Teo K.L.

K.L. Teo

Information about the author K.L. Teo will soon be added to the site.
Found 26 papers in total
A relaxed cutting plane method for semi-infinite semi-definite programming
A relaxed cutting plane method for semi-infinite semi-definite programming
2006
In this paper, we develop two discretization algorithms with a cutting plane scheme...
Converse duality in nonlinear programming with cone constraints
Converse duality in nonlinear programming with cone constraints
2006
The purpose of this paper is to establish various converse duality results for...
Multiobjective second-order symmetric duality with F-convexity
Multiobjective second-order symmetric duality with F-convexity
2005
We suggest a pair of second-order symmetric dual programs in multiobjective nonlinear...
Criteria for generalized invex monotonicities
Criteria for generalized invex monotonicities
2005
In this paper, under appropriate conditions, we establish that (i) if the gradient of...
Second order symmetric duality in non-differentiable multiobjective programming with F-convexity
Second order symmetric duality in non-differentiable multiobjective programming with F-convexity
2005
This paper is concerned with a pair of Mond–Weir type second order symmetric...
Second-order duality for nonlinear programming
Second-order duality for nonlinear programming
2004
Four second-order dual models for nonlinear programming are introduced and their...
Minimax portfolio optimization: empirical numerical study
Minimax portfolio optimization: empirical numerical study
2004
In this paper, we carry out the empirical numerical study of the l ∞ portfolio...
On the conversion of optimization problems with max–min constraints to standard optimization problems
On the conversion of optimization problems with max–min constraints to standard optimization problems
2001
In this note, we obtain a sufficient and necessary condition for a point to be a local...
Nonlinear Lagrangian functions and applications to semi-infinite programs
Nonlinear Lagrangian functions and applications to semi-infinite programs
2001
In this paper a nonlinear penalty method via a nonlinear Lagrangian function is...
Portfolio selection problem with minimax type risk function
Portfolio selection problem with minimax type risk function
2001
The investor's preference in risk estimation of portfolio selection problems is...
A dual parametrization method for convex semi-infinite programming
A dual parametrization method for convex semi-infinite programming
2000
We formulate convex semi-infinite programming problems in a functional analytic...
Computational discretization algorithms for functional inequality constrained optimization
Computational discretization algorithms for functional inequality constrained optimization
2000
In this paper, a functional inequality constrained optimization problem is studied...
Characterization and selection of global optimal output feedback gains for linear time-invariant systems
Characterization and selection of global optimal output feedback gains for linear time-invariant systems
2000
The problem of global optimal static output feedback control for linear time-invariant...
On optimal grid construction in numerical integration
On optimal grid construction in numerical integration
1999
This paper presents an optimization approach to the construction of optimal grids for...
On optimal grid construction in numerical integration
On optimal grid construction in numerical integration
2000
This paper presents an optimization approach to the construction of optimal grids for...
A dual parameterization approach to linear–quadratic semi-infinite programming problems
A dual parameterization approach to linear–quadratic semi-infinite programming problems
1999
Semi-infinite programming problems are special optimization problems in which a cost...
Approximation methods for non-convex curves
Approximation methods for non-convex curves
1999
Based on the triangle sandwich and block sandwich methods, two approximation methods...
An optimal control approach to nonlinear mixed integer programming problems
An optimal control approach to nonlinear mixed integer programming problems
1998
Motivated by the recent developments of the Control Parametrization Enhancing...
A new approach to nonlinear mixed discrete programming problems
A new approach to nonlinear mixed discrete programming problems
1998
In this paper a novel method is developed for the numerical solution of a non-linear...
State-space approach to the combined sensitivity and complementary sensitivity problem
State-space approach to the combined sensitivity and complementary sensitivity problem
1997
The Combined Sensitivity and Complementary Sensitivity (CSCS) problem is concerned...
Solving 0–1 programming problems by a penalty approach
Solving 0–1 programming problems by a penalty approach
1997
In this paper, we discuss the application of a penalty method to the numerical...
A new computational method for the functional inequality constrained minimax optimization problem
A new computational method for the functional inequality constrained minimax optimization problem
1997
In this paper, the authors consider a general class of functional inequality...
A gradient flow approach to computing a non-linear discrete time quadratic optimal feedback gain matrix
A gradient flow approach to computing a non-linear discrete time quadratic optimal feedback gain matrix
1996
This paper proposes an approach to solving infinite planning horizon quadratic optimal...
A game with distorted information
A game with distorted information
1993
This article considers a two-person game in which the first player has access to...
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