The following pages link to (Q3797760):
Displaying 50 items.
- Optimization of the Hausdorff distance between sets in Euclidean space (Q265867) (← links)
- A method of bi-coordinate variations with tolerances and its convergence (Q268944) (← links)
- Cutting-plane method based on epigraph approximation with discarding the cutting planes (Q276160) (← links)
- A model of overpowering a multilevel defense system by attack (Q285117) (← links)
- Using of modified simplex imbeddings method for solving special class of convex non-differentiable optimization problems (Q307853) (← links)
- Minimax linear filtering of random sequences with uncertain covariance function (Q315113) (← links)
- Methods for minimax estimation under elementwise covariance uncertainty (Q315153) (← links)
- Hydraulic resistance coefficient identification in pipelines (Q329218) (← links)
- Approximate functions in a problem of sets separation (Q346819) (← links)
- A projected preconditioned conjugate gradient algorithm for computing many extreme eigenpairs of a Hermitian matrix (Q349770) (← links)
- A modification of the method of linearization for solving a mathematical programming problem on a simple set of ``parallelepiped'' type (Q353286) (← links)
- On N. Z. Shor's three scientific ideas (Q380646) (← links)
- Approximation of solutions with singularities of various types for linear ill-posed problems (Q403918) (← links)
- Conic positive definiteness and sharp minima of fractional orders in vector optimization problems (Q412473) (← links)
- Weak sharpness for gap functions in vector variational inequalities (Q439283) (← links)
- A note on weak sharp minima in multicriteria linear programming (Q441920) (← links)
- Finite convergence of a projected proximal point algorithm for the generalized variational inequalities (Q453060) (← links)
- Local voting protocol for decentralized load balancing of network with switched topology and noise in measurements (Q460569) (← links)
- Minimizing the feedback matrix norm in modal control problems (Q463322) (← links)
- Application of the penalty method to nonstationary approximation of an optimization problem (Q465144) (← links)
- Separate reconstruction of solution components with singularities of various types for linear operator equations of the first kind (Q492295) (← links)
- The two-step problem of investment portfolio selection from two risk assets via the probability criterion (Q500286) (← links)
- Optimal control problem regularization for the Markov process with finite number of states and constraints (Q505315) (← links)
- On the problem of probabilistic optimization of time-limited testing (Q505317) (← links)
- Methods for choosing loaded train and car routes along a railroad network (Q510286) (← links)
- Multicriteria identification sets method (Q518540) (← links)
- Convergence of directional methods under mild differentiability and applications (Q546052) (← links)
- An algorithm for solving the general variational inclusion involving \(A\)-monotone operators (Q552362) (← links)
- A double projection algorithm for multi-valued variational inequalities and a unified framework of the method (Q555340) (← links)
- Weak sharp solutions for variational inequalities in Banach spaces (Q601307) (← links)
- Alternating proximal algorithms for linearly constrained variational inequalities: application to domain decomposition for PDE's (Q642609) (← links)
- Schemes of involving dual variables in inverse barrier functions for problems of linear and convex programming (Q643743) (← links)
- Complete characterizations of local weak sharp minima with applications to semi-infinite optimization and complementarity (Q654111) (← links)
- A generalization of the Karush-Kuhn-Tucker theorem for approximate solutions of mathematical programming problems based on quadratic approximation (Q722399) (← links)
- One modification of the logarithmic barrier function method in linear and convex programming (Q735653) (← links)
- Stochastic approximation search algorithms with randomization at the input (Q747226) (← links)
- A cutting-plane method without inclusions of approximating sets for conditional minimization (Q748232) (← links)
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization (Q873799) (← links)
- Newton's method and its use in optimization (Q877590) (← links)
- Entropy model of the investment portfolio (Q885757) (← links)
- Necessary and sufficient conditions for a minimum of mixed order (Q915661) (← links)
- Global weak sharp minima for convex (semi-)infinite optimization problems (Q950495) (← links)
- Computing several eigenpairs of Hermitian problems by conjugate gradient iterations (Q955262) (← links)
- A projection-filter method for solving nonlinear complementarity problems (Q961587) (← links)
- Weak sharp minima for set-valued vector variational inequalities with an application (Q976439) (← links)
- Optimality conditions for an isolated minimum of order two in \(C1\) constrained optimization (Q1022996) (← links)
- Linear regression with nonstationary variables and constraints on its parameters (Q1040400) (← links)
- A simple characterization of solutions sets of convex programs (Q1108196) (← links)
- Use of reference points for solving MONLP problems (Q1129974) (← links)
- Level-constrained programming (Q1184818) (← links)
