A Variable-Complexity Norm Maximization Problem
From MaRDI portal
Publication:3718152
DOI10.1137/0607052zbMATH Open0589.68033OpenAlexW2012423427MaRDI QIDQ3718152FDOQ3718152
Authors: Tzong-Huei Shiau, O. L. Mangasarian 
Publication date: 1986
Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)
Full work available at URL: http://digital.library.wisc.edu/1793/58574
Recommendations
- Computational complexity of norm-maximization
- Deciding uniqueness in norm maximazation
- Geometric optimization problems likely not contained in \(\mathbb A\mathbb P\mathbb X\)
- Computational complexity of inner and outer \(j\)-radii of polytopes in finite-dimensional normed spaces
- Fixed-parameter complexity and approximability of norm maximization
Linear programming (90C05) Analysis of algorithms and problem complexity (68Q25) Nonlinear programming (90C30)
Cites Work
- Title not available (Why is that?)
- Convex Analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
- Khachiyan’s algorithm for linear programming
- Complementary pivot theory of mathematical programming
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Characterization of Stability in Linear Programming
- A simple characterization of solutions sets of convex programs
- Boundedness relations for linear constraint sets
- Title not available (Why is that?)
- Complementarity Theorems for Linear Programming
- Marginal Values in Linear Programming
- Characterizations of bounded solutions of linear complementarity problems
Cited In (20)
- Deciding uniqueness in norm maximazation
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball
- Robust two-stage stochastic linear optimization with risk aversion
- Automatic robust convex programming
- Fixed-parameter complexity and approximability of norm maximization
- Dynamic container deployment: two-stage robust model, complexity, and computational results
- Optimal information blending with measurements in the \(L^{2}\) sphere
- Distributionally Robust Linear and Discrete Optimization with Marginals
- Distributionally robust mixed integer linear programs: persistency models with applications
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- Computational complexity of norm-maximization
- On the entropy of couplings
- Hoffman's least error bounds for systems of linear inequalities
- The design centering problem as a d.c. programming problem
- Sparse probability assessment heuristic based on orthogonal matching pursuit
- Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs
- Polynomial norms
- On the complexity of some basic problems in computational convexity. I. Containment problems
- Computing the covering radius of a polytope with an application to lonely runners
This page was built for publication: A Variable-Complexity Norm Maximization Problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3718152)
