Strictly Concave Parametric Programming, Part I: Basic Theory
From MaRDI portal
Publication:5519740
DOI10.1287/mnsc.13.3.244zbMath0143.42604OpenAlexW2037430886MaRDI QIDQ5519740
Publication date: 1966
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.13.3.244
Related Items (14)
Parameter-free convex equivalent and dual programs of fractional programming problems ⋮ Problems and methods with multiple objective functions ⋮ Analytic efficient solution set for bi-criteria quadratic network programs ⋮ HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS ⋮ Programmazione lineare con piu funzioni obiettivo ⋮ The structure of admissible points with respect to cone dominance ⋮ Sensitivity and parametric bound analysis for a single pass machining problem ⋮ Methods of parametric non-linear programming ⋮ Interactive multiple objective optimization: Survey. I: Continuous case ⋮ Analytic efficient solution set for multi-criteria quadratic programs ⋮ Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives ⋮ A note on composite concave quadratic programming ⋮ A revised simplex method for linear multiple objective programs ⋮ On efficient sets in vector maximum problems - A brief survey
This page was built for publication: Strictly Concave Parametric Programming, Part I: Basic Theory