Department of Applied Mathematics and Physics, Kyoto University
Technical Reports 2005

2005

[2005-001] abstract, PS file
A Regularized Nonsmooth Newton Method for Multi-class Support Vector Machines
by Ping Zhong and Masao Fukushima
(Received: March 14, 2005)

[2005-002] abstract, PS file
Stochastic $R_0$ Matrix Linear Complementarity Problems
by Haitao Fang, Xiaojun Chen and Masao Fukushima
(Received: April 14, 2005)

[2005-003] abstract, pdf file
Solving Stochastic Mathematical Programs with Equilibrium Constraints via Approximation and Smoothing Implicit Programming with Penalization
by Gui-Hua Lin, Xiaojun Chen and Masao Fukushima
(Received: May 17, 2005)

[2005-004] abstract, pdf file
New Reformulations for Stochastic Nonlinear Complementarity Problems
by Gui-Hua Lin and Masao Fukushima
(Received: May 17, 2005)

[2005-005] abstract, pdf file
Monte Carlo Sampling and Penalty Method for Stochastic Mathematical Programs with Complementarity Constraints and Recourse
by Gui-Hua Lin and Masao Fukushima
(Received: June 27, 2005)

[2005-006] abstract, pdf file
Worst-case conditional Value-at-Risk with application to robust portfolio management
by Shu-Shang Zhu and Masao Fukushima
(Received: July 05, 2005)

[2005-007] abstract, pdf file
Robust Solution of Monotone Stochastic Linear Complementarity Problems
by Xiaojun Chen, Chao Zhang and Masao Fukushima
(Received: July 19, 2005)

[2005-008] abstract, pdf file
Sparse quasi-Newton updates with positive definite matrix completion
by Nobuo Yamashita
(Received: August 04, 2005)

[2005-009] abstract, pdf file
An Optimal Design of Collateralized Mortgage Obligation with PAC-Companion Structure Using Dynamic Cash Reserve
by D.S. Huang, Y. Kai, F.J. Fabozzi and M. Fukushima
(Received: August 19, 2005)

[2005-010] abstract, pdf file
Approximating minimum cost multigraphs of specified edge-connectivity under degree bounds
by Takuro Fukunaga and Hiroshi Nagamochi
(Received: September 19, 2005)

[2005-011] abstract, pdf file
Second Order Cone Programming Formulations for Robust Multi-class Classification
by Ping Zhong and Masao Fukushima
(Received: September 22, 2005)

[2005-012] abstract, pdf file
The Traffic Equilibrium Problem with Nonadditive Costs and Its Monotone Mixed Complementarity Problem Formulation
by Rhoda P. Agdeppa, Nobuo Yamashita and Masao Fukushima
(Received: October 24, 2005)

[2005-013] abstract, pdf file
Duality in Option Pricing Based on Prices of Other Derivatives
by Michi Nishihara, Mutsunori Yagiura, Toshihide Ibaraki
(Received: October 27, 2005)

[2005-014] abstract, pdf file
Computing Bounds on Risk-Neutral Measures from the Observed Prices of Call Options
by Michi Nishihara, Mutsunori Yagiura and Toshihide Ibaraki
(Received: November 22, 2005)

[2005-015] abstract, pdf file
Monte Carlo and Quasi-Monte Carlo Sampling Methods for a Class of Stochastic Mathematical Programs with Equilibrium Constraints
by Gui-Hua Lin, Huifu Xu and Masao Fukushima
(Received: December 02, 2005)

Last Updated: 02 12 2005