The fundamental theorem of linear programming: extensions and applications
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Cites work
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- A clique algorithm for standard quadratic programming
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- A generalization of the Frank—Wolfe theorem
- Adjacency on polymatroids
- Affine parameter-dependent Lyapunov functions and real parametric uncertainty
- An extension of the fundamental theorem of linear programming
- Analysis of backtrack algorithms for listing all vertices and all faces of a convex polyhedron.
- Branch-and-bound approaches to standard quadratic optimization problems
- Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming
- Continuous Characterizations of the Maximum Clique Problem
- Directional-Quasi-Convexity, Asymmetric Schur-Convexity and Optimality of Consecutive Partitions
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- Maxima for Graphs and a New Proof of a Theorem of Turán
- Minimizing a Submodular Function on a Lattice
- On a class of functions attaining their maximum at the vertices of a polyhedron
- On extensions of the Frank-Wolfe theorems
- On Quadratic Programming
- On standard quadratic optimization problems
- On the equivalence between some discrete and continuous optimization problems
- Perspectives of Monge properties in optimization
- Pseudo-Boolean optimization
- Reverse search for enumeration
- Solving standard quadratic optimization problems via linear, semidefinite and copositive pro\-gramming
- Technical Note—Direct Proof of the Existence Theorem for Quadratic Programming
- The ellipsoid method and its consequences in combinatorial optimization
Cited in
(10)- Linear programming: foundations and extensions
- An extension of the fundamental theorem of linear programming
- Linear vs. quadratic portfolio selection models with hard real-world constraints
- A new method for mean-variance portfolio optimization with cardinality constraints
- The duality theorem of linear programming: an intuitive approach
- Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming
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- Risk‐averse optimization and resilient network flows
- Linear programming approach to constrained stabilization of positive differential-difference equations with unbounded delay
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