Cited in
(59)- Error bounds for solutions of linear equations and inequalities
- A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints
- Existence and sensitivity analysis for nonconvex cubic optimization problems
- Variable fixing method by weighted average for the continuous quadratic knapsack problem
- An a posteriori decision support methodology for solving the multi-criteria supplier selection problem
- A representation of generalized convex polyhedra and applications
- Generalized polyhedral convex optimization problems
- On the solution existence and stability of quadratically constrained nonconvex quadratic programs
- Characterization of Positive Definite and Semide Finite Matrices via Quadratic Programming Duality
- Quadratic programming problems and related linear complementarity problems
- A geometric characterization of strong duality in nonconvex quadratic programming with linear and nonconvex quadratic constraints
- The fundamental theorem of linear programming: extensions and applications
- On the pervasiveness of difference-convexity in optimization and statistics
- Block pivot methods for solving the complementarity problem
- A generalization of the Frank—Wolfe theorem
- Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs
- On the solution existence and stability of polynomial optimization problems
- A Frank-Wolfe-type theorem for cubic programs and solvability for quadratic variational inequalities
- An eaves type theorem for quadratic fractional programming problems and its applications
- Copositive-plus Lemke algorithm solves polymatrix games
- Risk-averse models in bilevel stochastic linear programming
- Linear complementarity problems and multiple objective programming
- Reformulation of mathematical programming problems as linear complementarity problems and investigation of their solution methods
- An exact quadratic programming approach based on convex reformulation for seru scheduling problems
- Properties of two DC algorithms in quadratic programming
- A finite improvement algorithm for the linear complementarity problem
- An LPCC approach to nonconvex quadratic programs
- An alternative method for a global analysis of quadratic programs in a finite number of steps
- A simplicial approximation of a solution for the nonlinear complementarity problem
- On solvability of convex noncoercive quadratic programming problems
- Continuity of the solution map in quadratic programs under linear perturbations
- Order-based error for managing ensembles of surrogates in mesh adaptive direct search
- Piecewise linear retractions by reflexion
- Set intersection theorems and existence of optimal solutions
- Solution existence and stability of quadratically constrained convex quadratic programs
- Quantitative stability of mixed-integer two-stage quadratic stochastic programs
- Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs
- More results on the convergence of iterative methods for the symmetric linear complementarity problem
- Optimum design of plastic structures under displacement constraints
- A quadratic simplex algorithm for primal optimization over zero-one polytopes
- Bilevel linear optimization under uncertainty
- Lipschitz stability for a class of parametric optimization problems with polyhedral feasible set mapping
- On the convergence of iterative methods for symmetric linear complementarity problems
- On existence of solutions to nonconvex minimization problems
- Towards a strongly polynomial algorithm for strictly convex quadratic programs: An extension of Tardos' algorithm
- On the complexity of quadratic programming in real number models of computation
- An alternative perspective on copositive and convex relaxations of nonconvex quadratic programs
- Two-stage parallel iterative methods for the symmetric linear complementarity problem
- Extension of Eaves theorem for determining the boundedness of convex quadratic programming problems
- A non-polyhedral extension of the Frank-Wolfe theorem to cubic optimization
- Conjugate cone characterization of positive definite and semidefinite matrices
- On the solution existence of nonconvex quadratic programming problems in Hilbert spaces
- Error bounds and strong upper semicontinuity for monotone affine variational inequalities
- The basic theorem of complementarity revisited
- On a Frank-Wolfe type theorem in cubic optimization
- On convex quadratic programs with linear complementarity constraints
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
- On generalizations of the Frank-Wolfe theorem to convex and quasi-convex programmes
- Some aspects of studying an optimization or decision problem in different computational models
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