Narrow search
Showing 31 - 40 of 46
Cover Image
Converse duality in nonlinear programming with cone constraints
Yang, X.M.; Yang, X.Q.; Teo, K.L. - In: European journal of operational research : EJOR 170 (2006) 2, pp. 350-354
Persistent link: https://www.econbiz.de/10006641060
Cover Image
Criteria for generalized invex monotonicities
Yang, X.M.; Yang, X.Q.; Teo, K.L. - In: European journal of operational research : EJOR 164 (2005) 1, pp. 115-119
Persistent link: https://www.econbiz.de/10006641662
Cover Image
Second order symmetric duality in non-differentiable multiobjective programming with F-convexity
Yang, X.M.; Yang, X.Q.; Teo, K.L.; Hou, S.H. - In: European journal of operational research : EJOR 164 (2005) 2, pp. 406-416
Persistent link: https://www.econbiz.de/10006641915
Cover Image
Non-differentiable second order symmetric duality in mathematical programming with F-convexity
Yang, X.M.; Yang, X.Q.; Teo, K.L. - In: European journal of operational research : EJOR 144 (2003) 3, pp. 554-559
Persistent link: https://www.econbiz.de/10006652321
Cover Image
Approximation methods for non-convex curves
Liu, Y.; Teo, K.L.; Yang, X.Q. - In: European journal of operational research : EJOR 117 (1999) 1, pp. 125-135
Persistent link: https://www.econbiz.de/10006666568
Cover Image
A filled function method for optimal discrete-valued control problems
Wu, C.Z.; Teo, K.L.; Rehbock, V. - In: Journal of global optimization : an international … 44 (2009) 2, pp. 213-226
Persistent link: https://www.econbiz.de/10008255159
Cover Image
Nonlinear Lagrangian Functions and Applications to Semi-Infinite Programs
Yang, X.Q.; Teo, K.L. - 2001
Persistent link: https://www.econbiz.de/10008216695
Cover Image
Portfolio Selection Problem with Minimax Type Risk Function
Teo, K.L.; Yang, X.Q. - 2001
Persistent link: https://www.econbiz.de/10008216934
Cover Image
Computational Discretization Algorithms for Functional Inequality Constrained Optimization
Teo, K.L.; Yang, X.Q.; Jennings, L.S. - 2000
Persistent link: https://www.econbiz.de/10008217335
Cover Image
A Dual Parametrization Method for Convex Semi-Infinite Programming
Ito, S.; Liu, Y.; Teo, K.L. - 2000
Persistent link: https://www.econbiz.de/10008217336