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Introduction to convex and quasiconvex analysis
Frenk, Johannes G.; Kassay, Gábor - 2001
Persistent link: https://www.econbiz.de/10001606694
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A gamma heuristic for the p-median
Rosing, K. E.; ReVelle, Charles; Schilling, David A. - 1998
Persistent link: https://www.econbiz.de/10000978924
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Reducing the dimensionality of linear quadratic control problems
Balvers, Ronald J.; Mitchell, Douglas W. - 2001
Persistent link: https://www.econbiz.de/10001570645
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Analytic decision rules for financial stochastic programs
Siegmann, Arjen H.; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001477415
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Optimizing a general optimal replacement model by fractional programming techniques
Barros, A. I. (contributor) - 1995
Persistent link: https://www.econbiz.de/10000922214
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An interior point method, based on rank-one updates, for linear programming
Sturm, Jos F.; Zhang, Shuzhong - 1995
Persistent link: https://www.econbiz.de/10000922218
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Solving stochastic programs with complete integer recourse : a framework using Gröbner bases
Schultz, Rüdiger; Stougie, Leendert; Vlerk, Maarten H. … - 1995
Persistent link: https://www.econbiz.de/10000922337
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Symmetric primal-dual path following algorithms for semidefinite programming
Sturm, Jos F.; Zhang, Shuzhong - 1995
Persistent link: https://www.econbiz.de/10000924243
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Simulated annealing for mixed integer continuous global optimization
Romeijn, H. Edwin (contributor) - 1996
Persistent link: https://www.econbiz.de/10000930029
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Superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming
Luo, Zhi-Quan; Sturm, Jos F.; Zhang, Shuzhong - 1996
Persistent link: https://www.econbiz.de/10000930030