Pages that link to "Item:Q1772108"
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The following pages link to Quadratic programming and affine variational inequalities. A qualitative study. (Q1772108):
Displaying 17 items.
- Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse (Q4971014) (← links)
- Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
- Existence and sensitivity analysis for nonconvex cubic optimization problems (Q5090287) (← links)
- Qualitative properties of the minimum sum-of-squares clustering problem (Q5121778) (← links)
- A sufficient conditions for global quadratic optimization (Q5147640) (← links)
- New results on proper efficiency for a class of vector optimization problems (Q5164912) (← links)
- A representation of generalized convex polyhedra and applications (Q5217253) (← links)
- Primary Method of Quadratic Programming in Multivariable Predictive Control with Constraints (Q5259769) (← links)
- Proper efficiency in linear fractional vector optimization via Benson's characterization (Q5879576) (← links)
- Projectional coderivatives and calculus rules (Q6084856) (← links)
- Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives (Q6176422) (← links)
- Continuous Selections of Solutions to Parametric Variational Inequalities (Q6195314) (← links)
- Discrete approximation for two-stage stochastic variational inequalities (Q6497045) (← links)
- Vector asymptotic functions and their application to multiobjective optimization problems (Q6550976) (← links)
- Existence and stability for generalized polynomial vector variational inequalities (Q6620681) (← links)
- On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints (Q6623662) (← links)
- Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces (Q6655419) (← links)
