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~person:"Terlaky, T."
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quadratic programming
4
tripartitions
4
Balinski-Tucker tableaus
2
basis recovery
2
criss-cross method
2
crossover
2
interior point methods
2
linear complementarity problems
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maximal complementary solutions
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mean-variance portfolio theory
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parametric programming
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principal pivot transforms
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sensitivity analysis
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sufficient matrices
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Terlaky, T.
Li, Duan
6
Punnen, Abraham P.
5
Xia, Yong
5
Hager, William W.
4
Hlouskova, Jaroslava
4
Luo, Zhi-Quan
4
Mallach, Sven
4
Martins, Ana Paula
4
Nesterov, Jurij Evgenʹevič
4
Nijkamp, Peter
4
Post, Thierry
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Rietveld, Piet
4
Roos, K.
4
Suzuki, Soushi
4
Zhang, Liwei
4
Zhang, Shuzhong
4
Best, Michael J.
3
Cambini, Riccardo
3
Frangioni, Antonio
3
Gondzio, Jacek
3
Hsia, Yong
3
Izmailov, A.
3
Ji, Lanpeng
3
Kopa, Miloš
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Lambert, Amélie
3
Palagi, Laura
3
Scozzari, Andrea
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Sodini, Claudio
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Tardella, Fabio
3
Wu, Baiyi
3
Xing, Wenxun
3
Akartunalı, Kerem
2
Aringhieri, Roberto
2
Aryanezhad, M. B.
2
Asano, Hiroshi
2
Baykasoglu, Adil
2
Ben-Tal, Aharon
2
Berkelaar, A.B.
2
Berkelaar, Berkelaar, A.B.
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Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Econometric Institute Report
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Econometric Institute Research Papers
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RePEc
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1
Sensitivity Analysis in (Degenerate)
Quadratic
Programming
Berkelaar, A.B.
;
Jansen, B.
;
Roos, K.
;
Terlaky, T.
-
Erasmus University Rotterdam, Econometric Institute
-
1996
In this paper we deal with sensitivity analysis in convex
quadratic
programming
, without making assumptions on …
Persistent link: https://www.econbiz.de/10008570638
Saved in:
2
Basis- and tripartition identification for
quadratic
programming
and lineair complementary problems; From an interior solution to an optimal basis and viceversa
Berkelaar, A.B.
;
Jansen, B.
;
Roos, K.
;
Terlaky, T.
-
Erasmus University Rotterdam, Econometric Institute
-
1996
Optimal solutions of interior point algorithms for linear and
quadratic
programming
and linear complementarity problems …
quadratic
programming
and linear complementarity problems with sufficient matrices. The presented algorithms are based on the …
Persistent link: https://www.econbiz.de/10008584830
Saved in:
3
Basis- and tripartition identification for
quadratic
programming
and lineair complementary problems; From an interior solution to an optimal basis and viceversa
Berkelaar, Berkelaar, A.B.
;
Jansen, Jansen, B.
;
Roos, K.
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1996
Optimal solutions of interior point algorithms for linear and
quadratic
programming
and linear complementarity problems …
quadratic
programming
and linear complementarity problems with sufficient matrices. The presented algorithms are based on the …
Persistent link: https://www.econbiz.de/10010837840
Saved in:
4
Sensitivity Analysis in (Degenerate)
Quadratic
Programming
Berkelaar, Berkelaar, A.B.
;
Jansen, Jansen, B.
;
Roos, K.
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
1996
In this paper we deal with sensitivity analysis in convex
quadratic
programming
, without making assumptions on …
Persistent link: https://www.econbiz.de/10010837949
Saved in:
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