Finite Algorithms for Solving Quasi-Convex Quadratic Programs

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Solving Differential Equations

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Smoothing methods for mathematical programs with equilibrium constraints

PROCEEDINGS ARTICLE published in International Conference on Informatics Research for Development of Knowledge Society Infrastructure, 2004. ICKS 2004.

Authors: M. Fukushima

Two approaches for solving mathematical programs with second-order cone complementarity constraints

JOURNAL ARTICLE published 2015 in Journal of Industrial & Management Optimization

Authors: Xi-De Zhu | ,School of Mathematical Sciences, Dalian University of Technology, Dalian 116024 | Li-Ping Pang | Gui-Hua Lin | ,School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, Liaoning | ,School of Management, Shanghai University, Shanghai 200444

25. Solving Nonlinear Integer Programs with a Subgradient Approach on Parallel Computers

BOOK CHAPTER published January 1996 in Applications on Advanced Architecture Computers

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Counting solutions to linear and nonlinear constraints through Ehrhart polynomials

PROCEEDINGS ARTICLE published 2014 in 25th Anniversary International Conference on Supercomputing Anniversary Volume -

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Solving quality control problems with an algorithm for minimax programs with coupled constraints

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An iterative method, having linear rate of convergence, for solving a pair of dual linear programs

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Pyomo: modeling and solving mathematical programs in Python

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Authors: William E. Hart | Jean-Paul Watson | David L. Woodruff

Symmetric dual nonlinear programs in complex space

JOURNAL ARTICLE published January 1971 in Journal of Mathematical Analysis and Applications

Authors: R.N Kaul

A Two-Phase Support Method for Solving Linear Programs: Numerical Experiments

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An infeasible interior-point algorithm for solving primal and dual geometric programs

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On the differentiability of optimal values for bounded nonlinear programs with equality constraints

JOURNAL ARTICLE published October 1984 in Operations Research Letters

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A simple polynomial-time rescaling algorithm for solving linear programs

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A Log-Barrier method with Benders decomposition for solving two-stage stochastic linear programs

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Authors: Gongyun Zhao

A note on stability of stationary points in mathematical programs with generalized complementarity constraints

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Research funded by Grant Agency of the Czech Republic (P402/12/1309)

Authors: Michal Červinka