Facet browsing currently unavailable
Page 4 of 67885 results
Sort by: relevance publication year
Chance constrained 0–1 quadratic programs using copulas JOURNAL ARTICLE published October 2015 in Optimization Letters |
A dual solution procedure for quadratic stochastic programs with simple recourse BOOK CHAPTER published 1983 in Numerical Methods |
Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II JOURNAL ARTICLE published January 2000 in SIAM Journal on Control and Optimization |
Properties of the Solution Sets of Quadratic Programs BOOK CHAPTER published in Nonconvex Optimization and Its Applications |
The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems JOURNAL ARTICLE published January 2000 in SIAM Journal on Optimization |
Principles of Sequential Quadratic Programming Methods for Solving Nonlinear Programs BOOK CHAPTER published 1985 in Computational Mathematical Programming |
Necessary and Sufficient Optimality Conditions for Quadratic Programs BOOK CHAPTER published in Nonconvex Optimization and Its Applications |
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems JOURNAL ARTICLE published January 2002 in SIAM Journal on Optimization |
On the Efficiency of Splitting and Projection Methods for Large Strictly Convex Quadratic Programs BOOK CHAPTER published 2000 in Applied Optimization |
Finite Algorithms for Solving Quasi-Convex Quadratic Programs REPORT published 1 May 1971 |
An Overview on Projection-Type Methods for Convex Large-Scale Quadratic Programs BOOK CHAPTER published in Equilibrium Problems: Nonsmooth Optimization and Variational Inequality Models |
Global optimality conditions for fixed charge quadratic programs JOURNAL ARTICLE published August 2018 in Optimization Letters Research funded by National Natural Science Foundation of China (11501474,11401064) |
A Dual Method for Quadratic Programs with Quadratic Constraints JOURNAL ARTICLE published May 1975 in SIAM Journal on Applied Mathematics |
Random Iterations of Two Quadratic Maps BOOK CHAPTER published 1993 in Stochastic Processes |
Control of Stochastic Models BOOK CHAPTER published 30 March 2023 in The Sequential Quadratic Hamiltonian Method |
A Parallel Refined Jacobi-Davidson Method for Quadratic Eigenvalue Problems PROCEEDINGS ARTICLE published December 2010 in 2010 3rd International Symposium on Parallel Architectures, Algorithms and Programming |
An SQP algorithm for extended linear-quadratic problems in stochastic programming JOURNAL ARTICLE published December 1995 in Annals of Operations Research |
Parallel algorithms to solve two-stage stochastic linear programs with robustness constraints JOURNAL ARTICLE published December 2000 in Parallel Computing |
Box-constrained quadratic programs with fixed charge variables JOURNAL ARTICLE published May 2008 in Journal of Global Optimization |
Quantitative stability of fully random two-stage stochastic programs with mixed-integer recourse JOURNAL ARTICLE published July 2020 in Optimization Letters Research funded by National Natural Science Foundation of China (11571270,71371152) | the World-Class Universities (Disciplines) and the Characteristic Development Guidance Funds for the Central Universities (PY3A058) |