On the global minimization of the value-at-risk (Q4657710): Difference between revisions

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+Convex two-level optimization
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+Smoothing methods for convex inequalities and linear complementarity problems
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+A class of smoothing functions for nonlinear and mixed complementarity problems
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+A smoothing method for mathematical programs with equilibrium constraints
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+Solving mathematical programs with complementarity constraints as nonlinear programs
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+A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
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+Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints
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+An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
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+Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
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+Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
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+Approximation to Optimization Problems: An Elementary Review
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+The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity
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+Exact Penalization of Mathematical Programs with Equilibrium Constraints
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+Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
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+Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
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