Nobuo Yamashita

Two-stage distributionally robust noncooperative games: Existence of Nash equilibrium and its application to Cournot-Nash competition

  • Atsushi Hori
  • Nobuo Yamashita
    • Categories Game Theory Tags , , ,

    Two-stage distributionally robust stochastic noncooperative games with continuous decision variables are studied. In such games, each player solves a two-stage distributionally robust optimization problem depending on the decisions of the other players. Existing studies in this area have been limited with strict assumptions, such as linear decision rules, and supposed that each player solves a … Read more

    Nonmonotone line searches for unconstrained multiobjective optimization problems

  • Ellen H. Fukuda
  • Kanako Mita
  • Nobuo Yamashita
    • Categories Multi-Criteria Optimization, Unconstrained Optimization Tags , , , ,

    In the last two decades, many descent methods for multiobjective optimization problems were proposed. In particular, the steepest descent and the Newton methods were studied for the unconstrained case. In both methods, the search directions are computed by solving convex subproblems, and the stepsizes are obtained by an Armijo-type line search. As a consequence, the … Read more

    A proximal ADMM with the Broyden family for Convex Optimization Problems

  • Yan Gu
  • Nobuo Yamashita
    • Categories Convex Optimization Tags , , ,

    Alternating direction methods of multipliers (ADMM) have been well studied and effectively used in various application fields. The classical ADMM must solve two subproblems exactly at each iteration. To overcome the difficulty of computing the exact solution of the subproblems, some proximal terms are added to the subproblems. Recently, Gu and Yamashita studied a special … Read more

    Regret Analysis of Block Coordinate Gradient Methods for Online Convex Programming

  • Hua Xiaoqin
  • Nobuo Yamashita
    • Categories Applications - OR and Management Sciences, Nonlinear Optimization, Stochastic Programming Tags , , ,

    In this paper, we propose two block coordinate gradient (BCG) methods for the online convex programming: the BCG method with the cyclic rule and the BCG method with the random rule. The proposed methods solve a low dimensional problem at each iteration, and hence they are efficient for large scale problems. For the proposed methods, … Read more

    A regularized limited-memory BFGS method for unconstrained minimization problems

  • Shinji Sugimoto
  • Nobuo Yamashita
    • Categories Unconstrained Optimization Tags , ,

    The limited-memory BFGS (L-BFGS) algorithm is a popular method of solving large-scale unconstrained minimization problems. Since L-BFGS conducts a line search with the Wolfe condition, it may require many function evaluations for ill-posed problems. To overcome this difficulty, we propose a method that combines L-BFGS with the regularized Newton method. The computational cost for a … Read more