The Continuous Linearization Method of the Fourth Order
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Displaying 1 – 9 of 9
The convex analysis of unitarily invariant matrix functions.
Lewis, A.S. (1995)
Journal of Convex Analysis
The duality theory for general convex quadratic programs
Júdice, J.J. (1983/1984)
Portugaliae mathematica
The Farkas lemma of Glover
Charles W. Swartz (1985)
Commentationes Mathematicae Universitatis Carolinae
The steepest-ascent method for the linear programming problem
J. Denel, J. C. Fiorot, P. Huard (1981)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
The trust region affine interior point algorithm for convex and nonconvex quadratic programming
J. F. Bonnans, M. Bouhtou (1995)
RAIRO - Operations Research - Recherche Opérationnelle
The weighted Fermat triangle problem.
Shen, Yujin, Tolosa, Juan (2008)
International Journal of Mathematics and Mathematical Sciences
Transportation Technique for a Particular Convex Programming Problem
S.P. Aggarwal (1970)
Metrika
Two characterizations of Pareto minima in convex multicriteria optimization
Sanjo Zlobec (1984)
Aplikace matematiky
Two conditions are given each of which is both necessary and sufficient for a point to be a global Pareto minimum. The first one is obtained by studying programs where each criterion appears as a single objective function, while the second one is given in terms of a "restricted Lagrangian". The conditions are compared with the familiar characterizations of properly efficient and weakly efficient points of Karlin and Geoffrion.
Currently displaying 1 – 9 of 9
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