The following pages link to (Q3141900):
Displayed 50 items.
- A multifield variational formulation of viscoplasticity suitable to deal with singularities and non-smooth functions (Q832690) (← links)
- BoxStep methods for crew pairing problems (Q833409) (← links)
- Nonparametric estimation by convex programming (Q834340) (← links)
- High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
- Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems (Q839325) (← links)
- Market clearing and price formation (Q844623) (← links)
- Motzkin decomposition of closed convex sets (Q847066) (← links)
- Improved convergence result for the discrete gradient and secant methods for nonsmooth optimization (Q848722) (← links)
- Existence of exact penalty for optimization problems with mixed constraints in Banach spaces (Q855671) (← links)
- A deterministic inventory/production model with general inventory cost rate function and piecewise linear concave production costs (Q858419) (← links)
- On the two-times differentiability of the value functions in the problem of optimal investment in incomplete markets (Q862209) (← links)
- Duality for location problems with unbounded unit balls (Q864045) (← links)
- Convex solutions of a functional equation arising in information theory (Q864646) (← links)
- Robust capacity assignment in telecommunications (Q867429) (← links)
- Differences of polyhedra in matrix space and their applications to nonsmooth analysis (Q868569) (← links)
- A bundle modification strategy for convex minimization (Q869143) (← links)
- Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras (Q875019) (← links)
- Existence of exact penalty for constrained optimization problems in Hilbert spaces (Q880295) (← links)
- Inexact accelerated augmented Lagrangian methods (Q887168) (← links)
- Numerical methods for parameter estimation in Poisson data inversion (Q890095) (← links)
- Characterizing robust local error bounds for linear inequality systems under data uncertainty (Q891541) (← links)
- Extensions of Gauss quadrature via linear programming (Q896553) (← links)
- Split Bregman method for large scale fused Lasso (Q901530) (← links)
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness (Q904955) (← links)
- Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators (Q905107) (← links)
- Robust global error bounds for uncertain linear inequality systems with applications (Q905714) (← links)
- Existence and stability of exact penalty for optimization problems with mixed constraints (Q923964) (← links)
- Existence results for a class of periodic evolution variational inequalities (Q926542) (← links)
- Characterization of total ill-posedness in linear semi-infinite optimization (Q929606) (← links)
- New regularity conditions for strong and total Fenchel-Lagrange duality in infinite dimensional spaces (Q929661) (← links)
- Horoballs in simplices and Minkowski spaces (Q933860) (← links)
- Approximating stationary points of stochastic optimization problems in Banach space (Q937289) (← links)
- Smoothing Newton method for minimizing the sum of \(p\) -norms (Q946175) (← links)
- Global weak sharp minima for convex (semi-)infinite optimization problems (Q950495) (← links)
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145) (← links)
- On constraint qualifications in nonlinear programming (Q955633) (← links)
- Separation of sets and Wolfe duality (Q956599) (← links)
- A bundle method for solving equilibrium problems (Q959957) (← links)
- \(\varepsilon \)-duality theorems for convex semidefinite optimization problems with conic constraints (Q962489) (← links)
- Generalized \(\varepsilon \)-quasi-solutions in multiobjective optimization problems: existence results and optimality conditions (Q965046) (← links)
- An approximate decomposition algorithm for convex minimization (Q966076) (← links)
- A parallel interior point decomposition algorithm for block angular semidefinite programs (Q969720) (← links)
- Characterizing robust set containments and solutions of uncertain linear programs without qualifications (Q974991) (← links)
- Non-convex quadratic minimization problems with quadratic constraints: global optimality conditions (Q985310) (← links)
- Optimization of R\&D project portfolios under endogenous uncertainty (Q992625) (← links)
- Finding positive matrices subject to linear restrictions (Q996327) (← links)
- On boundedness of (quasi-)convex integer optimization problems (Q999128) (← links)
- Convergent Lagrangian and domain cut method for nonlinear knapsack problems (Q1001200) (← links)
- Generalized Nash equilibrium problem, variational inequality and quasiconvexity (Q1003496) (← links)
- First-order optimality conditions for two classes of generalized nonsmooth semi-infinite optimization (Q1004831) (← links)