The following pages link to (Q3968042):
Displayed 50 items.
- The Gauss-Seidel method for generalized Nash equilibrium problems of polynomials (Q2028496) (← links)
- An analytical study in multi-physics and multi-criteria shape optimization (Q2032004) (← links)
- Improving the performance of a traffic system by fair rerouting of travelers (Q2077975) (← links)
- Strong duality for general quadratic programs with quadratic equality constraints (Q2082247) (← links)
- On the lower semicontinuity of the value function and existence of solutions in quasiconvex optimization (Q2093274) (← links)
- A framework for generalized Benders' decomposition and its application to multilevel optimization (Q2097644) (← links)
- Stability and regularization of vector optimization problems under possible criteria disturbances (Q2103824) (← links)
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization (Q2116024) (← links)
- Projection-based local and global Lipschitz moduli of the optimal value in linear programming (Q2139256) (← links)
- Interval-valued value function and its application in interval optimization problems (Q2140768) (← links)
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints (Q2168046) (← links)
- A special three-level optimization problem (Q2174273) (← links)
- A note on primal-dual stability in infinite linear programming (Q2228398) (← links)
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming (Q2230935) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Continuity and closedness of constraint and solution set mappings in unified parametric semi-infinite vector optimization (Q2235788) (← links)
- Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach (Q2239941) (← links)
- On smoothness properties of optimal value functions at the boundary of their domain under complete convexity (Q2247981) (← links)
- A branch and bound method for the solution of multiparametric mixed integer linear programming problems (Q2250094) (← links)
- How to solve a semi-infinite optimization problem (Q2253347) (← links)
- Boundedness of a type of iterative sequences in two-dimensional quadratic programming (Q2260662) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Discretization-based algorithms for generalized semi-infinite and bilevel programs with coupling equality constraints (Q2274885) (← links)
- On parametric nonlinear programming (Q2276886) (← links)
- Sensitivity analysis for variational inequalities and nonlinear complementarity problems (Q2276887) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- Lipschitz modulus of the optimal value in linear programming (Q2315260) (← links)
- Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi-Bellman equation (Q2318503) (← links)
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
- Necessary optimality condition for trilevel optimization problem (Q2338461) (← links)
- Necessary optimality conditions for optimistic bilevel programming problems using set-valued programming (Q2342953) (← links)
- Directional differentiability of optimal solutions under Slater's condition (Q2366608) (← links)
- Semivectorial bilevel optimization problem: penalty approach (Q2370057) (← links)
- Homothetic tube model predictive control (Q2391452) (← links)
- Necessary optimality conditions for a set-valued fractional extremal programming problem under inclusion constraints (Q2392768) (← links)
- Certification aspects of the fast gradient method for solving the dual of parametric convex programs (Q2392808) (← links)
- Inner regularizations and viscosity solutions for pessimistic bilevel optimization problems (Q2401514) (← links)
- Imputing a variational inequality function or a convex objective function: a robust approach (Q2408655) (← links)
- How to solve a design centering problem (Q2408900) (← links)
- Eventual convexity of probability constraints with elliptical distributions (Q2414898) (← links)
- An example showing that \(A\)-lower semi-continuity is essential for minimax continuity theorems (Q2417172) (← links)
- Feedback and invariance under uncertainty via set-iterates (Q2440629) (← links)
- Continuous selection and unique polyhedral representation of solutions to convex parametric quadratic programs (Q2471092) (← links)
- On the stability of closed-convex-valued mappings and the associated boundaries (Q2484268) (← links)
- On deviation measures in stochastic integer programming (Q2488193) (← links)
- An algorithm to analyze stability of gene-expression patterns (Q2489659) (← links)
- On the stability of linear systems with an exact constraint set (Q2500791) (← links)
- Semicontinuity for parametric Minty vector quasivariational inequalities in Hausdorff topological vector spaces (Q2514041) (← links)
- Robustness of optimal portfolios under risk and stochastic dominance constraints (Q2514714) (← links)
- Isolated calmness of solution mappings in convex semi-infinite optimization (Q2518772) (← links)