Parametric Quadratic Programming
Parametric Quadratic Programming is a mathematical optimization framework within the class of quadratic programming problems in which the objective function and constraints depend on one or more parameters, and the solution is characterized as a function of these parameters, enabling the analysis of how optimal solutions vary with parameter changes.
136
Publications
11.2K
Citations
249
Authors
137
Institutions
Publications per year
2017–2026
18
Parents
136
On Nonlinear Fractional Programming
Werner Dinkelbach · Management Science · 1967 · 3.1K citations
Robust Mean-Covariance Solutions for Stochastic Optimization
Ioana Popescu · Operations Research · 2007 · 248 citations
1–5 of 136
249
Norwegian University of Science and Technology, Norway
12 publications · 1.1K citations
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7
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5
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5
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5
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1–5 of 249
137
Norwegian University of Science and Technology
Trondheim, Norway
13 h-index
25 publications
2.3K citations
ETH Zurich
Zurich, Switzerland
9 h-index
20 publications
978 citations
Dalian University of Technology
Dalian, China
6 h-index
14 publications
405 citations
University of Siena
Siena, Italy
5 h-index
5 publications
881 citations
École Polytechnique Fédérale de Lausanne
Lausanne, Switzerland
5 h-index
11 publications
563 citations

Imperial College London
London, United Kingdom
5 h-index
7 publications
264 citations
University of Sheffield
Sheffield, United Kingdom
5 h-index
6 publications
123 citations
KU Leuven
Leuven, Belgium
4 h-index
9 publications
1.4K citations
1–8 of 137
6 publications · 933 citations
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6 publications · 164 citations
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5 publications · 88 citations
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4 publications · 3.3K citations
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Conference · 3 publications · 191 citations
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