An interior-point method for multifractional programs with convex constraints
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Cited in
(18)- Regularity radius: properties, approximation and a not a priori exponential algorithm
- Maximal and supremal tolerances in multiobjective linear programming
- Interval division and linearization algorithm for minimax linear fractional program
- Additive and multiplicative tolerance in multiobjective linear programming
- Radii of solvability and unsolvability of linear systems
- The convergence of an interior-point method using modified search directions in final iterations
- On the implementation of the Dirichlet-to-Neumann radiation condition for iterative solution of the Helmholtz equation
- Adjustable robust optimization models for a nonlinear two-period system
- Minisymposium 2 : Optimierung
- On self-concordant barrier functions for conic hulls and fractional programming
- Robust optimal solutions in interval linear programming with forall-exists quantifiers
- Generalized linear fractional programming under interval uncertainty
- Software for simplified Lanczos and QMR algorithms
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- Explicit solutions for interval semidefinite linear programs
- An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
- An interior method for nonconvex semidefinite programs
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