EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • An Approximation Approach to N...
  • More details
Cover Image

An Approximation Approach to Non-strictly Convex Quadratic Semi-infinite Programming

Year of publication:
2004
Authors: Ito, S. ; Liu, Y. ; Teo, K.
Published in:
Journal of Global Optimization. - Springer. - Vol. 30.2004, 2, p. 195-206
Publisher: Springer
Subject: Approximation | Convex quadratic semi-infinite programming | Duality | Linear semi-infinite programming
Saved in:
  • More details
Extent:
text/html
Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10008925252
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • A model of enterprise-level crop yields under climate change : proof of concept, general computational strategy and partial implementation for the case of grain production in Saxony-Anhalt, Germany

      Angelova, Denitsa, (2017)

    • On the stability of linear systems with an exact constraint set

      Amaya, Jorge, (2006)

    • On the stability of linear systems with an exact constraint set

      Amaya, Jorge, (2006)

    • More ...
    Similar items by person
    • A Dual Parametrization Method for Convex Semi-Infinite Programming

      Ito, S., (2000)

    • An Approximation Approach to Non-strictly Convex Quadratic Semi-infinite Programming

      Ito, S., (2004)

    • Second-order Karush–Kuhn–Tucker optimality conditions for set-valued optimization

      Zhu, S., (2014)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...