The following pages link to (Q5588268):
Displaying 50 items.
- A new technique to optimize the functions of fuzzy profit of queuing models: application to a queuing model with publicity and renouncement (Q971556) (← links)
- Globalization strategies for mesh adaptive direct search (Q975357) (← links)
- Addressing the greediness phenomenon in nonlinear programming by means of proximal augmented Lagrangians (Q975359) (← links)
- Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function (Q1002309) (← links)
- A dual iterative substructuring method with a penalty term (Q1016228) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- A class of collinear scaling algorithms for bound-constrained optimization: Derivation and computational results (Q1026441) (← links)
- Improving directions of negative curvature in an efficient manner (Q1026565) (← links)
- A global continuation algorithm for solving binary quadratic programming problems (Q1029635) (← links)
- Sensitivity analysis of the combined travel demand model with applications (Q1042076) (← links)
- A hybrid variable penalty method for nonlinear programming (Q1052801) (← links)
- On conditions for optimality of a class of nondifferentiable functions (Q1053971) (← links)
- A class of superlinearly convergent projection algorithms with relaxed stepsizes (Q1057626) (← links)
- An exact penalty method for solving optimal control problems (Q1060815) (← links)
- Perturbation theory for mathematical programming problems (Q1061009) (← links)
- A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\) (Q1061617) (← links)
- Spline and weighted random directions method for nonlinear optimization (Q1067366) (← links)
- The polyadic structure of factorable function tensors with applications to high-order minimization techniques (Q1069447) (← links)
- A globally convergent algorithm for nonlinearly constrained optimization problems (Q1071653) (← links)
- Lipschitz properties of solutions in mathematical programming (Q1078086) (← links)
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming (Q1085068) (← links)
- Sensitivity analysis in economics (Q1085787) (← links)
- Perturbed solutions of variational inequality problems over polyhedral sets (Q1089902) (← links)
- Sensitivity analysis in posynomial geometric programming (Q1090245) (← links)
- On the exactness of a class of nondifferentiable penalty functions (Q1090620) (← links)
- Polynomial approximation technique for dynamic optimization problems (Q1091280) (← links)
- Penalty functions, Newton's method, and quadratic programming (Q1093530) (← links)
- New results on a class of exact augmented Lagrangians (Q1093533) (← links)
- Sensitivity analysis for non-linear programs with linear constraints (Q1099081) (← links)
- Parallel algorithms for nonlinear programming problems (Q1101346) (← links)
- A theoretical approximation scheme for Stackelberg problems (Q1101360) (← links)
- Second-order sensitivity analysis in factorable programming: Theory and applications (Q1104867) (← links)
- Parameter-dependent transitions and the optimal control of dynamical diseases (Q1107462) (← links)
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton (Q1108933) (← links)
- On regular minimax optimization (Q1108936) (← links)
- ODE versus SQP methods for constrained optimization (Q1109530) (← links)
- Recent developments in constrained optimization (Q1112728) (← links)
- Least squares algorithms for constructing constrained ultrametric and additive tree representations of symmetric proximity data (Q1113590) (← links)
- Image space approach to penalty methods (Q1117841) (← links)
- A new continuation method for complementarity problems with uniform P- functions (Q1121180) (← links)
- Nonlinear least-absolute-values and minimax model fitting (Q1121208) (← links)
- Interior path following primal-dual algorithms. I: Linear programming (Q1123121) (← links)
- Derivative evaluation and computational experience with large bilevel mathematical programs (Q1123142) (← links)
- Solving a class of LP problems with a primal-dual logarithmic barrier method (Q1129972) (← links)
- An efficient curvilinear method for the minimization of a nonlinear function subject to linear inequality constraints (Q1134629) (← links)
- Pseudo-duality and saddle points (Q1135205) (← links)
- A property of certain multistage linear programs and some applications (Q1136697) (← links)
- A class of generalized variable penalty methods for nonlinear programming (Q1138234) (← links)
- A generalized direct search acceptable-point technique for use with descent-type multivariate algorithms (Q1138482) (← links)
- Selected applications of all-quadratic programming (Q1144496) (← links)
