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ORCIDHiroshi Yabe
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2020 – today
- 2024
[j26]Shummin Nakayama
, Yasushi Narushima, Hiroshi Yabe:
Inexact proximal DC Newton-type method for nonconvex composite functions. Comput. Optim. Appl. 87(2): 611-640 (2024)- 2023
- [j25]Yasushi Narushima, Shummin Nakayama, Masashi Takemura, Hiroshi Yabe:
Memoryless Quasi-Newton Methods Based on the Spectral-Scaling Broyden Family for Riemannian Optimization. J. Optim. Theory Appl. 197(2): 639-664 (2023) - 2021
- [j24]Shummin Nakayama, Yasushi Narushima, Hiroshi Yabe:
Inexact proximal memoryless quasi-Newton methods based on the Broyden family for minimizing composite functions. Comput. Optim. Appl. 79(1): 127-154 (2021) - [j23]Hiroshi Yamashita, Hiroshi Yabe, Kouhei Harada:
A primal-dual interior point trust-region method for nonlinear semidefinite programming. Optim. Methods Softw. 36(2-3): 569-601 (2021)
2010 – 2019
- 2017
- [j22]Hiroshi Kobayashi, Yasushi Narushima, Hiroshi Yabe:
Descent three-term conjugate gradient methods based on secant conditions for unconstrained optimization. Optim. Methods Softw. 32(6): 1313-1329 (2017) - 2015
- [j21]Mehiddin Al-Baali, Yasushi Narushima, Hiroshi Yabe:
A family of three-term conjugate gradient methods with sufficient descent property for unconstrained optimization. Comput. Optim. Appl. 60(1): 89-110 (2015) - [j20]Atsushi Kato, Hiroshi Yabe, Hiroshi Yamashita:
An interior point method with a primal-dual quadratic barrier penalty function for nonlinear semidefinite programming. J. Comput. Appl. Math. 275: 148-161 (2015) - 2012
- [j19]Yasushi Narushima, Hiroshi Yabe:
Conjugate gradient methods based on secant conditions that generate descent search directions for unconstrained optimization. J. Comput. Appl. Math. 236(17): 4303-4317 (2012) - [j18]Kaori Sugiki, Yasushi Narushima, Hiroshi Yabe:
Globally Convergent Three-Term Conjugate Gradient Methods that Use Secant Conditions and Generate Descent Search Directions for Unconstrained Optimization. J. Optim. Theory Appl. 153(3): 733-757 (2012) - [j17]Hiroshi Yamashita, Hiroshi Yabe:
Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming. Math. Program. 132(1-2): 1-30 (2012) - [j16]Hiroshi Yamashita, Hiroshi Yabe, Kouhei Harada:
A primal-dual interior point method for nonlinear semidefinite programming. Math. Program. 135(1-2): 89-121 (2012) - 2011
- [j15]Yasushi Narushima, Hiroshi Yabe, John A. Ford:
A Three-Term Conjugate Gradient Method with Sufficient Descent Property for Unconstrained Optimization. SIAM J. Optim. 21(1): 212-230 (2011) - 2010
- [j14]Michiya Kobayashi, Yasushi Narushima, Hiroshi Yabe:
Nonlinear conjugate gradient methods with structured secant condition for nonlinear least squares problems. J. Comput. Appl. Math. 234(2): 375-397 (2010)
2000 – 2009
- 2009
- [j13]Masato Kadotani, Takakazu Kitagawa, Satoshi Katto, Tomoko Hirayama, Takashi Matsuoka, Hiroshi Yabe, Katsumi Sasaki:
Development of Pneumatic Servo Bearing Actuator for Nanometer Positioning. Int. J. Autom. Technol. 3(3): 249-256 (2009) - [j12]Hiroshi Yamashita, Hiroshi Yabe:
A primal-dual interior point method for nonlinear optimization over second-order cones. Optim. Methods Softw. 24(3): 407-426 (2009) - 2008
- [j11]John A. Ford, Yasushi Narushima, Hiroshi Yabe:
Multi-step nonlinear conjugate gradient methods for unconstrained minimization. Comput. Optim. Appl. 40(2): 191-216 (2008) - 2006
- [j10]Yasushi Narushima, Hiroshi Yabe:
Global Convergence of a Memory Gradient Method for Unconstrained Optimization. Comput. Optim. Appl. 35(3): 325-346 (2006) - 2005
- [j9]Hiroshi Yamashita, Hiroshi Yabe:
Quadratic Convergence of a Primal-Dual Interior Point Method for Degenerate Nonlinear Optimization Problems. Comput. Optim. Appl. 31(2): 123-143 (2005) - [j8]Hiroshi Yamashita, Hiroshi Yabe, Takahito Tanabe:
A globally and superlinearly convergent primal-dual interior point trust region method for large scale constrained optimization. Math. Program. 102(1): 111-151 (2005) - 2004
- [j7]Hiroshi Yabe, Masahiro Takano:
Global Convergence Properties of Nonlinear Conjugate Gradient Methods with Modified Secant Condition. Comput. Optim. Appl. 28(2): 203-225 (2004) - [j6]Hiroshi Yabe, Héctor J. Martínez, Richard A. Tapia:
On Sizing and Shifting the BFGS Update within the Sized-Broyden Family of Secant Updates. SIAM J. Optim. 15(1): 139-160 (2004) - 2003
- [j5]Hiroshi Yamashita, Hiroshi Yabe:
An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization. SIAM J. Optim. 14(2): 479-499 (2003)
1990 – 1999
- 1998
- [j4]Hiroshi Yabe, Hideho Ogasawara:
Quadratic and Superlinear Convergence of the Huschens Method for Nonlinear Least Squares Problems. Comput. Optim. Appl. 10(1): 79-103 (1998) - 1996
- [j3]Hiroshi Yamashita, Hiroshi Yabe:
Superlinear and quadratic convergence of some primal-dual interior point methods for constrained optimization. Math. Program. 75: 377-397 (1996) - 1995
- [j2]Hiroshi Yabe, Naokazu Yamaki:
Convergence of a Factorized Broyden-Like Family for Nonlinear Least Squares Problems. SIAM J. Optim. 5(4): 770-791 (1995) - 1991
- [j1]Hiroshi Yabe, Toshihiko Takahashi:
Factorized quasi-Newton methods for nonlinear least squares problems. Math. Program. 51: 75-100 (1991)
Coauthor Index
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