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数理工学専攻 (AMP) > システム数理講座 > 最適化数理分野 (OPT)

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98F 98S 99 00 01 02 03 04 05 06 07

Houyuan Jiang, Masao Fukushima, Liqun Qi, Defeng Sun
A trust region method for solving generalized complementarity problems
SIAM Journal on Optimization, 8, 140-157

Masao Fukushima, Zhi-Quan Luo, Jong-Shi Pang
A globally convergent sequential quadratic programming algorithm formathematical programs with linear complementarity constraints
Computational Optimization and Applications, 10, 5-34

Masahiro Okada, Kouichi Taji, Masao Fukushima
Probabilistic analysis of 2-opt for the traveling salesman problem
International Journal of Systems Science, 29, 297-310

Masao Fukushima
Parallel variable transformation in unconstrained optimization
SIAM Journal on Optimization, 8, 658-672

Masao Fukushima, Jong-Shi Pang
Some feasibility issues in mathematical programs with equilibriumconstraints
SIAM Journal on Optimization, 8, 673-681

Christian Kanzow, Masao Fukushima
Theoretical and numerical investigation of the D-gap function for boxconstrained variational inequalities
Mathematical Programming, 83, 55-87

Christian Kanzow, Masao Fukushima
Solving box constrained variational inequalities by using the naturalresidual with D-gap function globalization
Operations Research Letters, 23, 45-51

A. S. Alfa, B. Sengupta, T. Takine
The Use of Non-Linear Programming in Matrix Analytic Methods
Stochastic Models, 14, 351-367

T. Takine, Y. Takahashi
On the Relationship between Queue Lengths at a Random Instant and ataDeparture in the Stationary Queue with BMAP Arrivals
Stochastic Models, 14, 601-610

H. Terada, Y. Xu, M. Iwata, T. Takine, K. Murakami
Flow-Thru Processing Concept and Its Application to Soft Computing
International Journal on Computers and Electrical Engineering, 24, 3-15

F. Ishizaki, T. Takine, Y. Oie
Dynamic Behavior of TCP-like Window Control and Throughput Performance
Journal of the Operations Research Society of Japan, 41, 538-559

P.Y. Nie, L.H. Chen, M. Fukushima
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers,European Journal of Operational Research
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P. Zhong, M. Fukushima
A new multi-class support vector algorithm,Optimization Methods and Software
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G.H. Lin, M. Fukushima
Hybrid approach with active set identification for mathematical programs with complementarity constraints,Journal of Optimization Theory and Applications
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G.H. Lin, M. Fukushima
New reformulations for stochastic nonlinear complementarity problems,Optimization Methods and Software
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P. Zhong, M. Fukushima
A new multi-class support vector algorithm,Optimization Methods and Software
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G.H. Lin, M. Fukushima
Hybrid approach with active set identification for mathematical programs with complementarity constraints,Journal of Optimization Theory and Applications
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G.H. Lin, M. Fukushima
New reformulations for stochastic nonlinear complementarity problems,Optimization Methods and Software
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向井くみこ, 巽啓司, 福島雅夫
二次コスト 0-1 混合整数計画問題に対する近似解法
電子情報通信学会論文誌, J81-A, 649-657

Nobuo Yamashita, Masao Fukushima
A new merit function and a descent method for semidefinite complementarityproblems
Reformulation: Nonsmooth, , Piecewise Smooth

98 99F 99S 00 01 02 03 04 05 06 07

Donghui Li, Masao Fukushima
A derivative-free line search and DFP method for symmetric equations withglobal and superlinear convergence
Numerical Functional Analysis and Optimization, 20, 59-77

98 99F 99S 00 01 02 03 04 05 06 07

Jong-Shi Pang, Masao Fukushima
Complementarity constraint qualifications and simplified B-stationarityconditions for mathematical programs with quilibrium constraints
Computational Optimization and Applications, 13, 111-136

Eiki Yamakawa, Masao Fukushima
Testing parallel variable transformation
Computational Optimization and Applications, 13, 253-274

Ji-Ming Peng, Christian Kanzow, Masao Fukushima
A hybrid Josephy-Newton method for solving box constrained variationalinequality problems
Optimization Methods and Software, 10, 687-710

Xiaojun Chen, Masao Fukushima
Proximal quasi-Newton methods for nondifferentiable convex optimization
Mathematical Programming, 85, 313-334

Ji-Ming Peng, Masao Fukushima
A hybrid Newton method for solving the variational inequality problem viathe D-gap function
Mathematical Programming, 86, 367-386

Donghui Li, Masao Fukushima
A globally and superlinearly convergent Gauss-Newton based BFGS method forsymmetric equations
SIAM Journal on Numerical Analysis, 37, 152-172

F. Ishizaki, T. Takine
Loss Probability in a Finite Discrete-Time Queue in Terms of theSteady StateDistribution of an Infinite Queue
Queueing Systems, 31, 317-326

T. Takine
The Nonpreemptive Priority MAP/G/1 Queue
Operations Research, 47, 917-927

F. Ishizaki, T. Takine
Cell Loss Probability Approximations and Their Application toCall AdmissionControl
Advances in Performance Analysis, 2, 225-258

山川栄樹, 福島雅夫
2次輸送問題に対する交互方向乗数法のベクトル並列計算機における実行
システム制御情報学会論文誌, 12, 313-314

木下, 添田, 山井, 滝根, 村上
多対多地点間通信のための経路制御とネットワーク構成法
電子情報通信学会論文誌, J82-B, 1773-1782

Masahiro Shibata, Nobuo Yamashita, Masao Fukushima
The extended semidefinite linear complementarity problem: A reformulationapproach
Nonlinear Analysis and Convex Analysis, , W. Takahashi and T. Tanaka(eds.)

Masao Fukushima, Jong-Shi Pang
Convergence of a smoothing continuation method for mathematical programswith complementarity constraints
Ill-Posed Variational Problems andRegularization Techniques, , Lecture Notes in Economics and MathematicalSystems

98 99 00F 00S 01 02 03 04 05 06 07

Rauf I-Azam, Masao Fukushima
A globally convergent BFGS method for nonsmooth convex optimization
Journal of Optimization Theory and Applications, 104, 539-558

C. Ohta, T. Takine, M. Murata
Bounded-Delay and Loss-Free Guarantees forReal-Time Video in IntegratedServices Packet Networks
International Journal of Communication Systems, 13, 51-77

K. Kawahara, S. Nakazawa, T Takine, Y. Oie
Performance Analysis of Layer3 Switch: Case of Flow-drivenConnection Setup
IEICE Transactions on Communications, E83-B, 130-139

98 99 00F 00S 01 02 03 04 05 06 07

Donghui Li, Masao Fukushima
A derivative-free line search and global convergence of Broyden-like methodfor nonlinear equations
Optimization Methods and Software, 13, 181-201

Masahiro Kyono, Masao Fukushima
Nonlinear proximal decomposition method for convex programming
Journal of Optimization Theory and Applications, 106, 357-372

Donghui Li, Masao Fukushima
Smoothing Newton and quasi-Newton methods for mixed complementarityproblems
Computational Optimization and Applications, 17, 203-230

K. Iida, K. Kawahara, T. Takine, Y. Oie
Performance Evaluation of the Architecture for End-to-EndQuality-of-ServiceProvisioning
IEEE Communications Magazine, 38, 76-81

T. Takine
A New Recursion for the QueueLength Distribution in the Stationary BMAP/G/1Queue
Stochastic Models, 16, 335-341

F. Ishizaki, T. Takine
Bounds for the Tail Distribution in a Queue with a Superposition ofGeneralPeriodic Markov Sources: Theory and Application
Queueing Systems, 34, 67-100

T. Takine
A Simple Approach to the MAP/D/s Queue
Stochastic Models, 16, 543-557

谷岡, 木下, 滝根, 村上
複数の QoS 要求を満たす経路選択アルゴリズム Fallback+ の提案
電子情報通信学会論文誌, J83-B, 690-696

渡辺, 滝根, 村田, 宮原
ベストエフォート型サービス/資源予約型サービスにおけるユーザ効用の比較
電子情報通信学会論文誌, J83-B, 789-799

Kenjiro Yamada, Nobuo Yamashita, Masao Fukushima
A new derivative-free descent method for the nonlinear complementarityproblem
Nonlinear Optimization and Related Topics, , G. Di Pillo and F.Giannessi

Nobuo Yamashita, Junji Imai, Masao Fukushima
The proximal point algorithm for the P_0 complementarity problem
Complementarity: Applications, , Algorithms and Extensions

98 99 00 01F 01S 02 03 04 05 06 07

Nobuo Yamashita, Masao Fukushima
The proximal point algorithm with genuine superlinear convergence for themonotone complementarity problem
SIAM Journal on Optimization, 11, 364-379

Donghui Li, Masao Fukushima
A modified BFGS method and its global convergence in nonconvex minimization
Journal of Computational and Applied Mathematics, 129, 15-35

K. Iida, T. Takine, H. Sunahara, Y. Oie
Delay Analysis for CBR Traffic under Statistic-Priority Scheduling
IEEE/ACM Transactions on Networking, 9, 177-185

98 99 00 01F 01S 02 03 04 05 06 07

Donghui Li, Masao Fukushima
On the global convergence of the BFGS method for nonconvex unconstrainedoptimization problems
SIAM Journal on Optimization, 11, 1054-1064

Donghui Li, Nobuo Yamashita, Masao Fukushima
A nonsmooth equation based BFGS method for solving KKT systems inmathematical programming
Journal of Optimization Theory and Applications, 109, 123-167

Jin-Ping Zeng, Donghui Li, Masao Fukushima
Weighted max-norm estimate of additive Schwarz iteration scheme for solvinglinear complementarity problems
Journal of Computational and Applied Mathematics, 131, 1-14

Nobuo Yamashita, Christian Kanzow, Tomoyuki Morimoto, Masao Fukushima
An infeasible interior proximal method convex programming problems withlinear constraints
Journal of Nonlinear and Convex Analysis, 2, 139-156

Nobuo Yamashita, Masao Fukushima
On the rate of convergence of the Levenberg-Marquardt method
Computing, 15, 239-249

Masao Fukushima, Zhi-Quan Luo, Paul Tseng
Smoothing functions for second-order-cone complementarity problems
SIAM Journal on Optimization, 12, 436-460

Mihiro Sasaki, Masao Fukushima
Stackelberg hub location problem
Journal of the Operations Research Society of Japan, 44, 390-402

Donghui Li, Masao Fukushima
Globally convergent Broyden-like methods for semismooth equations andapplications to VIP
NCP and MCP, Annals of Operations Research, 102

T. Takine
Distributional Form of Littles Law for FIFO Queues with MultipleMarkovianArrival Streams and Its Application to Queues with Vacations
Queueing Systems, 37, 31-63

T. Takine
A Recent Progress in Algorithmic Analysis of FIFO Queues with MarkovianArrival Streams
Journal of the Korean Mathematical Society, 38, 807-842

S. Ata, T. Takine, M. Murata, H. Miyahara
Performance Improvement of ABT Protocols with CombinedBandwidth/BufferReservation
Performance Evaluation, 46, 255-274

T. Takine
Subexponential Asymptotics of the Waiting Time Distributionin aSingle-Server Queue with Multiple Markovian Arrival Streams
Stochastic Models, 17, 429-448

T. Takine
Queue Length Distribution in a FIFO Single-Sever Queue withMultiple ArrivalStreams Having Different Service Time Distributions
Queueing Systems, 39, 349-375

K. Iida, T. Takine, H. Sunahara, Y. Oie
Delay Analysis for CBR Traffic in Multimedia Enterprise Network
IEICE Transactions on Communications, E84-B, 1041-1052

98 99 00 01 02F 02S 03 04 05 06 07

Masao Fukushima, Paul Tseng
An implementable active-set algorithm for computing a B-stationary point ofthe mathematical program with limear complementarity constraints
SIAM Journal on Optimization, 12, 724-739

M. Tsuru, T. Takine, Y. Oie
Inferring Link Loss Rates from Unicast-Based End-to-End Measurement
IEICE Transactions on Communications, E85-B, 70-78

江本源一, 福島雅夫
時系列プロセス最適化のための逐次2次計画分解法
システム制御情報学会論文誌, 15, 34-40

98 99 00 01 02F 02S 03 04 05 06 07

Hiroshige Dan, Nobuo Yamashita, Masao Fukushima
Convergence properties of the inexact Levenberg-Marquardt methodunder local error bound conditions
Optimization Methods and Software, 17, 605-626

A.-R. Hedar, Masao Fukushima
Hybrid simulated annealing and direct search method fornonlinear global optimization
Optimization Methods and Software, 17, 891-912

Hiroshige Dan, Nobuo Yamashita, Masao Fukushima
A superlinearly convergent algorithm for the monotone complementarityproblem without uniqueness and nondegeneracy conditions
Mathematics of Operations Research, 27, 743-753

S. H. Chang, T. Takine, K.C. Chae, H.W. Lee
A Unified Queue Length Formula for BMAP/G/1 Queue with GeneralizedVacations
Stochastic Models, vol.18, no.3

T. Takine
Matrix Product-Form Solution for an LCFS-PR Single-Server Queuewith Multiple Arrival Streams Governed by a Markov Chain
Queueing Systems, vol.42, no.2

H. Masuyama, T. Takine
Analysis of an Infinite-Server Queue with Batch Markovian ArrivalStreams
Queueing Systems, vol.42, no.3

K. Kinoshita, T. Masuda, K. Kawano, H. Tanioka, T. Takine, K. Murakami
Network Map Architecture using Inter-AgentCommunication Techniques for Multiple QoS Routing
IEICE Transactions on Communications, vol.E85-B, no.7

M. Tsuru, T. Takine, Y. Oie
Inferring Traffic Flow Characteristics from Aggregated-FlowMeasurement
IPSJ Journal, vol.43, no.11

Keiji Tatsumi, Tetsuzo Tanino, Masao Fukushima
Global convergence property of error back-propagation methodfor recurrent neural networks
Operations Research/Management Science at Work, , Kluwer Academic Publishers

A. S. Alfa, B. Sengupta, T. Takine, J. Xue
A New Algorithm forComputing the Rate Matrix of GI/M/1 Type Markov Chains
Matrix-Analytic Methods: Theory and Applications, , G. Latouche and P. Taylor (eds.)

98 99 00 01 02 03F 03S 04 05 06 07

R.S. Bipasha, Kenjiro Yamada, Nobuo Yamashita, Masao Fukushima
A linearly convergent descent method for stronglymonotone variational inequality problems
Journal of Nonlinear and Convex Analysis, 4, 15-23

M. Tsuru, T. Takine, Y. Oie
Inferring Arrival Rate Statistics of Individual Flowsfrom Aggregated-Flow Rate Measurements
Proceedings of the 2003 Symposium on Applicationsand the Internet (SAINT 2003), pp.257-266, Orlando

T. Ikenaga, K. Kawahara, T. Takine, Y. Oie
Analysis of Delayed Reservation Scheme in Server-based QoSManagement Network
Proceedings of the 2003 International Conference on AdvancedInformation Networking and Applications (AINA 2003), pp.140-145, Xian

A.-R. Hedar, Masao Fukushima
Simplex coding genetic algorithm for the global optimizationof nonlinear functions
Multi-Objective Programming and Goal Programming, , Springer-Verlag

98 99 00 01 02 03F 03S 04 05 06 07

Gui-Hua Lin, Masao Fukushima
Some exact penalty results for nonlinear programs and theirapplications to mathematical programs with equilibrium constraints
Journal of Optimization Theory and Applications, 118, 67-80

Gui-Hua Lin, Masao Fukushima
New relaxation method for mathematical programs withcomplementarity constraints
Journal of Optimization Theory and Applications, 118, 81-116

Masao Fukushima, Zhi-Quan Luo, Paul Tseng
SIAM Journal on Optimization
13, 1098-1119,

Hiroyuki Moriyama, Nobuo Yamashita, Masao Fukushima
The incremental Gauss-Newton algorithm with adaptive stepsize rule
Computational Optimization and Applications, 26, 107-141

Mihiro Sasaki, Masao Fukushima
On the hub-and-spoke model with arc capacity constraints
Journal of the Operations Research Society of Japan, 46, 409-428

A.-R. Hedar, Masao Fukushima
Minimizing multimodal functions by simplex coding genetic algorithm
Optimization Methods and Software, 18, 265-282

H. Masuyama, T. Takine
Sojourn Time Distribution in a MAP/M/1 Processor-Sharing Queue
Operations Research Letters, vol.31, no.5

H. Masuyama, T. Takine
Analysis and Computation of the Joint Queue Length Distribution in aFIFO Single-Server Queue with Multiple Batch Markovian ArrivalStreams
Stochastic Models, vol.19, no.3

O. J. Boxma, T. Takine
The M/G/1 FIFO Queue with Several Customer Classes
Queueing Systems, vol.45, no.3

H. Furuya, H. Nakamura, S. Nomoto
T. Takine
OPT, A, Local Poisson Property of Aggregated IP Traffic

H. Masuyama, T. Takine
Stationary Queue Length in a FIFO Single-Server Queue withService Interruptions and Multiple Batch Markovian Arrival Streams
Journal of the Operations Research Society of Japan, vol.46, no.3

98 99 00 01 02 03 04F 04S 05 06 07

Xiaojun Chen, Masao Fukushima
A smoothing method for a mathematical program with P-matrix linearcomplementarity constraints
Computational Optimization and Applications, 27, 223-246

Nobuo Yamashita, Hiroshige Dan, Masao Fukushima
On the identification of degenerate indices in the nonlinearcomplementarity problem with the proximal point algorithm
Mathematical Programming, 99, 377-397

98 99 00 01 02 03 04F 04S 05 06 07

C. Kanzow, N. Yamashita, M. Fukushima
Levenberg-Marquardt methods for constrained nonlinear equations with strong local convergence properties
Journal of Computational and Applied Mathematics, 172, 375-397

A.-R. Hedar, M. Fukushima
Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization
Optimization Methods and Software, 19, 291-308

Nobuo Yamashita, Zhi-Quan Luo
A nonlinear complementarity approach to multiuser power control for digital subscriber lines
Optimization Methods and Software , 19, 633-652

D.H. Li, M. Fukushima, L. Qi, N. Yamashita
Regularized Newton methods for convex minimization problems with singular solutions
Computational Optimization and Applications, 131, 131-147

熊野信太郎, 川瀬直人, 富永公彦, 福島雅夫
運用制約条件下での複数プラントの最適保守計画
システム制御情報学会論文誌, 17, 390-400

98 99 00 01 02 03 04 05F 05S 06 07

J.-S. Pang, M. Fukushima
Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games
Computational Management Science, 2, 21-56

G.H. Lin, M. Fukushima
A modified relaxation scheme for mathematical programs with complementarity constraints
Annals of Operations Research, 133, 63-84

98 99 00 01 02 03 04 05F 05S 06 07

S. Hayashi, N. Yamashita, M. Fukushima
Robust Nash equilibria and second-order cone complementarity problems
Journal of Nonlinear and Convex Analysis, 6, 283-296

N. Yamashita, M. Fukushima
On the level-boundedness of the natural residual function for variational inequality problems
Pacific Journal of Optimization, 1, 625-630

X. Chen, M. Fukushima
Expected residual minimization method for stochastic linear complementarity problems
Mathematics of Operations Research, 30, 1022-1038

S. Hayashi, T. Yamaguchi, N. Yamashita, M. Fukushima
A matrix splitting method for symmetric affine second-order cone complementarity problems
Journal of Computational and Applied Mathematics, 175, 335-353

G.H. Lin, M. Fukushima
A class of stochastic mathematical programs with complementarity constraints: Reformulations and algorithms
Journal of Industrial and Management Optimization, 1, 99-122

N. Sagara, M. Fukushima
A trust region method for nonsmooth convex optimization
Journal of Industrial and Management Optimization, 1, 171-180

C. Ling, X. Chen, M. Fukushima, L.Qi
A smoothing implicit programming approach for solving a class of stochastic generalized semi-infinite programming problems
Pacific Journal of Optimization, 1, 127-145

G.H. Lin, M. Fukushima
Regularization method for stochastic mathematical programs with complementarity constraints
European Series of Applied and Industrial Mathematics (ESAIM): Control Optimization and Calculus of Variations (COCV), 11, 252-265

S. Hayashi, N. Yamashita, M. Fukushima
A combined smoothing and regularization method for monotone second-order cone complementarity problems
SIAM Journal on Optimization, 15, 593-615

C. Kanzow, C. Nagel, H. Kato, M. Fukushima
Successive linearization methods for nonlinear semidefinite programs
Computational Optimization and Applications, 31, 251-273

98 99 00 01 02 03 04 05 06F 06S 07

P.Y. Nie, L.H. Chen, M. Fukushima
Dynamic programming approach to discrete time dynamic feedback Stackelberg games with independent and dependent followers
European Journal of Operational Research, 169, 310-328

98 99 00 01 02 03 04 05 06F 06S 07

P.Zhong, M. Fukushima
A new multi-class support vector algorithm
Optimization Methods and Software, 21, 359-372

G.H. Lin, M. Fukushima
Hybrid approach with active set identification for mathematical programs with complementarity constraints,
Journal of Optimization Theory and Applications, 128, 1-28

G.H. Lin, M. Fukushima
New reformulations for stochastic nonlinear complementarity problems
Optimization Methods and Software, 21, 551-564

沓名拓郎, 甲斐良隆, 福島雅夫
キャッシュリザーブを用いたモーゲージ担保証券優先劣後構造の最適設計
日本オペレーションズリサーチ学会和文論文誌, 49, 62-88

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