Some results on the upper bound of optimal values in interval convex quadratic programming
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Cites work
- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- A new technique in systems analysis under interval uncertainty and ambiguity
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- An interval nonlinear program for the planning of waste management systems with economies-of-scale effects -- a case study for the region of Hamilton, Ontario, Canada
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- Duality in quadratic programming
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- Introduction to Interval Analysis
- Linear Optimization Problems with Inexact Data
- Linear programming with interval coefficients
- Linear programming with interval right hand sides
- Localized solutions to interval linear equations
- Multiobjective programming in optimization of the interval objective function
- New method for computing the upper bound of optimal value in interval quadratic program
- Numerical solution method for general interval quadratic programming
- On approximation of the best case optimal value in interval linear programming
- Optimal value bounds in nonlinear programming with interval data
- Optimal value range in interval linear programming
- Satisficing solutions and duality in interval and fuzzy linear programming
- Strong optimal solutions of interval linear programming
- Weak and strong solvability of interval linear systems of equations and inequalities
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- On interval-valued bilevel optimization problems using upper convexificators
- Optimal value bounds in interval fractional linear programming and revenue efficiency measuring
- Checking weak and strong optimality of the solution to interval convex quadratic programming in a general form
- Bifurcations and dynamics of a plant disease system under non-smooth control strategy
- On the novel Ulam-Hyers stability for a class of nonlinear \(\psi\)-Hilfer fractional differential equation with time-varying delays
- New method for computing the upper bound of optimal value in interval quadratic program
- A numerical solution method to interval quadratic programming
- Some properties of the lower bound of optimal values in interval convex quadratic programming
- Boundary value problems for impulsive Bagley-Torvik models involving the Riemann-Liouville fractional derivatives
- Strong solvability of restricted interval systems and its applications in quadratic and geometric programming
- Application of stochastic programming technique to solve interval quadratic programming problem
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