journal of Global Optimization38 citations
Semantic Scholar
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
Da-Shan Huang, F. Fabozzi, M. Fukushima
2007Operations Research Letters32 citations Open access
Semantic Scholar
Variational Inequality Formulation of the Asymmetric Eigenvalue Complementarity Problem and its Solution By Means of Gap Functions
Carmo P. Brás, M. Fukushima, J. Júdice, Silvério S. Rosa
201129 citations
Semantic Scholar
Variational Inequality Formulation of a Class of Multi-Leader-Follower Games
Ming-Shang Hu, M. Fukushima
2011Journal of Optimization Theory and Applications29 citations Open access
Semantic Scholar
A globalized Newton method for the computation of normalized Nash equilibria
A. Dreves, A. von Heusinger, Christian Kanzow, M. Fukushima
2011Journal of Global Optimization28 citations
Semantic Scholar
Evaluation of firm's loss due to incomplete information in real investment decision
Michi Nishihara, M. Fukushima
2008European Journal of Operational Research28 citations Open access
Semantic Scholar
Monte Carlo and quasi-Monte Carlo sampling methods for a class of stochastic mathematical programs with equilibrium constraints
G. Lin, Hui-Fu Xu, M. Fukushima
2008Math. Methods Oper. Res.27 citations
Semantic Scholar
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs
E. H. Fukuda, P. J. S. Silva, M. Fukushima
2012SIAM Journal on Optimization26 citations Open access
Semantic Scholar
CONVEX EXPECTED RESIDUAL MODELS FOR STOCHASTIC AFFINE VARIATIONAL INEQUALITY PROBLEMS AND ITS APPLICATION TO THE TRAFFIC EQUILIBRIUM PROBLEM
Rhoda P. Agdeppa, Nobuo Yamashita, M. Fukushima
200826 citations
Semantic Scholar
Smoothing method for mathematical programs with symmetric cone complementarity constraints
Tao Yan, M. Fukushima
201124 citations Open access
Semantic Scholar
A Two‐Stage Stochastic Mixed‐Integer Programming Approach to the Smart House Scheduling Problem
Shunsuke Ozoe, Yoichi Tanaka, M. Fukushima
201423 citations Open access
Semantic Scholar
Genetic Algorithms with Automatic Accelerated Termination
Abdel-Rahman Hedar, B. T. Ong, M. Fukushima
200721 citations
Semantic Scholar
A NOTE ON THE SQUARED SLACK VARIABLES TECHNIQUE FOR NONLINEAR OPTIMIZATION
E. H. Fukuda, M. Fukushima
201720 citations Open access
Semantic Scholar
Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
R. Nishimura, S. Hayashi, M. Fukushima
2011Journal of Global Optimization19 citations
Semantic Scholar
Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model
Da-Shan Huang, Bai-Min Yu, Zudi Lu, F. Fabozzi +2 more
201019 citations Open access
Semantic Scholar
Optimality conditions for nonlinear semidefinite programming via squared slack variables
Bruno F. Lourenço, E. H. Fukuda, M. Fukushima
2015Mathematical programming18 citations Open access
Semantic Scholar
An interior point sequential quadratic programming-type method for log-determinant semi-infinite programs
Takayuki Okuno, M. Fukushima
2018Journal of Computational and Applied Mathematics15 citations Open access
Semantic Scholar
Gauss–Seidel Method for Multi-leader–follower Games
A. Hori, M. Fukushima
2018Journal of Optimization Theory and Applications15 citations
Semantic Scholar
The second-order cone eigenvalue complementarity problem
L. Fernandes, M. Fukushima, J. Júdice, H. Sherali
2016Optim. Methods Softw.15 citations
Semantic Scholar
On the symmetric quadratic eigenvalue complementarity problem
L. Fernandes, J. Júdice, M. Fukushima, A. Iusem
2014Optim. Methods Softw.15 citations
Semantic Scholar
A branch-and-bound method for absolute value programs
Shota Yamanaka, M. Fukushima
201415 citations Open access
Semantic Scholar
A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints
Takayuki Okuno, S. Hayashi, M. Fukushima
2012SIAM Journal on Optimization14 citations Open access
Semantic Scholar
Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
Ming-Shang Hu, M. Fukushima
2011Computational optimization and applications14 citations Open access
Semantic Scholar
Genetic algorithm with automatic termination and search space rotation
Bun Theang Ong, M. Fukushima
2011Memetic Computing14 citations Open access
Semantic Scholar
Memetic programming with adaptive local search using tree data structures
Emad Mabrouk, Abdel-Rahman Hedar, M. Fukushima
2008International Conference on Soft Computing as Transdisciplinary Science and Technology13 citations
Semantic Scholar
A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem
M. Fukushima, J. Júdice, W. D. de Oliveira, Valentina Sessa
2020Computational optimization and applications12 citations
Semantic Scholar
Optimal Operation of Cogeneration Systems by Stochastic Programming
Yoichi Tanaka, M. Fukushima
200912 citations Open access
Semantic Scholar
Establishing Nash equilibrium of the manufacturer–supplier game in supply chain management
J. Ang, M. Fukushima, F. Meng, Takahiro Noda +1 more
2012Journal of Global Optimization11 citations
Semantic Scholar
Pricing American options with uncertain volatility through stochastic linear complementarity models
K. Hamatani, M. Fukushima
2011Computational optimization and applications11 citations Open access
Semantic Scholar
An alternating direction method of multipliers for the eigenvalue complementarity problem
J. Júdice, M. Fukushima, A. Iusem, J. M. Martínez +1 more
2020Optim. Methods Softw.10 citations
Semantic Scholar
The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming
E. H. Fukuda, M. Fukushima
2016Journal of Optimization Theory and Applications10 citations
Semantic Scholar

Frequent co-authors

Invite them to SciRah by sharing their profile.

J. Júdice×6
Invite
J. Júdice — researcher profile on SciRah
Da-Shan Huang×5
Invite
Da-Shan Huang — researcher profile on SciRah
F. Fabozzi×5
Invite
F. Fabozzi — researcher profile on SciRah
G. Lin×4
Invite
G. Lin — researcher profile on SciRah

×4

Invite

Ming-Shang Hu — researcher profile on SciRah

E. H. Fukuda×4

Invite

E. H. Fukuda — researcher profile on SciRah

Shu-Shang Zhu×3

Invite

Shu-Shang Zhu — researcher profile on SciRah

Abdel-Rahman Hedar×3

Invite

Abdel-Rahman Hedar — researcher profile on SciRah

Xiao-Jun Chen×3

Invite

Xiao-Jun Chen — researcher profile on SciRah

Christian Kanzow×3

Invite

Christian Kanzow — researcher profile on SciRah

L. Fernandes×3

Invite

L. Fernandes — researcher profile on SciRah

A. von Heusinger×2

Invite

A. von Heusinger — researcher profile on SciRah