A Variable-Complexity Norm Maximization Problem
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Cites work
- A Characterization of Stability in Linear Programming
- A simple characterization of solutions sets of convex programs
- Boundedness relations for linear constraint sets
- Characterizations of bounded solutions of linear complementarity problems
- Complementarity Theorems for Linear Programming
- Complementary pivot theory of mathematical programming
- Convex Analysis
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- scientific article; zbMATH DE number 3825556 (Why is no real title available?)
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 3793772 (Why is no real title available?)
- Khachiyan’s algorithm for linear programming
- Marginal Values in Linear Programming
Cited in
(22)- Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
- The design centering problem as a d.c. programming problem
- On the complexity of some basic problems in computational convexity. I. Containment problems
- Robust two-stage stochastic linear optimization with risk aversion
- Computing the covering radius of a polytope with an application to lonely runners
- Fixed-parameter complexity and approximability of norm maximization
- On the entropy of couplings
- Hoffman's least error bounds for systems of linear inequalities
- Automatic robust convex programming
- Dynamic container deployment: two-stage robust model, complexity, and computational results
- Distributionally robust mixed integer linear programs: persistency models with applications
- Optimal information blending with measurements in the \(L^{2}\) sphere
- Polynomial norms
- Polyhedral Boundary Projection
- Complexity of Product Positioning and Ball Intersection Problems
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Sparse probability assessment heuristic based on orthogonal matching pursuit
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- Deciding uniqueness in norm maximazation
- Computational complexity of norm-maximization
- Global optimization algorithms for linearly constrained indefinite quadratic problems
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