Pages that link to "Item:Q3718152"
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The following pages link to A Variable-Complexity Norm Maximization Problem (Q3718152):
Displayed 18 items.
- Distributionally robust mixed integer linear programs: persistency models with applications (Q296964) (← links)
- Computational complexity of norm-maximization (Q757258) (← links)
- Global optimization algorithms for linearly constrained indefinite quadratic problems (Q810370) (← links)
- Computable numerical bounds for Lagrange multipliers of stationary points of nonconvex differentiable nonlinear programs (Q1058992) (← links)
- The design centering problem as a d.c. programming problem (Q1106730) (← links)
- On the complexity of some basic problems in computational convexity. I. Containment problems (Q1344616) (← links)
- Robust two-stage stochastic linear optimization with risk aversion (Q1752187) (← links)
- Computing the covering radius of a polytope with an application to lonely runners (Q2095112) (← links)
- Fixed-parameter complexity and approximability of norm maximization (Q2340407) (← links)
- On the entropy of couplings (Q2346421) (← links)
- Hoffman's least error bounds for systems of linear inequalities (Q2574102) (← links)
- Automatic robust convex programming (Q2885466) (← links)
- Dynamic Container Deployment: Two-Stage Robust Model, Complexity, and Computational Results (Q2967619) (← links)
- Optimal Information Blending with Measurements in the <i>L</i><sup>2</sup> Sphere (Q3465948) (← links)
- Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties (Q4995064) (← links)
- Distributionally Robust Linear and Discrete Optimization with Marginals (Q5095178) (← links)
- Sparse Probability Assessment Heuristic Based on Orthogonal Matching Pursuit (Q5121287) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)