A method for solving nonlinear maximum‐problems depending on parameters
From MaRDI portal
Publication:5529079
DOI10.1002/NAV.3800140203zbMATH Open0149.38101OpenAlexW1985342952MaRDI QIDQ5529079FDOQ5529079
Publication date: 1967
Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nav.3800140203
Cites Work
Cited In (8)
- A reduced proximal-point homotopy method for large-scale non-convex BQP
- Stability of linearly constrained convex quadratic programs
- PAL-Hom method for QP and an application to LP
- HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS
- Nonlinear one-parametric bottleneck linear programming
- Optimization problems with algebraic solutions: Quadratic fractional programs and ratio games
- Primal and dual active-set methods for convex quadratic programming
- Finding normal solutions in piecewise linear programming
This page was built for publication: A method for solving nonlinear maximum‐problems depending on parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5529079)